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Quant finance research papers
9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 6101–6150; page 123 of 188.
Optimal Hedge Ratio for Delta-Neutral Liquidity Provision under Liquidation Constraints
Atsushi Hane · 2026 · advanced · risk management
brownian motion · decentralized finance · monte carlo simulation · risk management · stochastic processes
Optimal hedging of an informed broker facing many traders
Philippe Bergault, Pierre Cardaliaguet, Wenbin Yan · 2025 · advanced · quantitative trading
optimization
Optimal hedging strategies and interactions between firms
Loss, Frederic · 2002 · advanced · other
corporate finance · financial economics · risk management
Optimal hedging under fast-varying stochastic volatility
Josselin Garnier, Knut Solna · 2018 · advanced · options
option greeks · options hedging · risk management · rough volatility · stochastic calculus · stochastic processes
Optimal hedging with the cointegrated vector autoregressive model
Søren Johansen, Lukasz Gatarek · 2014 · advanced · derivatives
econometrics · optimization · time series
Optimal hedging with variational preferences under convex risk measures
Marcelo Righi · 2024 · advanced · risk management
convex optimization · mathematical finance · optimization
Optimal information acquisition for eliminating estimation risk
Zongxia Liang, Qi Ye · 2024 · advanced · portfolio management
optimization
Optimal Information Revelation by Informed Investors
Strausz, Roland · 2005 · advanced · other
corporate finance · financial economics
Optimal insurance design with Lambda-Value-at-Risk
Tim J. Boonen, Yuyu Chen, Xia Han · 2024 · advanced · risk management
insurance · optimization · risk management
Optimal Insurance Menu Design under the Expected-Value Premium Principle
Xia Han, Bin Li · 2026 · advanced · risk management
insurance · optimization
Optimal insurance purchase strategies via optimal multiple stopping times
Georgy Sofronov Pavel V. Shevchenko · 2013 · advanced · risk management
insurance · optimization
Optimal Insurance to Maximize Exponential Utility when Premium is Computed by a Convex Functional
Jingyi Cao, Dongchen Li, Virginia R. Young · 2024 · advanced · risk management
insurance · mathematical finance · numerical methods · optimization
Optimal insurance with mean-deviation measures
Tim J. Boonen, Xia Han · 2023 · advanced · risk management
insurance · optimization
Optimal Investment and Consumption in a Stochastic Factor Model
Florian Gutekunst, Martin Herdegen, David Hobson · 2025 · advanced · portfolio management
mathematical finance · numerical methods · optimization · portfolio optimization · stochastic processes
Optimal Investment and Consumption in Financial Markets with Integrated Variance Clocks
Eduardo Abi Jaber, Florian Gutekunst, Martin Herdegen · 2026 · advanced · stochastic calculus
mathematical finance · optimization · stochastic calculus · stochastic processes
Optimal Investment and Consumption Strategies with General Cost Structure under CRRA Utility
Yingting Miao, Qiang Zhang · 2023 · advanced · portfolio management
mathematical finance · optimization · portfolio management · transaction costs
Optimal investment and consumption under $g$- expected utility and general constraints in incomplete market
Wahid Faidi · 2025 · advanced · stochastic calculus
martingales · optimization · stochastic calculus
Optimal investment and contingent claim valuation with exponential disutility under proportional transaction costs
Alet Roux, Zhikang Xu · 2019 · advanced · options
mathematical finance · optimization
Optimal Investment and Entropy-Regularized Learning Under Stochastic Volatility Models with Portfolio Constraints
Thai Nguyen, Pertiny Nkuize · 2026 · advanced · machine learning
optimization · partial differential equations · portfolio optimization · reinforcement learning · stochastic processes
Optimal investment and Pension policy in Pay-As-You-Go systems under forward utility and ageing population
Jennifer Alonso-Garcia, Caroline Hillairet, Sarah Kaakai · 2026 · advanced · risk management
optimization · pensions · portfolio optimization
Optimal investment and reinsurance under exponential forward preferences
Katia Colaneri, Alessandra Cretarola, Benedetta Salterini · 2022 · advanced · risk management
insurance · optimization · partial differential equations · stochastic processes
Optimal investment in ambiguous financial markets with learning
Nicole Bäuerle, Antje Mahayni · 2023 · advanced · portfolio management
financial economics · optimization · portfolio management · portfolio optimization
Optimal Investment in Defined Contribution Pension Schemes with Forward Utility Preferences
Kenneth Tsz Hin Ng, Wing Fung Chong · 2023 · advanced · portfolio management
pensions · portfolio optimization · stochastic calculus
Optimal Investment in Equity and Credit Default Swaps in the Presence of Default
Zhe Fei, Scott Robertson · 2025 · advanced · derivatives
credit derivatives · credit risk · derivatives · mathematical finance · partial differential equations
Optimal Investment to Reach a Financial Goal: A Stochastic Control Framework
Gechun Liang, Moris S. Strub, Yuwei Wang · 2026 · advanced · portfolio management
