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Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 4201–4250; page 85 of 188.

  1. How does liquidity shape the yield curve?

    Victor Le Coz, Iacopo Mastromatteo, Michael Benzaquen · 2024 · advanced · fixed income

    fixed income · interest rates · liquidity · market microstructure

  2. How Does Long-Term Finance Affect Economic Volatility?

    Demirgüç-Kunt, A., Horváth, Bálint, Huizinga, Harry · 2016 · advanced · other

    financial economics

  3. How does relationship banking influence credit financing? Evidence from the financial crisis

    Christa Hainz, Manuel Wiegand · 2013 · intermediate · risk management

    banking · credit markets

  4. How Does the Level of Market Liquidity Impact the Prevalence of Herding in European Equity Markets?

    Barrow, Daisy · 2025 · intermediate · statistics

    equity markets · liquidity · panel data

  5. How does the market react to your order flow?

    Bence Toth, Zoltan Eisler, Fabrizio Lillo · 2012 · advanced · quantitative trading

    liquidity · market microstructure

  6. How Domestic is the Fama and French Three-Factor Model? An Application to the Euro Area

    Moerman, G.A. · 2005 · intermediate · statistics

    asset pricing · equity markets

  7. How Duration Between Trades of Underlying Securities Affects Option Prices

    Álvaro Cartea, Thilo Meyer‐Brandis · 2009 · advanced · options

    model calibration · option pricing · stochastic processes

  8. How easy is it for investment managers to deploy their talent in green and brown stocks?

    David Ardia, Keven Bluteau, Thien Duy Tran · 2022 · intermediate · portfolio management

    climate finance · sustainable investing

  9. How ETFs Amplify the Global Financial Cycle in Emerging Markets

    Eduardo Levy Yeyati · 2019 · intermediate · statistics

    equity markets · exchange traded funds · mutual funds

  10. How Fast Do Signatures Learn? Statistical Theory and Applications for Path Regression

    Blanka Horvath, Wen Su, Wu Su · 2026 · advanced · machine learning

    machine learning · regression · statistics

  11. How FinTech affects financial sustainability: Evidence from Chinese commercial banks using a three-stage network DEA-Malmquist model

    Yudi Yang, Fan Yang, Xiajie Yi · 2025 · intermediate · risk management

    banking

  12. How Heterogeneous Beliefs Trigger Financial Crises

    Florian Schuster, Marco Wysietzki, Jonas Zdrzalek · 2023 · advanced · risk management

    economic policy · financial economics · systemic risk

  13. How Important are Financial Frictions in the U.S. and Euro Area?

    Queijo, Virginia · 2005 · advanced · risk management

    bayesian statistics · credit markets · econometrics · financial economics · statistical inference

  14. How Index Trading Increases Market Vulnerability

    Rodney N. Sullivan, James Xiong · 2012 · intermediate · risk management

    equity markets · exchange traded funds · market risk · systemic risk

  15. How Likely is Contagion in Financial Networks?

    H Peyton Young, Paul Glasserman · 2013 · advanced · risk management

    banking · contagion · financial networks · systemic risk

  16. How low-cost AI universal approximators reshape market efficiency

    Paolo Barucca, Flaviano Morone · 2025 · advanced · quantitative trading

    financial economics · market efficiency

  17. How Market Ecology Explains Market Malfunction

    Maarten P. Scholl, Anisoara Calinescu, J. Doyne Farmer · 2020 · advanced · quantitative trading

    financial economics · market efficiency

  18. How markets slowly digest changes in supply and demand

    Jean-Philippe Bouchaud, J. Doyne Farmer, Fabrizio Lillo · 2008 · advanced · quantitative trading

    liquidity · market efficiency · market microstructure

  19. How Much and How Fast Do Investors Respond to Equity Premium Changes? Evidence from Wealth Taxation

    Andreas Fagereng, Luigi Guiso, Marius Ring · 2026 · intermediate · portfolio management

    asset pricing · equity markets

  20. How much does tax erode fund excess returns?

    Zhe Chen, David R. Gallagher, Graham Harman · 2019 · intermediate · portfolio management

    portfolio management

  21. How much is your Strangle worth? On the relative value of the $δ-$Symmetric Strangle under the Black-Scholes model

    Ben Boukai · 2020 · advanced · options

    option pricing

  22. How Much Must a Private Mempool Hide? Exact Leakage Thresholds for Sandwich Attacks

    Tingyi Lin, Jiazhuo Li, Ruoran Lai · 2026 · advanced · quantitative trading

    quantitative trading

  23. How Much of a 10-K Matters? Aggregation-Dependent Value of Full-Text versus Risk-Factor Sentiment

    Sanggyu Sean Choi · 2026 · intermediate · machine learning

    financial machine learning · machine learning · natural language processing · volatility forecasting

