Weekly Top 5 Papers – February 18, 2019

1. Global Factor Premiums by Guido Baltussen (Erasmus University Rotterdam (EUR)) and Laurens Swinkels (Erasmus University Rotterdam (EUR)) and Pim van Vliet (Robeco Asset Management – Quantitative Investing) This paper …

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SSRN’s Top Papers of 2018

1. 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 …

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