Financial analysts journal

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  Año 2016, Vol. 72, Número 5

  • The evolution and success of index strategies in ETFs

    Joanna M. Hill

    • Resumen

    págs. 8-13

    

  • The (time-varying) importance of disaster risk

    Ivo Welch

    • Resumen

    págs. 14-30

    

  • Two centuries of price-return momentum

    Christopher C. Géczy, Mikhail Samonov

    • Resumen

    págs. 32-56

    

  • Will Your Factor Deliver? An Examination of Factor Robustness and Implementation Costs

    Noah Beck, Jason Hsu, Vitali Kalesnik, Helge Kostka

    • Resumen

    págs. 58-82

    

  • Information in the tails of the distribution of analysts’ quarterly earnings forecasts

    Cameron Truong, Philip B. Shane, Qiuhong Zhao

    • Resumen

    págs. 84-99