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Quant finance research papers
9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 1551–1600; page 32 of 188.
Cancellation and Uncertainty Aversion on Limit Order Books
Jeremy Large · 2004 · advanced · quantitative trading
liquidity · market microstructure
Canonical insurance models: stochastic equations and comparison theorems
Marcus C. Christiansen, Christian Furrer · 2024 · advanced · risk management
insurance
Canonical Portfolios: Optimal Asset and Signal Combination
Nick B. Firoozye, Vincent Tan, Stefan Zohren · 2022 · advanced · portfolio management
optimization · portfolio optimization · statistics
Capacity of Smart Beta Strategies from a Transaction Cost Perspective
Ronald C. Ratcliffe, Paolo Miranda, Andrew Ang · 2017 · intermediate · quantitative trading
factor investing · momentum · transaction costs
Capital account liberalization, free long-term capital flows, financial crises and economic development
Ajit Singh · 2002 · intermediate · risk management
economic policy
Capital allocation and tail central moments for the multivariate normal mean-variance mixture distribution
Enrique Calderín-Ojeda, Yuyu Chen, Soon Wei Tan · 2026 · advanced · risk management
tail risk
Capital allocation on decentralized lending platforms
Bastien Baude, Vincent Danos, Hamza El Khalloufi · 2026 · advanced · portfolio management
backtesting · decentralized finance · interest rates · optimization · portfolio optimization
Capital Asset Prices: A Theory of Market Equilibrium under Conditions of Risk
William F. Sharpe
asset pricing · capm · market risk · portfolio optimization
Capital Asset Pricing Model with Size Factor and Normalizing by Volatility Index
Abraham Atsiwo, Andrey Sarantsev · 2024 · intermediate · statistics
asset pricing · capm · regression
Capital Controls or Exchange Rate Policy? A Pecuniary Externality Perspective
Gianluca Benigno, Huigang Chen, Christopher Otrok · 2012 · advanced · risk management
economic policy · financial economics · financial stability
Capital Deaccumulation and the Large Persistent Effects of Financial Crises
Matthew Knowles · 2023 · advanced · risk management
banking · financial economics
Capital Investment and Liquidity Management with collateralized debt
Pierre, Erwan, Villeneuve, Stéphane, Warin, Xavier · 2014 · intermediate · other
corporate finance · liquidity
Capital Regulation, Liquidity Requirements and Taxation in a Dynamic Model of Banking
Di Nicolo, G., Gamba, A., Lucchetta, M. · 2011 · advanced · risk management
banking · credit risk · economic policy · liquidity risk
Capital regulation, market-making, and liquidity
Haselmann, Rainer, Kick, Thomas, Singla, Shikhar · 2022 · intermediate · quantitative trading
banking · fixed income · liquidity · market making · market microstructure
Capital Regulation, Monetary Policy and Financial Stability
Pierre-Richard Agénor, Koray Alper, Luiz Pereira da Silva · 2011 · advanced · risk management
banking · credit markets · economic policy · financial stability
Capital Structure Adjustment Speed and Expected Returns: Examination of Information Asymmetry as a Moderating Role
Masoud Taherinia, Mehrdad Matin, Jamal Valipour · 2024 · intermediate · other
capital structure · corporate finance · regression
Capital Structure and Investment Dynamics with Fire Sales
Gale, Douglas, Piero, Gottardi · 2013 · advanced · risk management
capital structure · financial economics · liquidity
Capital Structure Dynamics and Financial Performance in Indian Banks (An Analysis of Mergers and Acquisitions)
Kurada T S S Satyanarayana, Addada Narasimha Rao, Kumpatla jaya surya · 2023 · intermediate · other
banking · capital structure · hypothesis testing · mergers and acquisitions · statistical inference
Capital Structure Theories and its Practice, A study with reference to select NSE listed public sectors banks, India
Kurada T S S Satyanarayana, Addada Narasimha Rao · 2023 · intermediate · other
banking · capital structure · corporate finance · regression · statistics
Capital structure, investment, and fire sales
Gale, Douglas, Gottardi, Piero · 2014 · advanced · other
capital structure · financial economics · liquidity
Capital Structure, Rates of Return and Financing Corporate Growth: Comparing Developed and Emerging Markets, 1994-00
Jack Glen, Ajit Singh · 2003 · intermediate · other
capital structure
Capital-Allocation-Induced Risk Sharing
Wing Fung Chong, Runhuan Feng, Kenneth Tsz Hin Ng · 2026 · advanced · risk management
risk management
Capital-Market Effects of Securities Regulation: The Role of Implementation and Enforcement
Christensen, Hans B., Hail, Luzi, Leuz, Christian · 2010 · advanced · other
other
Caplet pricing in affine models for alternative risk-free rates
Claudio Fontana · 2022 · advanced · fixed income
derivatives · fixed income · interest rates · option pricing
CAPM Over the Long-Run: 1926-2001
Andrew Ang, Joseph S. Chen · 2003 · advanced · statistics
asset pricing · capm · regression · statistical inference · time series
