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Quant finance research papers
9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 8651–8700; page 174 of 188.
The statistics of random walks: how long can you go and when should you panic?
CFM · 2017 · beginner · statistics
probability · stochastic processes
The Statistics of Sharpe Ratios
Andrew W. Lo · 2002
Estimation Error · Hedge Funds · Performance Measurement · Serial Correlation · Sharpe Ratio
The Stochastic Balance Equation for the American Option Value Function and its Gradient
Malkhaz Shashiashvili · 2021 · advanced · options
option pricing · stochastic calculus · stochastic processes
The Stock Exchange of Suriname: Returns, Volatility, Correlations and Weak-form Efficiency
Bodeutsch, D.S., Franses, Ph.H.B.F. · 2014 · intermediate · time series
econometrics · equity markets · market efficiency · time series
The stock market reaction to losing or gaining foreign private issuer status
Burnett, Brian M., Jorgensen, Bjorn N., Pollard, Troy J. · 2017 · intermediate · other
equity markets
The Stock Price Relationship between Holding Companies and Subsidiaries: A Case study of Indonesia Multiholding Companies
Muhammad Aufaristama · 2023 · beginner · statistics
statistics
The Strategic Gap: How AI-Driven Timing and Complexity Shape Investor Trust in the Age of Digital Agents
Krishna Neupane · 2026 · advanced · machine learning
equity markets · financial economics · large language models
The Structure and Degree of Dependence in Government Bond Markets
Nebojsa Dimic, Vanja Piljak, Laurens A. P. Swinkels · 2021 · intermediate · fixed income
fixed income · regression
The student ensemble of correlation matrices: eigenvalue spectrum and Kullback-Leibler entropy
CFM · 2007 · advanced · statistics
statistics
The Subtle Interplay between Square-root Impact, Order Imbalance & Volatility II: An Artificial Market Generator
Guillaume Maitrier, Grégoire Loeper, Jean-Philippe Bouchaud · 2025 · advanced · quantitative trading
market microstructure
The Subtle Interplay between Square-root Impact, Order Imbalance & Volatility: A Unifying Framework
Guillaume Maitrier, Jean-Philippe Bouchaud · 2025 · advanced · quantitative trading
market microstructure
The Surprising Irrelevance of Total-Value-Locked on Cryptocurrency Returns
Matt Brigida · 2025 · intermediate · statistics
asset pricing · cryptocurrencies · factor investing
The sustainable practices of multinational banks as drivers of financial inclusion in developing countries
Úbeda, Fernando, Mendez, Alvaro, Martínez, Francisco Javier Forcadell · 2023 · intermediate · risk management
banking
The Synchronization of Business Cycles and Financial Cycles in the Euro Area
William Oman · 2019 · advanced · risk management
risk management
The Tax Benefits of Direct Indexing: Not a One-Size-Fits-All Formula
Michael Gromis · 2022 · intermediate · portfolio management
portfolio management
The Tax Benefits of Relaxing the Long-Only Constraint: Do They Come from Character or Deferral?
Nathan Sosner, Stanley Krasner, Ted Pyne · 2019 · intermediate · portfolio management
portfolio management
The Tech Decoupling
Monika Baloda · 2023 · intermediate · time series
econometrics · statistics · time series
The ten commandments for optimizing value-at-risk and daily capital charges
McAleer, M.J. · 2008 · advanced · risk management
market risk · risk management · volatility forecasting
THE TERM STRUCTURE OF INTEREST RATES AS A GAUSSIAN RANDOM FIELD
Douglas P. Kennedy · 1994 · advanced · fixed income
fixed income · interest rates · martingales · stochastic processes · term structure models
The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences
Jules H. van Binsbergen, Jesús Fernández-Villaverde, Ralph S.J. Koijen · 2010 · advanced · fixed income
asset pricing · econometrics · fixed income · interest rates · statistical inference · term structure models
The Theory of Life-Cycle Saving and Investing
Zvi Bodie, Jonathan Treussard, Paul Willen · 2007 · beginner · portfolio management
portfolio management
The Thermodynamic Approach to Whole-Life Insurance: A Method for Evaluation of Surrender Risk
Jirô Akahori, Yuuki Ida, Maho Nishida · 2020 · advanced · risk management
insurance · stochastic differential equations · stochastic processes
The Three-Dimensional Decomposition of Volatility Memory
Ziyao Wang, A. Alexandre Trindade, Svetlozar T. Rachev · 2025 · advanced · time series
econometrics · statistics · time series
The timing of foreign direct investment under uncertainty: Evidence from the Spanish banking sector
Josep Garcia Blandón · 1999 · intermediate · other
banking
The TIPS Liquidity Premium
Martin M. Andreasen, Jens H.E. Christensen, Simon Riddell · 2017 · advanced · fixed income
