Browse / Research papers

Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 7201–7250; page 145 of 188.

7201. Risk aggregation and capital allocation using a new generalized Archimedean copula

      Fouad Marri, Khouzeima Moutanabbir · 2021 · advanced · risk management

      copulas · risk management · tail risk

7202. Risk aggregation and stochastic dominance for a class of heavy-tailed distributions

      Yuyu Chen, Seva Shneer · 2024 · advanced · risk management

      probability

7203. Risk Analysis of Passive Portfolios

      Sourish Das · 2024 · intermediate · portfolio management

      portfolio management · portfolio optimization · risk management

7204. Risk and Financial Management Article Systemic Risk Indicators Based on Nonlinear PolyModel

      Xingxing Ye, Raphaël Douady · 2019 · advanced · risk management

      financial networks · systemic risk

7205. Risk and return in the Spanish stock market

      Sentana, Enrique · 1995 · intermediate · statistics

      asset pricing · econometrics · equity markets · hypothesis testing

7206. Risk and Return models for Equity Markets and Implied Equity Risk Premium

      Enzo Busseti · 2019 · beginner · portfolio management

      equity markets

7207. Risk and Return of Equity Index Collar Strategies

      Roni Israelov, Matthew Klein · 2016 · intermediate · options

      derivatives · options hedging · risk management

7208. Risk and Return of Equity Index Collar Strategies (Supplement)

      Roni Israelov, Matthew Klein · 2017 · intermediate · options

      options hedging

7209. Risk and return prediction for pricing portfolios of non-performing consumer credit

      Siyi Wang, Xing Yan, Bangqi Zheng · 2021 · advanced · risk management

      copulas · credit risk · regression · risk management

7210. Risk aversion and wealth: evidence from person-to-person lending portfolios

      Paravisini, Daniel, Rappoport, Veronica, Ravina, Enrichetta · 2017 · advanced · statistics

      financial economics · panel data

7211. Risk Aversion in the Small and in the Large: Beyond Arrow-Pratt A Wiener Chaos Hierarchy of Dynamic Risk Premia

      Christian Oliver Ewald · 2026 · advanced · stochastic calculus

      brownian motion · calculus · stochastic calculus · stochastic processes

7212. Risk aversion of insider and dynamic asymmetric information

      Albina Danilova, Valentin Lizhdvoy · 2025 · advanced · quantitative trading

      market microstructure

7213. Risk Aversion, Indivisible Timing Options, and Gambling

      Vicky Henderson, David G. Hobson · 2013 · advanced · portfolio management

      portfolio management

7214. Risk Budgeting Allocation for Dynamic Risk Measures

      Silvana M. Pesenti, Sebastian Jaimungal, Yuri F. Saporito · 2023 · advanced · risk management

      portfolio management · risk management

7215. Risk Budgeting Portfolios from Simulations

      Bernardo Freitas Paulo da Costa, Silvana M. Pesenti, Rodrigo S. Targino · 2023 · intermediate · portfolio management

      monte carlo simulation · numerical methods · portfolio management · portfolio optimization · risk management

7216. Risk Budgeting Portfolios: Existence and Computation

      Adil Rengim Cetingoz, Jean-David Fermanian, Olivier Guéant · 2022 · advanced · portfolio management

      numerical methods · optimization · portfolio optimization

7217. Risk diversification for infinitely divisible distributions

      Peng Liu, Tiantian Mao · 2026 · advanced · risk management

      stochastic processes

7218. Risk exchange under infinite-mean Pareto models

      Yuyu Chen, Paul Embrechts, Ruodu Wang · 2024 · advanced · risk management

      risk management

7219. Risk factors, Copula dependence and risk sensitivity of a large portfolio

      Catherine Bruneau, Alexis Flageollet, Zhun Peng · 2015 · advanced · risk management

      copulas · risk management

7220. Risk forecasting using Long Short-Term Memory Mixture Density Networks

      Nico Herrig · 2025 · advanced · risk management

      backtesting · deep learning · machine learning · market risk · neural networks · risk management

7221. Risk in Network Economies

      Victor Sellemi · 2022 · advanced · risk management

      asset pricing

7222. Risk Limited Asset Allocation with a Budget Threshold Utility Function and Leptokurtotic Distributions of Returns

      Graham L Giller · 2025 · intermediate · portfolio management

      optimization · portfolio management · portfolio optimization · risk management

7223. Risk management in multi-objective portfolio optimization under uncertainty

      Yannick Becker, Pascal Halffmann, Anita Schöbel · 2024 · advanced · portfolio management

      optimization · portfolio optimization · risk management

7224. Risk management of guaranteed minimum maturity benefits under stochastic mortality and regime-switching by Fourier space time-stepping framework

