smq/directoryAn evolving quant resource archive

Browse / Research papers

Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 5101–5150; page 103 of 188.

  1. Managing ESG Ratings Disagreement in Sustainable Portfolio Selection

    Francesco Cesarone, Manuel Luis Martino, Federica Ricca · 2023 · advanced · portfolio management

    convex optimization · esg · optimization · portfolio optimization · sustainable investing

  2. Managing other people's money: an agency theory in financial management industry

    Papadimitriou, Dimitris, Tokis, Konstantinos, Vichos, Georgios · 2023 · intermediate · portfolio management

    financial economics

  3. Managing Portfolios Across the Return Distribution

    Jozef Barunik, Lukas Janasek, Attila Sarkany · 2025 · advanced · portfolio management

    optimization · portfolio management · portfolio optimization · risk management

  4. Mandate without Managers: Automated Market Makers as Verifiable Portfolio Products

    Zachary Feinstein, Ionut Florescu, Sean O'Leary · 2026 · advanced · portfolio management

    market making · portfolio management

  5. Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration

    Stephen Brown, William Goetzmann, Bing Liang · 2009 · advanced · risk management

    hedge funds

  6. Mandatory Disclosure in Oligopolistic Market Making

    Seongjin Kim, Jin Hyuk Choi · 2026 · advanced · quantitative trading

    financial economics · liquidity · market making · market microstructure

  7. Manipulation in Prediction Markets: An Agent-based Modeling Experiment

    Bridget Smart, Ebba Mark, Anne Bastian · 2026 · intermediate · quantitative trading

    quantitative trading

  8. Manipulation, Informed Trading, and Regulation in Leveraged Event-Linked Markets

    Maksym Nechepurenko · 2026 · advanced · quantitative trading

    quantitative trading

  9. Many learning agents interacting with an agent-based market model

    Matthew Dicks, Andrew Paskaramoorthy, Tim Gebbie · 2023 · advanced · quantitative trading

    liquidity · market microstructure · optimal execution · reinforcement learning

  10. Many-insurer robust games of reinsurance and investment under model uncertainty in incomplete markets

    Guohui Guan, Zongxia Liang, Yi Xia · 2024 · advanced · risk management

    insurance · stochastic differential equations · stochastic processes

  11. Mapping Crisis-Driven Market Dynamics: A Transfer Entropy and Kramers-Moyal Approach to Financial Networks

    Pouriya Khalilian, Amirhossein N. Golestani, Mohammad Eslamifar · 2025 · advanced · risk management

    financial networks · stochastic processes

  12. Mapping global financial risks under climate change

    Antoine Mandel, Stefano Battiston, Irene Monasterolo · 2025 · advanced · risk management

    credit risk · financial stability

  13. Mapping Microscopic and Systemic Risks in TradFi and DeFi: a literature review

    Sabrina Aufiero, Silvia Bartolucci, Fabio Caccioli · 2025 · intermediate · risk management

    contagion · decentralized finance · liquidity risk · systemic risk

  14. Margin Requirements and Equilibrium Asset Prices

    Daniele Coen-Pirani · 2000 · advanced · risk management

    asset pricing · financial economics

  15. Margin trading, short selling and corporate green innovation

    Ge-zhi Wu, Da-ming You · 2021 · intermediate · other

    causal identification · panel data

  16. Marginal Persistence and Dynamic Copula Dependence in Sovereign Rating Migration Counts: A Discrete Interval-Likelihood MAGMAR Analysis

    Marina Palaisti · 2026 · advanced · time series

    copulas · statistical inference · time series

  17. Marginal Price Optimization

    Stefan Loesch, Mark Bentley Richardson · 2025 · advanced · quantitative trading

    convex optimization · numerical methods · optimization

  18. Market Access and Retail Investment Performance

    deHaan, Ed, Glover, Andrew · 2024 · advanced · statistics

    causal identification · causal inference · equity markets · financial economics

  19. Market Beliefs about Open vs. Closed AI

    Daniel Björkegren · 2025 · intermediate · fixed income

    financial economics · fixed income · interest rates

  20. Market Completeness and Optional Projections under Restricted Information

    Levin David Schwab · 2026 · advanced · stochastic calculus

    asset pricing · martingales · mathematical finance · measure theory · probability · stochastic processes

  21. Market concentration and the likelihood of financial crises

    Lucas Bretschger, Vivien Kappel · 2010 · advanced · risk management

    econometrics · financial economics · financial stability

  22. Market Crowds' Trading Behaviors, Agreement Prices, and the Implications of Trading Volume

    Leilei Shi, Bing Han, Yingzi Zhu · 2023 · intermediate · statistics

    statistics

  23. Market Directional Information Derived From (Time, Execution Price, Shares Traded) Sequence of Transactions. On The Impact From The Future

    Vladislav Gennadievich Malyshkin, Mikhail Gennadievich Belov · 2022 · advanced · quantitative trading

    quantitative trading

  24. Market Dynamics of Information Avalanches

    Bernhard K Meister · 2026 · advanced · time series

    financial economics

  25. Market Efficiency and Return Statistics: Evidence from Real Estate and stock Markets Using a Present-Value Approach

    Yuming Fu, Lilian K Ng · 2000 · advanced · statistics

    asset pricing · market efficiency · real estate · time series

  26. Market Efficiency and the Heterogeneous Impact of Financial Liberalization: Evidence from the Shanghai-Hong Kong Stock Connect

