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Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 2501–2550; page 51 of 188.

  1. Discriminating Between GARCH Models for Option Pricing by Their Ability to Compute Accurate VIX Measures

    Christophe Chorro, Rahantamialisoa Fanirisoa Zazaravaka · 2022 · advanced · options

    garch · option pricing

  2. Discrimination-free Insurance Pricing with Privatized Sensitive Attributes

    Tianhe Zhang, Suhan Liu, Peng Shi · 2025 · advanced · risk management

    insurance · statistical inference

  3. Discrimination-insensitive pricing

    Kathleen Miao, Silvana Pesenti · 2026 · advanced · risk management

    insurance · mathematical finance · optimization

  4. Discriminatory fees, coordination and investment in shared ATM networks

    Stijn FERRARI · 2009 · intermediate · other

    banking

  5. Disentangling and quantifying market participant volatility contributions

    Marcello Rambaldi, Emmanuel Bacry, Jean-François Muzy · 2019 · advanced · quantitative trading

    high frequency trading · market microstructure · stochastic processes

  6. Disentangling the effects of a banking crisis: evidence from German firms and counties

    Huber, Kilian · 2018 · advanced · risk management

    banking · causal identification · causal inference · credit markets

  7. Disentangling the sources of cyber risk premia

    Loïc Maréchal, Nathan Monnet · 2024 · advanced · machine learning

    financial machine learning · machine learning · natural language processing · neural networks

  8. Disorder detection problems with applications in finance

    A. N. ShiryaevM. V. Zhitlukhin, M. V. Zhitlukhin · 2012 · advanced · stochastic calculus

    brownian motion · optimization · probability · stochastic calculus · stochastic processes

  9. Dispensing with optimal control: a new approach for the pricing and management of share buyback contracts

    Bastien Baldacci, Philippe Bergault, Olivier Guéant · 2024 · advanced · derivatives

    optimization

  10. Dispersion of Opinion and Stock Returns: Evidence from Index Fund Investors

    Massimo Massa, William Goetzmann · 2003 · advanced · statistics

    asset pricing · financial economics · panel data

  11. Dispersion Trading

    Marcio Moreno · 2015

    Dispersion · Dissertation · Finance · INS PER · Trading

  12. Displaying risk in mergers: a diagrammatic approach for exchange ratio determination

    Alessandra Mainini, Enrico Moretto, Daniela Visetti · 2024 · intermediate · other

    corporate finance · mergers and acquisitions · stochastic processes

  13. Disposition Matters: Volume, Volatility and Price Impact of a Behavioral Bias

    Massimo Massa, William Goetzmann · 2005 · advanced · statistics

    asset pricing · behavioral finance

  14. Dissecting AI Trading: Behavioral Finance and Market Bubbles

    Shumiao Ouyang, Pengfei Sui · 2026 · advanced · machine learning

    asset pricing · behavioral finance · large language models

  15. Dissecting cross-impact on stock markets: an empirical analysis

    Michael Benzaquen, Iacopo Mastromatteo, Zoltan Eisler · 2017 · advanced · quantitative trading

    quantitative trading

  16. Dissecting Time-Varying Risk Exposures in Cryptocurrency Markets

    Daniele Bianchi, Massimo Guidolin, Manuela Pedio · 2020 · advanced · statistics

    asset pricing · cryptocurrencies · econometrics · regression · time series

  17. Distance, Language, and Culture Bias: The Role of Investor Sophistication

    Mark Grinblatt, Matti Keloharju · 2001 · intermediate · statistics

    regression

  18. Distilling Analysis from Generative Models for Investment Decisions

    Chung-Chi Chen, Hiroya Takamura, Ichiro Kobayashi · 2024 · advanced · machine learning

    financial machine learning · machine learning · natural language processing

  19. Distilling Large Information Sets to Forecast Commodity Returns: Automatic Variable Selection or HiddenMarkov Models?

    Massimo Guidolin, Manuela Pedio · 2020 · advanced · time series

    commodities · econometrics · portfolio management · time series

  20. Distinguish the indistinguishable: a Deep Reinforcement Learning approach for volatility targeting models

    Eric Benhamou, David Saltiel, Serge Tabachnik · 2021 · advanced · machine learning

    deep learning · financial machine learning · reinforcement learning

  21. Distortion risk measures of step-weighted distribution

    Chunle Huang · 2026 · advanced · risk management

    mathematical finance

  22. Distortion risk measures of sums of two counter-monotonic risks

    Chunle Huang · 2025 · advanced · risk management

    risk management

  23. Distress and default contagion in financial networks

    Veraart, Luitgard A. M. · 2020 · advanced · risk management

    contagion · financial networks · systemic risk

  24. Distressed Relationships : Lessons from the Norwegian Banking Crisis

    Ongena, S., Smith, D.C., Michalsen, D. · 2000 · intermediate · risk management

    banking · equity markets

  25. Distributed Portfolio Optimization & Decentralized Pricing

    Papastaikoudis, I., Watson, J., Lestas, I. · 2025 · advanced · portfolio management

