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Quant finance research papers
9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 4651–4700; page 94 of 188.
Invoice discounting using kelly criterion by automated market makers-like implementations
Peplluis R. Esteva, Alberto Ballesteros Rodríguez · 2023 · intermediate · quantitative trading
decentralized finance · liquidity · risk management
IQ from IP: simplifying search in portfolio choice
Chen, Huaizhi, Cohen, Lauren, Gurun, Umit · 2020 · intermediate · portfolio management
portfolio management
Irish Land Bonds: 1891-1938
Nathan Foley-Fisher, Eoin McLaughlin · 2013 · intermediate · fixed income
fixed income · liquidity
Irrational beliefs may drive the disposition effect : Evidence from financial professionals
Qiu, Jianying, Van De Kuilen, Gijs, Weitzel, Utz · 2025 · intermediate · other
behavioral finance
Is (Systematic) Value Investing Dead?
Ronen Israel, Kristoffer Laursen, Scott A. Richardson · 2021 · intermediate · portfolio management
equity valuation
Is a probabilistic modeling really useful in financial engineering?
Michel Fliess, Cédric Join, Frédéric Hatt · 2011 · advanced · time series
time series
Is All the Information in the Price? LLM Embeddings versus the EMH in Stock Clustering
Bingyang Wang, Grant Johnson, Maria Hybinette · 2025 · intermediate · portfolio management
large language models · natural language processing
Is an investor stolen their profits by mimic investors? Investigated by an agent-based model
Takanobu Mizuta, Isao Yagi · 2026 · intermediate · quantitative trading
quantitative trading
Is attention truly all we need? An empirical study of asset pricing in pretrained RNN sparse and global attention models
Shanyan Lai · 2025 · advanced · machine learning
asset pricing · deep learning · financial machine learning · machine learning · neural networks
Is bank debt special for the transmission of monetary policy? Evidence from the stock market
Filippo Ippolito, Ali K. Ozdagli, Ander Pérez Orive · 2013 · advanced · statistics
banking · equity markets
Is Causality Necessary for Efficient Portfolios? A Computational Perspective on Predictive Validity and Model Misspecification
Alejandro Rodriguez Dominguez · 2025 · advanced · portfolio management
causal identification · model calibration · portfolio optimization
Is customer satisfaction a relevant metric for financial analysts?
Paul-Valentin Ngobo, Jean-François Casta, Olivier J. Ramond · 2012 · intermediate · statistics
statistics
Is Deep Hedging Reinforcement Learning?
Frédéric Godin · 2026 · advanced · machine learning
monte carlo simulation · neural networks · reinforcement learning
Is ESG an Equity Factor or Just an Investment Guide?
André Breedt, Stefano Ciliberti, Stanislao Gualdi · 2019 · intermediate · portfolio management
equity markets · esg · factor investing · portfolio management · sustainable investing
Is Factor Momentum More than Stock Momentum?
CFM · 2020 · advanced · statistics
asset pricing · momentum
Is Firm-level Political Risk Priced in the Corporate Bond Market?
Luis Ceballos, Vanja Piljak, Laurens A. P. Swinkels · 2024 · intermediate · fixed income
credit markets · natural language processing
Is Investment-Cash Flow Sensitivity Caused by the Agency Costs or Asymmetric Information? Evidence from the UK
Pawlina, G., Renneboog, L.D.R. · 2005 · intermediate · other
corporate finance
Is Kyle's equilibrium model stable?
Umut Cetin, Kasper Larsen · 2023 · advanced · quantitative trading
market microstructure · mathematical finance
Is Liquidity Risk Priced in Partially Segmented Markets?
Langlois, Hugues, Chaieb, Ines, Errunza, Vihang R. · 2018 · advanced · portfolio management
asset pricing · financial economics · liquidity risk
Is Metaverse LAND a good investment? It depends on your unit of account!
Voraprapa Nakavachara, Kanis Saengchote · 2022 · intermediate · statistics
statistics
Is More Finance Better? Disentangling Intermediation and Size Effects of Financial Systems
Beck, T.H.L., Degryse, H.A., Kneer, E.C. · 2012 · intermediate · risk management
financial economics
Is normal backwardation normal? Valuing financial futures with a local index-rate covariance
Philippe Raimbourg, Paul Zimmermann · 2022 · advanced · derivatives
interest rates · mathematical finance · stochastic processes
Is Small Beautiful? Size Effects of Volatility Spillovers for Firm Performance and Exchange Rates in Tourism
Chang, C-L., Hsu, H-K., McAleer, M.J. · 2012 · advanced · time series
econometrics · foreign exchange · garch · time series
Is TabPFN the Silver Bullet for Insurance Pricing?
Bruno Deprez, Wouter Verbeke, Tim Verdonck · 2026 · intermediate · risk management
insurance · machine learning
Is the annualized compounded return of Medallion over 35%?
Shuxin Guo, Qiang Liu · 2024 · intermediate · portfolio management
portfolio management
Is the Bitcoin Rush Over?
