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 2021-06-01 to 2025-06-01.)

Article	Citations
Law-Invariant Functionals that Collapse to the Mean: Beyond Convexity	13
Capital risk, fiscal policy, and the distribution of wealth	12
Peer effect and dynamic ALM games among insurers	10
Mean-field ranking games with diffusion control	8
Age-dependent robust strategic asset allocation with inflation–deflation hedging demand	8
Traditional and digital currencies in over-the-counter markets	7
Energy transition under scenario uncertainty: a mean-field game of stopping with common noise	7
Optimal portfolios in the presence of stress scenarios A worst-case approach	6
A note on ambiguity-adjusted asset pricing	6
Black–Litterman asset allocation under hidden truncation distribution	6
Non-concave portfolio optimization with average value-at-risk	5
Optimal collective investment: an analysis of individual welfare	5
Robust utility maximization with nonlinear continuous semimartingales	5
Pathwise superhedging under proportional transaction costs	5
An elementary proof of the dual representation of Expected Shortfall	5
A robust consumption model when the intensity of technological progress is ambiguous	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
Optimal insurance design under belief-dependent utility and ambiguity	3
Characterization of transport optimizers via graphs and applications to Stackelberg–Cournot–Nash equilibria	3
Optimal investment and reinsurance strategies for an insurer with regime-switching	3
An optimal advertising model with carryover effect and mean field terms	3
Robust long-term growth rate of expected utility for leveraged ETFs	3
Optimal finite horizon contract with limited commitment	3

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
Foreword to the special issue on “mean-field models and their economic and financial applications”	2
Investment timing and capacity choice in duopolistic competition under a jump-diffusion model	2
Nash equilibria for relative investors with (non)linear price impact	2
Robust utility maximization under model uncertainty via a penalization approach	2
On the functional equivalence of two perfectly competitive economies with negative exponential utility and linear utility with a quadratic holding cost	2
Moral hazard with excess returns	2
Portfolio time consistency and utility weighted discount rates	1
On conditional distortion risk measures under uncertainty	1
Contagion risks and security investment in directed networks	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
An optimal portfolio and consumption problem with a benchmark and partial information	1
The implications of tax loss carryforwards on investment policy	1
Convergence rates of large-time sensitivities with the Hansen–Scheinkman decomposition	1
Price impact equilibrium with transaction costs and TWAP trading	1
A two-player portfolio tracking game	1
Optimization of regional economic industrial structure based on fuzzy k-means algorithm	1
Systemic cascades on inhomogeneous random financial networks	1
Insider trading in discrete time Kyle games	1
Informational efficiency and welfare	1
Fire sales, default cascades and complex financial networks	1
Hunting for superstars	1