optimization · partial differential equations · portfolio management
Optimal investment under capital gains taxes
Alexander Dimitrov, Christoph Kühn · 2026 · advanced · portfolio management
mathematical finance · optimization
Optimal Investment under Mutual Strategy Influence among Agents
Huisheng Wang, H. Vicky Zhao · 2025 · advanced · portfolio management
optimization
Optimal Investment under the Influence of Decision-changing Imitation
Huisheng Wang, H. Vicky Zhao · 2024 · advanced · portfolio management
optimization
Optimal Investment with Costly Expert Opinions
Christoph Knochenhauer, Alexander Merkel, Yufei Zhang · 2024 · advanced · stochastic calculus
mathematical finance · optimization · portfolio optimization · stochastic calculus · stochastic processes
Optimal Investment with Herd Behaviour Using Rational Decision Decomposition
Huisheng Wang, H. Vicky Zhao · 2024 · advanced · portfolio management
optimization
Optimal investment with insider information using Skorokhod & Russo-Vallois integration
Mauricio Elizalde, Carlos Escudero, Tomoyuki Ichiba · 2022 · advanced · stochastic calculus
optimization · stochastic calculus · stochastic processes
Optimal Investment with Stochastic Interest Rates and Ambiguity
Julian Hölzermann · 2023 · advanced · portfolio management
fixed income · interest rates · portfolio management · portfolio optimization
Optimal life insurance and annuity decision under money illusion
Wenyuan Li, Pengyu Wei · 2024 · advanced · risk management
insurance · optimization
Optimal Life Insurance Decision in Mean-Variance DC Management with Mortality Improvements
Yueman Feng, Wenyuan Li, Mengyi Xu · 2026 · advanced · portfolio management
insurance · martingales · pensions · portfolio management · portfolio optimization · stochastic processes
Optimal Linear Signal: An Unsupervised Machine Learning Framework to Optimize PnL with Linear Signals
Pierre Renucci · 2023 · advanced · machine learning
financial machine learning · machine learning · optimization
Optimal Liquidation of Perpetual Contracts
Ryan Donnelly, Junhan Lin, Matthew Lorig · 2026 · advanced · quantitative trading
derivatives · optimization · stochastic calculus · transaction costs
Optimal Liquidation with Signals: the General Propagator Case
Eduardo Abi Jaber, Eyal Neuman · 2022 · advanced · quantitative trading
optimal execution · optimization · stochastic calculus · stochastic processes
Optimal Liquidation with Support and Resistance Levels under Multi-Skew Brownian Motion
Jun Maeda · 2026 · advanced · stochastic calculus
brownian motion · mathematical finance · optimization · stochastic calculus · stochastic processes
Optimal liquidation with temporary and permanent price impact, an application to cryptocurrencies
Hugo E. Ramirez, Julián Fernando Sanchez · 2023 · advanced · quantitative trading
cryptocurrencies · numerical methods · optimization
Optimal Liquidity Management and Hedging in the presence of a non predictable investment opportunity
Villeneuve, Stéphane, Warin, Xavier · 2012 · advanced · other
corporate finance · liquidity · liquidity risk · optimization · real options · risk management
Optimal Liquidity Trading
Gur Huberman, Werner Stanzl · 2001 · advanced · quantitative trading
liquidity · optimal execution · optimization · transaction costs
Optimal Loss Allocation in a Mean-Field Model of Systemic Risk
Yucheng Guo, Qinxin Yan · 2026 · advanced · risk management
brownian motion · stochastic processes · systemic risk
Optimal management of DB pension fund under both underfunded and overfunded cases
Guohui Guan, Zongxia Liang, Yi Xia · 2023 · advanced · risk management
optimization · pensions · portfolio management · risk management · stochastic calculus · stochastic processes
Optimal Management of DC Pension Plan with Inflation Risk and Tail VaR Constraint
Hui Mi, Zuo Quan Xu, Dongfang Yang · 2023 · advanced · portfolio management
optimization · portfolio management · portfolio optimization · risk management · tail risk
Optimal Market Asset Pricing
Roberto Riccó, Barbara Rindi, Duane J. Seppi · 2021 · advanced · quantitative trading
liquidity · market microstructure · optimization
Optimal Market Making by Reinforcement Learning
Matias Selser, Javier Kreiner, Manuel Maurette · 2021 · advanced · quantitative trading
algorithmic trading · market making · optimization · reinforcement learning
Optimal Market Making in Prediction Markets
Dominik Feil, Max Nendel · 2026 · advanced · quantitative trading
market making · optimization · risk management · stochastic calculus · stochastic processes
Optimal Market Making in the Chinese Stock Market: A Stochastic Control and Scenario Analysis
Shiqi Gong, Shuaiqiang Liu, Danny D. Sun · 2023 · advanced · quantitative trading
liquidity · market making · optimization · risk management · stochastic processes
Optimal market making under partial information with general intensities
Campi, Luciano, Zabaljauregui, Diego · 2020 · advanced · quantitative trading
high frequency trading · market making · optimization · stochastic processes
Optimal market making with persistent order flow
Paul Jusselin · 2020 · advanced · quantitative trading
market making · market microstructure · numerical methods · optimization · partial differential equations · stochastic processes