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Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 8201–8250; page 165 of 188.

8201. The Compound BSDE Method: A Fully Forward Method for Option Pricing and Optimal Stopping Problems in Finance

      Zhipeng Huang, Cornelis W. Oosterlee · 2026 · advanced · options

      deep learning · machine learning · numerical methods · option pricing · stochastic differential equations

8202. The computation of Greeks with multilevel Monte Carlo

      Sylvestre Burgos, M. B. Giles · 2011 · advanced · options

      monte carlo simulation · numerical methods · option greeks

8203. The conditional higher moment risk measure: second-order asymptotics with FGM contagion

      Haifan Hu, Bingzhen Geng, Jiajun Liu · 2026 · advanced · risk management

      extreme value theory

8204. The connection between multiple prices of an Option at a given time with single prices defined at different times: The concept of weak-value in quantum finance

      Ivan Arraut, Alan Au, Alan Ching-biu Tse · 2019 · advanced · options

      mathematical finance · option pricing

8205. The Consequences of Issuing Convertible Bonds: Dilution and/or Financial Restructuring?

      Étienne de Callataÿ, Roland Gillet · 2010 · intermediate · other

      capital structure · convertible bonds · corporate finance

8206. The Consumption - Real Exchange Rate Anomaly: an Asset Pricing Perspective

      Mathias Hoffmann, Thomas Nitschka · 2007 · advanced · statistics

      asset pricing · capm · financial economics · foreign exchange

8207. The Consumption-Based Capital Asset Pricing Model

      Darrell Duffie, William Zame · 1988 · advanced · other

      asset pricing · capm · financial economics

8208. The continuous-time pre-commitment KMM problem in incomplete markets

      Guohui Guan, Zongxia Liang, Yilun Song · 2022 · advanced · portfolio management

      mathematical finance · optimization · portfolio management

8209. The contribution of jumps to forecasting the density of returns

      Christophe Chorro, Florian Ielpo, Benoît Sévi · 2017 · advanced · time series

      jump processes

8210. The Convergence Rate of Stochastic Tracking with Application to Optimal Execution

      Marcel Nutz, Moritz Voss · 2026 · advanced · quantitative trading

      optimization · stochastic processes

8211. The Convexity of Trend Following

      CFM · 2018 · intermediate · quantitative trading

      trend following

8212. The Corporate Bond Factor Replication Crisis

      Alexander Dickerson, Cesare Robotti, Giulio Rossetti · 2026 · advanced · statistics

      asset pricing · factor investing · statistical inference

8213. The correlation risk premium: international evidence

      Robert L. Kosowski, Goncalo, F, Tianyu Wang · 2021 · advanced · options

      asset pricing · derivatives · equity markets

8214. The Cost of a Free Lunch: Evidence from U.S. Derivatives Markets

      Useong Shin · 2026 · advanced · options

      derivatives · option pricing

8215. The Cost of Misspecifying Price Impact

      Natascha Hey, Jean-Philippe Bouchaud, Iacopo Mastromatteo · 2023 · advanced · quantitative trading

      algorithmic trading · transaction costs

8216. The Costs, Wealth Effects, and Determinants of International Capital Raising: Evidence from Public Yankee Bonds

      Darius P. Miller, John J. Puthenpurackal · 2001 · intermediate · fixed income

      corporate finance · financial economics · fixed income

8217. The Credibility Transformer

      Ronald Richman, Salvatore Scognamiglio, Mario V. Wüthrich · 2024 · advanced · machine learning

      deep learning · machine learning · neural networks

8218. The Credit Risk Premium

      Scott A. Richardson · 2016 · intermediate · fixed income

      credit markets · credit risk · fixed income

8219. The credit spread curve. I: Fundamental concepts, fitting, par-adjusted spread, and expected return

      Richard J. Martin · 2022 · advanced · fixed income

      credit risk · fixed income

8220. The Cross Section of MBS Returns

      Peter Diep, Andrea Eisfeldt, Scott A. Richardson · 2021 · advanced · fixed income

      asset pricing · fixed income

8221. The cross-market index for volatility surprise

      Sofiane Aboura, Julien Chevallier · 2014 · advanced · time series

      statistics · time series

8222. The Cross-Quantilogram: Measuring Quantile Dependence and Testing Directional Predictability between Time Series

      Heejoon Han, Oliver Linton, Tatsushi Oka · 2014 · advanced · statistics

      time series

8223. The Cross-Section and Time Series of Stock and Bond Returns

      Koijen, Ralph S. J., Lustig, Hanno, Van Nieuwerburgh, Stijn · 2017 · advanced · statistics

      asset pricing · equity markets · fixed income · time series

8224. The Cross-Section of Expected Stock Returns

      Eugene F. Fama, Kenneth R. French · 1992

      Asset Pricing · Book-to-Market · Cross-Section of Returns · Journal of Finance · Size Effect · Value Effect