fixed income · interest rates · liquidity risk · term structure models
The Trading Response of Individual Investors to Local Bankruptcies
Christine Laudenbach, Benjamin Loos, Jenny Pirschl · 2020 · intermediate · quantitative trading
behavioral finance · financial economics
The Transmission of Monetary Policy to Corporate Investment: The Role of Loan Renegotiation
Eunkyung Lee · 2023 · intermediate · other
banking · corporate finance · credit markets · financial economics
The Triadic Stress Index in Financial Markets
Alberto Acedo · 2026 · advanced · risk management
financial networks · systemic risk
The TruEnd-procedure: Treating trailing zero-valued balances in credit data
Arno Botha, Tanja Verster, Roelinde Bester · 2024 · advanced · risk management
credit risk · statistics
The two square root laws of market impact and the role of sophisticated market participants
Bruno Durin, Mathieu Rosenbaum, Grégoire Szymanski · 2023 · advanced · quantitative trading
market microstructure · stochastic processes
The UK Universities Superannuation Scheme valuations 2014-2023: gilt yield dependence, self-sufficiency and metrics
Jackie Grant · 2024 · intermediate · risk management
interest rates · pensions
The uncertainty of conditional returns, volatilities and correlations in DCC models
Fresoli, Diego Eduardo, Ruiz Ortega, Esther · 2014 · advanced · time series
statistical inference · time series · volatility forecasting
The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects
Donald B. Keim, Ananth Madhavan · 1994 · advanced · quantitative trading
equity markets · financial economics · market microstructure
The use of derivatives in the Spanish mutual fund industry
José M. Marín, Thomas A. Rangel · 2006 · intermediate · portfolio management
derivatives · mutual funds
The utility of a common coinage: currency unions and the integration of money markets in late medieval Central Europe
Boerner, Lars, Volckart, Oliver · 2010 · intermediate · statistics
statistics
The valuation of clean spread options: linking electricity, emissions and fuels
Rene Carmona, Michael Coulon, Daniel Schwarz · 2012 · advanced · options
derivatives · option pricing
The Valuation of Convertible Bonds with Credit Risk
Elie Ayache, Kenneth R. Vetzal, Peter A. Forsyth
algorithms · asset pricing · convertible bonds · credit risk · fixed income · mathematical finance
The Valuation of Corporate Fixed Income Securities
In Joon Kim, Krishna Ramaswamy, Suresh Sundaresan · advanced · fixed income
credit risk · fixed income · interest rates
The valuation of IPO, SEO and Post-Chapter 11 firms: A Stochastic Frontier Approach
Gary Koop, Kai Li · 1998 · intermediate · statistics
corporate finance · equity markets · equity valuation
THE VALUATION OF THE BASKET CDS IN A PRIMARY-SUBSIDIARY MODEL
Jianwei Lin, Gechun Liang, Sen Wu · 2011 · advanced · derivatives
credit derivatives · credit risk
The value of (stock) liquidity in the M&A market
Massa, Massimo, Xu, Moqi · 2013 · intermediate · other
liquidity · mergers and acquisitions
The Value of Information from Sell-side Analysts
Linying Lv · 2024 · advanced · machine learning
equity markets · financial machine learning · large language models · machine learning · natural language processing
The Value of Information: A Puzzle
Ohad Kadan, Asaf Manela · 2026 · advanced · quantitative trading
market microstructure
The Value of Investment Banking Relationships: Evidence from the Collapse of Lehman Brothers
Fernando, Chitru S., May, Anthony D., Megginson, William L. · 2011 · advanced · other
banking · corporate finance · financial economics
The Value of Investor Protection: Firm Evidence from Cross-Border Mergers
Arturo Bris, Christos Cabolis · 2005 · intermediate · other
corporate governance · mergers and acquisitions
The value of partial information
Philip A. Ernst, Oleksii Mostovyi · 2025 · advanced · stochastic calculus
asset pricing · jump processes · mathematical finance · stochastic processes
The value of power-related options under spectrally negative Lévy processes
Jean-Philippe Aguilar · 2019 · advanced · options
derivatives · option pricing · stochastic processes
The Variable Volatility Elasticity Model from Commodity Markets
Fuzhou Gong, Ting Wang · 2022 · advanced · options
option pricing · stochastic calculus · stochastic processes
The Variance-Gamma Process for Option Pricing
Rohan Shenoy, Peter Kempthorne · 2025 · advanced · options
option pricing · stochastic processes
The Viability of Blockchain Markets under Discrete Clearing and Paid Priority
Agostino Capponi, Álvaro Cartea, Fayçal Drissi · 2026 · advanced · quantitative trading
liquidity · market microstructure