Weekly Top 5 Papers – March 18, 2016


1. Understanding Modern Portfolio Construction by Cullen Roche (Orcam Financial Group)

2. Robots in American Law by Ryan Calo (University of Washington – School of Law; Stanford University – Law School; Yale Law School)

3. Volatility Managed Portfolios by Alan Moreira (Yale University) and Tyler Muir (Yale University)

4. The Market Portfolio is NOT Efficient: Evidences, Consequences and Easy to Avoid Errorsby Pablo Fernandez (University of Navarra – IESE Business School) and Jose Paulo Carelli (ISE Business School) and Alberto Ortiz Pizarro (University of Navarra, IESE Business School)

5. Equity Risk Premiums (ERP): Determinants, Estimation and Implications – The 2016 Edition by Aswath Damodaran (New York University – Stern School of Business)