Recent Top Papers (60 days)

As of: 24 Jan 2019 - 25 Mar 2019
Rank Paper Downloads
1.

Global Factor Premiums

Erasmus University Rotterdam (EUR), Erasmus University Rotterdam (EUR) and Robeco Asset Management - Quantitative Investing
4,242
2.

Alice’s Adventures in Factorland: Three Blunders That Plague Factor Investing

Research Affiliates, LLC, Duke University - Fuqua School of Business, Research Affiliates LLC and USC Marshall School of Business
2,936
3.

Strategic Rebalancing

Man AHL, Duke University - Fuqua School of Business, Man AHL and Man AHL
648
4.

Rebalance Timing Luck: The Difference Between Hired and Fired

Newfound Research, Newfound Research and Newfound Research
631
5.

Tick Size, Trading Strategies and Market Quality

The Ohio State University - Fisher College of Business, The University of Western Australia - Department of Accounting and Finance, Bocconi University and IGIER and Baffi Carefin and Université Paris Dauphine - Department of Finance
492
6.

Machine Learning for Stock Selection

Gresham Investment Management, LLC and Arwen Advisors
446
7.

Altcoin-Bitcoin Arbitrage

Quantigic Solutions LLC and Duke-NUS Medical School - Centre for Computational Biology
358
8.

Modifying The Carried Interest To Do What It Is Said To Do

University of Oxford - Said Business School
300
9.

Colors, Emotions, and the Auction Value of Paintings

Erasmus University Rotterdam (EUR), Tilburg University and Tilburg University - Department of Finance
254
10.

What Do Mutual Fund Investors Really Care About?

Ohio State University (OSU) - Department of Finance, Stanford University, Graduate School of Business, Students, University of Arizona - Department of Finance and University of Washington - Department of Finance and Business Economics
206

All Time Top Papers

As of: 02 Jan 1997 - 25 Mar 2019
Rank Paper Downloads
1.

A Quantitative Approach to Tactical Asset Allocation

Cambria Investment Management
219,587
2.

Relative Strength Strategies for Investing

Cambria Investment Management
65,876
3.

101 Formulaic Alphas

Quantigic Solutions LLC
30,496
4.

Fact, Fiction and Momentum Investing

AQR Capital Management, LLC, AQR Capital Management, LLC, AQR Capital Management, LLC and Yale University, Yale SOM
27,638
5.

How Active is Your Fund Manager? A New Measure That Predicts Performance

University of Notre Dame and New York University (NYU) - Department of Finance
25,830
6.

Luck Versus Skill in the Cross Section of Mutual Fund Returns

University of Chicago - Finance and Dartmouth College - Tuck School of Business
22,917
7.

Understanding Modern Portfolio Construction

Orcam Financial Group
21,291
8.

Imitation is the Sincerest Form of Flattery: Warren Buffett and Berkshire Hathaway

American University - Kogod School of Business and University of Nevada, Las Vegas - Department of Finance
15,761
9.

Factor Investing

BlackRock, Inc
15,596
10.

Size Matters, If You Control Your Junk

AQR Capital Management, LLC, AQR Capital Management, LLC, AQR Capital Management, LLC, Yale University, Yale SOM and AQR Capital Management, LLC
15,358