Mathematics and Financial Economics

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 2021-04-01 to 2025-04-01.)
ArticleCitations
A pricing formula for delayed claims: appreciating the past to value the future14
On the value of a time-inconsistent mean-field zero-sum Dynkin game10
Governmental incentives for green bonds investment10
Semi-analytical solution for consumption and investment problem under quadratic security market model with inflation risk9
The implications of tax loss carryforwards on investment policy7
Informational efficiency and welfare7
Optimal design of bank regulation under aggregate risk7
Irreversible reinsurance: minimization of capital injections in presence of a fixed cost6
Systemic cascades on inhomogeneous random financial networks6
An elementary proof of the dual representation of Expected Shortfall6
Are minimum variance portfolios in multi-factor models long in low-beta assets?5
Optimization of regional economic industrial structure based on fuzzy k-means algorithm5
Price-mediated contagion with endogenous market liquidity4
Insider trading in discrete time Kyle games4
Consumption-investment decisions with endogenous reference point and drawdown constraint4
Insurance guaranty premiums and exchange options3
A robust consumption model when the intensity of technological progress is ambiguous3
Peer effect and dynamic ALM games among insurers3
Term structure modeling under volatility uncertainty3
Capital risk, fiscal policy, and the distribution of wealth3
Caballero–Engel meet Lasry–Lions: A uniqueness result3
Convergence rates of large-time sensitivities with the Hansen–Scheinkman decomposition3
Age-dependent robust strategic asset allocation with inflation–deflation hedging demand3
A mean field model for the interactions between firms on the markets of their inputs2
The perturbation method applied to a robust optimization problem with constraint2
Hunting for superstars2
Contagion risks and security investment in directed networks2
Price formation and optimal trading in intraday electricity markets2
Law-Invariant Functionals that Collapse to the Mean: Beyond Convexity2
Energy transition under scenario uncertainty: a mean-field game of stopping with common noise2
Countercyclical unemployment benefits: a general equilibrium analysis of transition dynamics2
An optimal advertising model with carryover effect and mean field terms1
A note on persistent private information1
Optimal investment and reinsurance strategies for an insurer with regime-switching1
A mean field model for the development of renewable capacities1
Robust long-term growth rate of expected utility for leveraged ETFs1
Characterization of transport optimizers via graphs and applications to Stackelberg–Cournot–Nash equilibria1
Modelling the industrial production of electric and gas utilities through the $$CIR^3$$ model1
Mean-field ranking games with diffusion control1
Diffusion bank networks and capital flows1
Human capital and portfolio choice: borrowing constraint and reversible retirement1
Dynamic Cournot-Nash equilibrium: the non-potential case1
Information and dynamic trading with the Gambler’s fallacy1
Optimal finite horizon contract with limited commitment1
On intermediate marginals in martingale optimal transportation1
Robust utility maximizing strategies under model uncertainty and their convergence1
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