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Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 6351–6400; page 128 of 188.

6351. Partial Splitting of Longevity and Financial Risks: The Longevity Nominal Choosing Swaptions

      Harry Bensusan, Nicole El Karoui, Stéphane Loisel · 2016 · advanced · risk management

      derivatives · insurance · interest rates

6352. Partial Uncertainty and Applications to Risk-Averse Valuation

      Anastasis Kratsios · 2019 · advanced · risk management

      numerical methods · optimization · option pricing

6353. Partially Active Automated Market Makers

      Sunghun Ko · 2026 · advanced · quantitative trading

      liquidity · market making · optimization

6354. Participation Constraints in the Stock Market Evidence from Unexpected Inheritance due to Sudden Death

      Andersen, Steffen, Meisner Nielsen, Kasper · 2010 · intermediate · statistics

      causal inference · equity markets · financial economics

6355. Particle Systems with Local Interactions via Hitting Times and Cascades on Graphs

      Yucheng Guo, Qinxin Yan · 2025 · advanced · risk management

      contagion · financial networks · stochastic processes · systemic risk

6356. Partnership Allocations and Their Effects on Tax-Aware Fund Investors

      Philip Balzafiore, Zhenduo Du · 2018 · intermediate · other

      other

6357. Pass-Through, Exposure, and the Currency Composition of Debt

      Michaux, Michael · 2010 · intermediate · other

      foreign exchange

6358. Passive Investors, Active Traders and Strategic Delegation of Price Discovery

      Jezek, M. · 2009 · intermediate · portfolio management

      market efficiency

6359. Passive Market Impact: A Point Process Approach

      Youssef Ouazzani Chahdi, Mathieu Rosenbaum, Grégoire Szymanski · 2024 · advanced · quantitative trading

      market microstructure

6360. Patent collateral investor commitment and the market for venture lending

      Yael V. Hochberg, Carlos J. Serrano, Rosemarie H. Ziedonis · 2014 · intermediate · other

      financial economics

6361. Path Dependent Coordination of Expectations in Asset Pricing Experiments: a Behavioral Explanation

      Agliari, A., Hommes, C.H., Pecora, N. · 2015 · intermediate · time series

      asset pricing · behavioral economics

6362. Path Dependent Option Pricing: The Path Integral Partial Averaging Method

      Andrew Matacz · 2000 · advanced · options

      derivatives · option pricing

6363. Path Integral Method for Pricing Proportional Step Double-Barrier Option with Time Dependent Parameters

      Qi Chen, Chao Guo · 2023 · advanced · options

      option pricing

6364. Path Integral Method for Proportional Step and Proportional Double-Barrier Step Option Pricing

      Qi Chen, Chao Guo · 2021 · advanced · options

      option pricing

6365. Path Portfolio Optimization: Defect, Lift, and the Price of Path Complexity

      Miquel Noguer i Alonso · 2026 · advanced · portfolio management

      optimization · portfolio management · portfolio optimization · stochastic processes

6366. Path Shadowing Monte-Carlo

      Rudy Morel, Stéphane Mallat, Jean-Philippe Bouchaud · 2023 · advanced · time series

      monte carlo simulation · option pricing · volatility forecasting

6367. Path weighting sensitivities

      Liu Xuan, Gauthier Michel · 2024 · advanced · options

      derivatives · monte carlo simulation · numerical methods

6368. Path-dependent Affine Processes

      Boris Günther, Thomas Kruse, Ludger Overbeck · 2026 · advanced · stochastic calculus

      mathematical finance · stochastic differential equations · stochastic processes

6369. Path-dependent Fractional Volterra Equations and the Microstructure of Rough Volatility Models driven by Poisson Random Measures

      Ulrich Horst, Wei Xu, Rouyi Zhang · 2024 · advanced · stochastic calculus

      market microstructure · rough volatility · stochastic processes

6370. Path-dependent option pricing with two-dimensional PDE using MPDATA

      Paweł Magnuszewski, Sylwester Arabas · 2025 · advanced · options

      derivatives · mathematical finance · numerical methods · option pricing · partial differential equations

6371. Path-dependent, ESG-valued, option pricing in the Bachelier-Black-Scholes-Merton model

      Bhathiya Divelgama, Nancy Asare Nyarko, W. Brent Lindquist · 2025 · advanced · options

      derivatives · esg · mathematical finance · option pricing · stochastic processes

6372. Path-Space Model Risk via Signature-Induced Optimal Transport

      Tomoyuki Ichiba, Qijin Shi · 2026 · advanced · risk management

      model risk

6373. Path-Space Robust Bayesian Portfolio Selection

      Andy Au · 2026 · advanced · portfolio management

      bayesian statistics · model risk · portfolio management · portfolio optimization · stochastic processes

6374. Pathetic Protection: The Elusive Benefits of Protective Puts

      Roni Israelov · 2018 · intermediate · options

      derivatives · options hedging · tail risk

6375. Pathways towards instability in financial networks

      Bardoscia, Marco, Battiston, Stefano, Caccioli, Fabio · 2017 · advanced · risk management

      contagion · financial networks · financial stability · systemic risk

6376. Pathwise analysis of log-optimal portfolios

      Andrew L. Allan, Anna P. Kwossek, Chong Liu · 2025 · advanced · stochastic calculus

      portfolio management · portfolio optimization · stochastic processes

6377. Pathwise large deviations for the Rough Bergomi model

      Antoine Jacquier, Mikko S. Pakkanen, Henry Stone · 2017 · advanced · options

      rough volatility · stochastic processes

6378. Pathwise moderate deviations for option pricing

      Antoine Jacquier, Konstantinos Spiliopoulos · 2018 · advanced · stochastic calculus

      option pricing · stochastic calculus · stochastic differential equations · stochastic processes

