Financial Analysts Journal

Title Publication Date Language Citations
Index Investment and the Financialization of Commodities2012/11/01English903
Global Portfolio Optimization1992/09/01English901
Facts and Fantasies about Commodity Futures2006/03/01English872
The Markowitz Optimization Enigma: Is ‘Optimized’ Optimal?1989/01/01English768
The Strategic and Tactical Value of Commodity Futures2006/03/01English721
Hedge Fund Benchmarks: A Risk-Based Approach2004/09/01English674
Fact and Fantasy in the Use of Options1975/07/01English649
Following the Pied Piper: Do Individual Returns Herd around the Market?1995/07/01English617
The Eco-Efficiency Premium Puzzle2005/03/01English541
Socially Responsible Mutual Funds (corrected)2000/05/01English526
Why and How Investors Use ESG Information: Evidence from a Global Survey2018/07/01English518
Benchmarks as Limits to Arbitrage: Understanding the Low-Volatility Anomaly2011/01/01English512
The Detection of Earnings Manipulation1999/09/01English497
Why Not Diversify Internationally Rather Than Domestically?1974/07/01English495
Inflation, Rational Valuation and the Market1979/03/01English481
Doing Well While Doing Good? The Investment Performance of Socially Responsible Mutual Funds1993/11/01English475
The Only Game in Town1971/03/01English464
The Anatomy of the Performance of Buy and Sell Recommendations1995/09/01English449
The Behavior of Stock Prices on Fridays and Mondays1973/11/01English430
Random Walks in Stock Market Prices1965/09/01English429
The Statistics of Sharpe Ratios2002/07/01English423
Determinants of Portfolio Performance1986/07/01English423
A One-Factor Model of Interest Rates and Its Application to Treasury Bond Options1990/01/01English399
Credit Swap Valuation1999/01/01English368
Investor Sentiment and Stock Returns2000/03/01English358
Bond and Option Pricing when Short Rates are Lognormal1991/07/01English347
The Wages of Social Responsibility2009/07/01English342
Forecasting International Equity Correlations1994/11/01English342
Risk and Valuation of Collateralized Debt Obligations2001/01/01English336
Do Precious Metals Shine? An Investment Perspective2006/03/01English333