Recent Top Papers (60 days)

As of: 10 Jun 2020 - 09 Aug 2020
Rank Paper Downloads
1.

Option Pricing: Channels, Target Zones and Sideways Markets

Quantigic Solutions LLC
310
2.

Implied Volatilities for Options on Backward-Looking Term Rates

Deloitte GmbH Wirtschaftsprüfungsgesellschaft
239
3.

P&L Analysis of Exotic Derivatives

EY France
229
4.

The Forecasting Power of Short-term Options

ESADE Business School and ESADE Business School
188
5.

Unusual Option Activity: Is it Smart to Follow ‘Smart Money’?

Washington State University and U.S. Securities and Exchange Commission
146
6.

Black Basket Analytics for Mid-Curves and Spread-Options

Danske Bank - Danske Markets
145
7.

Earnings Announcement Timing, Uncertainty, and Volatility Risk Premiums

La Salle University and University of Akron - The George W. Daverio School of Accountancy
109
8.

Matching the Bloomberg Curve S45 with QuantLib

Quaternion Risk Management and affiliation not provided to SSRN
82
9.

COVID-19 and Market Expectations: Evidence from Option-Implied Densities

University of Liechtenstein, Free University of Bozen-Bolzano and Free University of Bolzano Bozen
70
10.

Riding the Nordic German Power-Spread: The Einar Aas Experiment

University of Glasgow, affiliation not provided to SSRN, Norwegian Agricultural Economics Research Institute, Lillehammer University College and Peking University
64

All Time Top Papers

As of: 02 Jan 1997 - 09 Aug 2020
Rank Paper Downloads
1.

151 Trading Strategies

Quantigic Solutions LLC and University of CEMA
42,682
2.

An Analysis of the Financial Crisis of 2008: Causes and Solutions

Oakland University - School of Business Administration
27,349
3.

The Black-Litterman Approach: Original Model and Extensions

ARPM - Advanced Risk and Portfolio Management
22,423
4.

Risk Management Lessons from Long-Term Capital Management

University of California, Irvine - Paul Merage School of Business
18,746
5.

Review of Statistical Arbitrage, Cointegration, and Multivariate Ornstein-Uhlenbeck

ARPM - Advanced Risk and Portfolio Management
18,580
6.

The Fundamentals of Commodity Futures Returns

Yale School of Management, National Graduate Institute for Policy Studies and Yale School of Management - International Center for Finance
14,261
7.

Managing Diversification

ARPM - Advanced Risk and Portfolio Management
13,636
8.

Phynance

Quantigic Solutions LLC
13,403
9.

Fully Flexible Views: Theory and Practice

ARPM - Advanced Risk and Portfolio Management
13,039
10.

Everything You Always Wanted to Know About Multiple Interest Rate Curve Bootstrapping but Were Afraid to Ask

Digital Gold Institute and Intesa Sanpaolo - Financial and Market Risk Management
12,906