6379. Pathwise Portfolio Theory and Market Viability

      Ioannis Karatzas, Donghan Kim · 2026 · advanced · stochastic calculus

      stochastic calculus

6380. Pathwise Roughness of Bitcoin Realized Volatility: Stability Across Time, Sampling, and Volatility Measures

      Milan Pontiggia · 2025 · advanced · time series

      cryptocurrencies · rough volatility · statistics · time series

6381. Payment Instruments, Finance and Development

      Beck, T.H.L., Pamuk, H., Uras, R.B. · 2018 · intermediate · other

      financial economics

6382. Payment Technology Adoption and Finance : A Randomized-Controlled-Trial with SMEs

      Dalton, Patricio, Pamuk, Haki, Ramrattan, R. · 2018 · intermediate · other

      causal inference

6383. PDEs for pricing interest rate derivatives under the new generalized Forward Market Model (FMM)

      J. G. López-Salas, S. Pérez-Rodríguez, C. Vázquez · 2024 · advanced · fixed income

      interest rates · numerical methods · partial differential equations

6384. PDSim: A Shiny App for Simulating and Estimating Polynomial Diffusion Models in Commodity Futures

      Peilun He, Nino Kordzakhia, Gareth W. Peters · 2024 · advanced · derivatives

      commodities · model calibration · stochastic differential equations · stochastic processes

6385. PEARL: Private Equity Accessibility Reimagined with Liquidity

      E. Benhamou, JJ. Ohana, B. Guez · 2025 · intermediate · portfolio management

      liquidity · machine learning

6386. Peer Effects in Financial Decisions: Evidence from Dutch Administrative Data

      Katja M. Kaufmann, Yasemin Özdemir, Michaela Paffenholz · 2024 · advanced · statistics

      causal inference · financial economics

6387. PELVE from a regulatory perspective

      Christian Laudagé, Jörn Sass · 2025 · advanced · risk management

      risk management

6388. Penalties for industrial accidents: the impact of the Deepwater Horizon accident on BP’s reputation and stock market returns

      Guire, William M.C., Holtmaat, Ellen Alexandra, Prakash, Aseem · 2022 · intermediate · statistics

      causal identification · causal inference · equity markets · statistical inference

6389. PENGARUH DIVIDEND PAYOUT RATIO, FIRM SIZE, DAN LEVERAGE TERHADAP VOLATILITAS HARGA SAHAM (Studi pada Perusahaan Indeks LQ-45 yang Terdaftar di Bursa Efek Indonesia Periode 2016-2018)

      Rika Oktavianti, Saryadi Saryadi · 2020 · intermediate · statistics

      regression · statistics

6390. Pension Fund Board Composition and Investment Performance: Evidence from Private Equity

      Xavier Aleksander Andonov, Xavier Yael V. Hochberg, Joshua D. Rauh · 2016 · intermediate · portfolio management

      pensions

6391. Pension plan funding and stock market efficiency

      Francesco Franzoni, José M. Marín · 2005 · advanced · statistics

      asset pricing · equity markets · market efficiency

6392. Pensionmetrics 2: stochastic pension plan design during the distribution phase

      Blake, David, Cairns, Andrew J. G., Dowd, Kevin · 2003 · intermediate · portfolio management

      optimization · pensions

6393. Per-Market Information Leakage and Order-Flow Skill: Two Methodological Lenses on Informed Trading in Decentralized Prediction Markets

      Maksym Nechepurenko · 2026 · advanced · statistics

      statistical inference

6394. Perfect hedging in rough Heston models

      Omar El Euch, Mathieu Rosenbaum · 2017 · advanced · options

      options hedging · rough volatility

6395. Perfectly Fitting CDO Prices Across Tranches: A Theoretical Framework with Efficient Algorithms

      Lan Bu, Ning Cai, Chenxi Xia · 2026 · advanced · derivatives

      copulas · credit derivatives

6396. Performance analysis of Zero Black-Derman-Toy interest rate model in catastrophic events: COVID-19 case study

      Grzegorz Krzyżanowski, Andrés Sosa · 2020 · advanced · fixed income

      derivatives · fixed income · interest rates · option pricing · term structure models

6397. Performance evaluation of balanced pension plans

      Laura Andreu, Laurens A. P. Swinkels · 2010 · intermediate · portfolio management

      equity markets · fixed income · pensions · portfolio management

6398. Performance Evaluation of Equal-Weight Portfolio and Optimum Risk Portfolio on Indian Stocks

      Abhiraj Sen, Jaydip Sen · 2023 · intermediate · portfolio management

      portfolio management · portfolio optimization · risk management

6399. Performance evaluation of Polish mutual fund managers

      Laurens A. P. Swinkels, Pawel Rzezniczak · 2009 · intermediate · portfolio management

      mutual funds

6400. Performance of foreign banks in developing countries: evidence from sub-Saharan African banking markets

      Pelletier, Adeline · 2018 · intermediate · risk management

      banking