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Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 6451–6500; page 130 of 188.

  1. Political Orientation of Government and Stock Market Returns

    Bialkowski, Jedrzej, Gottschalk, Katrin, Wisniewski, Tomasz Piotr · 2006 · intermediate · statistics

    equity markets · statistical inference

  2. Political Origins of Financial Structure

    Sambit Bhattacharyya · 2011 · advanced · statistics

    causal inference · econometrics · financial economics · panel data

  3. Political Quid Pro Quo In Financial Markets

    Anne-Laure Delatte, Adrien Matray, Noémie Pinardon-Touati · 2023 · intermediate · risk management

    banking · credit markets · financial economics

  4. PolyBench: Benchmarking LLM Forecasting and Trading Capabilities on Live Prediction Market Data

    Pu Cheng, Juncheng Liu, Yunshen Long · 2026 · advanced · machine learning

    financial machine learning · large language models

  5. Polymarket-v1 Database

    Boka Qin, Rui Yang · 2026 · intermediate · quantitative trading

    market microstructure

  6. PolyModel for Hedge Funds' Portfolio Construction Using Machine Learning

    Siqiao Zhao, Dan Wang, Raphael Douady · 2024 · advanced · portfolio management

    hedge funds · machine learning · portfolio management

  7. Polynomial Approximation of Discounted Moments

    Chenyu Zhao, Misha van Beek, Peter Spreij · 2021 · advanced · stochastic calculus

    stochastic processes

  8. Polynomial Jump-Diffusion Models

    Damir Filipović, Martin Larsson · 2017 · advanced · stochastic calculus

    jump processes · mathematical finance · stochastic processes

  9. Polyspectral Mean based Time Series Clustering of Indian Stock Market

    Dhrubajyoti Ghosh · 2025 · intermediate · time series

    algorithms · statistics · time series

  10. PolySwarm: A Multi-Agent Large Language Model Framework for Prediction Market Trading and Latency Arbitrage

    Rajat M. Barot, Arjun S. Borkhatariya · 2026 · advanced · quantitative trading

    algorithmic trading · bayesian statistics · large language models

  11. Pontryagin-Guided Policy Optimization for Merton's Portfolio Problem

    Jeonggyu Huh, Jaegi Jeon · 2024 · advanced · portfolio management

    neural networks · optimization · portfolio management · portfolio optimization · stochastic calculus · stochastic differential equations

  12. Ponzi Funds

    Philippe van der Beck, Jean-Philippe Bouchaud, Dario Villamaina · 2024 · advanced · quantitative trading

    liquidity · market microstructure

  13. Pool Value Replication (CPM) and Impermanent Loss Hedging

    Agustin Muñoz Gonzalez, Juan Ignacio Sequeira, Ariel Dembling · 2025 · advanced · quantitative trading

    derivatives · option pricing · options hedging

  14. Pools as Portfolios: Observed arbitrage efficiency & LVR analysis of dynamic weight AMMs

    Matthew Willetts, Christian Harrington · 2026 · intermediate · quantitative trading

    market making · portfolio management

  15. Population Diversity and Financial Risk-Taking

    Manthos D Delis, Evangelos V Dioikitopoulos, Steven Ongena · 2023 · intermediate · portfolio management

    financial economics

  16. PortBench: A Correlation-Aware, Full-Pipeline Benchmark for LLM-Driven Portfolio Management

    Yuxuan Zhao, Sijia Chen, Ningxin Su · 2026 · advanced · portfolio management

    large language models · portfolio management

  17. Portfolio Allocation and International Risk Sharing

    Gianluca Benigno, Hande Küçük-Tuger · 2011 · advanced · portfolio management

    financial economics

  18. Portfolio Allocation under Heterogeneous Scales and Multifractality

    Shinji Kakinaka, Ken Umeno · 2026 · advanced · portfolio management

    portfolio management · portfolio optimization · risk management · time series

  19. Portfolio Analysis Based on Markowitz Stochastic Dominance Criteria: A Behavioral Perspective

    Peng Xu · 2025 · advanced · portfolio management

    behavioral finance · optimization · portfolio management · portfolio optimization

  20. Portfolio Analysis in High Dimensions with TE and Weight Constraints

    Mehmet Caner, Qingliang Fan · 2024 · advanced · portfolio management

    portfolio management · portfolio optimization · regression · statistics

  21. Portfolio and reinsurance optimization under unknown market price of risk

    Claudia Ceci, Katia Colaneri · 2024 · advanced · risk management

    insurance · optimization · portfolio management · stochastic calculus · stochastic processes

