Recent Top Papers (60 days)

As of: 05 Jun 2020 - 04 Aug 2020
Rank Paper Downloads
1.

Option Pricing: Channels, Target Zones and Sideways Markets

Quantigic Solutions LLC
305
2.

Measuring the Cost of Regulation: A Text-Based Approach

Columbia University - Columbia Business School, Columbia University - Columbia Business School and Columbia University - Columbia Business School
82
3.

Making Tweedie's Compound Poisson Model More Accessible

Warsaw School of Economics (SGH) - Institute of Econometrics, Stockholm University and RiskLab, ETH Zurich
22

All Time Top Papers

As of: 02 Jan 1997 - 04 Aug 2020
Rank Paper Downloads
1.

101 Formulaic Alphas

Quantigic Solutions LLC
35,823
2.

Mean-Reversion and Optimization

Quantigic Solutions LLC
15,043
3.

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

New York University - Stern School of Business
12,889
4.

SRISK: A Conditional Capital Shortfall Measure of Systemic Risk

Universitat Pompeu Fabra - Faculty of Economic and Business Sciences and New York University (NYU) - Department of Finance
11,834
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
11,632
6.

Non-Life Insurance: Mathematics & Statistics

RiskLab, ETH Zurich
10,834
7.

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

ARPM - Advanced Risk and Portfolio Management
8,733
8.

Statistical Risk Models

Quantigic Solutions LLC and Duke-NUS Medical School - Centre for Computational Biology
8,470
9.

Economists' Hubris - The Case of Risk Management

Capco Institute and Aston Business School
8,371
10.

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

IESE Business School and affiliation not provided to SSRN
7,719