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Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 1001–1050; page 21 of 188.

1001. Are Completion Portfolios Effective for Managing Concentrated Stock Risk?

      Stanley Krasner, Joseph Liberman, Nathan Sosner · 2025 · intermediate · risk management

      portfolio management · risk management

1002. Are Critical Slowing Down Indicators Useful to Detect Financial Crises?

      Hayette Gatfaoui, Isabelle Nagot, Philippe de Peretti · 2016 · intermediate · risk management

      statistics · time series

1003. Are cryptocurrencies real financial bubbles? Evidence from quantitative analyses

      Marco Bianchetti, Camilla Ricci, Marco Scaringi · 2026 · intermediate · time series

      cryptocurrencies · statistical inference · time series

1004. Are Expectations Misled by Chance? Quasi-Experimental Evidence from Financial Analysts

      Pascal Flurin Meier, Raphael Flepp, Egon Franck · 2022 · advanced · statistics

      behavioral finance · causal identification · regression

1005. Are financial crashes predictable?

      Laurent Laloux, Marc Potters, Rama Cont · 1999 · advanced · time series

      time series

1006. Are financial markets pricing the net zero carbon transition? A reconsideration of the carbon premium

      Gasparini, Matteo · 2023 · advanced · statistics

      asset pricing · climate finance

1007. Are financial regulations impairing the transition to net zero?

      Ives, Matthew, Beinhocker, Eric, Gasparini, Matteo · 2023 · intermediate · risk management

      banking

1008. Are Large Traders Harmed by Front-running HFTs?

      Ziyi Xu, Xue Cheng · 2022 · advanced · quantitative trading

      high frequency trading · market microstructure

1009. Are People Systematically Inactive Across Financial Decisions? Linking Evidence from Mortgage and Retirement Saving Decisions

      Henrik Yde Andersen, Camilla Skovbo Christensen, Claus Thustrup Kreiner · 2025 · advanced · statistics

      financial economics · mortgage markets · pensions

1010. Are the Central European Stock Markets Still Different? A Cointegration Analysis

      Rousova, Linda · 2009 · intermediate · time series

      econometrics · equity markets · time series

1011. Are the Intraday Effects of Central Bank Intervention on Exchange Rate Spreads Asymmetric and State Dependent?

      Rasmus Fatum, Jesper Pedersen, Peter Norman Sørensen · 2010 · intermediate · quantitative trading

      foreign exchange · hypothesis testing · time series

1012. Are There Arbitrage Opportunities in Credit Derivatives Markets? A New Test and an Application to the Case of CDS and ASPs

      Mayordomo, Sergio, Peña, Juan Ignacio, Romo, Juan · 2009 · advanced · derivatives

      credit derivatives · derivatives · hypothesis testing · statistical arbitrage · statistical inference

1013. Are there Monday effects in stock returns: a stochastic dominance approach

      Cho, Young-Hyun, Linton, Oliver, Whang, Yoon-Jae · 2006 · advanced · statistics

      equity markets · hypothesis testing · statistical inference

1014. Are Three Matrices All You Need To Beat the Market? Observable Matrix Dynamics for Portfolio Optimization

      Igor Halperin · 2026 · advanced · portfolio management

      backtesting · momentum · portfolio management · portfolio optimization · volatility forecasting

1015. Are trading invariants really invariant? Trading costs matter

      Frédéric Bucci, Fabrizio Lillo, Jean‐Philippe Bouchaud · 2020 · intermediate · quantitative trading

      market microstructure · transaction costs

1016. Are Unconventional Monetary Policies a Priced Risk Factor for Hedge Fund Strategies?

      Massimo Guidolin, Alexei Orlov · 2020 · advanced · statistics

      asset pricing · hedge funds

1017. Are We Becoming Greener? Life-time Experiences and Responsible Investment

      Bianchi, Milo, Liu, Zhengkai, Wang, Gang · 2022 · advanced · statistics

      esg · sustainable investing

1018. Are we in a bubble? A simple time-series-based diagnostic

      Franses, Ph.H.B.F. · 2013 · intermediate · time series

      econometrics · hypothesis testing · statistics · time series

1019. Are Whitepaper Claims Reflected in Market Structure? A Contamination-Aware Pipeline and a Power-Limited Null

      Murad Farzulla · 2026 · advanced · statistics

      cryptocurrencies · hypothesis testing · natural language processing · statistical inference

1020. ARL-Based Multi-Action Market Making with Hawkes Processes and Variable Volatility

      Ziyi Wang, Carmine Ventre, Maria Polukarov · 2025 · advanced · quantitative trading

      high frequency trading · market making · reinforcement learning · stochastic processes

1021. ARTEMIS: A Neuro Symbolic Framework for Economically Constrained Market Dynamics

      Rahul D Ray · 2026 · advanced · machine learning

      deep learning · machine learning · neural networks · stochastic differential equations

1022. Artificial intelligence and financial crises

      Danielsson, Jon, Uthemann, Andreas · 2025 · advanced · risk management

      financial stability · liquidity risk · systemic risk

1023. Artificial Intelligence and Systemic Risk: A Unified Model of Performative Prediction, Algorithmic Herding, and Cognitive Dependency in Financial Markets

      Shuchen Meng, Xupeng Chen · 2026 · advanced · risk management

      systemic risk

1024. Artificial Intelligence in Equity and Crypto Markets: Progress, Profitability Evidence, and the Limits of Automated Investing

