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  

A summary of “A Framework for Constructing Equity-Risk-Mitigation Portfolios,” by J. Baz, J. Davis, S. Sapra, N. Gillmann, and J. Tsai, published in the Third Quarter 2020 issue of the Financial Analysts Journal.

A summary of “Targeting Retirement Security with a Dynamic Asset Allocation Strategy,” by Adam Kobor, CFA, and Arun Muralidhar, published in the Third Quarter 2020 issue of the Financial Analysts Journal.

A summary of “Risk Management and Optimal Combination of Equity Market Factors,” by Roger Clarke, Harindra de Silva, CFA, and Steven Thorley, CFA, published in the Third Quarter 2020 issue of the Financial Analysts Journal.

A summary of “A New Framework for Analyzing Market Share Dynamics among Fund Families,” by Jan Jaap Hazenberg in the Third Quarter issue of the Financial Analysts Journal.

A summary of “Decentralized Efficiency? Arbitrage in Bitcoin Markets,” by Sinan Krückeberg and Peter Scholz, published in the Third Quarter 2020 issue of the Financial Analysts Journal.

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.

A summary of “Public Sentiment and the Price of Corporate Sustainability,” by George Serafeim, published in the Second Quarter 2020 issue of the Financial Analysts Journal.