smq/directoryAn evolving quant resource archive

Browse / Research papers

Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 1051–1100; page 22 of 188.

  1. Asset Allocation of Mutual Fund Investors

    Dengpan Luo · 2003 · intermediate · portfolio management

    mutual funds

  2. Asset allocation using a Markov process of clustered efficient frontier coefficients states

    Nolan Alexander, William Scherer, Jamey Thompson · 2026 · intermediate · portfolio management

    portfolio management · stochastic processes

  3. Asset Allocation: From Markowitz to Deep Reinforcement Learning

    Ricard Durall · 2022 · intermediate · portfolio management

    machine learning · portfolio optimization · reinforcement learning

  4. Asset and Factor Risk Budgeting: A Balanced Approach

    Adil Rengim Cetingoz, Olivier Guéant · 2023 · advanced · portfolio management

    factor investing · optimization · portfolio optimization · risk management

  5. Asset Management Costs and Financial Performance of Dutch Pension Funds in 2011-2014

    Hollanders, David · 2016 · intermediate · portfolio management

    pensions

  6. Asset management with an ESG mandate

    Michele Azzone, Emilio Barucci, Davide Stocco · 2024 · intermediate · portfolio management

    asset pricing · esg · portfolio management · portfolio optimization

  7. Asset Opacity and Liquidity

    Stenzel, A., Wagner, W.B. · 2013 · advanced · quantitative trading

    financial economics · liquidity

  8. Asset pre-selection for a cardinality constrained index tracking portfolio with optional enhancement

    N. Meade, C. A. Valle, J. E. Beasley · 2025 · advanced · portfolio management

    portfolio management · portfolio optimization · regression

  9. Asset Price Bubbles and Systemic Risk

    Markus Brunnermeier, Simon Rother, Isabel Schnabel · 2019 · advanced · risk management

    banking · systemic risk

  10. Asset price bubbles under model uncertainty and short-sale constraints: A discrete-time analysis

    Wenqing Zhang, Lin Zhang · 2025 · advanced · stochastic calculus

    asset pricing · mathematical finance

  11. Asset Price Bubbles: An Option-based Indicator

    Petteri Piiroinen, Lassi Roininen, Tobias Schoden · 2018 · advanced · options

    bayesian statistics · martingales · model calibration · option pricing · volatility surface

  12. Asset Price Changes, External Wealth and Global Welfare

    Timothy Meyer · 2024 · intermediate · statistics

    equity markets · financial economics

  13. Asset Price Dynamics with Local Interactions under Heterogeneous Beliefs

    Gerasymchuk, S., Pavlov, O.V. · 2010 · intermediate · time series

    asset pricing · financial economics

  14. Asset price dynamics with value-at-risk constrained traders

    Danielsson, Jon, Shin, Hyun Song, Zigrand, Jean-Pierre · 2001 · advanced · risk management

    asset pricing · financial stability · risk management

  15. Asset price manipulation with several traders

    Walther, A. · 2012 · advanced · quantitative trading

    asset pricing · financial economics · market microstructure

  16. Asset Price Volatility and Investment Horizons: An Experimental Investigation

    Mikhail Anufriev, Aleksei Chernulich, Jan Tuinstra · 2020 · intermediate · time series

    asset pricing · financial economics

  17. Asset Prices and Exchange Rates

    Pavlova, Anna, Rigobon, Roberto · 2004 · advanced · other

    asset pricing · contagion · equity markets · financial economics · foreign exchange

  18. Asset prices and omitted moments; A stochastic dominance analysis of market efficiency

    Post, G.T. · 2003 · advanced · statistics

    asset pricing · market efficiency

  19. Asset Prices and Trading Volume Under Fixed Transactions Costs

    Andrew Lo, Harry Mamaysky, Jiang Wang · 2009 · advanced · quantitative trading

    asset pricing · financial economics · liquidity · transaction costs

  20. Asset Prices with Investor Protection and Past Information

    Jia Yue, Ben-Zhang Yang, Ming-Hui Wang · 2019 · advanced · stochastic calculus

    asset pricing · brownian motion · stochastic processes

  21. Asset Prices, Traders' Behavior, and Market Design

    Anufriev, M., Panchenko, V. · 2007 · advanced · quantitative trading

    asset pricing · financial economics

  22. Asset Pricing and Decarbonization: Diversification versus Climate Action

    Rick Van der Ploeg, Christoph Hambel, Holger Kraft · 2020 · advanced · portfolio management

    asset pricing

  23. Asset Pricing and Deep Learning

    Chen Zhang · 2022 · advanced · machine learning

    asset pricing · deep learning · financial machine learning · machine learning · neural networks · time series

