Top 5 Papers November 11 to 18, 2019

# Abstract Title Authors Affiliations Downloads 1 Estimation of Theory-Implied Correlation Matrices Marcos Lopez de Prado Cornell University – Operations Research & Industrial Engineering 1038 2 Don’t Take Their Word For It: The Misclassification of Bond Mutual Funds Huaizhi Chen,Lauren Cohen,Umit Gurun University of Notre Dame – Department of Finance …

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Weekly Top 5 Papers – April 15, 2019

1. Time-Series Momentum: A Monte-Carlo Approach by Clemens Struck (University College Dublin) and Enoch Cheng (University of Colorado at Denver – Department of Economics) During my days as …

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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 …

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