Abby Farson Pratt was an assistant editor at CFA Institute. Previously, she worked at the Denver Post and at the University of North Carolina Press. Pratt earned the Claritas™ Investment Certificate and holds a BA in journalism and English from the University of North Carolina at Chapel Hill.
When it comes to retirement income planning, advisers should focus less on "shortfall" and "failure" probabilities, and embrace the "language of longevity,” Moshe Milevsky tells Barbara Petitt, CFA, in an interview for the Financial Analysts Journal Author Interview series.
When withdrawing funds in retirement, conventional wisdom leads us to take funds first from the taxable account, then from the tax-deferred account, and finally from the tax-exempt account. But what if following such conventional wisdom isn’t really the most tax-efficient withdrawal strategy?
The possibility of rising rates has caused waves of concern among investors. Particularly, investors fear the duration effects of such potential rate increases. But according to Financial Analysts Journal authors Martin L. Leibowitz, Anthony Bova, CFA, and Stanley Kogelman, there is no need to panic.
Laurence B. Siegel sat down for an interview with Barbara S. Petitt, CFA, editor of the Financial Analysts Journal to discuss the retirement crisis — the subject of the FAJ's 70th anniversary issue. According to Siegel, there are two things we can do collectively to address the crisis: "save more" and "support efforts to rationalize the systems of pensions and savings in whatever country we happen to live."
The enormous growth in hedge fund assets began in the late 1990s and has continued up to the present. At the same time, academic research has focused on the flow-driven price impacts on financial assets but has not focused on burgeoning hedge fund assets. Katja Ahoniemi and coauthor Petri Jylhä seek to correct that oversight with their recent Financial Analysts Journal article, “Flows, Price Pressure, and Hedge Fund Returns.
Over the past two years, two teams of Financial Analysts Journal authors have been exchanging ideas through a series of articles and letters published in the FAJ.
Merit plays a substantial role in the length of a mutual fund manager’s career. Notably, managers who underperform their peers are more likely to lose their jobs.
Recent research finds that significant positive risk-adjusted returns are produced by the application of a “betting against beta” (BAB) model.
Since the 2008 financial crisis, the derivatives industry has been embroiled in a controversy over whether to make funding value adjustments. John Hull and Alan White explore this controversy in their article, “Valuing Derivatives: Funding Value Adjustments and Fair Value.”
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