      Linsen Zhu, Mengqing Cai · 2026 · intermediate · machine learning

      algorithmic trading · financial machine learning · large language models · machine learning · reinforcement learning

1025. Artificial Intelligence in Ship Finance: Applications, Opportunities, and a Case Study in AI-Augmented Loan Origination

      Lasse Dierich, Orestis Schinas · 2026 · intermediate · machine learning

      large language models · natural language processing

1026. Artificial Intelligence-based Analysis of Change in Public Finance between US and International Markets

      Kapil Panda · 2023 · intermediate · machine learning

      machine learning · neural networks

1027. Artificial Intelligence, Human Capital Risk and Household Portfolio Choice

      Berg, K., Danyu-Zhang, J., Gaviano, L. G. · 2026 · intermediate · portfolio management

      equity markets · financial economics · risk management

1028. Asian Basket Spread Options: A New Approximation Based on Stochastic Taylor Expansions

      Fabien Le Floc'h · 2025 · advanced · options

      derivatives · option pricing · stochastic calculus · stochastic processes

1029. Asian Option Pricing under Uncertain Volatility Model

      Yuecai Han, Chunyang Liu · 2018 · advanced · options

      option pricing · partial differential equations

1030. Asian Option Pricing with Orthogonal Polynomials

      Sander Willems · 2018 · advanced · options

      mathematical finance · option pricing

1031. Asian option valuation under price impact

      Priyanshu Tiwari, Sourav Majumdar · 2025 · advanced · options

      derivatives · market microstructure · option pricing

1032. Asian options for local-stochastic volatility models in the short-maturity regime

      Dan Pirjol, Lingjiong Zhu · 2024 · advanced · options

      option pricing

1033. ASRI: An Aggregated Systemic Risk Index for Cryptocurrency Markets

      Murad Farzulla, Andrew Maksakov · 2026 · advanced · risk management

      contagion · cryptocurrencies · decentralized finance · liquidity risk · systemic risk

1034. Assessing Dynamic Connectedness in Global Supply Chain Infrastructure Portfolios: The Impact of Risk Factors and Extreme Events

      Haibo Wang · 2025 · advanced · risk management

      econometrics · portfolio management · risk management · time series

1035. Assessing financial model risk

      Barrieu, Pauline, Scandolo, Giacomo · 2014 · advanced · risk management

      model risk · risk management

1036. Assessing Guaranteed Minimum Income Benefits and Rationality of Exercising Reset Options in Variable

      Riley Jones, Adriana Ocejo · 2019 · intermediate · options

      insurance · monte carlo simulation · option pricing

1037. Assessing Investment and Longevity Risks within Immediate Annuities

      Bauer, Daniel, Weber, Frederik · 2007 · intermediate · risk management

      insurance

1038. Assessing Look-Ahead Bias in Stock Return Predictions Generated By GPT Sentiment Analysis

      Paul Glasserman, Caden Lin · 2023 · advanced · machine learning

      backtesting · large language models · natural language processing

1039. Assessing Risk through Environmental, Social and Governance Exposures

      Shaun Fitzgibbons, Lukasz Pomorski · 2017 · intermediate · risk management

      esg · risk management

1040. Assessing Stablecoin Credit Risks

      Yuval Boneh, Ethan Jones · 2024 · intermediate · risk management

      credit risk · decentralized finance · risk management · systemic risk

1041. Assessing the Cost of Regulatory Protections: Evidence on the Decision to Sell Securities Outside the United States

      Stephen Choi · intermediate · other

      corporate finance

1042. Assessing the costs of protection in a context of switching stochastic regimes

      Barrieu, Pauline, Bellamy, Nadine, Sahut, Jean-Michel · 2012 · advanced · options

      stochastic processes

1043. Assessing the Impact of the ECB's Monetary Policy on the Stock Markets: A Sectoral View

      Konstantin A. Kholodilin, Alberto Montagnoli, Boriss Siliverstovs · 2008 · intermediate · statistics

      causal identification · equity markets

1044. Assessing the Interaction between Real Estate and Equity in Households Portfolio Choice

      Kévin Beaubrun-Diant, Tristan-Pierre Maury · 2011 · intermediate · portfolio management

      equity markets · panel data · real estate · statistical inference

1045. Assessing the Performance of Different Volatility Estimators: A Monte Carlo Analysis

      Álvaro Cartea, Dimitrios Karyampas · 2012 · advanced · time series

      market microstructure · monte carlo simulation · statistics

1046. Assessing the Solvency of Virtual Asset Service Providers: Are Current Standards Sufficient?

      Pietro Saggese, Esther Segalla, Michael Sigmund · 2023 · intermediate · risk management

      cryptocurrencies

1047. Assessing Uncertainty in Stock Returns: A Gaussian Mixture Distribution-Based Method

      Yanlong Wang, Jian Xu, Shao-Lun Huang · 2025 · advanced · time series

      deep learning · machine learning · volatility forecasting

1048. Assessment of loan losses after default

      Pomazanov Mikhail · 2025 · intermediate · risk management

      bayesian statistics · credit risk

1049. Asset Allocation and Bad Habits

      Andrew Ang · 2014 · intermediate · portfolio management

      portfolio management

1050. Asset Allocation in a Low Yield Environment

      Zachary T. Mees · 2017 · intermediate · portfolio management

      fixed income · interest rates