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Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 6051–6100; page 122 of 188.

6051. Optimal Consumption and Retirement Time under Shortfall Risk Measure

      Lijun Bo, Yijie Huang, Tingting Zhang · 2026 · advanced · portfolio management

      financial economics · optimization · portfolio management · risk management

6052. Optimal consumption under loss-averse multiplicative habit-formation preferences

      Bahman Angoshtari, Xiang Yu, Fengyi Yuan · 2024 · advanced · portfolio management

      mathematical finance · optimization · partial differential equations

6053. Optimal consumption under relaxed benchmark tracking and consumption drawdown constraint

      Lijun Bo, Yijie Huang, Kaixin Yan · 2024 · advanced · portfolio management

      mathematical finance · optimization · partial differential equations · stochastic processes

6054. Optimal Consumption-Investment with Epstein-Zin Utility under Leverage Constraint

      Dejian Tian, Weidong Tian, Jianjun Zhou · 2025 · advanced · portfolio management

      optimization · partial differential equations · portfolio management · portfolio optimization

6055. Optimal Control of Reserve Asset Portfolios for Stablecoins

      Alexander Hammerl · 2025 · advanced · portfolio management

      liquidity risk · optimization · portfolio management

6056. Optimal Control of the Ethena Yield-Bearing Stablecoin

      Matthew Lorig · 2026 · advanced · quantitative trading

      optimization · partial differential equations · stochastic calculus

6057. Optimal Control with Expectation Constraint in a Smooth Boundary Case

      Bruno Bouchard, Lucas Gnecco Heredia, Ludovic Moreau · 2026 · advanced · stochastic calculus

      optimization · partial differential equations · stochastic differential equations

6058. Optimal Corrective Policies under Financial Frictions

      Andreas Schabert · 2021 · advanced · risk management

      credit markets · economic policy · optimization

6059. Optimal credit portfolio and consumption with regime switching and default contagion

      Fei Sun, Wenyuan Wang, Kaixin Yan · 2026 · advanced · portfolio management

      contagion · credit risk · portfolio management · portfolio optimization · stochastic processes

6060. Optimal Cross-Correlation Estimates from Asynchronous Tick-by-Tick Trading Data

      William H. Press · 2023 · advanced · statistics

      statistical inference · time series

6061. Optimal Damping with Hierarchical Adaptive Quadrature for Efficient Fourier Pricing of Multi-Asset Options in Lévy Models

      Michael Samet, Christian Bayer, Chiheb Ben Hammouda · 2022 · advanced · options

      numerical methods · optimization · option pricing

6062. Optimal Decisions for Liquid Staking: Allocation and Exit Timing

      Ruofei Ma, Zhebiao Cai, Wenpin Tang · 2025 · advanced · portfolio management

      optimization · stochastic processes

6063. Optimal Delegation and Limited Awareness, with an Application to Financial Intermediation

      Sarah Auster, Nicola Pavoni · 2018 · advanced · other

      financial economics

6064. Optimal Delta Hedging for Options

      Alan White, John Hull · 2017

      derivatives · mathematical finance · option greeks · options hedging · risk management

6065. Optimal Diversification and Leverage in a Utility-Based Portfolio Allocation Approach

      Vladimir Markov · 2025 · advanced · portfolio management

      mathematical finance · optimization · portfolio management · portfolio optimization · probability · risk management

6066. Optimal dividend and capital injection under self-exciting claims

      Paulin Aubert, Etienne Chevalier, Vathana Ly Vath · 2025 · advanced · risk management

      insurance · optimization · stochastic processes

6067. Optimal dividend payout with path-dependent drawdown constraint

      Chonghu Guan, Jiacheng Fan, Zuo Quan Xu · 2023 · advanced · stochastic calculus

      brownian motion · optimization · partial differential equations · stochastic processes

6068. Optimal dividend strategies for a catastrophe insurer

      Hansjoerg Albrecher, Pablo Azcue, Nora Muler · 2023 · advanced · risk management

      insurance · numerical methods · optimization · stochastic processes

6069. Optimal Dividend, Reinsurance and Capital Injection Strategies for Collaborating Business Lines: The Case of Excess-of-Loss Reinsurance

      Tim J. Boonen, Engel John C. Dela Vega · 2025 · advanced · risk management

      insurance · mathematical finance · optimization · risk management · stochastic processes

6070. Optimal Dividend, Reinsurance, and Capital Injection for Collaborating Business Lines under Model Uncertainty

      Tim J. Boonen, Engel John C. Dela Vega, Len Patrick Dominic M. Garces · 2026 · advanced · risk management

      insurance · model risk · optimization · risk management · stochastic processes

6071. Optimal Dividend, Reinsurance, and Capital Injection Strategies for an Insurer with Two Collaborating Business Lines

      Tim J. Boonen, Engel John C. Dela Vega, Bin Zou · 2025 · advanced · risk management

      insurance · mathematical finance · optimization · risk management · stochastic processes

6072. Optimal dividends for a NatCat insurer in the presence of a climate tipping point

      Hansjoerg Albrecher, Pablo Azcue, Nora Muler · 2025 · advanced · risk management

      insurance · numerical methods · optimization · stochastic processes

6073. Optimal Dynamic Fees for Automated Market Makers: A Stochastic Control Approach to Loss-Versus-Rebalancing

      Farbod Ghasemlu · 2026 · advanced · quantitative trading

      liquidity · optimization

6074. Optimal Dynamic Fees in Automated Market Makers

      Leonardo Baggiani, Martin Herdegen, Leandro Sánchez-Betancourt · 2025 · advanced · quantitative trading

      market making · optimization

6075. Optimal Dynamic Futures Portfolios Under a Multiscale Central Tendency Ornstein-Uhlenbeck Model

      Tim Leung, Yang Zhou · 2021 · advanced · derivatives

      derivatives · optimization · portfolio optimization · stochastic differential equations · stochastic processes

