Recent Top Papers (60 days)

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

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
2.

The VIX and Future Information

Université Libre de Bruxelles (ULB)
31

All Time Top Papers

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

Dissecting Investment Strategies in the Cross Section and Time Series

Man Group, Man AHL, Duke University - Fuqua School of Business, Pimco Europe and Man Group plc
7,549
2.

Risk Everywhere: Modeling and Managing Volatility

Duke University - Finance, Parametric Portfolio Associates, LLC, AQR Capital Management, LLC and AQR Capital Management, LLC
3,004
3.

VIX Futures Basis Trading: The Calvados-Strategy 2.0

Nimzowerkstatt OEG
2,838
4.

Strategic Rebalancing

Man Group plc, Man AHL, Duke University - Fuqua School of Business and Man AHL
2,228
5.

Basis-momentum

New University of Lisbon - Nova School of Business and Economics and Nova School of Business and Economics
1,933
6.

The Impact of Volatility Targeting

Duke University - Fuqua School of Business, Man AHL, Man AHL, Man Group plc, Man AHL and Man AHL
1,839
7.

Commodity Futures Trading Strategies: Trend-Following and Calendar Spreads

Premia Research LLC and Premia Research LLC
1,819
8.

Commodities for the Long Run

AQR Capital Management, AQR Capital Management, LLC, New York University (NYU) - Department of Finance and AQR Capital Management, LLC
1,796
9.

Investment Strategies with VIX and VSTOXX Futures

University of Kent - Kent Business School and University of Sussex
1,772
10.

An Improved Pairs Trading Strategy Based on Switching Regime Volatility

University of Trento - Department of Economics and Management and University of Trento - Department of Economics and Management
1,670