CapOptix: An Options-Framework for Capacity Market Pricing
Millend Roy, Agostino Capponi, Vladimir Pyltsov · 2025 · advanced · options
derivatives · financial engineering · mathematical finance · option pricing · stochastic processes
Capturing cash non-additivity and horizon risk via BSDEs and generalized shortfall
Giulia Di Nunno, Emanuela Rosazza Gianin · 2026 · advanced · risk management
mathematical finance
Capturing Smile Dynamics with the Quintic Volatility Model: SPX, Skew-Stickiness Ratio and VIX
Eduardo Abi Jaber, Shaun, Li · 2025 · advanced · options
derivatives · model calibration · option pricing · stochastic processes · volatility surface
Caratheodory, Finite Resources and the Geometry of Arbitrage
B. K. Meister · 2026 · advanced · statistics
financial economics · mathematical finance
Carbon-Penalised Portfolio Insurance Strategies in a Stochastic Factor Model with Partial Information
Katia Colaneri, Federico D'Amario, Daniele Mancinelli · 2025 · advanced · portfolio management
esg · optimization · portfolio management · stochastic calculus · stochastic differential equations · sustainable investing
Carbon-Sensitive Fund Construction and Hedging for Green Unit-Linked Life Insurance
Katia Colaneri, Alessandra Cretarola, Edoardo Lombardo · 2025 · advanced · risk management
insurance · portfolio management · portfolio optimization · risk management · sustainable investing
Career concerns in financial markets
Dasgupta, Amil, Prat, Andrea · 2004 · advanced · portfolio management
asset pricing · financial economics · mutual funds · portfolio management
CAROs: Climate Risk-Adjusted Refinancing Operations
Florian B¨oser, Chiara Colesanti Senni · 2021 · intermediate · risk management
banking · economic policy · financial stability · interest rates
Cash holding and control-oriented finance
Anderson, Ronald W., Hamadi, Malika · 2016 · intermediate · other
corporate finance · corporate governance
Cash holdings, corporate governance and financial constraints
Edith Ginglinger, Khaoula Saddour · 2007 · intermediate · other
corporate finance · corporate governance · financial economics
Cash Mergers and the Volatility Smile
Rosu, Ioanid, Martinez, Victor Hugo, Bester, Alan · 2018 · advanced · options
derivatives · mergers and acquisitions · option pricing
Cash non-additive risk measures: horizon risk and generalized entropy
Giulia Di Nunno, Emanuela Rosazza Gianin · 2024 · advanced · risk management
mathematical finance
Cash-Flow Maturity and Risk Premia in CDS Markets
Diogo Palhares · 2014 · advanced · fixed income
asset pricing · credit derivatives · credit risk
Cash-invariant hull representation of divergence preferences
Aleš Černý, Johannes Ruf, Martin Schweizer · 2026 · advanced · risk management
risk management
CAST: A Cross-Asset State-Space Trading System for Drawdown Control in Stock Markets
Yu Peng, Matloob Khushi, Josiah Poon · 2026 · advanced · quantitative trading
algorithmic trading · optimization · portfolio management · risk management · time series
CAT Bond Pricing with Kolmogorov--Arnold Networks
Sean Seow Cheng Hong · 2026 · advanced · machine learning
machine learning · neural networks
Catalytic Finance: When Does It Work?
Stephen Morris, Hyun Song Shin · 2003 · intermediate · risk management
economic policy
Catastrophic-risk-aware reinforcement learning with extreme-value-theory-based policy gradients
Parisa Davar, Frédéric Godin, Jose Garrido · 2024 · advanced · machine learning
extreme value theory · options hedging · reinforcement learning · risk management
Catching Up with the Joneses: Heterogeneous Preferences and the Dynamics of Asset Prices
Yeung Lewis Chan, Leonid Kogan · advanced · portfolio management
asset pricing · financial economics
CatMemo at the FinLLM Challenge Task: Fine-Tuning Large Language Models using Data Fusion in Financial Applications
Yupeng Cao, Zhiyuan Yao, Zhi Chen · 2024 · intermediate · machine learning
large language models · machine learning · natural language processing
CATNet: A geometric deep learning approach for CAT bond spread prediction in the primary market
Dixon Domfeh, Saeid Safarveisi · 2025 · advanced · machine learning
deep learning · financial machine learning · machine learning · neural networks
Causal analysis of extreme risk in a network of industry portfolios
Claudia Klüppelberg, Mario Krali · 2025 · advanced · risk management
causal inference · extreme value theory · financial networks
Causal and Predictive Modeling of Short-Horizon Market Risk and Systematic Alpha Generation Using Hybrid Machine Learning Ensembles
Aryan Ranjan · 2025 · advanced · quantitative trading
algorithmic trading · machine learning · market risk · neural networks · risk management
Causal discovery from nonstationary time series
Agathe Sadeghi, Achintya Gopal, M. Fesanghary · 2024 · advanced · statistics
time series
Causal Discovery in Financial Markets: A Framework for Nonstationary Time-Series Data
Agathe Sadeghi, Achintya Gopal, Mohammad Fesanghary · 2023 · advanced · statistics
time series