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Quant finance research papers
9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 8151–8200; page 164 of 188.
The ATM implied skew in the ADO-Heston model
Andrey Itkin · 2023 · advanced · options
option pricing · rough volatility · stochastic processes
The ATM implied volatility slope, the (dual) volatility swap, and the (dual) zero vanna implied volatility
Frido Rolloos · 2022 · advanced · options
option pricing · stochastic processes
The Austrian banking crisis of 1931: one bad apple spoils the whole bunch
Macher, Flora · 2018 · intermediate · risk management
banking
The Axiomatic Trader: Latent Regularity, Information Budgets, and the Canonical Form of a Quantitative Investment System
Jiayu Li · 2026 · advanced · quantitative trading
backtesting
The Baby Boom and the Stock Market Boom
Kyung-Mook Lim, David N. Weil · 2003 · advanced · statistics
asset pricing · equity markets · financial economics
The Balance Property: The Constrained Case, with a View on Risk Sharing
Mario V. Wüthrich · 2026 · intermediate · risk management
insurance · statistics
The Bank Liquidity Channel of Financial (In)stability
Joshua Bosshardt, Ali Kakhbod, Farzad Saidi · 2021 · advanced · risk management
banking · financial stability · liquidity · liquidity risk · securitization
The banking and distribution sectors in a small open economy DSGE Model
Szabolcs Deák, Lionel Fontagné, Marco Maffezzoli · 2012 · advanced · risk management
banking · financial economics
The Banking Industry
Scherer, F. M. · 2014 · intermediate · risk management
banking
The banks that said no: banking relationships, credit supply and productivity in the UK
Franklin, Jeremy, Rostom, May, Thwaites, Gregory · 2015 · advanced · risk management
banking · causal identification · causal inference · credit markets · financial economics
The Bayesian Approach to Default Risk: A Guide
Jacobs, Michael, Kiefer, Nicholas M. · 2010 · advanced · risk management
bayesian statistics · credit risk · monte carlo simulation · statistics
The Behaviour of Betting and Currency Markets on the Night of the EU Referendum
Auld, T., Linton, O. · 2017 · intermediate · quantitative trading
bayesian statistics · foreign exchange · market efficiency
The Belle Epoque of International Finance. French Capital Exports, 1880-1914
Rui Esteves · 2011 · intermediate · portfolio management
portfolio management
The bias of IID resampled backtests for rolling-window mean-variance portfolios
Andrew Paskaramoorthy, Terence van Zyl, Tim Gebbie · 2025 · advanced · statistics
backtesting · statistics · time series
The big-city bias in access to finance: evidence from firm perceptions in almost 100 countries
Lee, Neil, Luca, Davide · 2019 · intermediate · other
credit markets
The Black-Litterman Approach: Original Model and Extensions
Attilio Meucci
bayesian statistics · mathematical finance · optimization · portfolio management · portfolio optimization
The Black-Scholes Equation in Presence of Arbitrage
Simone Farinelli, Hideyuki Takada · 2019 · advanced · stochastic calculus
mathematical finance · option pricing · partial differential equations · stochastic processes
The Black-Scholes-Merton dual equation
Shuxin Guo, Qiang Liu · 2019 · advanced · options
derivatives · option pricing · partial differential equations
The Bond Lending Channel of Monetary Policy
Darmouni, O., Giesecke, O., Rodnyansky, R. · 2020 · intermediate · fixed income
corporate finance · financial economics
The Bond Yield Conundrum : Alternative Hypotheses and the State of the Economy
Eijffinger, S.C.W., Mahieu, R.J., Raes, L.B.D. · 2010 · advanced · fixed income
financial economics · fixed income · interest rates
The booms and busts of beta arbitrage
Huang, Shiyang, Liu, Xin, Lou, Dong · 2023 · advanced · quantitative trading
asset pricing
The Boosted Difference of Convex Functions Algorithm for Value-at-Risk Constrained Portfolio Optimization
Marah-Lisanne Thormann, Phan Tu Vuong, Alain B. Zemkoho · 2024 · advanced · portfolio management
algorithms · numerical methods · optimization · portfolio optimization
The Bounce Has No Direction: Sign, Magnitude, and the Microstructure of Equity Return Predictability
Victoria Portnaya · 2026 · advanced · statistics
equity markets · hypothesis testing · statistical inference · time series
The Bubble Has Not Popped
Cliff Asness · 2001 · intermediate · statistics
equity markets · equity valuation
The canton of Berne as an investor on the London capital market in the 18th century
Altorfer, Stefan · 2004 · intermediate · portfolio management
