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 2021-08-01 to 2025-08-01.)
ArticleCitations
Long time behavior of optimal liquidation problems with semimartingale strategies and external flows15
Law-Invariant Functionals that Collapse to the Mean: Beyond Convexity12
Capital risk, fiscal policy, and the distribution of wealth10
Peer effect and dynamic ALM games among insurers9
The (Non-)equivalence of dividends and share buybacks8
Age-dependent robust strategic asset allocation with inflation–deflation hedging demand8
Optimal portfolios in the presence of stress scenarios A worst-case approach7
Energy transition under scenario uncertainty: a mean-field game of stopping with common noise7
Mean-field ranking games with diffusion control7
Traditional and digital currencies in over-the-counter markets6
A note on ambiguity-adjusted asset pricing6
Robust utility maximization with nonlinear continuous semimartingales5
Non-concave portfolio optimization with average value-at-risk5
Pathwise superhedging under proportional transaction costs5
Black–Litterman asset allocation under hidden truncation distribution5
Consumption-investment decisions with endogenous reference point and drawdown constraint4
An elementary proof of the dual representation of Expected Shortfall4
A robust consumption model when the intensity of technological progress is ambiguous4
Optimal collective investment: an analysis of individual welfare4
A pricing formula for delayed claims: appreciating the past to value the future4
Characterization of transport optimizers via graphs and applications to Stackelberg–Cournot–Nash equilibria3
Optimal finite horizon contract with limited commitment3
Dynamic Cournot-Nash equilibrium: the non-potential case3
Optimal insurance design under belief-dependent utility and ambiguity3
Optimal investment and reinsurance strategies for an insurer with regime-switching3
Robust long-term growth rate of expected utility for leveraged ETFs3
An optimal advertising model with carryover effect and mean field terms3
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