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 2021-08-01 to 2025-08-01.)

Article	Citations
Long time behavior of optimal liquidation problems with semimartingale strategies and external flows	15
Law-Invariant Functionals that Collapse to the Mean: Beyond Convexity	12
Capital risk, fiscal policy, and the distribution of wealth	10
Peer effect and dynamic ALM games among insurers	9
Age-dependent robust strategic asset allocation with inflation–deflation hedging demand	8
The (Non-)equivalence of dividends and share buybacks	8
Energy transition under scenario uncertainty: a mean-field game of stopping with common noise	7
Mean-field ranking games with diffusion control	7
Optimal portfolios in the presence of stress scenarios A worst-case approach	7
Traditional and digital currencies in over-the-counter markets	6
A note on ambiguity-adjusted asset pricing	6
Pathwise superhedging under proportional transaction costs	5
Black–Litterman asset allocation under hidden truncation distribution	5
Robust utility maximization with nonlinear continuous semimartingales	5
Non-concave portfolio optimization with average value-at-risk	5
Consumption-investment decisions with endogenous reference point and drawdown constraint	4
An elementary proof of the dual representation of Expected Shortfall	4
A robust consumption model when the intensity of technological progress is ambiguous	4
Optimal collective investment: an analysis of individual welfare	4
A pricing formula for delayed claims: appreciating the past to value the future	4
Characterization of transport optimizers via graphs and applications to Stackelberg–Cournot–Nash equilibria	3
Optimal finite horizon contract with limited commitment	3
Dynamic Cournot-Nash equilibrium: the non-potential case	3
Optimal insurance design under belief-dependent utility and ambiguity	3
Optimal investment and reinsurance strategies for an insurer with regime-switching	3

Robust long-term growth rate of expected utility for leveraged ETFs	3
An optimal advertising model with carryover effect and mean field terms	3
Collective completeness and pricing hedging duality	2
Investment timing and capacity choice in duopolistic competition under a jump-diffusion model	2
A stochastic control approach to public debt management	2
On the functional equivalence of two perfectly competitive economies with negative exponential utility and linear utility with a quadratic holding cost	2
Foreword to the special issue on “mean-field models and their economic and financial applications”	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
Robust utility maximization under model uncertainty via a penalization approach	2
Moral hazard with excess returns	2
On conditional distortion risk measures under uncertainty	1
Insider trading in discrete time Kyle games	1
Informational efficiency and welfare	1
A two-player portfolio tracking game	1
Fire sales, default cascades and complex financial networks	1
The implications of tax loss carryforwards on investment policy	1
The Geometry of Financial Institutions -Wasserstein Clustering of Financial Data	1
An optimal portfolio and consumption problem with a benchmark and partial information	1
Price impact equilibrium with transaction costs and TWAP trading	1
Contagion risks and security investment in directed networks	1
Systemic cascades on inhomogeneous random financial networks	1
Portfolio time consistency and utility weighted discount rates	1
Is Kyle’s equilibrium model stable?	1
Semi-analytical solution for consumption and investment problem under quadratic security market model with inflation risk	1