Recent Top Papers (60 days)

As of: 25 Apr 2022 - 24 Jun 2022
Rank Paper Downloads
1.

Multi-Period Portfolio Optimization

Amundi Asset Management, Amundi Asset Management and Amundi Asset Management
290
2.

Influencers, Inefficiency and Fraud – The Bitcoin Price Discovery Network Under the Microscope

City University of Hong Kong (CityU) - Department of Management Sciences, National University of Singapore and National Cheng Kung University
160
3.

Incomplete-Market Equilibrium with Unhedgeable Fundamentals and Heterogeneous Agents

Boston University - Department of Mathematics and StatisticsDublin City University - School of Mathematical Sciences and National University of Singapore (NUS) - Department of Mathematics
101
4.

Cutting Russia’s Fossil Fuel Exports: Short-Term Pain for Long-Term Gain

Purdue University, Department of Agricultural Economics, Purdue University - Center for Global Trade Analysis and World Bank
95
5.

Convergence and Implicit Regularization Properties of Gradient Descent for Deep Residual Networks

University of Oxford, University of Oxford - Mathematical Institute and University of Southern California - Epstein Department of Industrial & Systems Engineering
51
6.

Research on Momentum Strategy Optimization Based on Fractal Winner-Loser Portfolio

Chengdu University of Technology, Chengdu University of Technology, Chengdu University of Technology and Chengdu University of Technology
44
7.

Tabu Search for Maximum Score Estimator Computation

Athens University of Economics and Business, Foundation for Economic and Industrial Research and Athens University of Economics and Business
37
8.

Upstream, Downstream & Common Firm Shocks

Federal Reserve Banks - Federal Reserve Bank of Dallas and Federal Deposit Insurance Corporation
37
9.

Digitizing Historical Balance Sheet Data: A Practitioner's Guide

Board of Governors of the Federal Reserve System and Federal Reserve Bank of New York
37
10.

Conditional Value-at-Risk Robust Optimization

University of Minnesota - Twin Cities - Department of Industrial and Systems Engineering and University of Minnesota - Twin Cities - Department of Industrial and Systems Engineering
31

All Time Top Papers

As of: 02 Jan 1997 - 24 Jun 2022
Rank Paper Downloads
1.

101 Formulaic Alphas

Quantigic Solutions LLC
40,847
2.

Building Diversified Portfolios that Outperform Out-of-Sample

Cornell University - Operations Research & Industrial EngineeringAbu Dhabi Investment Authority
22,623
3.

Mean-Reversion and Optimization

Quantigic Solutions LLC
17,212
4.

Phynance

Quantigic Solutions LLC
16,445
5.

Risk-Neutral Probabilities Explained

affiliation not provided to SSRN
15,743
6.

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

Lawrence Berkeley National Laboratory, University of Newcastle (Australia)Royal Society of Canada, Cornell University - Operations Research & Industrial EngineeringAbu Dhabi Investment Authority and Western Michigan University
14,200
7.

Kelly Criterion for Multivariate Portfolios: A Model-Free Approach

letYourMoneyGrow.com
14,085
8.

The Probability of Backtest Overfitting

Lawrence Berkeley National Laboratory, University of Newcastle (Australia)Royal Society of Canada, Cornell University - Operations Research & Industrial EngineeringAbu Dhabi Investment Authority and Western Michigan University
13,290
9.

Advances in Financial Machine Learning (Chapter 1)

Cornell University - Operations Research & Industrial EngineeringAbu Dhabi Investment Authority
12,686
10.

Machine Learning for Trading

New York University (NYU) - Courant Institute of Mathematical Sciences
12,121