      Wenlong Hu · 2020 · advanced · risk management

      insurance · numerical methods · risk management · stochastic processes

7225. Risk management of precious metals

      Hammoudeh, S.M., Malik, F., McAleer, M.J. · 2010 · advanced · risk management

      garch · market risk · risk management · volatility forecasting

7226. Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures

      Casarin, R., Chang, C-L., Jiménez-Martín, J.A. · 2011 · advanced · risk management

      bayesian statistics · derivatives · risk management

7227. Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures

      Chang, C-L., Jiménez-Martín, J.A., McAleer, M.J. · 2011 · advanced · risk management

      risk management

7228. Risk Management with Feature-Enriched Generative Adversarial Networks (FE-GAN)

      Ling Chen · 2024 · advanced · risk management

      deep learning · financial machine learning · machine learning · neural networks · risk management

7229. Risk management with machine-learning-based algorithms

      Simon Fécamp, Joseph Mikael, Xavier Warin · 2019 · advanced · options

      machine learning · risk management

7230. Risk managing bermudan swaptions in the libor BGM model

      Pietersz, R., Pelsser, A.A.J. · 2003 · advanced · options

      derivatives · fixed income · interest rates · risk management

7231. Risk Measure Duality Without Structure

      Vasily Melnikov · 2024 · advanced · risk management

      measure theory

7232. RISK MEASURES AND CREDIT RISK UNDER THE BETA-KOTZ DISTRIBUTION

      Jean-Michel Loubes, M Andrea Arias-Serna, Francisco J Caro-Lopera · 2018 · advanced · risk management

      credit risk · risk management · statistics

7233. Risk measures based on target risk profiles

      Jascha Alexander, Christian Laudagé, Jörn Sass · 2024 · advanced · risk management

      mathematical finance · risk management · tail risk

7234. Risk measures based on weak optimal transport

      Michael Kupper, Max Nendel, Alessandro Sgarabottolo · 2023 · advanced · risk management

      optimization

7235. Risk Measures for DC Pension Plan Decumulation

      Peter A. Forsyth, Yuying Li · 2025 · advanced · risk management

      optimization · pensions · risk management

7236. Risk Measures in Quantitative Finance

      Sovan Mitra · 2009 · beginner · risk management

      risk management

7237. Risk Measures on Lipschitz Spaces

      Henrik Karlholm, Marlon Moresco, Marcelo Righi · 2026 · advanced · risk management

      mathematical finance

7238. Risk Measures under Paired-Ambiguity: A Deep Learning Reflected BSDE Framework

      Nacira Agram, Jan Rems, Emanuela Rosazza Gianin · 2026 · advanced · stochastic calculus

      stochastic calculus · stochastic differential equations

7239. Risk minimization through portfolio replication

      Stefano Ciliberti, Marc Mezard · 2007 · advanced · risk management

      portfolio optimization · risk management · time series

7240. Risk mitigating versus risk shifting: evidence from banks security trading in crises

      José-Luis Peydró, Andrea Polo, Enrico Sette · 2023 · advanced · risk management

      banking · causal identification · risk management

7241. Risk Parity Portfolio vs. Other Asset Allocation Heuristic Portfolios

      Denis Biangolino Chaves, Jason C. Hsu, Feifei Li · 2011 · intermediate · portfolio management

      portfolio management · portfolio optimization

7242. Risk premia in electricity wholesale spot markets: empirical evidence from Germany

      Pietz, Matthäus · 2009 · intermediate · statistics

      statistics

7243. Risk premia in the German electricity futures market

      Pietz, Matthäus · 2009 · intermediate · derivatives

      derivatives

7244. Risk premia: asymmetric tail risks and excess returns

      Yves Lempérière, Cyril Deremble, Trung-Tu Nguyen · 2016 · advanced · statistics

      tail risk · time series

7245. Risk premium and rough volatility

      Bonesini, Ofelia, Jacquier, Antoine, Muguruza, Aitor · 2025 · advanced · options

      rough volatility · stochastic calculus · stochastic processes

7246. Risk sharing with Lambda value at risk under heterogeneous beliefs

      Peng Liu, Andreas Tsanakas, Yunran Wei · 2024 · advanced · risk management

      optimization · probability · risk management

7247. Risk spillovers between the BRICS and the U.S. staple grain futures markets

      Ying-Hui Shao, Yan-Hong Yang, Wei-Xing Zhou · 2024 · advanced · risk management

      risk management

7248. Risk valuation of quanto derivatives on temperature and electricity

      Aurélien Alfonsi, Nerea Vadillo · 2023 · advanced · derivatives

      derivatives · model calibration · option pricing · stochastic processes

7249. Risk Weighted Utility Theory as a Solution to the Equity Premium Puzzle

      Chauveau, T., Nalpas, N. · 1999 · advanced · other

      asset pricing · financial economics · probability

7250. Risk-Adjusted Performance of Random Forest Models in High-Frequency Trading

      Akash Deep, Abootaleb Shirvani, Chris Monico · 2024 · intermediate · quantitative trading

      high frequency trading · machine learning · regression