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Bridge over ocean
17 October 2019 Financial Analysts Journal Volume 75, Issue 4

Financial Analysts Journal, Fourth Quarter, 2019, Vol. 75, No. 4

  1. CFA Institute

This issue opens with the must-read Perspectives piece, “Challenging the Conventional Wisdom on Active Management: A Review of the Past 20 Years of Academic Literature on Actively Managed Mutual Funds” by Cremers, Fulkerson, and Riley. Six research articles follow. The first two are in the fixed-income space: first, “The Near-Term Forward Yield Spread as a Leading Indicator: A Less Distorted Mirror,” followed by “Carry Investing on the Yield Curve.” The next two are equity articles, “Optimal Currency Hedging for International Equity Portfolios” and “Optimal Timing and Tilting of Equity Factors.” The fifth article is “Corporate Governance, ESG, and Stock Returns around the World,” and the issue ends with the question, “Do Investors Consider Nonfinancial Risks When Building Portfolios?”

2019 Fourth Quarter Issue (Vol. 75, No. 4) Read the Full Issue (PDF) CFA Institute Member Content