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 2021-05-01 to 2025-05-01.)

Article	Citations
Law-Invariant Functionals that Collapse to the Mean: Beyond Convexity	13
Age-dependent robust strategic asset allocation with inflation–deflation hedging demand	11
Capital risk, fiscal policy, and the distribution of wealth	10
Energy transition under scenario uncertainty: a mean-field game of stopping with common noise	8
Peer effect and dynamic ALM games among insurers	8
Mean-field ranking games with diffusion control	7
Traditional and digital currencies in over-the-counter markets	7
Robust utility maximization with nonlinear continuous semimartingales	6
Pathwise superhedging under proportional transaction costs	6
Optimal portfolios in the presence of stress scenarios A worst-case approach	6
A robust consumption model when the intensity of technological progress is ambiguous	5
Optimal collective investment: an analysis of individual welfare	5
A pricing formula for delayed claims: appreciating the past to value the future	5
Non-concave portfolio optimization with average value-at-risk	5
An elementary proof of the dual representation of Expected Shortfall	5
Characterization of transport optimizers via graphs and applications to Stackelberg–Cournot–Nash equilibria	4
Consumption-investment decisions with endogenous reference point and drawdown constraint	4
Robust long-term growth rate of expected utility for leveraged ETFs	3
Dynamic Cournot-Nash equilibrium: the non-potential case	3
Optimal investment and reinsurance strategies for an insurer with regime-switching	3
Optimal insurance design under belief-dependent utility and ambiguity	3
An optimal advertising model with carryover effect and mean field terms	3
Optimal finite horizon contract with limited commitment	3
Robust utility maximization under model uncertainty via a penalization approach	2
Moral hazard with excess returns	2

The implications of tax loss carryforwards on investment policy	2
Investment timing and capacity choice in duopolistic competition under a jump-diffusion model	2
A stochastic control approach to public debt management	2
Systemic cascades on inhomogeneous random financial networks	2
Foreword to the special issue on “mean-field models and their economic and financial applications”	2
Valuation of vulnerable options with stochastic corporate liabilities in a mixed fractional Brownian motion environment	2
Nash equilibria for relative investors with (non)linear price impact	2
On the functional equivalence of two perfectly competitive economies with negative exponential utility and linear utility with a quadratic holding cost	2
Convergence rates of large-time sensitivities with the Hansen–Scheinkman decomposition	1
Portfolio time consistency and utility weighted discount rates	1
Is Kyle’s equilibrium model stable?	1
Fire sales, default cascades and complex financial networks	1
A note on persistent private information	1
Insider trading in discrete time Kyle games	1
Supermartingale deflators in the absence of a numéraire	1
Informational efficiency and welfare	1
Optimization of regional economic industrial structure based on fuzzy k-means algorithm	1
A two-player portfolio tracking game	1
An optimal portfolio and consumption problem with a benchmark and partial information	1
Contagion risks and security investment in directed networks	1
Price impact equilibrium with transaction costs and TWAP trading	1
Semi-analytical solution for consumption and investment problem under quadratic security market model with inflation risk	1
Hunting for superstars	1