Recent Top Papers (60 days)

As of: 22 Jun 2019 - 21 Aug 2019
Rank Paper Downloads
1.

On the Magnification of Small Biases in Decision-Making

University of Colorado at Boulder - Leeds School of Business, University of Colorado at Boulder - Department of Finance and University of Colorado, Boulder
34
2.

An Axiomatic Foundation for the Expected Shortfall

University of Waterloo - Department of Statistics and Actuarial Science and University of Western Ontario
34
3.

Information Choice, Uncertainty, and Expected Returns

Pennsylvania State University, Miami University and Pennsylvania State University
29
4.

Ambiguous State Dynamics, Learning, and Endogenous Long-Run Risk

City University of Hong Kong (CityUHK)
24
5.

Does Speculation in Financial Markets Have Real Effects?

City University of Hong Kong (CityUHK) - Department of Economics & Finance and University of Maryland - Robert H. Smith School of Business
19
6.

On the Stability of Portfolio Selection Models

Rome Tre University - Department of Business Studies, University of Rome III, University of Rome III and Faculty of Economics - Sapienza University of Rome
17

All Time Top Papers

As of: 02 Jan 1997 - 21 Aug 2019
Rank Paper Downloads
1.

101 Formulaic Alphas

Quantigic Solutions LLC
32,466
2.

Mean-Reversion and Optimization

Quantigic Solutions LLC
13,799
3.

Equity Risk Premiums (ERP): Determinants, Estimation and Implications - The 2010 Edition

New York University - Stern School of Business
12,843
4.

SRISK: A Conditional Capital Shortfall Measure of Systemic Risk

Universitat Pompeu Fabra - Faculty of Economic and Business Sciences and New York University - Leonard N. Stern School of Business - Department of Economics
11,396
5.

The Trend is Our Friend: Risk Parity, Momentum and Trend Following in Global Asset Allocation

City University London - Sir John Cass Business School, City University London - Sir John Cass Business School, University of York - Department of Economics and Related Studies and City University London - Sir John Cass Business School
11,125
6.

Non-Life Insurance: Mathematics & Statistics

RiskLab, ETH Zurich
8,755
7.

Factors on Demand: Building a Platform for Portfolio Managers, Risk Managers and Traders

ARPM - Advanced Risk and Portfolio Management
8,601
8.

Economists' Hubris - The Case of Risk Management

Capco Institute and Aston Business School
8,338
9.

Market Risk Premium Used in 2010 by Analysts and Companies: A Survey with 2,400 Answers

University of Navarra - IESE Business School and affiliation not provided to SSRN
7,574
10.

Statistical Risk Models

Quantigic Solutions LLC and Duke-NUS Medical School - Centre for Computational Biology
7,480