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Quant finance research papers
9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 9201–9250; page 185 of 188.
Wealth Taxation as a Drift Modification: A Fokker-Planck Approach to Tax Neutrality
Anders G Frøseth · 2026 · advanced · stochastic calculus
brownian motion · partial differential equations · stochastic differential equations · stochastic processes
Wealth-Driven Competition in a Speculative Financial Market: Examples With Maximizing Agents
Anufriev, M. · 2005 · advanced · other
asset pricing · financial economics · optimization
Wealth, Credit Conditions and Consumption: Evidence from South Africa
Janine Aron, John Muellbauer · 2011 · intermediate · other
credit markets · econometrics · time series
Wealth, financial intermediation and growth
Alejandro Gaytan, Romain Rancière · 2004 · advanced · statistics
banking · econometrics · financial economics · liquidity · panel data
Weighted Generalized Risk Measure and Risk Quadrangle: Characterization, Optimization and Application
Yang Liu, Yunran Wei, Xintao Ye · 2026 · advanced · risk management
optimization · portfolio optimization · risk management
Weighted sums of subexponential random variables and asymptotic dependence between returns on reinsurance equities
Geluk, J.L., de Vries, C.G. · 2004 · advanced · risk management
insurance · probability · systemic risk · tail risk
Weighted universal Value-at-Risk Superadditivity for discrete distributions
Alfred Müller · 2026 · advanced · risk management
probability
Weininvestment- Profitieren Anleger von der Berücksichtigung öffentlich zugänglicher Informationen?
Egon Franck, Martin Kukuk, Stefan Winter · 2004 · intermediate · statistics
time series
Well-posedness of behavioral singular stochastic control problems
Artur Sidorenko · 2025 · advanced · stochastic calculus
stochastic calculus · stochastic processes · transaction costs
Whack-a-mole Online Learning: Physics-Informed Neural Network for Intraday Implied Volatility Surface
Kentaro Hoshisashi, Carolyn E. Phelan, Paolo Barucca · 2024 · advanced · options
machine learning · model calibration · neural networks · partial differential equations · volatility surface
What About Super? Financial Literacy as a Barrier to Market Entry
Boykett, Paul · 2021 · beginner · other
other
What are the consequences of global banking for the international transmission of shocks? A quantitative analysis∗
Jose L. Fillat, Stefania Garetto, Arthur V. Smith · 2018 · advanced · risk management
banking
What Can 240,000 New Credit Transactions Tell Us About the Impact of NGEU Funds?
Alvaro Ortiz, Tomasa Rodrigo, David Sarasa · 2025 · advanced · statistics
causal inference · credit markets · econometrics · panel data
What corporate social responsibility reporting adds to financial return?
Jean-Marie Cardebat, Nicolas Sirven · 2010 · intermediate · statistics
asset pricing · capm · panel data · regression
What Determines the Financing Decision in Corporate Takeovers : Cost of Capital, Agency Problems or the Means of Payment?
Martynova, M., Renneboog, L.D.R. · 2008 · intermediate · other
corporate finance · mergers and acquisitions
What Do University Endowment Managers Worry About? An Analysis of Alternative Asset Investments and Background Income
Harvey S. Rosen, Alexander J.W. Sappington · 2015 · intermediate · portfolio management
financial economics · hedge funds · portfolio management
What do we know about the financial behaviour of the Spanish SME?: an empirical analysis
Cardone Riportella, Clara, Casasola, María José · 2003 · intermediate · other
capital structure · financial economics
What do we Learn from a Machine Understanding: News Content? Stock Market Reaction to News
Brière, Marie, Huynh, Karen, Laudy, Olav · 2023 · intermediate · machine learning
asset pricing · equity markets · natural language processing
What Does ChatGPT Make of Historical Stock Returns? Extrapolation and Miscalibration in LLM Stock Return Forecasts
Shuaiyu Chen, T. Clifton Green, Huseyin Gulen · 2024 · intermediate · machine learning
behavioral finance · large language models
What Does Deep Hedging Actually Learn? Delta Corrections, Regime Fragility, and Symbolic Distillation
Kirill Zernikov · 2026 · advanced · options
deep learning · derivatives · machine learning · options hedging
What Does the Stock Market Tell Us About Real Estate Returns? (Revised: 11-92)
Joseph Gyourko, Donald B. Keim · intermediate · time series
equity markets · real estate · time series
What Drives Bond Yields?
Jordan Brooks · 2021 · intermediate · fixed income
fixed income · interest rates
What Drives Corporate Bond Market Betas?
Abhay Abhyankar, Angelica Gonzalez · 2007 · advanced · fixed income
asset pricing · capm · credit markets · fixed income · interest rates
What Drives Liquidity on Decentralized Exchanges? Evidence from the Uniswap Protocol
Brian Z. Zhu, Dingyue Liu, Xin Wan · 2024 · intermediate · quantitative trading
decentralized finance · liquidity
What events matter for exchange rate volatility ?
