OOIR: Observatory of International Research

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 2021-12-01 to 2025-12-01.)

Article	Citations
Long time behavior of optimal liquidation problems with semimartingale strategies and external flows	16
Capital risk, fiscal policy, and the distribution of wealth	12
Age-dependent robust strategic asset allocation with inflation–deflation hedging demand	10
Peer effect and dynamic ALM games among insurers	10
Law-Invariant Functionals that Collapse to the Mean: Beyond Convexity	8
Mean-field ranking games with diffusion control	7
The (Non-)equivalence of dividends and share buybacks	7
Black–Litterman asset allocation under hidden truncation distribution	6
Energy transition under scenario uncertainty: a mean-field game of stopping with common noise	6
Traditional and digital currencies in over-the-counter markets	5
A note on ambiguity-adjusted asset pricing	5
Pathwise superhedging under proportional transaction costs	4
Asset pricing with consumption-dividend cointegration	4
Optimal collective investment: an analysis of individual welfare	4
Robust utility maximization with nonlinear continuous semimartingales	4
The $$L^2$$ gradient flow of the Bass functional in martingale optimal transport	4
Non-concave portfolio optimization with average value-at-risk	4
An elementary proof of the dual representation of Expected Shortfall	4
A pricing formula for delayed claims: appreciating the past to value the future	4
Consumption-investment decisions with endogenous reference point and drawdown constraint	3
Dynamic Cournot-Nash equilibrium: the non-potential case	3
A robust consumption model when the intensity of technological progress is ambiguous	3
A capital and dividend problem for a general Lévy surplus process	3
Max- and min-stability under first-order stochastic dominance	3
Optimal investment and reinsurance strategies for an insurer with regime-switching	2

Optimal insurance design under belief-dependent utility and ambiguity	2
On the functional equivalence of two perfectly competitive economies with negative exponential utility and linear utility with a quadratic holding cost	2
Collective completeness and pricing hedging duality	2
Robust long-term growth rate of expected utility for leveraged ETFs	2
An optimal advertising model with carryover effect and mean field terms	2
Valuation of vulnerable options with stochastic corporate liabilities in a mixed fractional Brownian motion environment	2
Nash equilibria for relative investors with (non)linear price impact	2
The design of optimal re-insurance contracts when losses are clustered	2
Characterization of transport optimizers via graphs and applications to Stackelberg–Cournot–Nash equilibria	2
Foreword to the special issue on “mean-field models and their economic and financial applications”	2
Alpha-robust investment-reinsurance strategy for a mean-variance insurer under a defaultable market	2
A stochastic control approach to public debt management	2
Moral hazard with excess returns	2