Practical analysis for investment professionals

FAJ Author Interviews

Meir Statman’s Proposal for Mandatory US Retirement Savings (Podcast)

The United States is experiencing a retirement crisis. Meir Statman suggests a potential long-term solution: mandating, instead of recommending, US retirement savings.

Industry-Based Alternative Equity Indices (Podcast)

Market capitalization is quite well established as the standard for index weighting, but new research suggests that industry-based weighting schemes have several advantages over traditional market-cap weighting.

The Benefits of Breaking Minimum Maturity Rules (Podcast)

Fixed-income index funds typically closely follow the construction rules of the indices they seek to replicate; in particular, bonds that violate an index’s minimum maturity rule will often be removed from funds that track that index. Recent research suggests that following minimum maturity rules causes funds to underperform.

How Media Coverage Affects Hedge Fund Returns (Podcast)

Recent research indicates that hedge fund managers tend to underperform after being covered in the press. One of the study's authors discusses the findings in detail.

A New Approach for Analyzing and Managing Macrofinancial Risks (Podcast)

The systems that constitute the global financial landscape have become increasingly interconnected since the financial crisis, but policy makers have lagged behind the trend and still manage monetary, fiscal, and financial stability policies in isolation.

The Case for Liquidity as an Investment Style (Podcast)

Discussing his most recent research, Roger Ibbotson argues that liquidity should be given equal standing with size, value/growth, and momentum as an investment style.

How Does Gender Affect the Performance and Career Outcomes of Sell-Side Analysts? (Podcast)

Rodney N. Sullivan, CFA, discusses his recent research on the effects of gender in the sell-side analyst field.

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