Recent Top Papers (60 days)

As of: 20 Sep 2018 - 19 Nov 2018
Rank Paper Downloads
1.

Robustness in the Optimization of Risk Measures

Swiss Federal Institute of Technology Zurich, University of Mannheim and University of Waterloo - Department of Statistics and Actuarial Science
63
2.

Assortment Optimization for a Multi-Stage Choice Model

Massachusetts Institute of Technology (MIT) and University of Minnesota - Minneapolis - Industrial & System Engineering
56
3.

Linear Algorithm for Portfolio Optimization with Third-Order Stochastic Dominance

Jilin University (JLU) - Center for Quantitative Economics
16

All Time Top Papers

As of: 02 Jan 1997 - 19 Nov 2018
Rank Paper Downloads
1.

101 Formulaic Alphas

Quantigic Solutions LLC
29,213
2.

Risk-Neutral Probabilities Explained

affiliation not provided to SSRN
13,869
3.

Mean-Reversion and Optimization

Quantigic Solutions LLC
12,445
4.

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

Lawrence Berkeley National Laboratory, University of Newcastle (Australia), AQR Capital Management, LLC and Western Michigan University
10,885
5.

Kelly Criterion for Multivariate Portfolios: A Model-Free Approach

letYourMoneyGrow.com
10,497
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
9,146
7.

The Probability of Backtest Overfitting

Lawrence Berkeley National Laboratory, University of Newcastle (Australia), AQR Capital Management, LLC and Western Michigan University
9,119
8.

Building Diversified Portfolios that Outperform Out-of-Sample

AQR Capital Management, LLC
8,509
9.

Phynance

Quantigic Solutions LLC
8,222
10.

Advances in Financial Machine Learning (Chapter 1)

AQR Capital Management, LLC
6,806