CFA Institute Financial Analysts Journal CFA Institute

A summary of “Factor Exposure Variation and Mutual Fund Performance,” by Manuel Ammann, Sebastian Fischer, and Florian Weigert, published in the Fourth Quarter 2020 issue of the Financial Analysts Journal.
Summary
http://www.cfainstitute.org/en/research/financial-analysts-journal/2020/factor-exposure-variation

A summary of “Provision of Longevity Insurance Annuities” by Dale Kintzel and John A. Turner, published in the Fourth Quarter 2020 issue of the Financial Analysts Journal.
Summary
https://www.cfainstitute.org/en/research/financial-analysts-journal/2020/provision-of-longevity-insurance-annuities

A summary of “Conditional Volatility Targeting” by Dion Bongaerts, Xiaowei Kang, CFA, and Mathijs van Dijk, published in the Fourth Quarter 2020 issue of the Financial Analysts Journal.
Summary
http://www.cfainstitute.org/en/research/financial-analysts-journal/2020/conditional-volatility-targeting

A summary of “When Equity Factors Drop Their Shorts” by David Blitz, Guido Baltussen, and Pim van Vliet, published in the Fourth Quarter 2020 issue of the Financial Analysts Journal.
Summary
http://www.cfainstitute.org/en/research/financial-analysts-journal/2020/when-equity-factors-drop-their-shorts

A summary of “An Empirical Evaluation of Tax-Loss-Harvesting Alpha” by S.E. Chaudhuri, T.C. Burnham, and A.W. Lo, published in the Third Quarter 2020 issue of the Financial Analysts Journal.

Summary
http://www.cfainstitute.org/en/research/financial-analysts-journal/2020/empirical-evaluation-tax-loss-harvesting-alpha

Managing Editor of the Financial Analysts Journal Heidi Raubenheimer provides an overview of the Third Quarter issue of 2020.
We continue to celebrate 75 years in research publishing with our opening article. Six research articles follow, covering retirement saving, equity defense, multifactor management, tax-loss harvesting, market share, and bitcoin.