Mathematics and Financial Economics

Papers
(The H4-Index of Mathematics and Financial Economics 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 2021-02-01 to 2025-02-01.)
ArticleCitations
The implications of tax loss carryforwards on investment policy18
A pricing formula for delayed claims: appreciating the past to value the future12
Utility maximization in a multidimensional semimartingale model with nonlinear wealth dynamics9
Semi-analytical solution for consumption and investment problem under quadratic security market model with inflation risk9
On the value of a time-inconsistent mean-field zero-sum Dynkin game7
Are minimum variance portfolios in multi-factor models long in low-beta assets?7
An elementary proof of the dual representation of Expected Shortfall6
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