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Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 3001–3050; page 61 of 188.

  1. Equilibrium Strategies for Singular Dividend Control Problems under the Mean-Variance Criterion

    Jingyi Cao, Dongchen Li, Virginia R. Young · 2025 · advanced · stochastic calculus

    mathematical finance · optimization · stochastic processes

  2. Equilibrium strategies for stochastic control problems with higher-order moments and applications to portfolio selection

    Yike Wang, Jingzhen Liu, Jiaqin Wei · 2025 · advanced · stochastic calculus

    optimization · portfolio optimization · stochastic calculus

  3. Equilibrium with asymmetric information and restricted participation: the no-arbitrage characterization

    Lionel De Boisdeffre · 2024 · advanced · other

    asset pricing · financial economics

  4. Equilibrium with Heterogeneous Information Flows

    Scott Robertson · 2023 · advanced · stochastic calculus

    financial economics

  5. Equitable Marketplace Mechanism Design

    Kshama Dwarakanath, Svitlana S Vyetrenko, Tucker Balch · 2022 · advanced · quantitative trading

    optimization · reinforcement learning

  6. Equity auction dynamics: latent liquidity models with activity acceleration

    Mohammed Salek, Damien Challet, Ioane Muni Toke · 2024 · advanced · quantitative trading

    liquidity · market microstructure · model calibration · stochastic processes

  7. Equity crowdfunding and early stage entrepreneurial finance: damaging or disruptive?

    Saul Estrin, Daniel Gozman, Susanna Khavul · 2017 · intermediate · other

    other

  8. Equity Factors: To Short Or Not To Short, That Is The Question

    Florent Benaych-Georges, Jean-Philippe Bouchaud, Stefano Ciliberti · 2020 · intermediate · portfolio management

    equity markets · factor investing · portfolio management

  9. Equity finance: matching liability to power

    Goodhart, C. A. E., Lastra, R. M. · 2020 · intermediate · risk management

    banking

  10. Equity issuance methods and dilution

    Burkart, Mike, Zhong, Hongda · 2023 · advanced · other

    other

  11. Equity Market Focus: Interrogating the Historical Data

    Antti Ilmanen · 2025 · intermediate · time series

    equity markets · equity valuation

  12. Equity Market Focus: Objective Expected Returns

    Antti Ilmanen, Thomas Maloney · 2025 · intermediate · time series

    equity markets

  13. Equity Market Neutral portfolios: hedging out market factors

    CFM · 2014 · intermediate · portfolio management

    market risk · portfolio management

  14. Equity Markets’ Clustering and the Global Financial Crisis

    León, C., Kim, Geun-Young, Martínez, Constanza · 2016 · intermediate · statistics

    equity markets

  15. Equity Premium Prediction: Taking into Account the Role of Long, even Asymmetric, Swings in Stock Market Behavior

    Kuok Sin Un, Marcel Ausloos · 2025 · intermediate · time series

    time series

  16. Equity Price Dynamics Before and After the Introduction of the Euro

    Cheung, Yin-Wong, Westermann, Frank · 2001 · intermediate · time series

    econometrics · equity markets · time series

  17. Equity Prices, Productivity Growth and 'The New Economy

    Jakob B. Madsen, E. Philip Davis · 2004 · advanced · other

    asset pricing · equity markets · financial economics

  18. Equity Pricing New Keynesian Models with Nominal Rigidities and Investment

    Rahul Nath · 2018 · advanced · other

    asset pricing

  19. Equity Protection Swaps: A New Type of Investment Insurance for Holders of Superannuation Accounts

    Huansang Xu, Ruyi Liu, Marek Rutkowski · 2023 · advanced · derivatives

    derivatives · financial engineering · option pricing · options hedging

  20. Equity Strategy Backtesting: Luck or Edge? The MinervaScore as a Statistical Robustness Grade

    Maria Laura Santoni, Vincent Jouanne, Matthew L. Scullin · 2026 · advanced · statistics

    backtesting · statistical inference

  21. Equity Tail Risk in the Treasury Bond Market

    Mirco Rubin, Dario Ruzzi · 2020 · advanced · fixed income

    econometrics · equity markets · fixed income · interest rates · tail risk · term structure models

  22. Equity Term Structures without Dividend Strips Data

    Stefano Giglio, Serhiy Kozak · 2020 · advanced · statistics

    asset pricing · equity markets · financial economics · term structure models

  23. Equity warrant pricing under subdiffusive fractional Brownian motion of the short rate

    Foad Shokrollahi, Marcin Marcin Magdziarz · 2020 · advanced · derivatives

    brownian motion · derivatives · interest rates · partial differential equations · stochastic processes

  24. Equity2Vec: End-to-end Deep Learning Framework for Cross-sectional Asset Pricing

    Qiong Wu, Christopher G. Brinton, Zheng Zhang · 2019 · advanced · machine learning

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

  25. Equivalence between forward rate interpolations and discount factor interpolations for the yield curve construction

    Jherek Healy · 2020 · intermediate · fixed income

    fixed income

  26. Equivalent Behavioural Martingale Measure

    G. Charles-Cadogan · 2026 · advanced · stochastic calculus

    asset pricing · martingales · stochastic calculus · stochastic processes

  27. Ergodic optimal liquidations in DeFi

    Jialun Cao, David Šiška · 2024 · advanced · quantitative trading

    credit risk · decentralized finance · derivatives · optimal execution · optimization

