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Quant finance research papers
9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 7301–7350; page 147 of 188.
Robust distortion risk metrics with Wasserstein and Unimodal Constraints
Peng Liu, Steven Vanduffel, Yi Xia · 2025 · advanced · risk management
optimization · probability · risk management
Robust distortion riskmetrics under Wasserstein ambiguity
Yang Liu, Qiuqi Wang, Yihan Wang · 2026 · advanced · risk management
optimization · portfolio optimization · risk management
Robust dividend policy: Equivalence of Epstein-Zin and Maenhout preferences
Kexin Chen, Kyunghyun Park, Hoi Ying Wong · 2024 · advanced · stochastic calculus
mathematical finance · stochastic calculus · stochastic differential equations
Robust Dynamic Asset Allocation With Model Misspecification
Esben Hedegaard · 2014 · advanced · portfolio management
mathematical finance · model risk · optimization · portfolio management
Robust Elicitable Functionals
Kathleen E. Miao, Silvana M. Pesenti · 2024 · advanced · risk management
statistics
Robust enhanced index tracking portfolio selection under distributional uncertainty
Jun Cai, Zhiqiao Song · 2026 · advanced · portfolio management
convex optimization · optimization · portfolio optimization · risk management
Robust Estimation and Forecasting of the Capital Asset Pricing Model
Bian, G., McAleer, M.J., Wong, W.-K. · 2010 · advanced · statistics
asset pricing · capm · regression · statistical inference · statistics
Robust Estimation of Integrated and Spot Volatility
Li, M. Z., Linton, O. · 2021 · advanced · statistics
market microstructure · statistics
Robust Estimation of Realized Correlation: New Insights about Intraday Fluctuations in Market Betas
Peter Reinhard Hansen, Yiyao Luo · 2023 · advanced · statistics
econometrics · statistics
Robust financial calibration: a Bayesian approach for neural SDEs
Christa Cuchiero, Eva Flonner, Kevin Kurt · 2024 · advanced · machine learning
bayesian statistics · model calibration · neural networks · stochastic differential equations
Robust forward investment and consumption under drift and volatility uncertainties: A randomization approach
Wing Fung Chong, Gechun Liang · 2024 · advanced · portfolio management
mathematical finance · optimization
Robust Hedging GANs
Yannick Limmer, Blanka Horvath · 2023 · advanced · options
deep learning · financial machine learning · model risk
Robust Hedging of American Options via Aggregated Snell Envelopes
Marco Rodrigues · 2025 · advanced · options
derivatives · options hedging · stochastic processes
Robust Hedging of path-dependent options using a min-max algorithm
Purba Banerjee, Srikanth Iyer, Shashi Jain · 2025 · advanced · options
derivatives · mathematical finance · optimization · options hedging
Robust Hedging Valuation Adjustment for Deep Hedging Policies under Market Frictions
Takayuki Sakuma · 2026 · advanced · options
deep learning · liquidity · machine learning · risk management · transaction costs
Robust Hedging Valuation Adjustment under Liquidity--Demand Stress
Takayuki Sakuma · 2026 · advanced · options
liquidity risk · risk management
Robust Insurance Pricing and Liquidity Management
Shunzhi Pang · 2025 · advanced · risk management
insurance · liquidity · liquidity risk
Robust Investment-Driven Insurance Pricing and Liquidity Management
Bingzheng Chen, Jan Dhaene, Chun Liu · 2026 · advanced · risk management
insurance · liquidity risk
Robust Investment-Driven Insurance Pricing under Correlation Ambiguity
Shunzhi Pang · 2026 · advanced · risk management
insurance · optimization
Robust Lambda-quantiles and extremal distributions
Xia Han, Peng Liu · 2024 · advanced · risk management
optimization · probability
Robust Long-Term Growth Rate of Expected Utility for Leveraged ETFs
Tim Leung, Hyungbin Park, Heejun Yeo · 2023 · advanced · portfolio management
mathematical finance · optimization · stochastic calculus · stochastic processes
Robust Market Making: To Quote, or not To Quote
Ziyi Wang, Carmine Ventre, Maria Polukarov · 2025 · advanced · quantitative trading
market making · reinforcement learning
Robust Markowitz mean-variance portfolio selection under ambiguous covariance matrix *
Amine Ismail, Huyên Pham · 2019 · advanced · portfolio management
model risk · optimization · portfolio management · portfolio optimization · stochastic processes
Robust MCVaR Portfolio Optimization with Ellipsoidal Support and Reproducing Kernel Hilbert Space-based Uncertainty
Rupendra Yadav, Aparna Mehra · 2025 · advanced · portfolio management
optimization · portfolio optimization · risk management
Robust mean-variance stochastic differential reinsurance and investment games under volatility risk and model uncertainty
Guohui Guan, Zongxia Liang, Yi Xia · 2024 · advanced · risk management
insurance · stochastic differential equations · stochastic processes
Robust No-Arbitrage under Projective Determinacy
