Browse / Research papers
Quant finance research papers
9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 8501–8550; page 171 of 188.
The Maximum Entropy Distribution for Stochastically Ordered Random Variables with Fixed Marginals
Kiefer, Nicholas M. · 2009 · advanced · risk management
probability · statistics
The Mean Field Market Model Revisited
Manuel Hasenbichler, Wolfgang Müller, Stefan Thonhauser · 2023 · advanced · fixed income
interest rates · model calibration · stochastic processes · term structure models
The mean-variance model from the inverse of the variance-covariance matrix
Jordi Esteve Comas, Manuel Fernandez Lopez · 2012 · intermediate · portfolio management
asset pricing · portfolio optimization
The mean-variance portfolio selection based on the average and current profitability of the risky asset
Yu Li, Yuhan Wu, Shuhua Zhang · 2024 · advanced · portfolio management
optimization · portfolio optimization
The measurement of financial intermediation in Japan
Gunther Capelle-Blancard, Jézabel Couppey-Soubeyran, Laurent Soulat · 2008 · intermediate · other
other
The Memorization Problem: Can We Trust LLMs' Economic Forecasts?
Alejandro Lopez-Lira, Yuehua Tang, Mingyin Zhu · 2025 · advanced · machine learning
large language models · machine learning
The Merton's Default Risk Model for Public Company
Battulga Gankhuu · 2024 · advanced · risk management
credit risk · mathematical finance
The Methodology of Stress Tests for the Kazakh Banking System
Natalia Podlich, Didar Illyasov, Elena Tsoy · 2010 · intermediate · risk management
banking · credit risk · stress testing
The microstructural foundations of leverage effect and rough volatility
El Euch Omar, Fukasawa Masaaki, Rosenbaum Mathieu · 2016 · advanced · stochastic calculus
high frequency trading · market microstructure · rough volatility · stochastic processes
The Microstructure of the Bond Market in the 20th Century
Bruno Biais, Richard C. Green · intermediate · quantitative trading
fixed income · liquidity · market microstructure · transaction costs
The misleading nature of correlations
CFM · 2015 · beginner · statistics
statistics · time series
The modern tontine: An innovative instrument for longevity risk management in an aging society
Weinert, Jan-Hendrik, Gründl, Helmut · 2016 · intermediate · risk management
insurance · pensions · risk management
The mosaic permutation test: an exact and nonparametric goodness-of-fit test for factor models
Asher Spector, Rina Foygel Barber, Trevor Hastie · 2024 · advanced · statistics
hypothesis testing · statistical inference
The MSIM Quantitative Credit Strategy Model
Anton Heese, Matas Vala · 2026 · intermediate · fixed income
credit markets · factor investing · fixed income
The multiplex dependency structure of financial markets
Musmeci, Nicoló, Nicosia, Vincenzo, Aste, Tomaso · 2017 · intermediate · risk management
financial networks · statistics · time series
The Multivariate Kyle model: more is different
CFM · 2018 · advanced · quantitative trading
asset pricing · financial economics
The multivariate mixture dynamics model: shifted dynamics and correlation skew
Damiano Brigo, Camilla Pisani, Francesco Rapisarda · 2019 · advanced · options
foreign exchange · model calibration · stochastic processes
The multivariate supOU stochastic volatility model
Ole Eiler Barndorff-Nielsen, Robert Stelzer · 2009 · advanced · time series
mathematical finance · stochastic processes
The Myth and Reality of Financial Machine Learning
Marcos López de Prado
financial machine learning · machine learning · portfolio management
The Necessity of Imperfection:Reversing Model Collapse via Simulating Cognitive Boundedness
Zhongjie Jiang · 2025 · advanced · machine learning
large language models · machine learning
The Negative Drift of a Limit Order Fill
Timothy DeLise · 2024 · intermediate · quantitative trading
market making · market microstructure
The negative effect of regional banking competition on audit quality: evidence from China
Chen, Yuran, Duan, Dongni, Mao, Yidan · 2024 · intermediate · risk management
banking
The new methods for equity fund selection and optimal portfolio construction
Yi Cao · 2020 · intermediate · portfolio management
portfolio management · portfolio optimization · time series
The New Quant: A Survey of Large Language Models in Financial Prediction and Trading
Weilong Fu · 2025 · intermediate · machine learning
equity markets · financial machine learning · large language models · natural language processing
The Next Financial Crisis
Yochanan Shachmurove · 2010 · intermediate · risk management
risk management