    algorithms · optimization · portfolio management · portfolio optimization

  26. Distribution-constrained optimal multiple stopping: the Root-type solution

    Shuoqing Deng, Daxin Huang · 2026 · advanced · stochastic calculus

    mathematical finance · probability · stochastic processes

  27. Distributional consequences of asset price inflation in the Euro area

    Adam, Klaus, Tzamourani, Panagiota · 2015 · intermediate · statistics

    equity markets · housing markets

  28. Distributional Correlation--Aware Knowledge Distillation for Stock Trading Volume Prediction

    Lei Li, Zhiyuan Zhang, Ruihan Bao · 2022 · advanced · machine learning

    financial machine learning · machine learning

  29. Distributional effects of crises: the financial channel

    Halac, Marina, Schmukler, Sergio L. · 2004 · intermediate · risk management

    risk management

  30. Distributional Portfolio Optimization (DPO): A Unified Framework for Distributions over Weights, Returns, and Parameters

    Miquel Noguer i Alonso · 2026 · advanced · portfolio management

    bayesian statistics · optimization · portfolio management · portfolio optimization · risk management

  31. Distributional Reference Class Forecasting of Corporate Sales Growth With Multiple Reference Variables

    Etienne Theising · 2024 · advanced · time series

    backtesting

  32. Distributional Refinement Network: Distributional Forecasting via Deep Learning

    Benjamin Avanzi, Eric Dong, Patrick J. Laub · 2024 · advanced · risk management

    deep learning · insurance · machine learning · neural networks · regression · statistics

  33. Distributional Reinforcement Learning on Path-dependent Options

    Ahmet Umur Özsoy · 2025 · advanced · options

    derivatives · option pricing · reinforcement learning

  34. Distributionally Robust Insurance under Bregman-Wasserstein Divergence

    Wenjun Jiang, Qingqing Zhang, Yiying Zhang · 2026 · advanced · risk management

    insurance · optimization · risk management

  35. Distributionally Robust Recovery of Omitted Factors from Forecast Residuals with Application to Interest Rate Risk Management

    Jinjun Liu, Ming-Yen Cheng · 2026 · advanced · fixed income

    fixed income · interest rates · optimization · risk management

  36. Diverse Approaches to Optimal Execution Schedule Generation

    Robert de Witt, Mikko S. Pakkanen · 2026 · advanced · quantitative trading

    algorithmic trading · liquidity · optimal execution · optimization

  37. Diversification and Financial Stability

    Paolo Tasca, Stefano Battiston · advanced · risk management

    banking · credit risk · financial networks · financial stability · systemic risk

  38. Diversification and Stochastic Dominance: When All Eggs Are Better Put in One Basket

    Léonard Vincent · 2025 · advanced · risk management

    probability · tail risk

  39. Diversification for infinite-mean Pareto models without risk aversion

    Yuyu Chen, Taizhong Hu, Ruodu Wang · 2024 · advanced · portfolio management

    probability

  40. Diversification Preferences and Risk Attitudes

    Xiangxin He, Fangda Liu, Ruodu Wang · 2026 · advanced · portfolio management

    portfolio management

  41. Diversification quotient based on expectiles

    Xia Han, Liyuan Lin, Hao Wang · 2024 · advanced · risk management

    optimization · portfolio optimization · risk management

  42. Diversification, Cost Structure, and the Risk Premium of Multinational Corporations

    Jose L. Fillat, STEFANIA GARETTO, Lindsay Oldenski · 2014 · advanced · other

    asset pricing · financial economics

  43. Diversified Portfolios in Continuous Time

    Björk, Tomas, Näslund, Bertil · 1996 · advanced · portfolio management

    asset pricing · financial economics · mathematical finance · stochastic processes

  44. Diversifying an Index

    Johannes Ruf · 2023 · intermediate · portfolio management

    portfolio management

  45. Dividend ratcheting and capital injection under the Cramér-Lundberg model: Strong solution and optimal strategy

    Chonghu Guan, Zuo Quan Xu · 2026 · advanced · risk management

    insurance · optimization · partial differential equations · stochastic processes

  46. Dividend Taxes and International Portfolio Choice

    Mihir A. Desai, Dhammika Dharmapala · 2009 · intermediate · portfolio management

    asset pricing · capm · equity markets · financial economics

  47. Dividends, Safety and Liquidation when Liabilities are Long-term and Stochastic

    Mason, Robin · 1997 · intermediate · other

    corporate finance · optimization

  48. Divisional Buyouts by Private Equity and the Market for Divested Assets

    Hege, Ulrich, Lovo, Stefano, Slovin, Myron B. · 2018 · intermediate · other

    corporate finance

  49. DNN-ForwardTesting: A New Trading Strategy Validation using Statistical Timeseries Analysis and Deep Neural Networks

    Ivan Letteri, Giuseppe Della Penna, Giovanni De Gasperis · 2022 · advanced · quantitative trading

    algorithmic trading · deep learning · machine learning · neural networks · time series

  50. Do Activists Align with Larger Mutual Funds?

    Manish Jha · 2024 · intermediate · other

    corporate governance · hedge funds