Financial Analysts Journal

Preview Mode Links will not work in preview mode

Quick coverage of the leading practitioner journal in the investment management community. Get a quick overview of each issue with the Editor's Snapshot. Also find article summaries and more. All the original Journal articles can be found on:

https://www.tandfonline.com/toc/ufaj20/current

s://www.cfainstitute.org/en/research/financial-analysts-journal

Toward ESG Alpha: Analyzing ESG Exposures through a Factor Lens

Mar 30, 2021

This is a summary of “Toward ESG Alpha: Analyzing ESG Exposures through a Factor Lens” by Ananth Madhavan, Aleksander Sobczyk, and Andrew Ang, published in the First Quarter 2021 issue of the Financial Analysts Journal.

Summary: https://www.cfainstitute.org/en/research/financial-analysts-journal/2020/toward-esg-alpha

Should Mutual Fund Investors Time Volatility?

Mar 30, 2021

This is a summary of “Should Mutual Fund Investors Time Volatility?” by Feifei Wang, CFA, Xuemin (Sterling) Yan, and Lingling Zheng, published in the First Quarter 2021 issue of the Financial Analysts...

Reports of Value’s Death May Be Greatly Exaggerated

Mar 30, 2021

This is a summary of “Reports of Value’s Death May Be Greatly Exaggerated,” by Robert D. Arnott, Campbell R. Harvey, Vitali Kalesnik, and Juhani T. Linnainmaa, published in the First Quarter 2021 issue of the Financial Analysts...

Portfolio Choice with Path-Dependent Scenarios

Mar 30, 2021

This is a summary of "Portfolio Choice with Path-Dependent Scenarios” by Mark P. Kritzman CFA, Ding Li Grace (TianTian) Qiu, David Turkington CFA, published in the First Quarter 2021 issue of the Financial Analysts...