OOIR: Observatory of International Research

Papers

(The TQCC of Finance and Stochastics is 4. The table below lists those papers that are above that threshold based on CrossRef citation counts [max. 250 papers]. The publications cover those that have been published in the past four years, i.e., from 2021-10-01 to 2025-10-01.)

Article	Citations
Risk-constrained portfolio choice under rank-dependent utility	22
Martingale Schrödinger bridges and optimal semistatic portfolios	21
The infinite-horizon investment–consumption problem for Epstein–Zin stochastic differential utility. I: Foundations	15
Speeding up the Euler scheme for killed diffusions	15
Optimal reinsurance via BSDEs in a partially observable model with jump clusters	11
Risk sharing under heterogeneous beliefs without convexity	10
Robust utility maximisation with intractable claims	9
Improved robust price bounds for multi-asset derivatives under market-implied dependence information	9
Deep neural network expressivity for optimal stopping problems	9
Fast and slow optimal trading with exogenous information	8
Optimal dividends under a drawdown constraint and a curious square-root rule	8
Optimal consumption with reference to past spending maximum	8
The law of one price in quadratic hedging and mean–variance portfolio selection	8
An Italian perspective on the development of financial mathematics from 1992 to 2008	8
Quadratic expansions in optimal investment with respect to perturbations of the semimartingale model	7
Editorial: 25th anniversary of Finance and Stochastics	6
Faking Brownian motion with continuous Markov martingales	6
Reducing Obizhaeva–Wang-type trade execution problems to LQ stochastic control problems	6
Mean field portfolio games	5
Strategies with minimal norm are optimal for expected utility maximisation under high model ambiguity	5
Speculative trading, prospect theory and transaction costs	5
Quasi-sure essential supremum and applications to finance	5
The influence of economic research on financial mathematics: Evidence from the last 25 years	5
Fundamental theorem of asset pricing with acceptable risk in markets with frictions	4
Polynomial approximation of discounted moments	4

Log-optimal and numéraire portfolios for market models stopped at a random time	4
Reinforcement learning and stochastic optimisation	4
On the role of skewness and kurtosis in tempered stable (CGMY) Lévy models in finance	4
Primal and dual optimal stopping with signatures	4
Hedging with physical or cash settlement under transient multiplicative price impact	4
Robustness of Hilbert space-valued stochastic volatility models	4
Continuous-time incentives in hierarchies	4