Recent Top Papers (60 days)

As of: 22 Dec 2019 - 20 Feb 2020
Rank Paper Downloads
1.

Uncovering Momentum

VKY Analytics, LLC
227
2.

Uncertainty, Risk and Information

University of California, Davis - Department of Economics
32
3.

Multi Target Risk Measurement & Portfolio Optimization

Independent
21
4.

Refinance Incidence and Information Loss in Predicting Prepayment Risk

ALBA Graduate Business School
19
5.

An Evolutionary Perspective on Updating Risk and Ambiguity Preferences

Duke University - Department of Economics and Duke University - Department of Economics
17

All Time Top Papers

As of: 02 Jan 1997 - 20 Feb 2020
Rank Paper Downloads
1.

101 Formulaic Alphas

Quantigic Solutions LLC
34,201
2.

Mean-Reversion and Optimization

Quantigic Solutions LLC
14,439
3.

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

New York University - Stern School of Business
12,863
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
11,602
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
11,379
6.

Non-Life Insurance: Mathematics & Statistics

RiskLab, ETH Zurich
9,800
7.

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

ARPM - Advanced Risk and Portfolio Management
8,671
8.

Economists' Hubris - The Case of Risk Management

Capco Institute and Aston Business School
8,353
9.

Statistical Risk Models

Quantigic Solutions LLC and Duke-NUS Medical School - Centre for Computational Biology
8,049
10.

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
7,631