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 2021-04-01 to 2025-04-01.)
ArticleCitations
A pricing formula for delayed claims: appreciating the past to value the future14
On the value of a time-inconsistent mean-field zero-sum Dynkin game10
Governmental incentives for green bonds investment10
Semi-analytical solution for consumption and investment problem under quadratic security market model with inflation risk9
Optimal design of bank regulation under aggregate risk7
The implications of tax loss carryforwards on investment policy7
Informational efficiency and welfare7
An elementary proof of the dual representation of Expected Shortfall6
Irreversible reinsurance: minimization of capital injections in presence of a fixed cost6
Systemic cascades on inhomogeneous random financial networks6
Optimization of regional economic industrial structure based on fuzzy k-means algorithm5
Are minimum variance portfolios in multi-factor models long in low-beta assets?5
Consumption-investment decisions with endogenous reference point and drawdown constraint4
Price-mediated contagion with endogenous market liquidity4
Insider trading in discrete time Kyle games4
Convergence rates of large-time sensitivities with the Hansen–Scheinkman decomposition3
Age-dependent robust strategic asset allocation with inflation–deflation hedging demand3
Insurance guaranty premiums and exchange options3
A robust consumption model when the intensity of technological progress is ambiguous3
Peer effect and dynamic ALM games among insurers3
Term structure modeling under volatility uncertainty3
Capital risk, fiscal policy, and the distribution of wealth3
Caballero–Engel meet Lasry–Lions: A uniqueness result3
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