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Quant finance research papers
9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 6501–6550; page 131 of 188.
Portfolio Management without Probabilities or Statistics
S D Flåm · 2005 · intermediate · portfolio management
portfolio management · portfolio optimization
Portfolio optimisation beyond semimartingales: shadowprices and fractional Brownian motion
Czichowsky, Christoph, Schachermayer, Walter · 2017 · advanced · stochastic calculus
brownian motion · mathematical finance · portfolio optimization · stochastic processes · transaction costs
Portfolio optimisation under non-linear drawdown constraints in a semimartingale financial model
Vladimir Cherny, Jan K. Obloj · 2013 · advanced · portfolio management
optimization · portfolio optimization · stochastic processes
Portfolio optimisation via strategy-specific eigenvector shrinkage
Lisa R. Goldberg, Hubeyb Gurdogan, Alec N. Kercheval · 2025 · advanced · portfolio management
linear algebra · optimization · portfolio management · portfolio optimization · statistics
Portfolio Optimisation via the Heston Model Calibrated to Real Asset Data
Jarosław Gruszka, Janusz Szwabiński · 2023 · advanced · portfolio management
portfolio management · portfolio optimization · stochastic processes
Portfolio optimisation: bridging the gap between theory and practice
Cristiano Arbex Valle · 2024 · advanced · portfolio management
optimization · portfolio optimization · transaction costs
Portfolio Optimization and Tail-Risk Analytics of Actively Managed ETFs
William W. Lamptey, Nicholas Appiah, Abootaleb Shirvani · 2026 · advanced · portfolio management
exchange traded funds · optimization · portfolio management · portfolio optimization · risk management · tail risk
Portfolio optimization for cointelated pairs: SDEs vs Machine learning
Babak Mahdavi-Damghani, Konul Mustafayeva, Stephen Roberts · 2020 · advanced · portfolio management
deep learning · machine learning · numerical methods · portfolio optimization · stochastic differential equations
Portfolio Optimization for Commodity ETFs under Heavy-Tailed Returns
Nicholas Appiah, Ali Jaffri, Dilmi C. W. Hettiachchi-Halpe-Kankanamalage · 2026 · advanced · portfolio management
commodities · copulas · exchange traded funds · extreme value theory · garch · portfolio management
Portfolio Optimization for Index Tracking with Constraints on Downside Risk and Carbon Footprint
Suparna Biswas, Rituparna Sen · 2025 · advanced · portfolio management
portfolio optimization · risk management
Portfolio Optimization in a Market with Hidden Gaussian Drift and Randomly Arriving Expert Opinions: Modeling and Theoretical Results
Abdelali Gabih, Ralf Wunderlich · 2023 · advanced · portfolio management
optimization · portfolio management · portfolio optimization · stochastic processes
Portfolio optimization in incomplete markets and price constraints determined by maximum entropy in the mean
Argimiro Arratia, Henryk Gzyl · 2025 · advanced · portfolio management
asset pricing · mathematical finance · optimization · portfolio optimization
Portfolio Optimization of 60 Stocks Using Classical and Quantum Algorithms
Jeffrey Cohen, Alex Khan, Clark Alexander · 2020 · intermediate · portfolio management
algorithms · optimization · portfolio management · portfolio optimization
Portfolio Optimization of Indonesian Banking Stocks Using Robust Optimization
Visca Tri Winarty, Sena Safarina · 2025 · intermediate · portfolio management
optimization · portfolio optimization · risk management
Portfolio Optimization Proxies under Label Scarcity and Regime Shifts via Bayesian and Deterministic Students under Semi-Supervised Sandwich Training
Adhiraj Chattopadhyay · 2026 · advanced · portfolio management
bayesian statistics · deep learning · machine learning · portfolio optimization · risk management
Portfolio Optimization Rules beyond the Mean-Variance Approach
Maxime Markov, Vladimir Markov · 2023 · advanced · portfolio management
optimization · portfolio optimization · statistics
Portfolio Optimization under Dynamic Rebalancing via Topological Data Analysis and News Sentiments
Divyanee Garg · 2026 · intermediate · portfolio management
natural language processing · portfolio management · portfolio optimization
Portfolio optimization under expected shortfall: contour maps of estimation error
Caccioli, Fabio, Kondor, Imre, Papp, Gábor · 2015 · advanced · risk management
portfolio optimization · risk management · statistics
Portfolio Optimization under Fast and Slow Latent Mean-Reverting and Momentum Drift
Dannin J. Eccles, Roger Lee · 2026 · advanced · portfolio management
momentum · portfolio management · portfolio optimization · stochastic processes
Portfolio Optimization under Heavy Tails and Asymmetric Volatility: Evidence from Taiwan-Exposed ETFs
Ting-Jung Lee, Abootaleb Shirvani, Farzana Afroz · 2026 · advanced · portfolio management
exchange traded funds · portfolio optimization · risk management · tail risk
Portfolio Optimization under Recursive Utility via Reinforcement Learning
Minkey Chang · 2026 · advanced · machine learning
machine learning · monte carlo simulation · portfolio management · portfolio optimization · reinforcement learning
Portfolio Optimization under Transaction Costs with Recursive Preferences
Martin Herdegen, David Hobson, Alex S. L. Tse · 2024 · advanced · portfolio management
mathematical finance · optimization · portfolio optimization · transaction costs
Portfolio Optimization using Predictive Auxiliary Classifier Generative Adversarial Networks with Measuring Uncertainty
Jiwook Kim, Minhyeok Lee · 2023 · advanced · machine learning
