Top 10 Papers of 2014


1. A Brief Introduction to the Basics of Game Theory by Matthew O. Jackson (Stanford University – Department of Economics)

2. ‘A Diamond is Forever’ and Other Fairy Tales: The Relationship between Wedding Expenses and Marriage Duration by Andrew M. Francis (Emory University – Department of Economics) and Hugo M. Mialon (Emory University – Department of Economics)

3. A Quantitative Approach to Tactical Asset Allocation by Mebane T. Faber (Cambria Investment Management)

4. Fact, Fiction and Momentum Investing by Clifford S. Asness (AQR Capital Management, LLC) and Andrea Frazzini (AQR Capital Management, LLC) and Ronen Israel (AQR Capital Management, LLC) and Tobias J. Moskowitz (University of Chicago – Booth School of Business)

5. Equity Risk Premiums (ERP): Determinants, Estimation and Implications – the 2013 Edition by Aswath Damodaran (New York University – Stern School of Business)

6. Understanding the Modern Monetary System by Cullen O. Roche (Orcam Financial Group, LLC)

7. ‘I’ve Got Nothing to Hide’ and Other Misunderstandings of Privacy by Daniel J. Solove (George Washington University Law School)

8. What Happens Before? A Field Experiment Exploring How Pay and Representation Differentially Shape Bias on the Pathway into Organizations by Katherine L. Milkman (University of Pennsylvania – The Wharton School) and Modupe Akinola (Columbia University – Columbia Business School) and Dolly Chugh (New York University (NYU) – Leonard N. Stern School of Business)

9. A Five-Factor Asset Pricing Model by Eugene F. Fama (University of Chicago – Finance) and Kenneth R. French (Dartmouth College – Tuck School of Business)

10. An Intermarket Approach to Beta Rotation: The Strategy, Signal, and Power of Utilities by Charles V. Bilello (Pension Partners, LLC) and Michael A. Gayed (Pension Partners, LLC)