  24. Asset Pricing and Risk Sharing in Complete Markets: An Experimental Investigation

    Bruno Biais, Thomas Mariotti, Sophie Moinas · 2025 · advanced · statistics

    asset pricing · financial economics

  25. Asset pricing implications of benchmarking: A two-factor CAPM

    Juan-Pedro Gómez, Fernando Zapatero · 2001 · advanced · portfolio management

    asset pricing · capm

  26. Asset Pricing in Pre-trained Transformer

    Shanyan Lai · 2025 · advanced · machine learning

    asset pricing · deep learning · machine learning · neural networks

  27. Asset Pricing in the Presence of Market Microstructure Noise

    Peter Yegon, W. Brent Lindquist, Svetlozar T. Rachev · 2025 · advanced · options

    asset pricing · derivatives · market microstructure · option pricing

  28. Asset Pricing Model in Markets of Imperfect Information and Subjective Views

    Hafid Lalioui, Amine Ben Amar, Makram Bellalah · 2025 · advanced · portfolio management

    asset pricing · bayesian statistics

  29. Asset pricing tests with long run risks in consumption growth

    Constantinides, George M., Ghosh, Anisha · 2008 · advanced · statistics

    asset pricing · econometrics · hypothesis testing · time series

  30. Asset pricing under optimal contracts

    Cvitanić, Jakŝa, Xing, Hao · 2018 · advanced · portfolio management

    asset pricing · financial economics · optimization · portfolio management

  31. Asset Pricing vs Asset Expected Returning in Factor Models

    Carlo A. Favero, Alessandro Melone · 2019 · advanced · statistics

    asset pricing · econometrics

  32. Asset Pricing with Heterogeneous Beliefs and Illiquidity

    Johannes Muhle-Karbe, Marcel Nutz, Xiaowei Tan · 2019 · advanced · quantitative trading

    asset pricing · liquidity · liquidity risk · optimization · partial differential equations

  33. Asset pricing with heterogeneous investors and portfolio constraints

    Chabakauri, Georgy · 2010 · advanced · portfolio management

    asset pricing · financial economics · mathematical finance

  34. Asset pricing with heterogeneous preferences, beliefs, and portfolio constraints

    Chabakauri, Georgy · 2015 · advanced · portfolio management

    asset pricing

  35. Asset pricing with index investing

    Chabakauri, Georgy, Rytchkov, Oleg · 2021 · advanced · portfolio management

    asset pricing · equity markets · financial economics

  36. Asset pricing with limited risk sharing and heterogeneous agents

    Gomes, Francisco, Michaelides, Alexander · 2005 · advanced · other

    asset pricing · equity markets · financial economics

  37. Asset pricing with uncertain betas: A long-term perspective

    Gollier, Christian · 2012 · advanced · other

    asset pricing · capm · financial economics

  38. Asset pricing, measure changes, and a new Lévy model

    Dilip B. Madan, King Wang · 2026 · advanced · stochastic calculus

    jump processes · mathematical finance · measure theory · stochastic processes

  39. Asset Returns, Portfolio Choice, and Proportional Wealth Taxation

    Anders G Frøseth · 2026 · intermediate · portfolio management

    asset pricing · capm · portfolio optimization

  40. Asset Volatility

    Maria Correia, Johnny Kang, Scott A. Richardson · 2017 · advanced · risk management

    credit markets · credit risk · regression · volatility forecasting

  41. Asset-liability management with Epstein-Zin utility under stochastic interest rate and unknown market price of risk

    Wilfried Kuissi-Kamdem · 2025 · advanced · portfolio management

    interest rates · mathematical finance · stochastic calculus · stochastic processes

  42. Asset-price redistribution

    Fagereng, Andreas, Gomez, Matthieu, Gouin-Bonenfant, Emilien · 2025 · advanced · statistics

    financial economics · panel data

  43. Assets Forecasting with Feature Engineering and Transformation Methods for LightGBM

    Konstantinos-Leonidas Bisdoulis · 2024 · intermediate · machine learning

    machine learning · time series

  44. Assets Relative Risk for Long-term Investors

    Gollier, Christian · 2007 · intermediate · portfolio management

    equity markets · portfolio management · portfolio optimization

  45. Assets Returns Volatility and Investment Horizon: The French Case

    Bec, Frédérique, Gollier, Christian · 2008 · intermediate · time series

    econometrics · time series

  46. Astock: A New Dataset and Automated Stock Trading based on Stock-specific News Analyzing Model

    Jinan Zou, Haiyao Cao, Lingqiao Liu · 2022 · intermediate · machine learning

    algorithmic trading · financial machine learning · machine learning · natural language processing

  47. Asymmetric Correlation Propagationin Factor Stochastic Volatility Models

    Marín Díazaraque, Juan Miguel, Romero, Eva, Veiga, Helena · 2026 · advanced · time series

    statistical inference · statistics · time series

  48. Asymmetric Long-Memory GARCH: Sign-Dependent Kernel Injection in a Two-Dimensional Markov Chain

    Kennedy Titus Kayaki, Kyungsub Lee · 2026 · advanced · time series

    garch · stochastic processes · time series

  49. Asymmetric Nonlinear Return Extrapolation and Optimal Portfolio Choice under Stochastic Volatility

    Dong Yan, Wenrui Ye, Zhiyue Zong · 2026 · advanced · portfolio management

    behavioral finance · portfolio management · portfolio optimization

  50. Asymmetric super-Heston-rough volatility model with Zumbach effect as scaling limit of quadratic Hawkes processes

    Priyanka Chudasama, Srikanth Krishnan Iyer · 2025 · advanced · stochastic calculus

    market microstructure · rough volatility · stochastic processes