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Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 7151–7200; page 144 of 188.

  1. Retail Investments in Europe Wealth Allocation and ISA, ISK, PEA, PIR Role and Usage

    Stefano Caselli, Marta Zava · 2026 · beginner · portfolio management

    equity markets · financial economics

  2. Retail Investor Horizon and Earnings Announcements

    Domonkos F. Vamossy · 2025 · intermediate · statistics

    statistics

  3. Retail Trader's Ruin: An Anatomy of Popular Signal Failure

    Adam Darmanin · 2026 · intermediate · quantitative trading

    backtesting · hypothesis testing · transaction costs · trend following

  4. RetailAgent: Structured Adverse Timing in Self-Conditioned Multimodal LLM Trading Agents

    Yupeng Zhang, Liuyuan Jiang, Hongyi Huang · 2026 · advanced · machine learning

    large language models

  5. Retained hidden excess generates memory in price-limited markets

    Debraj Das · 2026 · advanced · time series

    stochastic processes

  6. Rethinking Beta: A Causal Take on CAPM

    Naftali Cohen · 2025 · advanced · statistics

    asset pricing · capm · causal identification · causal inference · regression

  7. Rethinking Financial Regulation: How Confusions Have Prevented Progress

    Admati, Anat R. · 2015 · intermediate · risk management

    financial stability · systemic risk

  8. Rethinking Portfolio Risk: Forecasting Volatility Through Cointegrated Asset Dynamics

    Gabriele Casto · 2025 · advanced · time series

    econometrics · time series · volatility forecasting

  9. Rethinking Synthetic Scenario Realism: Compatibility, Not Fidelity, Drives Hedging Performance

    Ryuji Hashimoto, Masanori Hirano, Ryota Ozaki · 2026 · advanced · machine learning

    deep learning · machine learning

  10. Rethinking the effects of financial globalization

    Fernando Broner, Jaume Ventura · 2015 · intermediate · risk management

    financial economics

  11. Rethinking the stock market participation puzzle: A qualitative approach

    Duraj, Kamila, Grunow, Daniela, Chaliasos, Michael · 2024 · intermediate · other

    other

  12. Retirement Planning with Minimum Guarantees for Both Beneficiaries and Fund Managers

    Zhaojie Ren, Sheng Wang, Tak Kwong Wong · 2026 · advanced · portfolio management

    optimization · partial differential equations · portfolio management · stochastic processes

  13. Retirement spending problem under Habit Formation Model

    S. Kirusheva, H. Huang, T. S. Salisbury · 2022 · advanced · portfolio management

    numerical methods · optimization · pensions · stochastic processes

  14. Retrieval-Augmented Diffusion Modeling for Stochastic Discount Factor Portfolios

    Kelvin J. L. Koa, Xinyang Li, Ke-Wei Huang · 2026 · advanced · portfolio management

    asset pricing · deep learning · financial machine learning · machine learning · portfolio management · portfolio optimization

  15. Retrieval-augmented generation vs. deterministic tax computation in multi-agent financial advisory: A 2x2 factorial experiment

    Aryan Brar, Justin Du, Avery Lor · 2026 · advanced · machine learning

    hypothesis testing · large language models · optimization

  16. RETuning: Upgrading Inference-Time Scaling for Stock Movement Prediction with Large Language Models

    Xueyuan Lin, Cehao Yang, Ye Ma · 2025 · advanced · machine learning

    financial machine learning · large language models · machine learning · natural language processing

  17. Return predictability and intertemporal asset allocation: Evidence from a bias-adjusted VAR model

    Tom Engsted, Thomas Q. Pedersen · 2008 · advanced · portfolio management

    econometrics · time series

  18. Return Predictability in the Treasury Market: Real Rates, Inflation, and Liquidity

    Carolin E. Pflueger, Luis M. Viceira · 2013 · advanced · fixed income

    asset pricing · econometrics · fixed income · interest rates · liquidity risk

  19. Return Predictability, Expectations, and Investment: Experimental Evidence

    Andries, Marianne, Bianchi, Milo, Huynh, Karen · 2024 · intermediate · portfolio management

    financial economics

  20. Return Prediction for Mean-Variance Portfolio Selection: How Decision-Focused Learning Shapes Forecasting Models

    Junhyeong Lee, Haeun Jeon, Hyunglip Bae · 2024 · advanced · portfolio management

    financial machine learning · machine learning · optimization · portfolio management · portfolio optimization

  21. Return-Decay Residuals and Tail-Risk Forecasting: Timing Artifacts, Conditional Inference, and Cross-Market Evidence

    Chorok Lee · 2025 · advanced · statistics

    statistical inference · tail risk

  22. Return-Volume Dependence and Extremes in International Equity Markets

    Wagner, Niklas, Marsh, Terry A. · 2003 · advanced · statistics

    equity markets · extreme value theory

  23. Returns and Order Flow Imbalances: Intraday Dynamics and Macroeconomic News Effects

    Makoto Takahashi · 2025 · advanced · quantitative trading

    causal identification · econometrics · market microstructure · time series

  24. Returns from active management in international equity markets: evidence from a panel of UK pension funds

    Blake, David, Timmermann, Allan · 2002 · intermediate · portfolio management

    equity markets · panel data · pensions · performance attribution · portfolio management