6076. Optimal Dynamic Portfolio Risk with First-Order and Second-Order Predictability

      Gollier, Christian · 2003 · advanced · portfolio management

      financial economics · portfolio management · portfolio optimization

6077. Optimal ecological transition path of a credit portfolio distribution, based on Multidate Monge-Kantorovich formulation

      Emmanuel Gobet, Clara Lage · 2023 · advanced · risk management

      credit risk · numerical methods · optimization

6078. Optimal entry and exit for variance swaps: closed-form rules for the perpetual contract

      Jun Maeda · 2026 · advanced · derivatives

      derivatives · stochastic processes · volatility trading

6079. Optimal Execution among $N$ Traders with Transient Price Impact

      Steven Campbell, Marcel Nutz · 2025 · advanced · quantitative trading

      market microstructure · optimal execution · optimization

6080. Optimal Execution and Macroscopic Market Making

      Ivan Guo, Shijia Jin · 2025 · advanced · quantitative trading

      liquidity · market making · optimal execution · stochastic differential equations

6081. Optimal execution and speculation with trade signals

      Peter Bank, Álvaro Cartea, Laura Körber · 2023 · advanced · quantitative trading

      liquidity · market microstructure · optimal execution · stochastic differential equations · stochastic processes

6082. Optimal Execution in Intraday Energy Markets under Hawkes Processes with Transient Impact

      Konstantinos Chatziandreou, Sven Karbach · 2025 · advanced · quantitative trading

      optimal execution · stochastic processes

6083. Optimal execution of limit and market orders with trade director, speed limiter, and fill uncertainty

      Brian Bulthuis, Julio Concha, Tim Leung · 2017 · advanced · quantitative trading

      algorithmic trading · liquidity · market microstructure · optimal execution · optimization

6084. Optimal Execution of Portfolio Transactions

      Neil Chriss, Robert Almgren · 2000

      Efficient Frontier · L-VaR · Liquidity · Market Impact · Optimal Execution · Portfolio Management

6085. Optimal execution on Uniswap v2/v3 under transient price impact

      Bastien Baude, Damien Challet, Ioane Muni Toke · 2026 · advanced · quantitative trading

      decentralized finance · liquidity · market microstructure · numerical methods · optimal execution

6086. Optimal Execution Strategies Incorporating Internal Liquidity Through Market Making

      Yusuke Morimoto · 2024 · advanced · quantitative trading

      algorithmic trading · market making · optimal execution · optimization · stochastic processes

6087. Optimal Execution under Incomplete Information

      Etienne Chevalier, Yadh Hafsi, Vathana Ly Vath · 2024 · advanced · quantitative trading

      high frequency trading · market microstructure · optimal execution · optimization · stochastic processes

6088. Optimal Execution under Liquidity Uncertainty

      Etienne Chevalier, Yadh Hafsi, Vathana Ly Vath · 2025 · advanced · quantitative trading

      liquidity · optimal execution · optimization · partial differential equations · stochastic processes

6089. Optimal Execution Using Reinforcement Learning

      Cong Zheng, Jiafa He, Can Yang · 2023 · advanced · quantitative trading

      cryptocurrencies · optimal execution · reinforcement learning

6090. Optimal execution with deterministically time varying liquidity: well posedness and price manipulation

      Gianluca Palmari, Fabrizio Lillo, Zoltan Eisler · 2024 · advanced · quantitative trading

      liquidity · optimal execution · optimization

6091. Optimal Execution with Dynamic Order Flow Imbalance

      Kyle Bechler, Mike Ludkovski · 2014 · advanced · quantitative trading

      market microstructure · optimal execution · optimization

6092. Optimal Execution with Passive Market Impact

      Alexander Barzykin, Robert Boyce, Eyal Neuman · 2026 · advanced · quantitative trading

      market microstructure · optimal execution

6093. Optimal Execution with Reinforcement Learning

      Yadh Hafsi, Edoardo Vittori · 2024 · advanced · quantitative trading

      algorithmic trading · machine learning · market microstructure · optimal execution · reinforcement learning

6094. Optimal Execution with Stochastic Delay

      Álvaro Cartea, Leandro Sánchez-Betancourt · 2021 · advanced · quantitative trading

      algorithmic trading · high frequency trading · market microstructure · optimal execution · stochastic processes

6095. Optimal exercise of American options under time-dependent Ornstein-Uhlenbeck processes

      Abel Azze, Bernardo D'Auria, Eduardo García-Portugués · 2022 · advanced · options

      option pricing · stochastic processes

6096. Optimal exit decision of venture capital under time-inconsistent preferences

      Yanzhao Li, Ju'e Guo, Yongwu Li · 2021 · intermediate · other

      optimization

6097. Optimal Exit Time for Liquidity Providers in Automated Market Makers

      Philippe Bergault, Sébastien Bieber, Leandro Sánchez-Betancourt · 2025 · advanced · quantitative trading

      liquidity · numerical methods · optimization · stochastic processes

6098. Optimal Fees for Liquidity Provision in Automated Market Makers

      Steven Campbell, Philippe Bergault, Jason Milionis · 2025 · advanced · quantitative trading

      liquidity · market making · optimization

6099. Optimal fees in hedge funds with first-loss compensation

      Marcos Escobar-Anel, Yevhen Havrylenko, Rudi Zagst · 2023 · advanced · portfolio management

      hedge funds · optimization

6100. Optimal Financial Contracts for a Start-Up with Unlimited Operating Discretion

      Matthew Spiegel, S. Ravid · 2000 · advanced · other

      corporate finance · financial economics