OOIR: Observatory of International Research

Papers

(The median citation count of Mathematics and Financial Economics is 1. 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 2021-11-01 to 2025-11-01.)

Article	Citations
Long time behavior of optimal liquidation problems with semimartingale strategies and external flows	15
Capital risk, fiscal policy, and the distribution of wealth	12
Peer effect and dynamic ALM games among insurers	10
Age-dependent robust strategic asset allocation with inflation–deflation hedging demand	10
Law-Invariant Functionals that Collapse to the Mean: Beyond Convexity	8
Energy transition under scenario uncertainty: a mean-field game of stopping with common noise	7
The (Non-)equivalence of dividends and share buybacks	7
Traditional and digital currencies in over-the-counter markets	6
Mean-field ranking games with diffusion control	6
Black–Litterman asset allocation under hidden truncation distribution	5
A note on ambiguity-adjusted asset pricing	5
The $$L^2$$ gradient flow of the Bass functional in martingale optimal transport	4
Non-concave portfolio optimization with average value-at-risk	4
A pricing formula for delayed claims: appreciating the past to value the future	4
Pathwise superhedging under proportional transaction costs	4
Optimal collective investment: an analysis of individual welfare	4
Robust utility maximization with nonlinear continuous semimartingales	4
A robust consumption model when the intensity of technological progress is ambiguous	3
Robust long-term growth rate of expected utility for leveraged ETFs	3
Asset pricing with consumption-dividend cointegration	3
Consumption-investment decisions with endogenous reference point and drawdown constraint	3
Characterization of transport optimizers via graphs and applications to Stackelberg–Cournot–Nash equilibria	3
An elementary proof of the dual representation of Expected Shortfall	3
Max- and min-stability under first-order stochastic dominance	3
Dynamic Cournot-Nash equilibrium: the non-potential case	3

An optimal advertising model with carryover effect and mean field terms	2
Optimal insurance design under belief-dependent utility and ambiguity	2
Valuation of vulnerable options with stochastic corporate liabilities in a mixed fractional Brownian motion environment	2
A stochastic control approach to public debt management	2
Moral hazard with excess returns	2
Optimal investment and reinsurance strategies for an insurer with regime-switching	2
Alpha-robust investment-reinsurance strategy for a mean-variance insurer under a defaultable market	2
Collective completeness and pricing hedging duality	2
The design of optimal re-insurance contracts when losses are clustered	2
Foreword to the special issue on “mean-field models and their economic and financial applications”	2
On the functional equivalence of two perfectly competitive economies with negative exponential utility and linear utility with a quadratic holding cost	2
Nash equilibria for relative investors with (non)linear price impact	2
The implications of tax loss carryforwards on investment policy	2
Informational efficiency and welfare	1
Contagion risks and security investment in directed networks	1
The Geometry of Financial Institutions -Wasserstein Clustering of Financial Data	1
Dynamic optimal adjustment policies of hybrid pension plans under habitual persistence	1
A two-player portfolio tracking game	1
Systemic cascades on inhomogeneous random financial networks	1
Insider trading in discrete time Kyle games	1
Is Kyle’s equilibrium model stable?	1
An optimal portfolio and consumption problem with a benchmark and partial information	1
On conditional distortion risk measures under uncertainty	1
Portfolio time consistency and utility weighted discount rates	1