This PDF contains the complete Third Quarter 2024 issue of the Financial Analysts Journal.
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Abstract
ESG and Derivatives
Rajkumar Janardanan, Xiao Qiao, and K. Geert Rouwenhorst
Empirical Evidence on the Stock–Bond Correlation
Roderick Molenaar, Edouard Sénéchal, Laurens Swinkels, and Zhenping Wang
Factor-Mimicking Portfolios for Climate Risk
Gianluca De Nard, Robert F. Engle, and Bryan Kelly
3D Investing: Jointly Optimizing Return, Risk, and Sustainability
David Blitz, Mike Chen, Clint Howard, and Harald Lohre
In Practice
Nonlinear Factor Returns in the US Equity Market
Roger Clarke, Harindra de Silva, CFA, and Steven Thorley, CFA
In Practice
Predicting Corporate Bond Illiquidity via Machine Learning
Axel Cabrol, CFA, Wolfgang Drobetz, Tizian Otto, and Tatjana Puhan