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 2001–2050; page 41 of 188.

  1. Cost-aware Portfolios in a Large Universe of Assets

    Qingliang Fan, Marcelo C. Medeiros, Hanming Yang · 2024 · advanced · portfolio management

    optimization · portfolio management · portfolio optimization · transaction costs

  2. Cost-efficiency in Incomplete Markets

    Carole Bernard, Stephan Sturm · 2022 · advanced · portfolio management

    financial economics · mathematical finance · optimization · portfolio optimization

  3. Cost-efficient Payoffs under Model Ambiguity

    Carole Bernard, Gero Junike, Thibaut Lux · 2022 · advanced · portfolio management

    optimization · probability

  4. Cost-of-capital valuation with risky assets

    Hansjörg Albrecher, Filip Lindskog, Hervé Zumbach · 2025 · advanced · risk management

    insurance

  5. Cost-Sensitive Online Window Size Selection for Portfolio Management

    Yi-Chen Liu, Chung-Han Hsieh · 2026 · intermediate · portfolio management

    financial machine learning · machine learning · portfolio management

  6. Could Large Language Models work as Post-hoc Explainability Tools in Credit Risk Models?

    Wenxi Geng, Dingyuan Liu, Liya Li · 2026 · intermediate · machine learning

    credit risk · large language models

  7. Counter-monotonic risk allocations and distortion risk measures

    Mario Ghossoub, Qinghua Ren, Ruodu Wang · 2024 · advanced · risk management

    optimization · risk management

  8. Counter-monotonic Risk Sharing with Heterogeneous Distortion Risk Measures

    Mario Ghossoub, Qinghua Ren, Ruodu Wang · 2024 · advanced · risk management

    optimization

  9. Countercyclical liquidity policy and credit cycles: Evidence from macroprudential and monetary policy in Brazil

    João Barata R. Blanco Barroso, Rodrigo Barbone Gonzalez, José-Luis Peydró · 2020 · advanced · risk management

    banking · causal identification · credit markets · economic policy · liquidity

  10. Counterexamples for FX Options Interpolations -- Part I

    Jherek Healy · 2025 · advanced · options

    foreign exchange · option pricing

  11. Counterfactual Analysis via Large Language Models

    Zonghao Yang · 2026 · intermediate · machine learning

    large language models

  12. Country and Currency Risk Premia in an Emerging Market

    Ian Domowitz, Jack Glen, Ananth Madhavan · advanced · fixed income

    asset pricing · fixed income

  13. Country portfolios

    Aart Kraay, Norman Loayza, Luis Servén · 2000 · advanced · portfolio management

    financial economics

  14. Country portfolios and the Solow-model

    Volker Reinthaler · 2005 · intermediate · portfolio management

    portfolio management

  15. Coupling direction of the European Banking and Insurance sectors using inter-system recurrence networks

    Peter Martey Addo · 2015 · advanced · risk management

    systemic risk

  16. Covariance Matrix Analysis for Optimal Portfolio Selection

    Lim Hao Shen Keith · 2024 · intermediate · portfolio management

    linear algebra · portfolio optimization · risk management · statistics

  17. Covariance matrix estimation for robust portfolio allocation

    Ahmad W. Bitar, Nathan de Carvalho, Valentin Gatignol · 2023 · intermediate · portfolio management

    portfolio management · portfolio optimization · risk management · statistics

  18. Covariance matrix filtering and portfolio optimisation: the Average Oracle vs Non-Linear Shrinkage and all the variants of DCC-NLS

    Christian Bongiorno, Damien Challet · 2023 · advanced · portfolio management

    optimization · portfolio optimization · statistics

  19. Covariance-Aware Simplex Projection for Cardinality-Constrained Portfolio Optimization

    Nikolaos Iliopoulos · 2025 · advanced · portfolio management

    optimization · portfolio optimization

  20. Covered Call Strategies: One Fact and Eight Myths

    Roni Israelov · 2014 · intermediate · options

    derivatives

  21. Covered Calls Uncovered

    Roni Israelov · 2015 · intermediate · options

    performance attribution · risk management

  22. Covering the World: Global Evidence on Covered Calls

    Roni Israelov, Matthew Klein, Harsha Tummala · 2018 · intermediate · portfolio management

    derivatives · performance attribution

  23. Crash Risk in Currency Markets

    Emmanuel Farhi, Samuel Fraiberger, Xavier Gabaix · 2015 · advanced · options

    asset pricing · foreign exchange · option pricing · tail risk

  24. Crashing Together, Rallying Apart: Dynamic Conditional Tail Dependence in Cryptocurrency Markets

    Rama Siva Sarwari Mallela, Manuele Leonelli · 2026 · advanced · risk management

    cryptocurrencies · extreme value theory · systemic risk · tail risk

  25. Create Better Diversified High-Conviction Equity Portfolios Using the Portfolio Diversification Index

    Dominiek P. Crezée, Laurens A. P. Swinkels · 2010 · intermediate · portfolio management

