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Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 2951–3000; page 60 of 188.

  1. Entropic Dynamics of Stocks and European Options

    Mohammad Abedi, Daniel Bartolomeo · 2019 · intermediate · options

    brownian motion · derivatives · option pricing

  2. Entropic signatures of market response under concentrated policy communication

    Ewa A. Drzazga-Szczȩśniak, Rishabh Gupta, Adam Z. Kaczmarek · 2026 · intermediate · time series

    equity markets · time series

  3. Entropic Value-at-Risk parity for tempered stable returns

    Jaehyung Choi · 2026 · advanced · portfolio management

    portfolio management · portfolio optimization · risk management · tail risk

  4. Entropic Value-at-Risk portfolio optimization for tempered stable Lévy processes

    Jaehyung Choi · 2026 · advanced · portfolio management

    mathematical finance · optimization · portfolio optimization · risk management · stochastic processes

  5. Entropy and the value of information for investors

    Antonio Cabrales, Olivier Gossner, Roberto Serrano · 2010 · advanced · portfolio management

    probability

  6. Entropy-Assisted Quality Pattern Identification in Finance

    Rishabh Gupta, Shivam Gupta, Jaskirat Singh · 2025 · intermediate · quantitative trading

    algorithmic trading · time series

  7. Entropy-Guided Multiplicative Updates: KL Projections for Multi-Factor Target Exposures

    Yimeng Qiu · 2025 · intermediate · portfolio management

    convex optimization · factor investing · optimization · portfolio optimization

  8. Entropy-Regularized Certainty-Equivalent Bellman Policies for Risk-Sensitive Market Making

    Tenghan Zhong · 2026 · advanced · quantitative trading

    market making · mathematical finance · optimization · stochastic processes

  9. Entropy-regularized penalization schemes and reflected BSDEs with singular generators

    Daniel Chee, Noufel Frikha, Libo Li · 2026 · advanced · options

    numerical methods · optimization · option pricing · stochastic calculus

  10. Environmental CVA with KL-Robust Wrong-Way Risk

    Takayuki Sakuma · 2026 · advanced · risk management

    credit risk · model risk

  11. Environmental-Social-Governance Preferences and Investments in Crypto-Assets

    Pavel Ciaian, Andrej Cupak, Pirmin Fessler · 2022 · intermediate · portfolio management

    cryptocurrencies · esg

  12. Epidemic exposure, financial technology, and the digital divide

    Saka, Orkun, Eichengreen, Barry, Aksoy, Cevat · 2022 · intermediate · risk management

    banking

  13. Epistemic Limits of Empirical Finance: Causal Reductionism and Self-Reference

    Daniel Polakow, Tim Gebbie, Emlyn Flint · 2023 · advanced · statistics

    causal inference

  14. Equal Risk Pricing and Hedging of Financial Derivatives with Convex Risk Measures

    Saeed Marzban, Erick Delage, Jonathan Yumeng Li · 2020 · advanced · options

    numerical methods · optimization · option pricing · options hedging · risk management

  15. Equal Risk Pricing of Derivatives with Deep Hedging

    Alexandre Carbonneau, Frédéric Godin · 2020 · advanced · options

    deep learning · derivatives · monte carlo simulation · option pricing · options hedging · reinforcement learning

  16. Equation-by-Equation Estimation of Multivariate Periodic Electricity Price Volatility

    Escribano, Álvaro, Sucarrat, Genaro · 2016 · advanced · time series

    garch · statistics · time series

  17. Equations and Shape of the Optimal Band Strategy

    CFM · 2020 · advanced · quantitative trading

    optimization · risk management · stochastic processes · transaction costs

  18. Equilibria and incentives for illiquid auction markets

    Joffrey Derchu, Dimitrios Kavvathas, Thibaut Mastrolia · 2023 · advanced · quantitative trading

    liquidity · market microstructure

  19. Equilibrium analysis in a multi-agent reinsurance chain

    Kaizheng Wang, Wei Liu, Zhuo Jin · 2026 · advanced · risk management

    insurance · optimization · stochastic differential equations

  20. Equilibrium analysis in financial markets with countably many securities

    Charalambos D. Aliprantis, Monique Florenzano, Victor-Filipe Martins-Da-Rocha · 2004 · advanced · other

    financial economics · mathematical finance

  21. Equilibrium Analysis, Banking and Financial Instability

    Dimitrios P Tsomocos · 2000 · advanced · risk management

    banking · financial stability

  22. Equilibrium Analysis, Banking, Contagion and Financial Fragility

    David Vines · 2003 · advanced · risk management

    banking · systemic risk

  23. Equilibrium and welfare in markets with financially constrained arbitrageurs

    Gromb, Denis, Vayanos, Dimitri · 2002 · advanced · quantitative trading

    asset pricing · financial economics

  24. Equilibrium Asset Prices and Investor Behavior in the Presence of Money Illusion

    Suleyman Basak, Hongjun Yan · 2009 · advanced · other

    asset pricing · behavioral finance · financial economics

  25. Equilibrium asset prices and savings of heterogeneous agents in the presence of incomplete markets and portfolio constraints