8225. The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk: A Comment

      A. Craig Burnside · 2010 · intermediate · statistics

      asset pricing · foreign exchange

8226. The Cross-Section of Stock Returns and AI Exposure

      Nicola Borri, Yukun Liu, Aleh Tsyvinski · 2026 · advanced · portfolio management

      equity markets · factor investing · large language models

8227. The Cross-Sectional Intrinsic Entropy. A Comprehensive Stock Market Volatility Estimator

      Claudiu Vinte, Marcel Ausloos · 2022 · intermediate · time series

      statistics

8228. The cross-sectional stock return predictions via quantum neural network and tensor network

      Nozomu Kobayashi, Yoshiyuki Suimon, Koichi Miyamoto · 2023 · advanced · machine learning

      machine learning · neural networks

8229. The CTLNet for Shanghai Composite Index Prediction

      Haibin Jiao · 2026 · intermediate · time series

      deep learning · neural networks · time series

8230. The Decision Geometry of Covariance Estimation for the Global Minimum-Variance Portfolio under Heavy Tails

      Xavier Fonseca · 2026 · advanced · portfolio management

      portfolio management · portfolio optimization

8231. The Delta of a Variance Swap

      Sébastien Bossu, Sebastian Gaitan-Escarpeta · 2026 · advanced · options

      derivatives

8232. The Demand for Money, Near-Money, and Treasury Bonds

      Krishnamurthy, Arvind, Li, Wenhao · 2021 · advanced · statistics

      banking · liquidity

8233. The Deposit Base - Multibanking and Bank Stability

      Hendrik Hakenes, Eva Schliephake · 2019 · advanced · risk management

      banking · financial stability

8234. The Derivation of a New Model of Equity Duration

      Lewin, R.A., Satchell, S.E. · 2001 · intermediate · risk management

      asset pricing · equity valuation

8235. The Design and Regulation of Exchanges: A Formal Approach

      Mohit Garg, Suneel Sarswat · 2022 · advanced · quantitative trading

      quantitative trading

8236. The Determinants Of Cross-Border Equity Flows

      R Portes, H Rey · 2000 · intermediate · statistics

      equity markets · financial economics · panel data · transaction costs

8237. The determinants of financing obstacles

      Beck, T.H.L., Demirgüc-Kunt, A., Laeven, L. · 2006 · intermediate · other

      corporate finance · financial economics

8238. The determinants of increasing equity market comovement: economic or financial integration?

      Lieven Baele, Pilar Soriano · 2010 · intermediate · statistics

      asset pricing · equity markets · financial economics

8239. The Determinants of Loan Loss Provisions: An Analysis of the Greek Banking System in Light of the Sovereign Debt Crisis

      Platon Monokroussos, Dimitrios D. Thomakos, Thomas A. Alexopoulos · 2016 · intermediate · risk management

      banking · credit risk · econometrics · time series

8240. The Direct Approach to Debt Option Pricing

      Rady, Sven · 1994 · intermediate · options

      derivatives · fixed income · mathematical finance · option pricing

8241. The distress of Italian commercial banks in 1926-1936: a new dataset from banking supervision archives

      Marco Molteni · 2021 · intermediate · risk management

      banking

8242. The Distribution of Exchange Rate Volatility

      Torben G. Andersen, Tim Bollerslev, Francis X. Diebold · 1999 · advanced · time series

      foreign exchange · statistics · time series

8243. The distribution of investor beliefs, stock ownership, and stock returns

      Hardouvelis, Gikas A., Karalas, Georgios, Vayanos, Dimitri · 2026 · advanced · statistics

      asset pricing

8244. The Dividend Discount Model with Multiple Growth Rates of Any Order for Stock Evaluation

      Abdulnasser Hatemi-J, Youssef El-Khatib · 2018 · beginner · other

      equity valuation

8245. The dollar squeeze of the financial crisis

      Bottazzi, Jean-Marc, Luque, Jaime, Pascoa, Mario R. · 2011 · advanced · derivatives

      foreign exchange

8246. The Double-Channeled Effects of Experience on Individual Investment Decisions: Experimental Evidence

      Peiran Jiao · 2015 · intermediate · portfolio management

      reinforcement learning

8247. The Double-Edged Sword of Short-Selling Bans

      Pasquale Della Corte, Robert Kosowski, Dimitris Papadimitriou · 2026 · advanced · statistics

      economic policy · equity markets · financial economics

8248. The Dyanamic Location/Scale Model: with applications to intra-day financial data

      Andres, P., Harvey, A. · 2012 · intermediate · time series

      econometrics · statistics · time series

8249. The Dynamic Effect of Climate News on Financial Markets: Evidence from France

      Hamza Bennani, Samuel Ligonniere · 2025 · advanced · statistics

      econometrics · equity markets · natural language processing

8250. The Dynamic Interaction between Equity Prices and Supply Shocks

      Jakob B. Madsen · 2003 · advanced · time series

      asset pricing · equity markets · financial economics