OOIR: Observatory of International Research

Papers

(The H4-Index of Mathematical Finance is 15. 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 2020-03-01 to 2024-03-01.)

Article	Citations
Continuous‐time mean–variance portfolio selection: A reinforcement learning framework	55
Network valuation in financial systems	53
Distress and default contagion in financial networks	32
Equilibrium concepts for time‐inconsistent stopping problems in continuous time	21
No‐arbitrage implies power‐law market impact and rough volatility	21
Consistent estimation for fractional stochastic volatility model under high‐frequency asymptotics	20
Recent advances in reinforcement learning in finance	18
The Alpha‐Heston stochastic volatility model	17
Mean–field moral hazard for optimal energy demand response management	17
Optimal make–take fees for market making regulation	17
Static and semistatic hedging as contrarian or conformist bets	17
Self‐similarity in long‐horizon returns	17
Sharing the value‐at‐risk under distributional ambiguity	16
Risk functionals with convex level sets	15
Optimal stopping under model ambiguity: A time‐consistent equilibrium approach	15