  25. Returns to Defaulted Corporate Bonds

    Thorsell, Håkan · 2009 · intermediate · fixed income

    asset pricing · fixed income · regression

  26. Reverse Stress Testing for Multivariate Scenarios: A Conditional Framework for Stressed Time Series

    Michele Sparviero, Lorenzo Viola · 2026 · advanced · risk management

    risk management · stress testing

  27. Reversible and Composable Financial Contracts (extended abstract)

    Vincent Danos, Jean Krivine, Julien Prat · 2020 · advanced · risk management

    liquidity

  28. Review of deep learning models for crypto price prediction: implementation and evaluation

    Jingyang Wu, Xinyi Zhang, Fangyixuan Huang · 2024 · intermediate · machine learning

    cryptocurrencies · deep learning · neural networks · time series

  29. Revising SA-CCR

    Mourad Berrahoui, Othmane Islah, Chris Kenyon · 2019 · advanced · risk management

    credit risk · interest rates · risk management

  30. Revisions of Investment Plans and the Stock Market Rate of Return

    Mark Schankerman · 1991 · advanced · statistics

    panel data

  31. Revisited multi-moment approximate option pricing models: a general comparison (Part 1)

    Jurczenko, Emmanuel, Maillet, Bertrand, Negrea, Bogdan · 2002 · advanced · options

    derivatives · option pricing

  32. Revisiting Boehmer et al. (2021): Recent Period, Alternative Method, Different Conclusions

    David Ardia, Clément Aymard, Tolga Cenesizoglu · 2024 · advanced · quantitative trading

    quantitative trading

  33. Revisiting Cont's Stylized Facts for Modern Stock Markets

    Ethan Ratliff-Crain, Colin M. Van Oort, James Bagrow · 2023 · intermediate · statistics

    statistics · time series

  34. Revisiting Elastic String Models of Forward Interest Rates

    Victor Le Coz, Jean-Philippe Bouchaud · 2024 · advanced · fixed income

    fixed income · interest rates · stochastic processes · term structure models

  35. Revisiting Stochastic Collocation with Exponential Splines for an Arbitrage-Free Interpolation of Option Prices

    Fabien Le Floc'h · 2025 · advanced · options

    numerical methods · optimization · option pricing

  36. Revisiting the Excess Volatility Puzzle Through the Lens of the Chiarella Model

    Jutta G. Kurth, Adam A. Majewski, Jean-Philippe Bouchaud · 2025 · advanced · time series

    asset pricing · model calibration · time series · trend following

  37. Revisiting the Implied Remaining Variance framework of Carr and Sun (2014): Locally consistent dynamics and sandwiched martingales

    Claude Martini, Iacopo Raffaelli · 2021 · advanced · options

    martingales · option pricing · stochastic calculus · stochastic differential equations

  38. Revisiting the Structure of Trend Premia: When Diversification Hides Redundancy

    Alban Etienne, Jean-Jacques Ohana, Eric Benhamou · 2025 · advanced · portfolio management

    bayesian statistics · portfolio optimization · trend following

  39. Revisiting Trade-sign Long-memory and Square-root Law price impact

    Chris Angstmann, Tim Gebbie · 2026 · advanced · quantitative trading

    market microstructure

  40. Revisiting Uncovered Interest Rate Parity: Switching Between UIP and the Random Walk

    Huisman, R., Mahieu, R.J. · 2007 · intermediate · time series

    econometrics · foreign exchange

  41. RIDGE: An Autonomous Framework for Validation and Method Discovery in LLM-Generated Option Pricing

    Liexin Cheng, Xue Cheng, Shuaiqiang Liu · 2026 · advanced · options

    large language models · numerical methods · option pricing

  42. Riding out of a financial crisis: The joint effect of trust and corporate ownership

    Mario Daniele Amore, Mircea Epure · 2020 · intermediate · other

    causal identification · corporate finance · financial economics

  43. Riding Wavelets: A Method to Discover New Classes of Price Jumps

    Cecilia Aubrun, Rudy Morel, Michael Benzaquen · 2024 · advanced · time series

    contagion · time series

  44. Riemannian Geometry of Optimal Rebalancing in Dynamic Weight Automated Market Makers

    Matthew Willetts · 2026 · advanced · quantitative trading

    market making · optimization

  45. Right Place, Right Time: Market Simulation-based RL for Execution Optimisation

    Ollie Olby, Andreea Bacalum, Rory Baggott · 2025 · advanced · quantitative trading

    algorithmic trading · optimal execution · reinforcement learning

  46. Ring-fencing Digital Corporations: Investor Reaction to the European Commission’s Digital Tax Proposals

    Daniel Klein, Christopher A. Ludwig, Christoph Spengel · 2019 · intermediate · statistics

    equity markets

  47. Ripples into waves: trade networks, economic activity, and asset prices

    Chang, Jeffery (Jinfan), Du, Huancheng, Lou, Dong · 2022 · advanced · statistics

    causal identification · causal inference

  48. Rising interest rates, lapse risk, and the stability of life insurers

    Berdin, Elia, Gründl, Helmut, Kubitza, Christian · 2017 · advanced · risk management

    insurance · interest rates · liquidity risk

  49. Risk & returns around FOMC press conferences: a novel perspective from computer vision

    Alexis Marchal · 2020 · advanced · machine learning

    asset pricing · deep learning · equity markets

  50. Risk Aggregation and Allocation in the Presence of Systematic Risk via Stable Laws

    Andrew Fleck, Edward Furman, Yang Shen · 2024 · advanced · risk management

    insurance · risk management · systemic risk