Recent Top Papers (60 days)

As of: 06 Aug 2022 - 05 Oct 2022
Rank Paper Downloads
1.

Volatility Is (Mostly) Path-Dependent

Ecole des Ponts ParisTech and University of California Berkeley
2,366
2.

Practical Solution of Partial Differential Equations in Finance With Numerical Examples and Python Code

Independent
1,751
3.

Does the Term-Structure of Equity At-the-Money Skew Really Follow a Power Law?

Ecole des Ponts ParisTech and Bloomberg L.P.
345
4.

Commodity Tail Risks

University of St. Gallen - School of Finance, University of St. Gallen - Swiss Institute of Banking and Finance, University of Reading - ICMA Centre and Leibniz Universit├Ąt Hannover - Faculty of Economics and Management
232
5.

Using the VIX to Distinguish between Transitory and Persistent Risk

Capital Market Risk Advisors
159
6.

The Role of Hedgers and Speculators in the Currency Futures Markets

University of Otago - Department of Accountancy and Finance, University of Otago - Department of Accountancy and Finance and University of Otago, Otago Business School, Department of Accountancy and Finance
133
7.

Are Equity Option Returns Abnormal? IPCA Says No

University of Lausanne and Federal Reserve Banks - Federal Reserve Bank of Dallas
131
8.

A Review on Derivative Hedging using Reinforcement Learning

Singapore Management University
125
9.

Calibration Model Scoring with new market induced narrower arbitrability bounds for the implied volatility skew

Natixis
90
10.

Very Noisy Option Prices and Inference Regarding the Volatility Risk Premium

Rice University, University of Southern California - Marshall School of Business - Finance and Business Economics Department and Louisiana State University, Baton Rouge
84

All Time Top Papers

As of: 02 Jan 1997 - 05 Oct 2022
Rank Paper Downloads
1.

151 Trading Strategies

Quantigic Solutions LLC and NYU - Courant Institute of Mathematical Sciences
69,961
2.

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

Oakland University - School of Business Administration
34,312
3.

The Black-Litterman Approach: Original Model and Extensions

ARPM - Advanced Risk and Portfolio Management
24,725
4.

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

ARPM - Advanced Risk and Portfolio Management
19,697
5.

Risk Management Lessons from Long-Term Capital Management

University of California, Irvine - Paul Merage School of Business
19,219
6.

DeFi and the Future of Finance

Duke University - Fuqua School of Business, Independent and Fei Protocol
18,919
7.

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
17,725
8.

Phynance

Quantigic Solutions LLC
16,667
9.

Managing Diversification

ARPM - Advanced Risk and Portfolio Management
15,296
10.

'P' Versus 'Q': Differences and Commonalities between the Two Areas of Quantitative Finance

ARPM - Advanced Risk and Portfolio Management
14,893