Recent Top Papers (60 days)

As of: 06 Jun 2020 - 05 Aug 2020
Rank Paper Downloads
1.

An Inconvenient Fact: Private Equity Returns & The Billionaire Factory

University of Oxford - Said Business School
14,707
2.

Breaking Bad Trends

Research Affiliates LLC, Research Affiliates, LLC, Duke University - Fuqua School of Business and Research Affiliates, LLC
1,115
3.

Endowment Performance

Independent
1,056
4.

The Performance of Hedge Fund Performance Fees

Ohio State University (OSU) - Department of Finance, Ohio State University (OSU) - Department of Finance and University of Arizona - Department of Finance
958
5.

Value and Interest Rates: Are Rates to Blame for Value’s Torments?

AQR Capital Management, LLC and Yale University, Yale SOM
832
6.

Principal Portfolios

Yale SOM, Ecole Polytechnique Federale de Lausanne and AQR Capital Management, LLC
818
7.

Predicting Bond Returns: 70 Years of International Evidence

Erasmus University Rotterdam (EUR), Erasmus University Rotterdam and Robeco Asset Management
787
8.

Stock Picking with Machine Learning

Darmstadt University of Technology and Deka Investment GmbH
472
9.

Does Joining the S&P 500 Index Hurt Firms?

Tulane University - A.B. Freeman School of Business, Ohio State University (OSU) - Department of Finance and Lancaster University
450
10.

Corporate Sustainability and Stock Returns: Evidence from Employee Satisfaction

George Washington University and Northwestern University - Department of Accounting Information & Management
447

All Time Top Papers

As of: 02 Jan 1997 - 05 Aug 2020
Rank Paper Downloads
1.

A Quantitative Approach to Tactical Asset Allocation

Cambria Investment Management
235,282
2.

Relative Strength Strategies for Investing

Cambria Investment Management
69,930
3.

151 Trading Strategies

Quantigic Solutions LLC and University of CEMA
42,512
4.

101 Formulaic Alphas

Quantigic Solutions LLC
35,833
5.

Fact, Fiction and Momentum Investing

AQR Capital Management, LLC, AQR Capital Management, LLC, AQR Capital Management, LLC and Yale University, Yale SOM
30,253
6.

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

University of Notre Dame and New York University (NYU) - Department of Finance
27,226
7.

Luck Versus Skill in the Cross Section of Mutual Fund Returns

University of Chicago - Finance and Dartmouth College - Tuck School of Business
23,637
8.

Understanding Modern Portfolio Construction

Orcam Financial Group
23,436
9.

The 7 Reasons Most Machine Learning Funds Fail (Presentation Slides)

Cornell University - Operations Research & Industrial Engineering
19,203
10.

Squaring Venture Capital Valuations with Reality

University of British Columbia (UBC) - Sauder School of Business and Stanford University - Graduate School of Business
17,070