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Quant finance research papers
9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 8301–8350; page 167 of 188.
The Effects of War Risk on U.S. Financial Markets
Rigobon, Roberto, Sack, Brian P. · 2003 · intermediate · statistics
equity markets
The Efficacy of Shareholder Voting: Evidence from Equity Compensation Plans
Armstrong, Christopher S., Gow, Ian D., Larcker, David F. · 2012 · advanced · other
causal identification · corporate governance · regression · statistical inference
The Efficient Frontier from a LASSO Solver
Thomas Schmelzer · 2026 · intermediate · portfolio management
optimization · portfolio optimization
The Efficient Market Hypothesis for Bitcoin in the context of neural networks
Mike Kraehenbuehl, Joerg Osterrieder · 2022 · intermediate · machine learning
machine learning · market efficiency · neural networks
The Efficient Tail Hypothesis: An Extreme Value Perspective on Market Efficiency
Junshu Jiang, Jordan Richards, Raphaël Huser · 2024 · advanced · statistics
derivatives · extreme value theory · hypothesis testing · market efficiency · statistical inference
The Elasticity of Quantitative Investment
Carter Davis · 2023 · advanced · quantitative trading
asset pricing · statistical arbitrage
The Elephant In The Ground: Managing Oil And Sovereign Wealth
Rick Van der Ploeg, Ton van den Bremer · 2013 · advanced · portfolio management
optimization · portfolio management · portfolio optimization · risk management
The Empirical Performance of Financial Frictions since 2008
Gregor Boehl, Felix Strobel · 2022 · advanced · statistics
bayesian statistics · financial economics
The Empirical Performance of Option Implied Volatility Surface-Driven Optimal Portfolios
Massimo Guidolin, Kai Wang · 2022 · advanced · options
portfolio optimization · volatility forecasting · volatility surface
The endogenous dynamics of markets: price impact and feedback loops
CFM · 2010 · advanced · quantitative trading
liquidity · market microstructure
The Engineering of Skew: A Path-Dependent Framework for Asymmetric Volatility Management
Gregory A. Fanous · 2026 · intermediate · portfolio management
portfolio management · risk management
The Enhanced Physics-Informed Kolmogorov-Arnold Networks: Applications of Newton's Laws in Financial Deep Reinforcement Learning (RL) Algorithms
Trang Thoi, Hung Tran, Tram Thoi · 2026 · advanced · machine learning
deep learning · financial machine learning · neural networks · optimization · portfolio management · reinforcement learning
The Equity Performance of Firms Emerging from Bankruptcy
Allan C. Eberhart, Edward I. Altman, Reena Aggarwal · 1997 · intermediate · statistics
asset pricing · equity markets
The Equity Premium and the Allocation of Income Risk
Jean-Pierre DANTHINE, John B. DONALDSON, Rajnish MEHRA · 1992 · advanced · portfolio management
asset pricing · equity markets · financial economics
The Equity Premium is No Puzzle
Mordecai Kurz, Andrea Beltratti · advanced · other
asset pricing
The Equity Share in New Issues and Aggregate Stock Returns
Malcolm Baker, Jeffrey Wurgler · 2009 · intermediate · statistics
asset pricing · equity markets · market efficiency · regression
The equivalence of two tax processes
Dalal Al Ghanim, Ronnie Loeffen, Alex Watson · 2018 · advanced · risk management
insurance · probability · stochastic processes
The equivalent constant-elasticity-of-variance (CEV) volatility of the stochastic-alpha-beta-rho (SABR) model
Jaehyuk Choi, Lixin Wu · 2019 · advanced · options
options
The evaluation of geometric Asian power options under time changed mixed fractional Brownian motion
Foad Shokrollahi · 2017 · advanced · options
derivatives · mathematical finance · option pricing · stochastic processes
The Evolution of Alpha in Finance Harnessing Human Insight and LLM Agents
Mohammad Rubyet Islam · 2025 · intermediate · machine learning
deep learning · financial machine learning · large language models · machine learning
The evolution of banking regulation since the financial crisis: a critical assessment
Andrea Sironi · 2018 · intermediate · risk management
banking · financial stability
The Evolution of Blockchain: from Lit to Dark
Agostino Capponi, Ruizhe Jia, Ye Wang · 2022 · advanced · quantitative trading
quantitative trading
The Evolution of Investor Activism in Japan
Ryo Sakai · 2022 · intermediate · other
other
The Evolution of Probabilistic Price Forecasting Techniques: A Review of the Day-Ahead, Intra-Day, and Balancing Markets
Ciaran O'Connor, Mohamed Bahloul, Steven Prestwich · 2025 · intermediate · time series
probability · regression
The Excess Returns of 'Quality' Stocks: A Behavioral Anomaly
Jean‐Philippe Bouchaud, Stefano Ciliberti, Augustin Landier · 2016 · intermediate · statistics
asset pricing · behavioral finance · equity markets
The excess volatility of foreign exchange rates: Statistical puzzle or theoretical artifact?