  28. Ergodic robust maximisation of asymptotic growth with stochastic factor processes

    Itkin, David, Koch, Benedikt, Larsson, Martin · 2026 · advanced · portfolio management

    mathematical finance · optimization · portfolio optimization · stochastic processes

  29. Ergodicity and Law-of-large numbers for the Volterra Cox-Ingersoll-Ross process

    Mohamed Ben Alaya, Martin Friesen, Jonas Kremer · 2024 · advanced · stochastic calculus

    statistical inference · stochastic processes

  30. Error Analysis of Deep PDE Solvers for Option Pricing

    Jasper Rou · 2025 · advanced · options

    deep learning · machine learning · neural networks · option pricing · partial differential equations

  31. Error analysis of truncated expansion solutions to high-dimensional parabolic PDEs

    Christoph Reisinger, Rasmus Wissmann · 2017 · advanced · options

    mathematical finance · numerical methods · option pricing · partial differential equations

  32. Error Propagation in Dynamic Programming: From Stochastic Control to American Option Pricing

    Andrea Della Vecchia, Damir Filipović · 2025 · advanced · options

    monte carlo simulation · numerical methods · option pricing · regression

  33. Error Propagation in Spectral Functionals of Shrinkage Covariance Estimators: Perturbation Bounds and Calibrated Inference

    Ahmad Koman · 2026 · advanced · statistics

    hypothesis testing · monte carlo simulation · statistical inference · statistics

  34. ESG and financial performance: Link intensity during the COVID-19 pandemic

    Batoul El Mawla, Jacques Igalens, Nassima Selmane · 2026 · intermediate · statistics

    esg · financial economics

  35. ESG as Priced Crash Insurance: State-Dependent Tail Risk and Deconfounding Evidence

    Jiayu Yi, Minxuan Hu, Wenxi Sun · 2026 · advanced · risk management

    causal inference · equity markets · esg · machine learning · tail risk

  36. ESG driven pairs algorithm for sustainable trading: Analysis from the Indian market

    Eeshaan Dutta, Sarthak Diwan, Siddhartha P. Chakrabarty · 2024 · intermediate · quantitative trading

    algorithmic trading · backtesting · esg · pairs trading · sustainable investing

  37. ESG In Corporate Filings: An AI Perspective

    Irene Aldridge, Payton Martin · 2022 · intermediate · machine learning

    esg · machine learning · regression

  38. ESG Reputation Risk Matters: An Event Study Based on Social Media Data

    Maxime L. D. Nicolas, Adrien Desroziers, Fabio Caccioli · 2023 · intermediate · statistics

    esg · statistical inference

  39. ESG Risk: Lessons Learned from Utility Theory

    Sebastian Geissel, Christoph Knochenhauer · 2025 · advanced · risk management

    esg · portfolio management · portfolio optimization · risk management

  40. ESG Signaling on Wall Street in the AI Era

    Qionghua Chu · 2025 · intermediate · other

    capital structure · esg · regression

  41. ESG Thematic Bonds in Emerging Markets: Risk, Uncertainty, and Ambiguity

    Nebojsa Dimic, Vanja Piljak, Laurens A. P. Swinkels · 2025 · intermediate · fixed income

    esg · fixed income · sustainable investing

  42. ESG-valued discrete option pricing in complete markets

    Yuan Hu, W. Brent Lindquist, Svetlozar T. Rachev · 2022 · intermediate · options

    asset pricing · derivatives · esg · option pricing

  43. ESG-Valued Portfolio Optimization and Dynamic Asset Pricing

    Davide Lauria, W. Brent Lindquist, Stefan Mittnik · 2022 · advanced · portfolio management

    asset pricing · esg · option pricing · portfolio optimization

  44. Essays on corporate finance : Insights on aspects of the general business environment

    Verplancke, Frederik · 2021 · intermediate · other

    corporate finance

  45. Essays on financial stability and regulation

    Mathilde Dufouleur · 2025 · advanced · risk management

    credit risk · financial stability

  46. Essays on Household Financial Decision-Making

    Castagno, Elisa · 2025 · intermediate · other

    pensions

  47. Essays on incentive contract and corporate finance

    Yu, Zeng · 2024 · advanced · risk management

    banking · systemic risk

  48. Estimating a Density Ratio Model for Stock Market Risk and Option Demand

    Dalderop, J., Linton, O. B. · 2024 · advanced · statistics

    option pricing · statistical inference

  49. Estimating Ambiguity Aversion in a Portfolio Choice Experiment

    Kariv, Shachar, Choi, Syngjoo, Gale, Douglas · 2009 · intermediate · portfolio management

    behavioral economics

  50. Estimating and Forecasting Generalized Fractional Long Memory Stochastic Volatility Models

    Peiris, S., Asai, M., McAleer, M.J. · 2016 · advanced · time series

    monte carlo simulation · statistical inference · time series · volatility forecasting