Thanks for all the downloads, emails and comments!
Your paper, “EXPLOITING FACTOR AUTOCORRELATION TO IMPROVE RISK ADJUSTED RETURNS”, was recently listed on SSRN’s Top Ten download list for: Capital Markets: Asset Pricing & Valuation eJournal, Capital Markets: Asset Pricing & Valuation eJournals, ERN: Asset Pricing Models (Topic), Econometric Modeling: Capital Markets – Asset Pricing eJournal, Econometric Modeling: Financial Markets – Capital Markets eJournals and Mutual Funds, Hedge Funds, & Investment Industry eJournal.
As of 15 July 2014, your paper has been downloaded 165 times. You may view the abstract and download statistics at: http://ssrn.com/abstract=2456543.
Top Ten Lists are updated on a daily basis. Click the following link(s) to view the Top Ten list for:
Capital Markets: Asset Pricing & Valuation eJournal Top Ten, Capital Markets: Asset Pricing & Valuation eJournals Top Ten, ERN: Asset Pricing Models (Topic) Top Ten, Econometric Modeling: Capital Markets – Asset Pricing eJournal Top Ten, Econometric Modeling: Financial Markets – Capital Markets eJournals Top Ten and Mutual Funds, Hedge Funds, & Investment Industry eJournal Top Ten.
Pingback: The Whole Street’s Daily Wrap for 7/16/2014 | The Whole Street
Sure. It was a great quality piece. Thanks for publishing it, Sir!
Pingback: Estimating Fama-French HML factor in real-time | RRSP Strategy
Pingback: Whitepaper featured on Alpha Architect | RRSP Strategy