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 2021-06-01 to 2025-06-01.)
ArticleCitations
Law-Invariant Functionals that Collapse to the Mean: Beyond Convexity13
Capital risk, fiscal policy, and the distribution of wealth12
Peer effect and dynamic ALM games among insurers10
Mean-field ranking games with diffusion control8
Age-dependent robust strategic asset allocation with inflation–deflation hedging demand8
Energy transition under scenario uncertainty: a mean-field game of stopping with common noise7
Traditional and digital currencies in over-the-counter markets7
Black–Litterman asset allocation under hidden truncation distribution6
Optimal portfolios in the presence of stress scenarios A worst-case approach6
A note on ambiguity-adjusted asset pricing6
Non-concave portfolio optimization with average value-at-risk5
Optimal collective investment: an analysis of individual welfare5
Robust utility maximization with nonlinear continuous semimartingales5
Pathwise superhedging under proportional transaction costs5
An elementary proof of the dual representation of Expected Shortfall5
A robust consumption model when the intensity of technological progress is ambiguous4
A pricing formula for delayed claims: appreciating the past to value the future4
Robust long-term growth rate of expected utility for leveraged ETFs3
Optimal finite horizon contract with limited commitment3
Consumption-investment decisions with endogenous reference point and drawdown constraint3
Dynamic Cournot-Nash equilibrium: the non-potential case3
Optimal insurance design under belief-dependent utility and ambiguity3
Characterization of transport optimizers via graphs and applications to Stackelberg–Cournot–Nash equilibria3
Optimal investment and reinsurance strategies for an insurer with regime-switching3
An optimal advertising model with carryover effect and mean field terms3
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