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 shows very strong evidence on the main strategies underlying factor-based investing. Over the years several anomalous, but persistent patterns in returns have been discovered by fellow academics and …

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SSRN Development – CiteReader

In 2008, SSRN released CiteReader and Reference Technology into their Beta labs. CiteReader captures references from the papers in the SSRN eLibrary. …

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Recent SSRN Development Projects

Here is a brief overview of a few recent development projects: •      Expanded International Content – We upgraded our database …

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