Weekly Top 5 Papers – May 27, 2016

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

2. Return Seasonalities by Matti Keloharju (Aalto University – School of Business; Research Institute of Industrial Economics (IFN); Centre for Economic Policy Research (CEPR)) and Juhani Linnainmaa (University of Chicago – Booth School of Business; National Bureau of Economic Research (NBER)) and Peter Nyberg (Aalto University)

3. A Brief Introduction to the Basics of Game Theory by Matthew O. Jackson (Stanford University)

4. Country Risk: Determinants, Measures and Implications – The 2015 Edition by Aswath Damodaran (New York University – Stern School of Business)

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