Weekly Top 5 Papers – April 8, 2019

1. 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) 2. 151 Trading Strategies by Zura Kakushadze (Quantigic Solutions LLC), and Juan A. Serur (University of CEMA) This is a 271-page …

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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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Weekly Top 5 Papers – February 11, 2019

1. Global Factor Premiums by Guido Baltussen (Erasmus University Rotterdam (EUR)) and Laurens Swinkels (Erasmus University Rotterdam (EUR)) and Pim van Vliet (Robeco …

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