Alexandre Boistard, Laurence Carassus, Safae Issaoui · 2025 · advanced · stochastic calculus
stochastic calculus
Robust optimal consumption, investment and reinsurance for recursive preferences
Elizabeth Dadzie, Wilfried Kuissi-Kamdem, Marcel Ndengo · 2025 · advanced · risk management
insurance · model risk · optimization · risk management · stochastic calculus · stochastic differential equations
Robust optimal investment and consumption strategies with portfolio constraints and stochastic environment
Len Patrick Dominic M. Garces, Yang Shen · 2024 · advanced · portfolio management
optimization · portfolio management · portfolio optimization · stochastic calculus
Robust Optimal Strategies for Early Liquidation in Financial Systems
Dohyun Ahn, Hongyi Jiang · 2026 · advanced · risk management
optimization · systemic risk
Robust Optimization of the Equity Momentum Strategy
Arco van Oord, Martin P.E. Martens, Herman K. van Dijk · 2009 · advanced · portfolio management
momentum · optimization · portfolio optimization
Robust option pricing with volatility term structure -- An empirical study for variance options
Alexander M. G. Cox, Annemarie M. Grass · 2023 · advanced · options
option pricing
Robust Portfolio Optimisation with Specified Competitors
Gonçalo Simões, Mark McDonald, Stacy Williams · 2017 · advanced · portfolio management
optimization · portfolio management · portfolio optimization
Robust portfolio selection under Recovery Average Value at Risk
Cosimo Munari, Justin Plückebaum, Stefan Weber · 2023 · advanced · portfolio management
optimization · portfolio management · portfolio optimization · risk management
Robust portfolios and weak incentives in long-run investments
Guasoni, Paolo, Muhle-Karbe, Johannes, Xing, Hao · 2017 · advanced · portfolio management
mathematical finance · optimization · portfolio management · portfolio optimization
Robust Pricing and Hedging of American Options in Continuous Time
Ivan Guo, Jan Obłój · 2025 · advanced · options
derivatives · option pricing · options hedging · stochastic processes
Robust Pricing of Equity-Indexed Annuities under Uncertain Volatility and Stochastic Interest Rate
Ludovic Goudenège, Andrea Molent, Antonino Zanette · 2025 · advanced · derivatives
interest rates · numerical methods
Robust pricing-hedging duality for American options in discrete time financial markets
Shuoqing Deng, Xiaolu Tan, Anna Aksamit · 2017 · advanced · options
martingales · mathematical finance · optimization · option pricing · options hedging · stochastic processes
Robust quasi-convex risk measures and applications
Francesca Centrone, Asmerilda Hitaj, Elisa Mastrogiacomo · 2026 · advanced · risk management
risk management
Robust Reinforcement Learning with Dynamic Distortion Risk Measures
Anthony Coache, Sebastian Jaimungal · 2024 · advanced · machine learning
machine learning · neural networks · optimization · reinforcement learning · risk management
Robust risk evaluation of joint life insurance under dependence uncertainty
Takaaki Koike · 2025 · advanced · risk management
copulas · insurance · model risk
Robust risk measures: an averaging approach
Marcelo Righi, Rodrigo Targino · 2026 · advanced · risk management
risk management
Robust Risk-Aware Reinforcement Learning
Sebastian Jaimungal, Silvana Pesenti, Ye Sheng Wang · 2021 · advanced · machine learning
model risk · optimization · portfolio optimization · reinforcement learning · risk management
Robust Risk-Sensitive Reinforcement Learning Agents for Trading Markets
Yue Gao, Kry Yik Chau Lui, Pablo Hernandez-Leal · 2021 · advanced · machine learning
algorithmic trading · reinforcement learning · risk management
Robust Trading in a Generalized Lattice Market
Chung-Han Hsieh, Xin-Yu Wang · 2023 · advanced · quantitative trading
quantitative trading
Robust Transformer-Based One-Step Stock Index Forecasting via Shifted Data Augmentation
Tien Thanh Thach · 2026 · intermediate · time series
deep learning · financial machine learning · machine learning · neural networks · time series
Robust utility maximization in nondominated models with 2BSDE: the uncertain volatility model
Anis Matoussi, Dylan Possamaï, Chao Zhou · 2015 · advanced · stochastic calculus
optimization · portfolio optimization · stochastic calculus · stochastic differential equations
Robust utility maximization with intractable claims
Yunhong Li, Zuo Quan Xu, Xun Yu Zhou · 2023 · advanced · portfolio management
mathematical finance · optimization · portfolio optimization
Robust Utility Optimization via a GAN Approach
Florian Krach, Josef Teichmann, Hanna Wutte · 2024 · advanced · machine learning
deep learning · machine learning · neural networks · optimization
Robust Volatility Index Calculation with OTM Option-implied Probability
Masaaki Fukasawa, Shunta Murayama · 2026 · advanced · options
option pricing
Robust XVA
Maxim Bichuch, Agostino Capponi, Stephan Sturm · 2018 · advanced · risk management
credit derivatives · credit risk · derivatives