Weekly Top 5 Papers – December 17, 2018

1. A Backtesting Protocol in the Era of Machine Learning by Robert D. Arnott (Research Affiliates, LLC) and Campbell R. Harvey (Duke University – Fuqua School of Business) and Harry Markowitz (University of California at San Diego) 2. Mortgage Debt, Hand-to-Mouth Households, and Monetary Policy Transmission by Sumit Agarwal (National University of Singapore) and Yongheng Deng …

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