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Quant finance research papers
9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 8601–8650; page 173 of 188.
The Risk and Reward of Investing
Ronald Q. Doeswijk, Laurens A. P. Swinkels · 2024 · intermediate · portfolio management
time series
The Risk-Neutral Crash Frontier: Sharp Joint Bounds on Crash Probability and Conditional Depth from Option Bid-Ask Quotes
Jirong Zhuang · 2026 · advanced · options
derivatives · optimization · option pricing · tail risk
The Risk-Neutral Equivalent Pricing of Model-Uncertainty
Ken Kangda Wren · 2025 · advanced · risk management
asset pricing · mathematical finance · model risk
The risk-return tradeoff in international stock markets: one-step multivariate GARCH-M estimation with many assets
Geert Dhaene, Piet Sercu, Jianbin Wu · 2016 · advanced · statistics
asset pricing · econometrics · garch
The role of cointegration for optimal hedging with heteroscedastic error term
Lukasz Gatarek, Søren Johansen · 2017 · advanced · portfolio management
econometrics · portfolio optimization · time series
The role of complementarity and the financial liberalization in the financial crisis
Adeline Saillard · 2012 · intermediate · risk management
banking · financial economics
The Role of Consumer Leverage in Generating Financial Crises
Dilyana Dimova · 2012 · advanced · risk management
housing markets · mortgage markets
The role of debt valuation factors in systemic risk assessment
Kamil Fortuna, Janusz Szwabiński · 2024 · advanced · risk management
interest rates · systemic risk
The Role of Deep Learning in Financial Asset Management: A Systematic Review
Pedro Reis, Ana Paula Serra, João Gama · 2025 · intermediate · machine learning
deep learning · neural networks
The Role of diversification risk in financial bubbles
Wanfeng Yan, Ryan Woodard, Didier Sornette · advanced · time series
time series
The Role of Housing in a Mixed-Asset Portfolio: The Particular Case of Direct Housing within the Greater Paris Region
Essafi Zouari Yasmine, Aya Nasreddine, Simon Arnaud · 2020 · intermediate · portfolio management
housing markets · portfolio management · portfolio optimization · real estate
The Role of Implied Volatility in Forecasting Future Realized Volatility and Jumps in Foreign Exchange, Stock, and Bond Markets
Thomas Busch, Bent Jesper Christensen, Morten Ørregaard Nielsen · 2007 · advanced · time series
econometrics · jump processes · time series · volatility forecasting
The Role of Industry, Geography and Firm Heterogeneity in Credit Risk Diversification
Pesaran, M.H., Schuermann, T., Treutler, B-J. · 2005 · advanced · risk management
credit risk
The Role of Intangible Investment in Predicting Stock Returns: Six Decades of Evidence
Lin Li · 2025 · intermediate · statistics
asset pricing
The role of investor attention in global asset price variation during the invasion of Ukraine
Martina Halousková, Daniel Stašek, Matúš Horváth · 2022 · intermediate · time series
equity markets
The Role of Pricing Errors in Linear Asset Pricing Models with Strong, Semi-strong, and Latent Factors
Pesaran, M. H., Smith, R. P. · 2023 · advanced · statistics
asset pricing · monte carlo simulation · statistical inference
The Role of Social Capital in Financial Development
Luigi Guiso, Paola Sapienza, Luigi Zingales · 2000 · intermediate · other
financial economics
The Role of Twitter in Cryptocurrency Pump-and-Dumps
David Ardia, Keven Bluteau · 2023 · intermediate · statistics
cryptocurrencies
The rough Hawkes Heston stochastic volatility model
Alessandro Bondi, Sergio Pulido, Simone Scotti · 2024 · advanced · stochastic calculus
jump processes · mathematical finance · rough volatility · stochastic processes
The Rough Heston Model
Simone Molinari · 2019
Derivatives · Heston model · Riccati equations · Stochastic volatility · fractional Brownian motion · option pricing
The Rough Path-Dependent Volatility Model
Léo Parent · 2023 · advanced · stochastic calculus
rough volatility · stochastic processes
The Run for Safety: Financial Fragility and Deposit Insurance
Rajkamal Iyer, Thais Jensen,, Niels Johannesen · 2016 · intermediate · risk management
banking · causal identification
The Sale of Failed Banks: The Importance of their Branch Networks and of the Acquirers' Financial Strength
Pejman Abedifar, Morteza Abdollahzadeh, Lawrence J White · 2023 · intermediate · risk management
banking · mergers and acquisitions
The Satoshi Overhang: Why the Bear Case is Bounded
Karl T. Ulrich · 2026 · intermediate · quantitative trading
liquidity · liquidity risk · market microstructure
The Science and Practice of Trend-Following Systems
Artur Sepp, Vladimir Lucic · 2026 · advanced · quantitative trading
momentum · performance attribution · time series · trend following
The Scope of Net Zero: The Use of Carbon Emission Data to Achieve Portfolio Goals
Robert E. Furdak, Tracey Nilsen-Ames, Anna-Marie Tomm · 2024 · intermediate · portfolio management