  24. How Much Should DC Savers Worry About Expected Returns? (Supplement)

    Matthew Rauseo, Liza Truax · 2017 · intermediate · portfolio management

    portfolio management

  25. How Non-Gaussian Shocks Affect Risk Premia in Non-Linear DSGE Models

    Martin M. Andreasen · 2010 · advanced · other

    asset pricing · garch

  26. How Portfolios Can Impact the Real Economy

    Lukasz Pomorski · 2023 · intermediate · other

    other

  27. How Safe are Central Counterparties in Credit Default Swap Markets?

    H Peyton Young, Mark Paddrik · 2019 · advanced · risk management

    contagion · credit derivatives · credit risk · financial networks

  28. How Safe are Central Counterparties in Derivatives Markets?

    H Peyton Young, Mark Paddrik · 2017 · advanced · risk management

    credit risk · derivatives · financial networks

  29. How Safe are European Safe Bonds? An Analysis from the Perspective of Modern Portfolio Credit Risk Models

    Rüdiger Frey, Kevin Kurt, Camilla Damian · 2020 · advanced · risk management

    credit risk · fixed income · market risk · securitization · stochastic processes

  30. How Should You Discount Your Backtest PnL?

    Adam Rej, Philip Seager, Jean-Philippe Bouchaud · 2019 · intermediate · statistics

    backtesting

  31. How socially sustainable multinational banks promote financial inclusion in developing countries

    Ubeda, Fernando, Mendez, Alvaro, Forcadell, Francisco Javier · 2024 · intermediate · risk management

    banking · esg

  32. How sustainable banking fosters the SDG 10 in weak institutional environments

    Úbeda, Fernando, Forcadell, Francisco Javier, Aracil, Elisa · 2022 · intermediate · other

    banking

  33. How the full opening of the capital account to highly liquid financial markets led Latin America to two and a half cycles of ‘mania, panic and crash’

    Palma, J. G. · 2012 · advanced · risk management

    financial economics · liquidity

  34. How the interpolation of life tables affects the decomposition of life insurance surplus

    Mintodê Nicodème Atchadé, Marcus C. Christiansen, Friedrich Hubalek · 2026 · intermediate · risk management

    insurance

  35. How to Adapt to Changing Markets: Experience and Personality in a Repeated Investment Game

    Hopfensitz, Astrid, Wranik, Tanja · 2009 · intermediate · portfolio management

    behavioral economics

  36. How to choose my stochastic volatility parameters? A review

    Fabien Le Floc'h · 2025 · advanced · options

    model calibration · option pricing

  37. How to create a financial crisis by trying to avoid one: the Brazilian 1999-financial collapse as "Macho-Monetarism" can't handle "Bubble Thy Neighbour" levels of inflows

    Palma, J.G. · 2013 · intermediate · risk management

    economic policy · financial economics · financial stability

  38. How to deal with the US financial crisis at no cost to the taxpayer

    Hillinger, Claude · 2008 · intermediate · risk management

    risk management

  39. How to Evaluate Trading Strategies: Single Agent Market Replay or Multiple Agent Interactive Simulation?

    Tucker Hybinette Balch, Mahmoud Mahfouz, Joshua Lockhart · 2019 · intermediate · quantitative trading

    quantitative trading

  40. How to grow an invoicing currency: micro evidence from Argentina

    Felipe Benguria, Dennis Novy · 2025 · intermediate · risk management

    banking · economic policy

  41. How to Identify and Forecast Bull and Bear Markets?

    Kole, H.J.W.G., van Dijk, D.J.C. · 2013 · advanced · time series

    econometrics

  42. How to lose money in derivatives: examples from hedge funds and bank trading departments

    Ziemba, Bill, Lleo, Sebastien · 2014 · intermediate · risk management

    derivatives · hedge funds

  43. How to regulate a financial market? The impact of the 1893-1898 regulatory reforms on the Paris Bourse

    Pierre-Cyrille Hautcoeur, Amir Rezaee, Angelo Riva · 2010 · intermediate · quantitative trading

    quantitative trading

  44. How to spot outliers: an Ensemble Anomaly Detection Framework

    Daniil Peysakhovich, Rafał Sieradzki · 2026 · advanced · risk management

    banking · credit derivatives · machine learning · model risk · risk management · statistics

  45. How to verify that a given process is a Lévy-Driven Ornstein-Uhlenbeck Process

    Ibrahim Abdelrazeq, Hardy Smith, Dinmukhammed Zhanbyrshy · 2025 · advanced · statistics

    hypothesis testing · statistical inference · stochastic processes

  46. How Would Hedge Fund Regulation Affect Investor Behavior? Implications for Systemic Risk

    Minamihashi, Naoaki, Wakamori, Naoki · 2014 · advanced · risk management

    econometrics · hedge funds · systemic risk

  47. HQNN-FSP: A Hybrid Classical-Quantum Neural Network for Regression-Based Financial Stock Market Prediction

    Prashant Kumar Choudhary, Nouhaila Innan, Muhammad Shafique · 2025 · advanced · machine learning

    financial machine learning · machine learning · neural networks · regression · time series

  48. Hubble: An LLM-Driven Agentic Framework for Safe, Diverse, and Reproducible Alpha Factor Discovery

    Runze Shi, Shengyu Yan, Yuecheng Cai · 2026 · advanced · machine learning

    backtesting · factor investing · large language models

  49. Hull and White and Alòs type formulas for barrier options in stochastic volatility models with nonzero correlation

    Frido Rolloos · 2022 · advanced · options

    derivatives · mathematical finance · option pricing · stochastic calculus · stochastic processes

  50. Human capital and international portfolio choice

    Julliard, Christian · 2004 · advanced · portfolio management

    portfolio optimization