Hauswald, Robert B. H. · 1999 · advanced · time series
financial economics · foreign exchange
The Exploratory Multi-Asset Mean-Variance Portfolio Selection using Reinforcement Learning
Yu Li, Yuhan Wu, Shuhua Zhang · 2025 · advanced · portfolio management
machine learning · optimization · portfolio management · portfolio optimization · reinforcement learning
The External Financing of Emerging Markets—Evidence from Two Waves of Financial Globalization
Andre Lince De Faria, Paolo Mauro, Aleksandar Zaklan · 2010 · intermediate · fixed income
econometrics · financial economics · regression
The Fair Basis: Funding and capital in the reduced form framework
Wujiang Lou · 2020 · advanced · fixed income
credit derivatives · credit risk · fixed income
The finance-investment link in a transition economy: Evidence for Poland from panel data
Weller, Christian E. · 1999 · advanced · statistics
credit markets · econometrics · financial economics · panel data
The finance-welfare state nexus
Gerba, Eddie, Schelkle, Waltraud · 2013 · advanced · statistics
causal inference · econometrics · time series
The Financial Alchemy that Failed
Miller, Marcus · 2018 · intermediate · risk management
banking · economic policy · financial stability · securitization · systemic risk
The financial crisis and depression: Can lessons be drawn from the Great Depression?
Pierre-Cyrille Hautcoeur · 2018 · intermediate · risk management
banking · economic policy
The financial health of a company and the risk of its default: Back to the future
Gianmarco Bet, Francesco Dainelli, Eugenio Fabrizi · 2023 · intermediate · risk management
credit risk · probability
The financial market effects of the ECB’s balance sheet policies
Vivien Lewis, Markus Roth · 2015 · intermediate · risk management
econometrics · time series
The Financial Market of Indices of Socioeconomic Wellbeing
Thilini V. Mahanama, Abootaleb Shirvani, Svetlozar Rachev · 2023 · advanced · portfolio management
asset pricing · econometrics · portfolio optimization · risk management
The Financial Performance of Solidarity-based Investment Funds
Philippe Devin · 2025 · intermediate · portfolio management
esg · regression · statistical inference · sustainable investing
The financial transmission of housing booms: evidence from Spain
Alberto Martin, Enrique Moral-Benito, Tom Schmitz · 2020 · advanced · risk management
banking · credit markets · financial economics · housing markets
The Financial Transmission of Housing Bubbles: Evidence from Spain
Alberto Martín, Enrique Moral-Benito, Tom Schmitz · 2018 · advanced · risk management
banking · credit markets · financial economics · housing markets
The financial value of the within-government political network: Evidence from Chinese municipal corporate bonds
Jaehyuk Choi, Lei Lu, Heungju Park · 2022 · intermediate · fixed income
credit markets · fixed income
The Financialization of Proof-of-Stake: Asymptotic Centralization under Exogenous Risk Premiums
Mikhail Perepelitsa · 2026 · advanced · portfolio management
cryptocurrencies · financial economics
The Financing of Innovation: Learning and Stopping
Dirk Bergemann, Ulrich Hege · 2004 · advanced · other
financial economics
The fine structure of electricity price volatility
Thomas K. Kloster, Fred Espen Benth · 2026 · advanced · time series
partial differential equations · statistical inference
The fine structure of volatility feedback II: Overnight and intra-day effects
Pierre Blanc, Rémy Chicheportiche, Jean-Philippe Bouchaud · 2014 · advanced · time series
time series · volatility forecasting
The fine-structure of volatility feedback I: Multi-scale self-reflexivity
Rémy Chicheportiche, Jean-Philippe Bouchaud · 2014 · advanced · time series
time series
The First Crypto President: Presidential Power and Cryptocurrency Markets During Trump's Second Term (2025-2029)
Habib Badawi · 2025 · intermediate · quantitative trading
cryptocurrencies
The Flip Side of Financial Synergies:Coinsurance versus Risk Contamination
Albert Banal-Estañol, Marco Ottaviani, Andrew Winton · 2013 · advanced · risk management
contagion · credit risk
The Flypaper Effect in Individual Investor Asset Allocation
James Choi, David Laibson, Brigitte Madrian · 2008 · intermediate · portfolio management
behavioral economics · behavioral finance
The formation of a core periphery structure in heterogeneous financial networks
van der Leij, M., in 't Veld, D., Hommes, C.H. · 2016 · advanced · risk management
banking · financial networks
The Fourier estimator of spot volatility: Unbounded coefficients and jumps in the price process
L. J. Espinosa González, Erick Treviño Aguilar · 2026 · advanced · stochastic calculus
jump processes · probability · stochastic calculus · stochastic processes