We're using cookies, but you can turn them off in your browser settings. Otherwise, you are agreeing to our use of cookies. Learn more in our Privacy Policy

Bridge over ocean
18 July 2023 Article

Financial Analysts Journal, Third Quarter, 2023, Vol. 79 No. 3

  1. CFA Institute

This PDF contains the complete Third Quarter 2023 issue of the Financial Analysts Journal.

Financial Analysts Journal, Third Quarter, 2023, Vol. 79 No. 3 Financial Analysts Journal CFA Institute Member Content

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