deep learning · machine learning · neural networks · portfolio optimization · risk management
Portfolio Optimization via Transfer Learning
Kexin Wang, Xiaomeng Zhang, Xinyu Zhang · 2025 · advanced · portfolio management
financial machine learning · machine learning · portfolio management · portfolio optimization
Portfolio Optimization with Allocation Constraints and Stochastic Factor Market Dynamics
Marcos Escobar-Anel, Michel Kschonnek, Rudi Zagst · 2023 · advanced · portfolio management
mathematical finance · optimization · partial differential equations · portfolio optimization · stochastic processes
Portfolio Optimization with Cumulative Prospect Theory Utility via Convex Optimization
Eric Luxenberg, Philipp Schiele, Stephen Boyd · 2022 · advanced · portfolio management
convex optimization · numerical methods · optimization · portfolio management · portfolio optimization
Portfolio optimization with discrete simulated annealing
Álvaro Rubio-García, Juan José García-Ripoll, Diego Porras · 2022 · advanced · portfolio management
algorithms · optimization · portfolio optimization
Portfolio Optimization with Feedback Strategies Based on Artificial Neural Networks
Yaacov Kopeliovich, Michael Pokojovy · 2024 · advanced · portfolio management
deep learning · machine learning · neural networks · portfolio optimization
Portfolio Optimization with Many Assets: The Importance of Short-Selling
Levy, Moshe, Ritov, Yaacov · 2001 · advanced · portfolio management
optimization · portfolio management · portfolio optimization
Portfolio Optimization with Relative Tail Risk
Young Shin Kim · 2023 · advanced · risk management
optimization · portfolio management · portfolio optimization · risk management · tail risk
Portfolio Optimization with Robust Covariance and Conditional Value-at-Risk Constraints
Qiqin Zhou · 2024 · advanced · portfolio management
portfolio management · portfolio optimization · risk management
Portfolio Optimization within Mixture of Distributions
Rania Hentati-Kaffel, Jean-Luc Prigent · 2014 · advanced · portfolio management
optimization · portfolio management · portfolio optimization · probability · statistics
Portfolio Optimization: A Comparative Study
Jaydip Sen, Subhasis Dasgupta · 2023 · intermediate · portfolio management
deep learning · machine learning · optimization · portfolio optimization
Portfolio Performance Attribution via Shapley Value
Nicholas Moehle, Stephen Boyd, Andrew Ang · 2021 · intermediate · portfolio management
performance attribution · portfolio management
Portfolio Performance Manipulation and Manipulation-Proof Performance Measures
William Goetzmann, Jonathan Ingersoll, Matthew Spiegel · 2006 · advanced · portfolio management
portfolio management
Portfolio Performance of Linear SDF Models: An Out-of-Sample Assessment
Massimo Guidolin, Erwin Hansen, Martín Lozano-Banda · 2018 · intermediate · portfolio management
asset pricing · capm · portfolio management · portfolio optimization
Portfolio Preference Elicitation in Institutional Crossing Markets
Yoontae Hwang · 2026 · advanced · quantitative trading
liquidity
Portfolio Protection? It’s a Long (Term) Story…
Ashwin Thapar · 2021 · intermediate · portfolio management
options hedging · portfolio management · risk management · tail risk
Portfolio Rebalancing, Part 1: Strategic Asset Allocation
Antti Ilmanen, Thomas Maloney · 2015 · beginner · portfolio management
portfolio management
Portfolio Rebalancing: Common Misconceptions
John J. Huss, Thomas Maloney · 2017 · intermediate · portfolio management
risk management
Portfolio Return Characteristics of Different Industries
Pouchkarev, I., Spronk, J., van Vliet, P. · 2003 · intermediate · portfolio management
statistics
Portfolio Risk Bounds without Cross-Asset Return Covariances: Distributional Fields from Language-Model Representations
Marcus Gawronsky, Chun-Sung Huang · 2026 · advanced · portfolio management
machine learning · portfolio optimization · risk management
Portfolio Selection
Harry Markowitz
mathematical finance · optimization · portfolio management · portfolio optimization
Portfolio Selection in a Multi-Input Multi-Output Setting: a Simple Monte-Carlo-FDH Algorithm
Nalpas, Nicolas, Simar, Léopold, Vanhems, Anne · 2016 · intermediate · portfolio management
algorithms · portfolio management
Portfolio selection revisited
Alex Shkolnik, Alec N. Kercheval, Hubeyb Gurdogan · 2024 · intermediate · portfolio management
optimization · portfolio management · portfolio optimization · statistics
Portfolio Selection via Topological Data Analysis
Petr Sokerin, Kristian Kuznetsov, Elizaveta Makhneva · 2023 · advanced · portfolio management
machine learning · portfolio management · portfolio optimization · time series
Portfolio selection with exogenous and endogenous transaction costs under a two-factor stochastic volatility model
Dong Yan, Ke Zhou, Zirun Wang · 2025 · advanced · portfolio management
deep learning · liquidity risk · optimization · partial differential equations · portfolio optimization · transaction costs
Portfolio Stress Testing and Value at Risk (VaR) Incorporating Current Market Conditions
Krishan Mohan Nagpal · 2024 · advanced · risk management
machine learning · market risk · risk management · stress testing
Portfolio Symmetry and Momentum
Monica Billio, Ludovic Calès, Dominique Guegan · 2011 · advanced · portfolio management
momentum · probability · stochastic processes
Portfolio Time Consistency and Utility Weighted Discount Rates
Oumar Mbodji, Traian A. Pirvu · 2023 · advanced · portfolio management
optimization · partial differential equations · portfolio management · portfolio optimization