OOIR: Observatory of International Research

Papers

(The median citation count of Mathematics and Financial Economics is 1. 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 2022-08-01 to 2026-08-01.)

Article	Citations
Long time behavior of optimal liquidation problems with semimartingale strategies and external flows	14
Capital risk, fiscal policy, and the distribution of wealth	11
Age-dependent robust strategic asset allocation with inflation–deflation hedging demand	10
Peer effect and dynamic ALM games among insurers	9
Energy transition under scenario uncertainty: a mean-field game of stopping with common noise	7
The (Non-)equivalence of dividends and share buybacks	6
Traditional and digital currencies in over-the-counter markets	5
Black–Litterman asset allocation under hidden truncation distribution	5
A note on ambiguity-adjusted asset pricing	5
Mean-field ranking games with diffusion control	5
Non-concave portfolio optimization with average value-at-risk	4
A pricing formula for delayed claims: appreciating the past to value the future	4
Robust utility maximization with nonlinear continuous semimartingales	4
Comparative statics of trading boundary in finite-horizon portfolio selection problem with proportional transaction costs	4
Optimal collective investment: an analysis of individual welfare	4
Pathwise superhedging under proportional transaction costs	4
Optimal portfolio selection and early retirement with target wealth constraints	4
Introduction to the special issue in honor of Professor Elyès Jouini	4
A robust consumption model when the intensity of technological progress is ambiguous	3
An elementary proof of the dual representation of Expected Shortfall	3
Optimal investment and reinsurance strategies for an insurer with regime-switching	3
The $$L^2$$ gradient flow of the Bass functional in martingale optimal transport	3
Consumption-investment decisions with endogenous reference point and drawdown constraint	3
Max- and min-stability under first-order stochastic dominance	3
Asset pricing with consumption-dividend cointegration	3

A capital and dividend problem for a general Lévy surplus process	3
Robust long-term growth rate of expected utility for leveraged ETFs	2
Foreword to the special issue on “mean-field models and their economic and financial applications”	2
Alpha-robust investment-reinsurance strategy for a mean-variance insurer under a defaultable market	2
Characterization of transport optimizers via graphs and applications to Stackelberg–Cournot–Nash equilibria	2
Stochastic analysis of overlapping generations models under incomplete markets	2
Strategic informed trading and the value of private information	2
Dynamic Cournot-Nash equilibrium: the non-potential case	2
An optimal advertising model with carryover effect and mean field terms	2
Optimal insurance design under belief-dependent utility and ambiguity	2
Asset pricing: a new approach for a family of problems	2
On conditional distortion risk measures under uncertainty	1
An optimal portfolio and consumption problem with a benchmark and partial information	1
Portfolio time consistency and utility weighted discount rates	1
Contagion risks and security investment in directed networks	1
The design of optimal re-insurance contracts when losses are clustered	1
Valuation of vulnerable options with stochastic corporate liabilities in a mixed fractional Brownian motion environment	1
Systemic cascades on inhomogeneous random financial networks	1
Terminal perturbation for McKean-Vlasov BSDE with regime switching and application to finance	1
Is Kyle’s equilibrium model stable?	1
Insider trading in discrete time Kyle games	1
The Geometry of Financial Institutions -Wasserstein Clustering of Financial Data	1
Adaptive-Robust Portfolio Optimisation	1
On the functional equivalence of two perfectly competitive economies with negative exponential utility and linear utility with a quadratic holding cost	1
Collective completeness and pricing hedging duality	1
The Bismut-Elworthy-Li formula for semi-linear distribution-dependent SDEs driven by fractional Brownian motion and its applications in hedging strategy	1
Range value at risk under model uncertainty	1
Fare Game: A Mean Field Model of Stochastic Intensity Control in Dynamic Ticket Pricing	1
Nash equilibria for relative investors with (non)linear price impact	1
A stochastic control approach to public debt management	1
Moral hazard with excess returns	1