This PDF contains the complete Third Quarter 2023 issue of the Financial Analysts Journal.
Overview
In this issue of the Financial Analysts Journal, you will find the following articles:
Investing in Deflation, Inflation, and Stagflation Regimes
Guido Baltussen, Laurens Swinkels, Bart van Vliet, CFA, and Pim van Vliet
Long-Term Shareholder Returns: Evidence from 64,000 Global Stocks
Hendrik Bessembinder, Te-Feng Chen, Goeun Choi, and K. C. John Wei
Geographic Investing: Stock Return Indexes Based on Company Operations
Bernard Dumas, Tymur Gabuniya, and Richard C. Marston
Factor-Targeted Asset Allocation: A Reverse Optimization Approach
Jacky S. H. Lee and Marco Salerno
Is Sector Neutrality in Factor Investing a Mistake?
Sina Ehsani, Campbell R. Harvey, and Feifei Li
Factor Replication with Industry Stratification
Surpreet Bharjana, Rohan Fletcher, and Paul Lajbcygier
Time-Series Predictability for Sector Investing
Jin Suk Park and Mohammad Khaleq Newaz
Personalized Multiple Account Portfolio Optimization
Thomas M. Idzorek, CFA