  22. Portfolio balance effects of the SNB's bond purchase program

    Andreas Kettemann, Signe Krogstrup · 2013 · intermediate · fixed income

    economic policy · fixed income

  23. Portfolio Benchmarking under Drawdown Constraint and Stochastic Sharpe Ratio

    Ankush Agarwal, Ronnie Sircar · 2017 · advanced · portfolio management

    numerical methods · optimization · portfolio optimization · stochastic processes

  24. Portfolio Capital Flows: Hot or Cold

    Classens, S., Dooley, M.P., Warner, A. · 1995 · intermediate · time series

    econometrics · time series

  25. Portfolio Choice and Asset Prices in an Economy Populated by Case-Based Decision Makers

    Guerdjikova, Ani · 2006 · intermediate · portfolio management

    asset pricing · financial economics

  26. Portfolio Choice and Knowledge

    Eymann, Angelika · intermediate · portfolio management

    financial economics

  27. Portfolio choice and the effects of liquidity

    Ana González, Gonzalo Rubio · 2007 · intermediate · portfolio management

    liquidity · portfolio optimization

  28. Portfolio choice beyond the traditional approach

    Francisco Peñaranda · 2007 · intermediate · portfolio management

    portfolio optimization

  29. Portfolio Choice In Dynamic Thin Markets: Merton Meets Cournot

    Puru Gupta, Saul D. Jacka · 2023 · advanced · portfolio management

    financial economics · optimization · stochastic differential equations

  30. Portfolio Choice under General Utility with Transaction Costs and Search Frictions

    Tae Ung Gang, Donghan Kim · 2026 · advanced · portfolio management

    optimization · partial differential equations · portfolio optimization · stochastic processes · transaction costs

  31. Portfolio Choice with Competing Precautionary and Accumulation Goals

    Steven Campbell, Agostino Capponi, Ananya Parashar · 2026 · advanced · portfolio management

    mathematical finance · optimization · partial differential equations · portfolio management · stochastic processes

  32. Portfolio choice with internal habit formation : a life-cycle model with uninsurable labor income risk

    Gomes, Francisco J., Michaelides, Alexander · 2003 · advanced · portfolio management

    portfolio optimization

  33. Portfolio choice, portfolio liquidation, and portfolio transition under drift uncertainty

    Alexis Bismuth, Olivier Guéant, Jiang Pu · 2019 · advanced · portfolio management

    bayesian statistics · liquidity · optimal execution · partial differential equations · portfolio optimization

  34. Portfolio choices and asset prices: the comparative statics of ambiguity aversion

    Christian Gollier · 2011 · advanced · portfolio management

    asset pricing · financial economics

  35. Portfolio Construction Matters

    Stefano Ciliberti, Stanislao Gualdi · 2020 · intermediate · portfolio management

    factor investing · momentum · portfolio optimization

  36. Portfolio construction using a sampling-based variational quantum scheme

    Gabriele Agliardi, Dimitris Alevras, Vaibhaw Kumar · 2025 · advanced · portfolio management

    algorithms · optimization · portfolio optimization

  37. Portfolio Construction using Black-Litterman Model and Factors

    Fanyu Zhao · 2023 · intermediate · portfolio management

    deep learning · factor investing · optimization · portfolio management · portfolio optimization

  38. Portfolio credit risk of default and spread widening

    Zhao, Hongbiao · 2011 · advanced · risk management

    copulas · credit risk · model calibration · risk management · stochastic processes

  39. Portfolio credit risk with Archimedean copulas: asymptotic analysis and efficient simulation

    Hengxin Cui, Ken Seng Tan, Fan Yang · 2024 · advanced · risk management

    copulas · credit risk · monte carlo simulation · numerical methods · tail risk

  40. Portfolio delegation under short-selling constraints

    Juan-Pedro Gómez, Tridib Sharma · 2003 · advanced · portfolio management

    financial economics · portfolio management

  41. Portfolio Diversification and Complementarity in Asset Demand Systems

    Akbas, Ozan E., Wang, Ao · 2024 · advanced · statistics

    asset pricing · econometrics

  42. Portfolio Diversification and Concentration under Dependence Uncertainty: A Majorization Approach

    Peng Liu, Yang Liu · 2026 · advanced · risk management

    optimization · portfolio optimization · risk management

  43. Portfolio Diversification and Value at Risk Under Thick-Tailedness

    Rustam Ibragimov · 2005 · advanced · risk management

    risk management · statistics · tail risk

  44. Portfolio Diversification in the Sovereign Credit Swap Markets

    Consiglio, Andrea, Lotfi, Somayyeh, Zenios, Stavros A. · 2016 · advanced · portfolio management

    credit derivatives · credit risk · portfolio management

  45. Portfolio Diversification Revisited

    Charles Shaw · 2022 · advanced · portfolio management

    portfolio management · statistics · stochastic processes

  46. Portfolio diversification with varying investor abilities

    Nick James, Max Menzies · 2023 · intermediate · portfolio management

    portfolio management · portfolio optimization · regression · statistics

  47. Portfolio implementation risk management using evolutionary multiobjective optimization

    David Quintana, Roman Denysiuk, Sandra García-Rodríguez · 2017 · intermediate · portfolio management

    optimization · portfolio management · portfolio optimization · risk management

  48. Portfolio liquidation under transient price impact -- theoretical solution and implementation with 100 NASDAQ stocks

    Ying Chen, Ulrich Horst, Hoang Hai Tran · 2019 · advanced · quantitative trading

    liquidity risk · optimal execution · optimization

  49. Portfolio Management using Deep Reinforcement Learning

    Ashish Anil Pawar, Vishnureddy Prashant Muskawar, Ritesh Tiku · 2024 · advanced · portfolio management

    deep learning · machine learning · portfolio management · portfolio optimization · reinforcement learning

  50. Portfolio management using graph centralities: Review and comparison

    Bahar Arslan, Vanni Noferini, Spyridon Vrontos · 2024 · advanced · portfolio management

    financial networks · optimization · portfolio management · portfolio optimization