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 2022-08-01 to 2026-08-01.)
ArticleCitations
Long time behavior of optimal liquidation problems with semimartingale strategies and external flows14
Capital risk, fiscal policy, and the distribution of wealth11
Age-dependent robust strategic asset allocation with inflation–deflation hedging demand10
Peer effect and dynamic ALM games among insurers9
Energy transition under scenario uncertainty: a mean-field game of stopping with common noise7
The (Non-)equivalence of dividends and share buybacks6
A note on ambiguity-adjusted asset pricing5
Mean-field ranking games with diffusion control5
Traditional and digital currencies in over-the-counter markets5
Black–Litterman asset allocation under hidden truncation distribution5
Pathwise superhedging under proportional transaction costs4
Optimal portfolio selection and early retirement with target wealth constraints4
Introduction to the special issue in honor of Professor Elyès Jouini4
Non-concave portfolio optimization with average value-at-risk4
A pricing formula for delayed claims: appreciating the past to value the future4
Robust utility maximization with nonlinear continuous semimartingales4
Comparative statics of trading boundary in finite-horizon portfolio selection problem with proportional transaction costs4
Optimal collective investment: an analysis of individual welfare4
The $$L^2$$ gradient flow of the Bass functional in martingale optimal transport3
Consumption-investment decisions with endogenous reference point and drawdown constraint3
Max- and min-stability under first-order stochastic dominance3
Asset pricing with consumption-dividend cointegration3
A capital and dividend problem for a general Lévy surplus process3
A robust consumption model when the intensity of technological progress is ambiguous3
An elementary proof of the dual representation of Expected Shortfall3
Optimal investment and reinsurance strategies for an insurer with regime-switching3
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