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


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

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