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I have some writing experience, but I want to take my writing skills to the next level. I am particularly interested in writing quantitative finance papers for journals like Journal of Portfolio management, Journal of Asset Management, Quantitative Finance etc. A common tip you find in books on writing, like the Elements of Style by Strunk or Economical writing by McCloskey, is find someone in your field that writes well and find out how he did it.

Does anyone have papers that he or she can recommend?

Or, does anyone know a writer that in this field that really writes well.

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    $\begingroup$ Hi, i am not quite sure if the question is on topic here but I like it a lot and I think we should give it a chance! As for the question: Could you specify what audience you are writing for? In the academic literature, there is a quite standardized procedure about how to write things, at least structurally. If you write for a broader audience without experience in the field I suppose it is a lot trickier. $\endgroup$
    – vanguard2k
    Mar 30, 2015 at 14:23
  • $\begingroup$ Me neither, but I think it's interesting enough for our users ;) $\endgroup$
    – Bob Jansen
    Mar 30, 2015 at 15:08
  • $\begingroup$ I'm certainly going to watch this question! $\endgroup$
    – chollida
    Mar 30, 2015 at 17:09
  • $\begingroup$ @BobJansen: Could you make this community wiki? $\endgroup$
    – vonjd
    Mar 31, 2015 at 16:04
  • $\begingroup$ @vonjd I rather not, although I think it could be even under the new CW guidelines (which are unclear to me as ever). However, I rather have users collect some well deserved reputation here. That should stimulate answering the question and more importantly: more high reputation users leads to better community moderation. $\endgroup$
    – Bob Jansen
    Apr 2, 2015 at 8:30

2 Answers 2

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Journals that have a wider audience tend to have better written papers, such as Journal of Finance, Review of Financial Studies, or Journal of Financial Economics. Editors there try to ensure that papers are accessible to the wider less technical community.

In terms of quant authors, my vote goes to Dilip Madan, especially his papers in these journals. I also enjoy papers by Darrel Duffie. If you relax the requirements to less-quant Financial Economists, then I would include some classics by Shiller, Bates, Andy Lo, Ait Sahalia, Fama, Campbell, Longstaff.

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  • $\begingroup$ could you esplain WHY you chose these authors? $\endgroup$
    – vanguard2k
    Mar 31, 2015 at 12:34
  • $\begingroup$ Thank you for the tips. I'm also interested in why chose these authors! $\endgroup$
    – dikdirk
    Apr 2, 2015 at 8:17
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Try to check academic papers at www.quantpedia.com. Guys there are reviewing a lot of papers. Those papers which are selected and inserted must be usable by practitioners in real world. This assure that you will read academic papers of higher quality.

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  • $\begingroup$ A warm welcome to Quant.SE $\endgroup$
    – vonjd
    Apr 9, 2015 at 15:01

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