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Should Banks Make Funding Value Adjustments? (Podcast)
Since the 2008 financial crisis, the derivatives industry has been embroiled in a controversy over whether to make funding value adjustments. John Hull and Alan White explore this controversy in their...
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Why You Don’t Have to Take Large Industry Bets (Podcast)
Recent research finds that significant positive risk-adjusted returns are produced by the application of a “betting against beta” (BAB) model. Read more
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What Is the Role of Merit in a Mutual Fund Manager’s Career? (Podcast)
Merit plays a substantial role in the length of a mutual fund manager’s career. Notably, managers who underperform their peers are more likely to lose their jobs. Read more
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Exploring the Determinants of Levered Portfolio Performance (Podcast)
Over the past two years, two teams of Financial Analysts Journal authors have been exchanging ideas through a series of articles and letters published in the FAJ. Read more
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A Cycle of Flows, Price Pressure, and Hedge Fund Returns (Podcast)
The enormous growth in hedge fund assets began in the late 1990s and has continued up to the present. At the same time, academic research has focused on the flow-driven price impacts on financial...
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Why Do We Still Have a Retirement Crisis?
Laurence B. Siegel sat down for an interview with Barbara S. Petitt, CFA, editor of the Financial Analysts Journal to discuss the retirement crisis — the subject of the FAJ's 70th anniversary issue....
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With Bonds, Don’t Panic about Rising Rates
The possibility of rising rates has caused waves of concern among investors. Particularly, investors fear the duration effects of such potential rate increases. But according to Financial Analysts...
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Exploring Tax-Efficient Withdrawal Strategies
When withdrawing funds in retirement, conventional wisdom leads us to take funds first from the taxable account, then from the tax-deferred account, and finally from the tax-exempt account. But what if...
View ArticleCan the Low-Risk Anomaly Be Exploited?
Dr. Benjamin R. Auer discusses why he and Frank Schuhmacher decided to study the low-risk anomaly and what their investigations revealed, in an interview with Abby Farson Pratt of the Financial...
View ArticleRetirement Income Planning and the “Language of Longevity”
When it comes to retirement income planning, advisers should focus less on "shortfall" and "failure" probabilities, and embrace the "language of longevity,” Moshe Milevsky tells Barbara Petitt, CFA, in...
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