Igor Martins, Hedibert Freitas Lopes · 2024 · advanced · time series
foreign exchange · stochastic processes
What Explains the Dramatic Changes in Cost and Profit Performance of the U.S. Banking Industry?
Allen N. Berger, Loretta J. Mester · 1999 · intermediate · risk management
banking
What Happened to Risk Management During the 2008-09 Financial Crisis?
McAleer, M.J., Jiménez-Martín, J.A., Pérez-Amaral, T. · 2009 · advanced · risk management
market risk · risk management
What Happened To The Quants In August 2007
Amir E. Khandani, Andrew W. Lo · 2007
Liquidation · Long/Short Equity · Market Neutral · Quant Crisis · Systemic Risk
What is Driving Financial Dollarization in Transition Economies? A Dynamic Factor Analysis
Narayan K. Kishor, Kyriakos C. Neanidis · 2012 · advanced · time series
econometrics · financial economics · time series
What is the Consumption-CAPM missing? An information-theoretic framework for the analysis of asset pricing models
Ghosh, Anisha, Julliard, Christian, Taylor, Alex · 2011 · advanced · statistics
asset pricing · financial economics
What is the Role of Legal Systems in Financial Intermediation? Theory and Evidence
Bottazzi, L., Da Rin, M., Hellmann, T. · 2008 · intermediate · other
financial economics
What Makes a Peer? Valuation-Anchored Similarity in Private Markets
Sebastian Frank, Jingrao Lyu, Max Jarmey · 2026 · intermediate · machine learning
data science · equity valuation · machine learning
What Makes Investors Trade?
Mark Grinblatt, Matti Keloharju · 2001 · intermediate · portfolio management
behavioral finance · equity markets · regression
What Matters to Individual Investors: Price Setting in Online Auctions of P2P Consumer Loans
Andreas Dietrich, Reto Rey · 2020 · intermediate · risk management
credit risk
What moves international stock and bond markets?
Cenedese, Gino, Mallucci, Enrico · 2015 · intermediate · statistics
equity markets · fixed income · interest rates · mutual funds
What Moves The Stock And Bond Markets? A Variance Decomposition For Long- Term Asset Returns
Campbell, J.Y., Ammer, J. · 1991 · advanced · time series
asset pricing · econometrics · equity markets · interest rates · time series
What Proportion of Time is a particular Market inefficient?...Analysing market efficiency when equity prices follow Threshold Autoregressions
Muhammad Farid Ahmed, Stephen Satchell · 2016 · advanced · time series
market efficiency · statistics · stochastic processes · time series
What Role of Legal Systems in Financial Intermediation? Theory and Evidence
Laura Bottazzi, Marco Da Rin, Thomas Hellmann · 2005 · advanced · other
corporate governance · financial economics
What survives honest evaluation? Leakage-safe, search-aware assessment of LLM-driven trading strategy discovery
Eray Gençay · 2026 · advanced · quantitative trading
algorithmic trading · financial machine learning · large language models
What Teaches Robots to Walk, Teaches Them to Trade too -- Regime Adaptive Execution using Informed Data and LLMs
Raeid Saqur · 2024 · advanced · machine learning
algorithmic trading · financial machine learning · large language models · machine learning · reinforcement learning
What They Did Not Tell You About Algebraic (Non-)Existence, Mathematical (IR-)Regularity and (Non-)Asymptotic Properties of the Full BEKK Dynamic Conditional Covariance Model
McAleer, M.J. · 2019 · advanced · time series
time series
What triggers stock market jumps?
Scott R. Baker, Nicholas Bloom, Steven J. Davis · 2021 · intermediate · time series
equity markets · financial economics
What Useful Alphas?
Andrew Y. Chen, Ivo Welch · 2026 · advanced · portfolio management
asset pricing
What Works in Securities Laws?
Rafael LaPorta, Florencio Lopez-de-Silanes, Andrei Shleifer · intermediate · other
equity markets
What's in a name and when does it matter? The hot and cold market impacts on underpricing of certification, reputation and conflicts of interest in venture capital backed Korean IPOs
Alan Hughes, Jaeho Lee · 2006 · intermediate · statistics
financial economics · regression · statistical inference
What's the Price of Monotonicity? A Multi-Dataset Benchmark of Monotone-Constrained Gradient Boosting for Credit PD
Petr Koklev · 2025 · intermediate · risk management
credit risk · machine learning
What’s what? Long only Smart Beta & equity market neutral Alternative Beta
CFM · 2015 · intermediate · portfolio management
factor investing
When a Correct Reward Is Not Enough: Diagnosing and Guiding PPO in an Analytically Solved Broker-Trader Game
Siu Tung Wong, Carlo Campajola · 2026 · advanced · quantitative trading
optimal execution · reinforcement learning
When AAA Satisfies Nothing: Impossibility Theorems for Structured Credit Ratings
Marco Pollanen · 2026 · advanced · risk management
credit risk · statistical inference
When AI Meets Finance (StockAgent): Large Language Model-based Stock Trading in Simulated Real-world Environments
Chong Zhang, Xinyi Liu, Zhongmou Zhang · 2024 · intermediate · machine learning
large language models