Finance and Stochastics

Papers
(The H4-Index of Finance and Stochastics is 8. 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 2021-04-01 to 2025-04-01.)
ArticleCitations
Optimal insurance under maxmin expected utility16
The influence of economic research on financial mathematics: Evidence from the last 25 years15
Market-to-book ratio in stochastic portfolio theory14
Arbitrage problems with reflected geometric Brownian motion14
Thank you, Tomas!13
Speculative trading, prospect theory and transaction costs12
Asset pricing with dynamically inconsistent agents11
Dynamic mean–variance problem with frictions10
Scenario-based risk evaluation8
Convex ordering for stochastic Volterra equations and their Euler schemes8
Quasi-sure essential supremum and applications to finance8
0.03193187713623