OOIR: Observatory of International Research

Papers

(The TQCC of Mathematical Finance is 6. 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 2022-06-01 to 2026-06-01.)

Article	Citations
Partial Information in a Mean‐Variance Portfolio Selection Game	169
Hedging of Fixing Exposure	46
Do investors gain by selling the tails of return distributions?	34
Long‐term risk with stochastic interest rates	34
Weak equilibria for time‐inconsistent control: With applications to investment‐withdrawal decisions	32
Relative Arbitrage Opportunities With Interactions Among N Investors	32
Joint calibration to SPX and VIX options with signature‐based models	25
Put–Call Parities, absence of arbitrage opportunities, and nonlinear pricing rules	21
Issue Information	20
	20
The Optimal Mean–Variance Selling Problem With Finite Horizon	19
A machine learning approach to portfolio pricing and risk management for high‐dimensional problems	18
A Leland model for delta hedging in central risk books	17
Robust distortion risk measures	15
Random Carbon Tax Policy and Investment Into Emission Abatement Technologies	15
Spanning Multi‐Asset Payoffs With ReLUs	14
Recent advances in reinforcement learning in finance	14
Continuous‐time stochastic gradient descent for optimizing over the stationary distribution of stochastic differential equations	14
Risk concentration and the mean‐expected shortfall criterion	12
Correction to “Neural Optimal Stopping Boundary”	11
Elicitability and Identifiability of Tail Risk Measures	11
Learning equilibrium mean‐variance strategy	11
Mean–variance hedging of contingent claims with random maturity	11
	10
Issue Information	10

Issue Information	9
Trading under the proof‐of‐stake protocol – A continuous‐time control approach	9
Algorithmic market making in dealer markets with hedging and market impact	8
Volatility Models in Practice: Rough, Path‐Dependent, or Markovian?	8
Equilibria of time‐inconsistent stopping for one‐dimensional diffusion processes	8
Issue Information	8
Consistent estimation for fractional stochastic volatility model under high‐frequency asymptotics	8
Issue Information	8
Deep empirical risk minimization in finance: Looking into the future	7
Dynamically Consistent Analysis of Realized Covariations in Term Structure Models	7
Optimal investment with correlated stochastic volatility factors	7
	7
Noncausal affine processes with applications to derivative pricing	7
Optimal Liquidation With Signals: The General Propagator Case	7
Issue Information	7
Clustering heterogeneous financial networks	6
Preference robust distortion risk measure and its application	6
Solving Stochastic Climate‐Economy Models: A Deep Least‐Squares Monte Carlo Approach	6
Never, Ever Getting Started: On Prospect Theory Without Commitment	6
Improving reinforcement learning algorithms: Towards optimal learning rate policies	6
Navigating Supply Shocks: Sector Resilience and Production Prices Through Stochastic Input–Output Modeling	6