Recent Top Papers (60 days)

As of: 18 May 2018 - 17 Jul 2018
Rank Paper Downloads
1.

Smart Equity Investing: Implementing Risk Optimization Techniques on Strategic Beta Portfolios

University of Liege, HEC Management School, University of Liege - HEC Management School and HEC Montreal - Department of Finance
49
2.

Dynamic Adverse Selection and Liquidity

HEC Paris - Finance Department
26
3.

A Dynamic Network Perspective on the Latent Group Structure of Cryptocurrencies

Singapore Management University, Lee Kong Chian School of Business, Singapore Management University, School of Economics and Humboldt University of Berlin - Institute for Statistics and Econometrics
25
4.

Mechanisms in a Digitalized World

Paris School of Economics (PSE)
21
5.

Quantifying the Impacts of the US Section 232 Steel and Aluminum Tariffs

Ciuriak Consulting Inc. and Infinite-Sum Modeling Inc.
17
6.

Portfolio Optimization in Incomplete Markets and Price Constraints Determined by Maximum Entropy in the Mean

Polytechnic University of Catalonia (UPC) and Instituto de Estudios Superiores de Administración (IESA)
16
7.

A Data Driven Neural Network Approach to Optimal Asset Allocation for Target Based Defined Contribution Pension Plans

University of Waterloo and University of Waterloo - Faculty of Mathematical, Statistical, and Computer Sciences
16

All Time Top Papers

As of: 02 Jan 1997 - 17 Jul 2018
Rank Paper Downloads
1.

101 Formulaic Alphas

Quantigic Solutions LLC
27,851
2.

Risk-Neutral Probabilities Explained

affiliation not provided to SSRN
13,650
3.

Mean-Reversion and Optimization

Quantigic Solutions LLC
11,972
4.

Pseudo-Mathematics and Financial Charlatanism: The Effects of Backtest Overfitting on Out-of-Sample Performance

Lawrence Berkeley National Laboratory, University of Newcastle (Australia), True Positive Technologies and Western Michigan University
10,398
5.

Kelly Criterion for Multivariate Portfolios: A Model-Free Approach

letYourMoneyGrow.com
9,946
6.

A New Anomaly: The Cross-Sectional Profitability of Technical Analysis

University of North Carolina (UNC) at Charlotte - Finance, Washington University in St. Louis and Washington University in St. Louis - John M. Olin Business School
9,033
7.

The Probability of Backtest Overfitting

Lawrence Berkeley National Laboratory, University of Newcastle (Australia), True Positive Technologies and Western Michigan University
8,493
8.

Phynance

Quantigic Solutions LLC
7,851
9.

Building Diversified Portfolios that Outperform Out-of-Sample

True Positive Technologies
7,210
10.

Performance v. Turnover: A Story by 4,000 Alphas

Quantigic Solutions LLC and WorldQuant LLC
6,218