Recent Top Papers (60 days)

As of: 05 Jun 2020 - 04 Aug 2020
Rank Paper Downloads
1.

Calibration of Local Correlation Models. Notice to Skeptics of Particle Methods: With the Diffusion Implied Kernel, You Will Have No More Excuses!

Natixis
282
2.

High-Dimensional Dynamic Stochastic Model Representation

Università della Svizzera italiana - Institute of Computational Science and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
82
3.

Predictive Regression with p-Lags and Order-q Autoregressive Predictors

Queensland University of Technology, Queensland University of Technology and University of Queensland
39
4.

Mathematical Foundations of Regression Methods for Approximating the Forward Initial Margin

University of Bristol. School of Computer Science, Electronic and Electrical Engineering, Riskcare Ltd. and Riskcare Ltd.
21

All Time Top Papers

As of: 02 Jan 1997 - 04 Aug 2020
Rank Paper Downloads
1.

…and the Cross-Section of Expected Returns

Duke University - Fuqua School of Business, Purdue University and University of Oklahoma
18,681
2.

Pseudo-Mathematics and Financial Charlatanism: The Effects of Backtest Overfitting on Out-of-Sample Performance

Lawrence Berkeley National Laboratory, University of Newcastle (Australia), Cornell University - Operations Research & Industrial Engineering and Western Michigan University
12,451
3.

Evaluating Trading Strategies

Duke University - Fuqua School of Business and Purdue University
8,899
4.

Multifactor Risk Models and Heterotic CAPM

Quantigic Solutions LLC and Duke-NUS Medical School - Centre for Computational Biology
5,609
5.

An Improved Moving Average Technical Trading Rule

Quantf Research and University of Peloponnese - School of Management, Economics and Informatics
4,243
6.

A Better Measure of Relative Prediction Accuracy for Model Selection and Model Estimation

University of Hertfordshire Business School
3,846
7.

A Poisson Autoregressive Model to Understand COVID-19 Contagion Dynamics

University of Pavia and University of Pavia
3,584
8.

Panel Vector Autoregression in R with the Package Panelvar

Oesterreichische Nationalbank (OeNB) and Oesterreichische Nationalbank (OeNB)
3,435
9.

A Theoretical and Empirical Comparison of Systemic Risk Measures

Université Paris Dauphine - LEDa-SDFi, University of Orleans, University of Orleans and HEC Paris - Finance Department
3,251
10.

How Much Should We Trust Estimates from Multiplicative Interaction Models? Simple Tools to Improve Empirical Practice

Stanford University - Department of Political Science, Princeton University and Stanford University
3,188