Dominique Guegan, Marius Cristian Frunza · 2018 · intermediate · time series
cryptocurrencies · econometrics · financial economics · market efficiency · time series
Is the Depressive Effect of Renewables on Power Prices Contagious? A Cross Border Econometric Analysis
Sébastien Phan, Fabien Roques · 2015 · intermediate · time series
econometrics · garch · time series
Is the difference between deep hedging and delta hedging a statistical arbitrage?
Pascal François, Geneviève Gauthier, Frédéric Godin · 2024 · advanced · options
derivatives · reinforcement learning · statistical arbitrage
Is the diurnal pattern sufficient to explain the intraday variation in volatility? A nonparametric assessment
Kim Christensen, Ulrich Hounyo, Mark Podolskij · 2017 · advanced · time series
hypothesis testing · statistical inference
Is the European banking system more robust? An evaluation through the lens of the ECB's Comprehensive Assessment
Guillaume Arnould, Salim Dehmej · 2015 · advanced · risk management
banking · stress testing
Is the Event Study Methodology Useful for Merger Analysis? A Comparison of Stock Market and Accounting Data
Duso, Tomaso, Gugler, Klaus, Yurtoglu, Burcin B. · 2006 · intermediate · statistics
equity markets · mergers and acquisitions
Is the International Diversification Potential Diminishing? Foreign Equity Inside and Outside the US
Lewis, Karen K. · 2006 · intermediate · portfolio management
equity markets · financial economics
Is the medium the message? Social disclosure channels and firm risk
Andreas G. F. Hoepner, Blerita Korca, Frank Schiemann · 2026 · intermediate · risk management
risk management
Is there a difference in financing efficiency? Conventional banks versus ethical banks
Juan José Durán Herrera, María José García López, Carmen Avilés Palacios · 2016 · intermediate · risk management
banking · panel data
Is There a Relationship between Shareholder Protection and Stock Market Development?
Simon Deakin, Prabirjit Sarkar, Mathias Siems · 2017 · intermediate · other
causal inference · corporate governance · equity markets
Is There a Replication Crisis in Finance?
Theis Ingerslev Jensen · 2023 · advanced · statistics
asset pricing · bayesian statistics · statistical inference
Is There a Risk-Return Tradeoff in the Corporate Bond Market? Time-Series and Cross-Sectional Evidence
Jennie Bai, Turan G. Bali, Quan Wen · 2019 · advanced · fixed income
asset pricing · fixed income
Is there a trade-off between free capital mobility, financial stability and fiscal policy flexibility in the EMU?
Canale, Rosaria Rita, de Grauwe, Paul, Foresti, Pasquale · 2018 · intermediate · risk management
financial stability
Is there asymmetry in forward exchange rate bias? Multi-country evidence
Zhou, Su, Kutan, Ali M. · 2002 · intermediate · statistics
foreign exchange · hypothesis testing
Is There Hedge Fund Contagion?
Boyson, Nicole, Stahel, Christof, Stulz, Rene · 2008 · advanced · risk management
contagion · hedge funds · statistical inference · tail risk
Is Trend Still Your Friend?: A Microstructural Account of the Demise of Short-Term Trend-Following
Jutta G. Kurth, Zoltan Eisler, Adam Rej · 2026 · advanced · quantitative trading
high frequency trading · market microstructure · trend following
Is Volatility Rough ?
Masaaki Fukasawa, Tetsuya Takabatake, Rebecca Westphal · 2019 · advanced · time series
rough volatility · statistical inference · stochastic processes · time series
Is Your Equity Hedge Fund Portfolio Resilient Enough for Uncertain Times?
Michele L. Aghassi, Chris Doheny, Charles Fattouche · 2024 · intermediate · portfolio management
hedge funds
Islamic Finance Revisited: Conceptual and Analytical Issues from the Perspective of Conventional Economics
Sheng, A., Singh, A. · 2012 · intermediate · other
other
Isogeometric Analysis for the Pricing of Financial Derivatives with Nonlinear Models: Convertible Bonds and Options
Rakhymzhan Kazbek, Yogi Erlangga, Yerlan Amanbek · 2024 · advanced · options
convertible bonds · derivatives · numerical methods · option pricing · partial differential equations
Isotropic Correlation Models for the Cross-Section of Equity Returns
Graham L. Giller · 2024 · advanced · portfolio management
equity markets · portfolio management · portfolio optimization
Issuance Overpricing of China’s Corporate Debt Securities
Yi Ding, Wei Xiong, Jinfan Zhang · 2021 · intermediate · fixed income
credit markets · fixed income
It Pays to Set the Menu: Mutual Fund Investment Options in 401(k) Plans
Veronika Pool, Clemens Sialm, Irina Stefanescu · 2014 · intermediate · portfolio management
mutual funds
Itchy Feet vs Cool Heads: Flow of Funds in an Agent-based Financial Market
Jan Palczewsk, Klaus Reiner Schenk-Hoppé, Tongya Wang · 2015 · intermediate · portfolio management
financial economics · portfolio management
Iterative detection of global factors near the BBP phase transition
Andrés García-Medina · 2026 · advanced · statistics
statistics