Mathematics and Financial Economics

Papers
(The TQCC of Mathematics and Financial Economics is 3. 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 2021-03-01 to 2025-03-01.)
ArticleCitations
Governmental incentives for green bonds investment18
On the value of a time-inconsistent mean-field zero-sum Dynkin game14
Semi-analytical solution for consumption and investment problem under quadratic security market model with inflation risk10
The implications of tax loss carryforwards on investment policy9
Optimal design of bank regulation under aggregate risk9
Informational efficiency and welfare7
Systemic cascades on inhomogeneous random financial networks6
A pricing formula for delayed claims: appreciating the past to value the future6
Optimization of regional economic industrial structure based on fuzzy k-means algorithm5
Irreversible reinsurance: minimization of capital injections in presence of a fixed cost5
Are minimum variance portfolios in multi-factor models long in low-beta assets?5
An elementary proof of the dual representation of Expected Shortfall5
Utility maximization in a multidimensional semimartingale model with nonlinear wealth dynamics5
Term structure modeling under volatility uncertainty4
Insurance guaranty premiums and exchange options4
Convergence rates of large-time sensitivities with the Hansen–Scheinkman decomposition4
Insider trading in discrete time Kyle games3
A robust consumption model when the intensity of technological progress is ambiguous3
Hunting for superstars3
Capital risk, fiscal policy, and the distribution of wealth3
Caballero–Engel meet Lasry–Lions: A uniqueness result3
Peer effect and dynamic ALM games among insurers3
Law-Invariant Functionals that Collapse to the Mean: Beyond Convexity3
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