equity markets · portfolio management
The Capacity of Liquidity-Demanding Equity Strategies
Vitaly A. Serbin, Peter M Bull, Howard Zhu · 2009 · intermediate · quantitative trading
equity markets · liquidity · transaction costs
The Capital Asset Pricing Model as a General Equilibrium with Incomplete Markets
John Geanakoplos, Martin Shubik · 1989 · advanced · portfolio management
asset pricing · capm · financial economics
The capital gains tax: A curse but also a blessing for venture capital investment
Achleitner, Ann-Kristin, Bock, Carolin, Watzinger, Martin · 2011 · intermediate · statistics
statistics
The Carbon Premium: Correlation or Causation? Evidence from S&P 500 Companies
Namasi G. Sankar, Suryadeepto Nag, Siddhartha P. Chakrabarty · 2024 · intermediate · statistics
causal inference · equity markets · panel data · statistical inference
The Case for Intervening in Bankers’ Pay
John E. Thanassoulis · 2012 · advanced · risk management
banking · model calibration
The Case for Long-Only Agnostic Allocation Portfolios
Pierre-Alain Reigneron, Vincent Nguyen, Stefano Ciliberti · 2019 · intermediate · portfolio management
portfolio management · portfolio optimization · risk management
The Case for Trills: Giving the People and Their Pension Funds a Stake in the Wealth of the Nation
Mark J. Kamstra, Robert J. Shiller · 2009 · intermediate · fixed income
fixed income
The Causal Effect of Option Pay on Corporate Risk Management
Bakke, Tor-Erik, Mahmudi, Hamed, Fernando, Chitru S. · 2015 · intermediate · risk management
causal identification · causal inference · risk management
The Causal Effects of Confidence Awareness on Financial Literacy and Behaviour
Lee, I., Lléo-Bono, A., Rauh, C. · 2025 · intermediate · portfolio management
causal inference
The changing relationship between commodity prices and equity prices in commodity exporting
Barbara Rossi · 2012 · intermediate · time series
commodities · econometrics · equity markets
The characteristic function of Gaussian stochastic volatility models: an analytic expression
Eduardo Abi Jaber · 2022 · advanced · options
derivatives · option pricing · rough volatility · stochastic processes
The characteristic function of rough Heston models
Omar El Euch, Mathieu Rosenbaum · 2016 · advanced · options
mathematical finance · option pricing · rough volatility · stochastic processes
The Characterization of Clearing Payments in Financial Networks
Ketelaars, Martijn, Borm, Peter, Herings, P.J.J. · 2024 · advanced · risk management
financial networks
The checkerboard copula and dependence concepts
Liyuan Lin, Ruodu Wang, Ruixun Zhang · 2024 · advanced · risk management
copulas
The choice between mail and digital in ghe provision of financial services: a double Hotelling approach
Cremer, Helmuth, De Donder, Philippe, Dudley, Paul · 2012 · intermediate · other
other
The choice between mail and digital in the provision of financial services: a double Hotelling approach
Cremer, Helmuth, De Donder, Philippe, Dudley, Paul · 2012 · intermediate · other
banking · financial economics
The choice between rights offerings and private equity placements
Cronqvist, Henrik, Nilsson, Mattias · 2004 · intermediate · other
corporate finance · corporate governance · econometrics
The choice of the form of representation in multinational banking: Evidence from Spain
Josep Garcia Blandón · 1998 · intermediate · risk management
banking
The Climate Extended Risk Model (CERM)
Josselin Garnier, Jean-Baptiste Gaudemet, Anne Gruz · 2021 · advanced · risk management
credit risk
The CMMV Pricing Model in Practice
Bernard De Meyer, Moussa Dabo · 2019 · advanced · options
market microstructure · mathematical finance · option pricing
The Co-Pricing Factor Zoo
Alexander Dickerson, Christian Julliard, Philippe Mueller · 2026 · advanced · fixed income
asset pricing · credit markets · equity markets · fixed income
The Co-Terminal Swap Market Model with Bergomi Stochastic Volatility
Kenjiro Oya · 2018 · advanced · fixed income
derivatives · fixed income · interest rates · term structure models
The Comparative Performance of Fixed and Flexible Exchange Rate Regimes: Interwar Evidence
Barry Eichengreen. · 1989 · intermediate · time series
foreign exchange
The Complexity of Liquidity: The Extraordinary Case of Sovereign Bonds
Jacob Boudoukh, Zhikai Xu · 2016 · intermediate · fixed income
financial economics · fixed income · liquidity
The complexity yield puzzle: A textual analysis of municipal bond disclosures
Farrell, Michael, Murphy, Dermot, Painter, Marcus · 2023 · intermediate · fixed income
financial economics · fixed income