Recent Top Papers (60 days)

As of: 22 Jun 2019 - 21 Aug 2019
Rank Paper Downloads
1.

Discretizing Unobserved Heterogeneity

University of Chicago, University of Chicago and Massachusetts Institute of Technology (MIT) - Sloan School of Management
31

All Time Top Papers

As of: 02 Jan 1997 - 21 Aug 2019
Rank Paper Downloads
1.

…and the Cross-Section of Expected Returns

Duke University - Fuqua School of Business, Purdue University and University of Oklahoma
17,847
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
11,640
3.

Evaluating Trading Strategies

Duke University - Fuqua School of Business and Purdue University
8,181
4.

Multifactor Risk Models and Heterotic CAPM

Quantigic Solutions LLC and Duke-NUS Medical School - Centre for Computational Biology
5,364
5.

An Improved Moving Average Technical Trading Rule

Quantf Research and University of Peloponnese - School of Management, Economics and Informatics
4,102
6.

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

University of Hertfordshire Business School
3,329
7.

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
3,059
8.

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 University of California, San Diego (UCSD) - Department of Political Science
2,981
9.

Curves and Term Structure Models: Definition, Calibration and Application of Rate Curves and Term Structure Models

Ludwig Maximilian University of Munich (LMU) - Faculty of Mathematics
2,781
10.

Trend Filtering Methods for Momentum Strategies

Lyxor Asset Management, Capital Fund Management, Eisler Capital and Amundi Asset Management
2,738