Mathematics and Financial Economics

Papers
(The TQCC of Mathematics and Financial Economics is 2. 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 2021-02-01 to 2025-02-01.)
ArticleCitations
The implications of tax loss carryforwards on investment policy18
A pricing formula for delayed claims: appreciating the past to value the future12
Semi-analytical solution for consumption and investment problem under quadratic security market model with inflation risk9
Utility maximization in a multidimensional semimartingale model with nonlinear wealth dynamics9
Are minimum variance portfolios in multi-factor models long in low-beta assets?7
On the value of a time-inconsistent mean-field zero-sum Dynkin game7
An elementary proof of the dual representation of Expected Shortfall6
Informational efficiency and welfare5
Irreversible reinsurance: minimization of capital injections in presence of a fixed cost5
Governmental incentives for green bonds investment5
Optimal design of bank regulation under aggregate risk5
Systemic cascades on inhomogeneous random financial networks5
Safety-first portfolio selection5
Peer effect and dynamic ALM games among insurers4
Insurance guaranty premiums and exchange options4
Caballero–Engel meet Lasry–Lions: A uniqueness result4
Capital risk, fiscal policy, and the distribution of wealth4
Convergence rates of large-time sensitivities with the Hansen–Scheinkman decomposition4
Optimization of regional economic industrial structure based on fuzzy k-means algorithm3
A robust consumption model when the intensity of technological progress is ambiguous3
Consumption-investment decisions with endogenous reference point and drawdown constraint3
A note on persistent private information2
A mean field model for the development of renewable capacities2
Price-mediated contagion with endogenous market liquidity2
Term structure modeling under volatility uncertainty2
On the market price of risk2
Age-dependent robust strategic asset allocation with inflation–deflation hedging demand2
Insider trading in discrete time Kyle games2
Characterization of transport optimizers via graphs and applications to Stackelberg–Cournot–Nash equilibria2
Diffusion bank networks and capital flows2
Law-Invariant Functionals that Collapse to the Mean: Beyond Convexity2
Hunting for superstars2
0.060631036758423