The Night and Day of Amihud’s (2002) Liquidity Measure
Barardehi, Yashar H., Bernhardt, Dan, Ruchti, Thomas G. · 2019 · intermediate · quantitative trading
liquidity · market microstructure
The Nonlinear Dynamic Relationship of Exchange Rates: Parametric and Nonparametric Causality testing
Bekiros, S., Diks, C.G.H. · 2007 · advanced · time series
causal inference · econometrics · foreign exchange · garch · hypothesis testing · time series
The Nonstationarity-Complexity Tradeoff in Return Prediction
Agostino Capponi, Chengpiao Huang, J. Antonio Sidaoui · 2025 · advanced · time series
financial machine learning · machine learning · time series
The Norway Model
David Chambers, Elroy Dimson · 2012 · intermediate · portfolio management
portfolio management
The not-so-hidden risks of 'hidden-to-maturity' accounting: on depositor runs and bank resilience
Zachary Feinstein, Grzegorz Halaj, Andreas Sojmark · 2024 · intermediate · risk management
banking · liquidity risk · model calibration
The Omniscient, yet Lazy, Investor
Stanisław M. S. Halkiewicz · 2025 · advanced · quantitative trading
optimization · stochastic processes · transaction costs
The Oracle estimator is suboptimal for global minimum variance portfolio optimisation
Christian Bongiorno, Damien Challet · 2023 · advanced · portfolio management
optimization · portfolio optimization
The Origination and Distribution of Money Market Instruments: Sterling Bills of Exchange during the First Globalization
Olivier Accominotti, Delio Lucena-Piquero, Stefano Ugolini · 2021 · intermediate · fixed income
financial economics · financial networks · liquidity
The Origins of the German Corporation – Finance, Ownership and Control
Franks, Julian, Mayer, Colin, Wagner, Hannes F. · 2005 · intermediate · other
corporate finance · equity markets
The Outbreak of the Russian Banking Crisis
Fidrmuc, Jarko, Süß, Philipp Johann · 2009 · intermediate · risk management
banking · statistical inference
The P behind Q: Empirical Evidence from Physical Drift in Put-Call Parity
Useong Shin · 2026 · advanced · options
derivatives · option pricing
The Paradox Of Just-in-Time Liquidity in Decentralized Exchanges: More Providers Can Sometimes Mean Less Liquidity
Agostino Capponi, Ruizhe Jia, Brian Zhu · 2023 · advanced · quantitative trading
decentralized finance · liquidity · market microstructure
The Paris Financial Market in the 19th Century: an efficient multi - polar organization ?
Pierre-Cyrille Hautcoeur, Angelo Riva · 2008 · intermediate · quantitative trading
financial economics · market microstructure
The PEAL Method: a mathematical framework to streamline securitization structuring
Andrea Pinto, Antonio Scala · 2024 · intermediate · fixed income
securitization
The Pecking Order of Segmentation and Liquidity-Injection Policies in a Model of Contagious Crises
Guembel, Alexander, Sussman, Oren · 2019 · advanced · risk management
contagion · financial stability · liquidity
The Performance of Exchange-Traded Funds
David C. Blitz, Milan Vidojevic · 2019 · intermediate · portfolio management
exchange traded funds
The Performance of Multi-Factor Term Structure Models for Pricing and Hedging Caps and Swaptions
Driessen, J.J.A.G., Klaassen, P., Melenberg, B. · 2000 · advanced · fixed income
derivatives · interest rates · options hedging · term structure models
The performance of private equity funds
Oliver, Gottschalg, Ludovic, Phalippou · 2006 · intermediate · portfolio management
portfolio management
The Performance of Private Equity Funds: Does Diversification Matter?
Lossen, Ulrich · 2006 · intermediate · portfolio management
portfolio management
The Performance of Real Estate Portfolios: A Simulation Approach
Jeffrey Fisher, William Goetzmann · 2005 · intermediate · portfolio management
real estate
The Performance Of Setar Models: A Regime Conditional Evaluation Of Point, Interval And Density Forecasts
Boero, Gianna, Marrocu, Emanuela · intermediate · time series
econometrics · statistics · time series
The Permanent and Temporary Effects of Stock Splits on Liquidity in a Dynamic Semiparametric Model
Hafner, C. M., Linton, O. B., Wang, L. · 2024 · advanced · statistics
hypothesis testing · liquidity · statistics
The Persistence of a Banking Crisis
Kilian Huber · 2015 · advanced · risk management
banking · causal inference · financial economics
The Personal-Tax Advantages of Equity
Richard C. Green, Burton Hollifield · advanced · other
capital structure · corporate finance · equity valuation
The Physical Crash Frontier: What Finite Option Quotes Can and Cannot Reveal
Jirong Zhuang · 2026 · advanced · options
derivatives · option pricing