CFA Institute Financial Analysts Journal

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Quick coverage of the leading practitioner journal in the investment management community. Get a 5 minute snapshot of each issue of the Financial Analysts Journal in the Editor's Snapshot with Managing Editor Heidi Raubenheimer. Also find summaries of the research articles and interviews with authors. All the original Journal articles can be found on:

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

https://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...

Enhanced Portfolio Optimization

Mar 30, 2021

This is a summary of “Enhanced Portfolio Optimization” by Lasse Heje Pedersen, Abhilash Babu, CFA, and Ari Levine, published in the Second Quarter 2021 issue of the Financial Analysts Journal.

Summary: https://www.cfainstitute.org/en/research/financial-analysts-journal/2021/enhanced-portfolio-optimization

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...