Weekly Top 5 Papers – June 17, 2019

1. A Brief Introduction to the Basics of Game Theory by Matthew O. Jackson ( Stanford University – Department of Economics)

2. Pulling the Goalie: Hockey and Investment Implications by Clifford S. Asness (AQR Capital Management, LLC) and Aaron Brown (New York University (NYU) – Courant Institute of Mathematical Sciences)

3. 151 Trading Strategies by Zura Kakushadze (Quantigic Solutions LLC) and Juan A. Serur (University of CEMA)

4. Market Risk Premium and Risk-Free Rate used for 69 countries in 2019: a Survey by Pablo Fernandez (University of Navarra – IESE Business School) and Mar Martinez (IESE Business School) and Isabel Fernández Acín (University of Navarra – University of Navarra, Students)

5.  A Stochastic Partial Differential Equation Model for Limit Order Book Dynamics by Rama Cont (University of Oxfordand Marvin S. Mueller (Zenai)


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