portfolio management
The second-order Esscher martingale densities for continuous-time market models
Tahir Choulli, Ella Elazkany, Michèle Vanmaele · 2024 · advanced · stochastic calculus
martingales · stochastic calculus · stochastic differential equations
The Self Driving Portfolio: Agentic Architecture for Institutional Asset Management
Andrew Ang, Nazym Azimbayev, Andrey Kim · 2026 · intermediate · portfolio management
large language models · portfolio management · portfolio optimization
The self-exciting nature of the bid-ask spread dynamics
Ruihua Ruan, Emmanuel Bacry, Jean-François Muzy · 2023 · advanced · quantitative trading
market microstructure · stochastic processes
The Self-Organized Criticality Paradigm in Economics & Finance
Jean-Philippe Bouchaud · 2024 · advanced · risk management
financial economics · financial stability
The Shadow Costs of Illiquidity
Kristy A.E. Jansen, Bas J. M. Werker · 2022 · advanced · portfolio management
financial economics · liquidity · transaction costs
The Shape of Markets: Machine learning modeling and Prediction Using 2-Manifold Geometries
Panagiotis G. Papaioannou, Athanassios N. Yannacopoulos · 2025 · advanced · machine learning
brownian motion · machine learning · stochastic processes
The shape of the risk premium: evidence from a semiparametric GARCH model
Linton, Oliver, Perron, Benoit · 2000 · advanced · time series
asset pricing · garch · time series
The Shareholder Wealth Effects of Delaware Litigation
Badawi, Adam B., Chen, Daniel L. · 2016 · intermediate · other
statistical inference
The Sherman-Morrison-Markowitz Portfolio
Steven E. Pav · 2026 · intermediate · portfolio management
linear algebra · optimization · portfolio management · portfolio optimization
The Shift From Active to Passive Investing: Potential Risks to Financial Stability?
Kenechukwu E. Anadu, Mathias S. Kruttli, Patrick E. McCabe · 2019 · intermediate · risk management
exchange traded funds · financial stability · liquidity risk · mutual funds · systemic risk
The Short-Term Predictability of Returns in Order Book Markets: a Deep Learning Perspective
Lorenzo Lucchese, Mikko Pakkanen, Almut Veraart · 2022 · advanced · quantitative trading
deep learning · high frequency trading · market microstructure · neural networks · statistical inference
The Short-Term Price Impact of Trades Is Universal
Bence Toth, Zoltan Eisler, Jean-Philippe Bouchaud · 2017 · intermediate · quantitative trading
market microstructure
The Signal Credibility Index for Prediction Markets: A Microstructure-Grounded Diagnostic with Weighted and Time-Varying Extensions
Maksym Nechepurenko · 2026 · advanced · quantitative trading
market microstructure · monte carlo simulation
The signaling value of legal form in debt financing
Felix Bracht, Jeroen Mahieu, Steven Vanhaverbeke · 2022 · intermediate · risk management
credit markets · credit risk · financial economics
The SINC way: A fast and accurate approach to Fourier pricing
Fabio Baschetti, Giacomo Bormetti, Silvia Romagnoli · 2020 · advanced · options
mathematical finance · numerical methods · option pricing
The Size and Power of the Variance Ratio Test in Finite Samples: A Monte Carlo Investigation
Andrew W. Lo, Craig A. MacKinlay · intermediate · statistics
hypothesis testing · monte carlo simulation · statistical inference · statistics · time series
The skew Brownian motion should not be used as a risk-neutral returns process: a well-posed skew-normal alternative
Lorenzo Torricelli, Michele Bufalo · 2026 · advanced · options
brownian motion · option pricing · stochastic differential equations · stochastic processes
The skewed multifractal random walk with applications to option smiles
B. Pochart, J. -P. Bouchaud · 2002 · advanced · options
stochastic processes
The Social Security Trust Fund, the Riskless Interest Rate, and Capital Accumulation
Andrew B. Abel · advanced · portfolio management
asset pricing · financial economics · stochastic processes
The social value of overreaction to information
Matteo Bizzarri, Daniele d’Arienzo · 2024 · advanced · other
behavioral economics · economic policy · financial economics
The square-root impact law also holds for option markets
CFM · 2016 · advanced · quantitative trading
market microstructure
The stability of short-term interest rates pass-through in the euro area during the financial market and sovereign debt crises
Sanvi Avouyi-Dovi, Guillaume Horny, Patrick Sevestre · 2017 · intermediate · fixed income
interest rates
The Stablecoin Discount: Evidence of Tether's U.S. Treasury Bill Market Share in Lowering Yields
Lennart Ante, Aman Saggu, Ingo Fiedler · 2025 · intermediate · fixed income
financial economics · interest rates · regression
The Statistical Significance of the Inclusion of Graph Neural Networks in the Financial Time Series Forecasting Problem
Marco Gregnanin, Johannes De Smedt, Giorgio Gnecco · 2026 · advanced · time series
deep learning · machine learning · neural networks · time series