    portfolio management · portfolio optimization

  26. Credibility and cheap talk of securities analysts: theory and evidence

    Blanes i Vidal, Jordi · 2003 · advanced · statistics

    statistics

  27. Credible Decentralized Exchange Design via Verifiable Sequencing Rules

    Matheus V. X. Ferreira, David C. Parkes · 2022 · advanced · quantitative trading

    quantitative trading

  28. Credit Booms, Financial Crises and Macroprudential Policy

    Mark Gertler, Nobuhiro Kiyotaki, Andrea Prestipino · 2020 · advanced · risk management

    banking · economic policy · financial stability

  29. Credit constraints, firms' precautionary investment and the business cycle

    Ander Pérez Orive · 2012 · advanced · risk management

    credit markets · financial economics

  30. Credit Crunch: The Role of Household Lending Capacity in the Dutch Housing Boom and Bust 1995-2018

    Menno Schellekens, Taha Yasseri · 2021 · intermediate · statistics

    housing markets · regression

  31. Credit Derivatives and Loan Pricing

    Norden, L., Wagner, W.B. · 2007 · intermediate · derivatives

    credit derivatives · credit markets · credit risk

  32. Credit derivatives in emerging markets

    Romain Rancière · 2002 · intermediate · derivatives

    credit derivatives · credit risk · derivatives

  33. Credit Enhancement through Financial Engineering: Freeport-McMoRan's Gold-Denominated Depository Shares

    N. K. Chidambaran, Chitru S. Fernando, Paul A. Spindt · 1999 · advanced · fixed income

    credit risk · financial engineering · term structure models

  34. Credit Enhancement Through Targeted Risk Managment: Freeport-McMoRan's Gold-Dominated Depository Shares

    N. K. Chidambaran, Chitru S. Fernando, Paul A. Spindt · 1998 · advanced · fixed income

    commodities · credit risk · derivatives · term structure models

  35. Credit Freezes, Equilibrium Multiplicity, and Optimal Bailouts in Financial Networks

    Matthew O. Jackson, Agathe Pernoud · 2020 · advanced · risk management

    financial networks · optimization · systemic risk

  36. Credit Frictions, Collateral and the Cyclical Behaviour of the Finance Premium

    P-R. Agénor, G.J. Bratsiotis, D. Pfajfar · 2012 · advanced · risk management

    credit markets · financial economics

  37. Credit Information in Earnings Calls

    Harry Mamaysky, Yiwen Shen, Hongyu Wu · 2022 · advanced · fixed income

    credit markets · credit risk · natural language processing

  38. Credit lines: The other side of corporate liquidity

    Filippo Ippolito, Ander Pérez Orive · 2012 · intermediate · other

    corporate finance · liquidity

  39. Credit Market Distortions, Asset Prices and Monetary Policy

    Pfajfar, D., Santoro, E. · 2008 · advanced · risk management

    credit markets

  40. Credit Market Imperfections and the Monetary Transmission Mechanism Part I: Fixed Exchange Rates

    Pierre-Richard Agénor, Peter J. Montiel · 2006 · intermediate · risk management

    banking · credit markets

  41. Credit Market Imperfections and the Monetary Transmission Mechanism Part II: Flexible Exchange Rates

    Pierre-Richard Agénor, Peter J. Montiel · 2007 · advanced · risk management

    banking · economic policy · interest rates

  42. Credit migration: Generating generators

    Richard J. Martin · 2020 · advanced · risk management

    credit markets · credit risk · model calibration · stochastic processes

  43. Credit Misallocation During the European Financial Crisis

    Fabiano Schivardi, Enrico Sette, Guido Tabellini · 2017 · advanced · risk management

    banking · credit markets

  44. Credit portfolio losses with climate change factors

    Oriol Tubella-Domingo, Luis Ortiz-Gracia · 2025 · advanced · risk management

    copulas · credit risk · risk management

  45. Credit Ratings and Cross-Border Bond Market Spillovers

    Böninghausen, Benjamin, Zabel, Michael · 2013 · intermediate · fixed income

    fixed income

  46. Credit Rationing, Wealth Inequality, and Allocation of Talent

    Maitreesh Ghatak, Massimo Morelli, Tomas Sjostrom · 2002 · advanced · risk management

    credit markets · financial economics

  47. Credit Risk Analysis Using machine and Deep Learning Models

    Dominique Guegan · 2018 · intermediate · risk management

    credit risk · deep learning · machine learning · risk management

  48. Credit Risk Assessment Model for UAE Commercial Banks: A Machine Learning Approach

    Aditya Saxena, Dr Parizad Dungore · 2024 · intermediate · risk management

    credit risk · machine learning

  49. Credit Risk Estimation with Non-Financial Features: Evidence from a Synthetic Istanbul Dataset

    Atalay Denknalbant, Emre Sezdi, Zeki Furkan Kutlu · 2025 · intermediate · risk management

    credit risk · data science · financial machine learning · machine learning

  50. Credit risk for large portfolios of green and brown loans: extending the ASRF model

    Alessandro Ramponi, Sergio Scarlatti · 2025 · advanced · risk management

    copulas · credit risk