Weekly Top 5 Papers – May 6, 2016

1. The Siren Song of Factor Timing by Clifford Asness (AQR Capital Management, LLC)

2. Chilling Effects: Online Surveillance and Wikipedia Use by Jon Penney (University of Oxford – Oxford Internet Institute)

3. Economists’ Hubris – The Case of Business Ethics in Financial Services by Shahin Shojai (Capco Institute)

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

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