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 2021-11-01 to 2025-11-01.)
ArticleCitations
Long time behavior of optimal liquidation problems with semimartingale strategies and external flows15
Capital risk, fiscal policy, and the distribution of wealth12
Age-dependent robust strategic asset allocation with inflation–deflation hedging demand10
Peer effect and dynamic ALM games among insurers10
Law-Invariant Functionals that Collapse to the Mean: Beyond Convexity8
The (Non-)equivalence of dividends and share buybacks7
Energy transition under scenario uncertainty: a mean-field game of stopping with common noise7
Traditional and digital currencies in over-the-counter markets6
Mean-field ranking games with diffusion control6
Black–Litterman asset allocation under hidden truncation distribution5
A note on ambiguity-adjusted asset pricing5
Optimal collective investment: an analysis of individual welfare4
Robust utility maximization with nonlinear continuous semimartingales4
The $$L^2$$ gradient flow of the Bass functional in martingale optimal transport4
Non-concave portfolio optimization with average value-at-risk4
A pricing formula for delayed claims: appreciating the past to value the future4
Pathwise superhedging under proportional transaction costs4
An elementary proof of the dual representation of Expected Shortfall3
Max- and min-stability under first-order stochastic dominance3
Dynamic Cournot-Nash equilibrium: the non-potential case3
A robust consumption model when the intensity of technological progress is ambiguous3
Robust long-term growth rate of expected utility for leveraged ETFs3
Asset pricing with consumption-dividend cointegration3
Consumption-investment decisions with endogenous reference point and drawdown constraint3
Characterization of transport optimizers via graphs and applications to Stackelberg–Cournot–Nash equilibria3
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