    Albert Marcet, Kenneth J. Singleton · 1998 · advanced · statistics

    asset pricing · financial economics

  26. Equilibrium Asset Pricing and Portofolio Choice Under Asymmetric Information

    Biais, Bruno, Bossaerts, Peter, Spatt, Chester · 2009 · advanced · portfolio management

    asset pricing · financial economics

  27. Equilibrium Asset Pricing Under Heterogenous Information

    Biais, Bruno, Bossaerts, Peter, Spatt, Chester · 2003 · advanced · portfolio management

    asset pricing · portfolio management

  28. Equilibrium asset pricing with systemic risk

    Danielsson, Jon, Zigrand, Jean-Pierre · 2006 · advanced · risk management

    asset pricing · financial economics · systemic risk

  29. Equilibrium Asset Pricing with Transaction Costs

    Martin Herdegen, Johannes Muhle-Karbe, Dylan Possamaï · 2019 · advanced · stochastic calculus

    asset pricing · stochastic differential equations · stochastic processes · transaction costs

  30. Equilibrium control theory for Kihlstrom-Mirman preferences in continuous time

    Luca De Gennaro Aquino, Sascha Desmettre, Yevhen Havrylenko · 2024 · advanced · stochastic calculus

    mathematical finance · optimization · partial differential equations · stochastic processes

  31. Equilibrium Corporate Behavior and Capital Asset Prices with Socially Responsible Investors

    Gollier, Christian, Pouget, Sébastien · 2012 · advanced · other

    asset pricing

  32. Equilibrium Corporate Behavior and Capital Asset Prices with Socially Responsible Investorsn Asset Prices and Corporate Behavior

    Gollier, Christian, Pouget, Sébastien · 2012 · advanced · other

    asset pricing · financial economics · sustainable investing

  33. Equilibrium Defaultable Corporate Debt and Investment

    Hong Chen, Murray Zed Frank · 2022 · advanced · other

    capital structure · corporate finance · credit risk

  34. Equilibrium in closed constant-function market maker economies

    Muqiao Huang, Ruodu Wang, Yiyun Wang · 2026 · advanced · quantitative trading

    decentralized finance

  35. Equilibrium in Continuous-Time Financial Markets: Endogenously Dynamically Complete Markets

    Anderson, Robert M., Raimondo, Roberto C. · 2007 · advanced · stochastic calculus

    asset pricing · mathematical finance · stochastic processes

  36. Equilibrium interest rate and liquidity premium with transaction costs

    Vayanos, Dimitri, Vila, Jean-Luc · 1999 · advanced · fixed income

    asset pricing · financial economics · interest rates · liquidity · transaction costs

  37. Equilibrium investment under dynamic preference uncertainty

    Luca De Gennaro Aquino, Sascha Desmettre, Yevhen Havrylenko · 2025 · advanced · portfolio management

    optimization · partial differential equations · portfolio management · stochastic calculus · stochastic processes

  38. Equilibrium Investment with Random Risk Aversion: (Non-)uniqueness, Optimality, and Comparative Statics

    Weilun Cheng, Zongxia Liang, Sheng Wang · 2025 · advanced · portfolio management

    optimization · portfolio optimization

  39. Equilibrium Liquidity and Risk Offsetting in Decentralised Markets

    Fayçal Drissi, Xuchen Wu, Sebastian Jaimungal · 2025 · advanced · quantitative trading

    decentralized finance · liquidity · market microstructure · risk management

  40. Equilibrium Mean-Variance Dividend Rate Strategies

    Jingyi Cao, Dongchen Li, Virginia R. Young · 2025 · advanced · risk management

    optimization · stochastic processes

  41. Equilibrium of incomplete markets with money and intermediate banking system

    Monique Florenzano, Stella Kanellopoulou, Yannis Vailakis · 2006 · advanced · other

    banking · financial economics

  42. Equilibrium Policy on Dividend and Capital Injection under Time-inconsistent Preferences

    Sang Hu, Zihan Zhou · 2025 · advanced · risk management

    mathematical finance · optimization · stochastic processes

  43. Equilibrium Portfolio Selection under Utility-Variance Analysis of Log Returns in Incomplete Markets

    Yue Cao, Zongxia Liang, Sheng Wang · 2025 · advanced · portfolio management

    portfolio management · portfolio optimization · risk management · stochastic calculus · stochastic differential equations

  44. Equilibrium prices under hidden Markov fundamentals

    Henri Pagès, Dylan Possamaï, Mateo Rodriguez Polo · 2026 · advanced · stochastic calculus

    asset pricing · financial economics · stochastic processes

  45. Equilibrium pricing of securities in the co-presence of cooperative and non-cooperative populations

    Masaaki Fujii · 2022 · advanced · stochastic calculus

    asset pricing · mathematical finance · stochastic differential equations

  46. Equilibrium Reward for Liquidity Providers in Automated Market Makers

    Alif Aqsha, Philippe Bergault, Leandro Sánchez-Betancourt · 2025 · advanced · quantitative trading

    liquidity · market making

  47. Equilibrium risk shifting and interest rate in an opaque financial system

    Edouard Challe, Benoît Mojon, Xavier Ragot · 2013 · advanced · risk management

    banking · financial economics · systemic risk

  48. Equilibrium securitization with diverse beliefs

    Ellis, Andrew, Piccione, Michele, Zhang, Shengxing · 2022 · advanced · risk management

    financial economics · securitization

  49. Equilibrium security prices with capital income taxes and an exogenous interest rate

    Rapp, Marc Steffen, Schwetzler, Bernhard · 2008 · intermediate · other

    asset pricing

  50. Equilibrium singular dividend control under ambiguity aggregation of heterogeneous discount rates

    Yue Cao, Guohui Guan, Zongxia Liang · 2026 · advanced · stochastic calculus

    optimization