    Jiaqi Liu, Chen Tang · 2026 · advanced · statistics

    econometrics · equity markets · market efficiency · panel data

  27. Market Efficiency of Oil Spot and Futures: A Stochastic Dominance Approach

    Lean, H.H., McAleer, M.J., Wong, W.-K. · 2010 · intermediate · statistics

    market efficiency

  28. Market efficiency, informational asymmetry and pseudo-collusion of adaptively learning agents

    Aleksei Pastushkov · 2024 · advanced · quantitative trading

    financial economics · market efficiency

  29. Market frictions, investor heterogeneity and persistence in mutual fund performance

    Ariadna Dumitrescu, Javier Gil-Bazo · 2015 · advanced · portfolio management

    financial economics · mutual funds

  30. Market Impact in Trader-Agents: Adding Multi-Level Order-Flow Imbalance-Sensitivity to Automated Trading Systems

    Zhen Zhang, Dave Cliff · 2020 · advanced · quantitative trading

    algorithmic trading · market microstructure

  31. Market Impact of Small Orders

    Oleh Danyliv · 2022 · intermediate · quantitative trading

    market microstructure

  32. Market Impact with Multi-Timescale Liquidity

    Michael Benzaquen, Jean-Philippe Bouchaud · 2017 · advanced · quantitative trading

    liquidity · market microstructure · partial differential equations

  33. Market Impact: Empirical Evidence, Theory and Practice

    Emilio Said · 2022 · advanced · quantitative trading

    market microstructure

  34. Market Impacts and the Life Cycle of Investors Orders

    Emmanuel Bacry, Adrian Iuga, Matthieu Lasnier · 2015 · advanced · quantitative trading

    market microstructure

  35. Market Inefficiency in Cryptoasset Markets

    Joel Hasbrouck, Julian Ma, Fahad Saleh · 2026 · advanced · statistics

    asset pricing · cryptocurrencies · financial economics · market efficiency

  36. Market Information in Banking Supervision: The Role of Stress Test Design

    Ding, Haina, Guembel, Alexander, Ozanne, Alessio · 2020 · advanced · risk management

    banking · financial economics · stress testing

  37. Market information of the fractional stochastic regularity model

    Daniele Angelini, Matthieu Garcin · 2024 · advanced · time series

    statistics · stochastic processes

  38. Market Informedness and Market-Maker Profitability: The Trade-Off Between Adverse Selection and Price Discovery

    Konrad Ochędzan, Nino Antulov-Fantulin · 2026 · advanced · quantitative trading

    liquidity · machine learning · market making · market microstructure · reinforcement learning · stochastic processes

  39. Market liquidity - theory and empirical evidence

    Vayanos, Dimitri, Wang, Jiang · 2012 · intermediate · quantitative trading

    liquidity

  40. Market liquidity and funding liquidity

    Brunnermeier, Markus K., Pedersen, Lasse Heje · 2007 · advanced · risk management

    liquidity · liquidity risk · systemic risk

  41. Market Liquidity as a Sentiment Indicator

    Malcolm Baker, Jeremy C. Stein · 2002 · intermediate · quantitative trading

    asset pricing · behavioral finance · liquidity · market microstructure

  42. Market liquidity risk: an overview

    Stange, Sebastian, Kaserer, Christoph · 2009 · intermediate · risk management

    liquidity · liquidity risk

  43. Market Makers and Risk Aversion: A Hamiltonian Approach to the Excess Volatility Puzzle

    Will Hicks · 2026 · advanced · time series

    market making

  44. Market Making and Pricing of Financial Derivatives based on Road Travel Times

    Ke Wan, Alain Kornhauser · 2023 · advanced · derivatives

    asset pricing · derivatives · model calibration · risk management · stochastic processes · time series

  45. Market Making and Transient Impact in Spot FX

    Alexander Barzykin · 2026 · advanced · quantitative trading

    foreign exchange · market making · market microstructure · optimal execution

  46. Market Making in Spot Precious Metals

    Alexander Barzykin, Philippe Bergault, Olivier Guéant · 2024 · advanced · quantitative trading

    market making · optimization · stochastic calculus

  47. Market Making under a Weakly Consistent Limit Order Book Model

    Baron Law, Frederi Viens · 2019 · advanced · quantitative trading

    high frequency trading · market making · market microstructure · numerical methods · optimization

  48. Market Making via Reinforcement Learning

    Thomas Spooner, John Fearnley, Rahul Savani · 2018 · advanced · quantitative trading

    machine learning · market making · reinforcement learning

  49. Market Making with Deep Reinforcement Learning from Limit Order Books

    Hong Guo, Jianwu Lin, Fanlin Huang · 2023 · advanced · quantitative trading

    deep learning · market making · market microstructure · neural networks · reinforcement learning

  50. Market Making with Exogenous Competition

    Robert Boyce, Martin Herdegen, Leandro Sánchez-Betancourt · 2024 · advanced · quantitative trading

    liquidity · market making · market microstructure · optimization