OOIR: Observatory of International Research

Papers

(The median citation count of Mathematics and Financial Economics is 0. 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 2021-09-01 to 2025-09-01.)

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
Peer effect and dynamic ALM games among insurers	10
Capital risk, fiscal policy, and the distribution of wealth	10
Age-dependent robust strategic asset allocation with inflation–deflation hedging demand	9
Mean-field ranking games with diffusion control	8
Energy transition under scenario uncertainty: a mean-field game of stopping with common noise	8
A note on ambiguity-adjusted asset pricing	7
The (Non-)equivalence of dividends and share buybacks	7
Black–Litterman asset allocation under hidden truncation distribution	6
Robust utility maximization with nonlinear continuous semimartingales	5
Traditional and digital currencies in over-the-counter markets	5
Pathwise superhedging under proportional transaction costs	5
An elementary proof of the dual representation of Expected Shortfall	4
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
Optimal collective investment: an analysis of individual welfare	4
Optimal investment and reinsurance strategies for an insurer with regime-switching	3
Max- and min-stability under first-order stochastic dominance	3
Robust long-term growth rate of expected utility for leveraged ETFs	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
A robust consumption model when the intensity of technological progress is ambiguous	3
An optimal advertising model with carryover effect and mean field terms	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
Dynamic Cournot-Nash equilibrium: the non-potential case	2
Optimal finite horizon contract with limited commitment	2
Nash equilibria for relative investors with (non)linear price impact	2
Collective completeness and pricing hedging duality	2
Foreword to the special issue on “mean-field models and their economic and financial applications”	2
Optimal insurance design under belief-dependent utility and ambiguity	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
Is Kyle’s equilibrium model stable?	1
Portfolio time consistency and utility weighted discount rates	1
On conditional distortion risk measures under uncertainty	1
Insider trading in discrete time Kyle games	1
An optimal portfolio and consumption problem with a benchmark and partial information	1
A two-player portfolio tracking game	1
The implications of tax loss carryforwards on investment policy	1
The Geometry of Financial Institutions -Wasserstein Clustering of Financial Data	1
Price impact equilibrium with transaction costs and TWAP trading	1
Dynamic optimal adjustment policies of hybrid pension plans under habitual persistence	1
Systemic cascades on inhomogeneous random financial networks	1
Contagion risks and security investment in directed networks	1
Multivariate tempered stable additive subordination for financial models	0
Resolving a clearing member’s default a Radner equilibrium approach	0
Behavioral robust mean-variance portfolio selection with an intractable claim	0
Price formation and optimal trading in intraday electricity markets	0
Credit guarantee, and risk contagion in guarantee networks: A supply chain perspective	0
Countercyclical unemployment benefits: a general equilibrium analysis of transition dynamics	0
A mean field model for the interactions between firms on the markets of their inputs	0
Term structure modeling under volatility uncertainty	0
On the value of a time-inconsistent mean-field zero-sum Dynkin game	0
The perturbation method applied to a robust optimization problem with constraint	0
Optimal design of bank regulation under aggregate risk	0
Mean field games with unbounded controlled common noise in portfolio management with relative performance criteria	0
A dynamical model for real economy and finance	0
Opinion dynamics in communities with major influencers and implicit social influence via mean-field approximation	0
Hunting for superstars	0
Fire sales, default cascades and complex financial networks	0
Informational efficiency and welfare	0
Optimal investment and reinsurance under exponential forward preferences	0
A mean field game approach to relative investment–consumption games with habit formation	0
A mean field model for the development of renewable capacities	0
Set-valued star-shaped risk measures	0
Learning about latent dynamic trading demand $$^*$$	0
Irreversible reinsurance: minimization of capital injections in presence of a fixed cost	0
Human capital and portfolio choice: borrowing constraint and reversible retirement	0
Caballero–Engel meet Lasry–Lions: A uniqueness result	0
Robust non-zero-sum stochastic differential game of two insurers with common shock and CDS transaction	0
Many-insurer robust games of reinsurance and investment under model uncertainty in incomplete markets	0
Dynamic debt issuance with jumps	0

Climate change adaptation under heterogeneous beliefs	0
A note on persistent private information	0
Optimization of regional economic industrial structure based on fuzzy k-means algorithm	0
A fractional Hawkes process for illiquidity modeling	0
Optimal bubble riding with price-dependent entry: a mean field game of controls with common noise	0
Modelling the industrial production of electric and gas utilities through the $$CIR^3$$ model	0
Arbitrage-free Nelson–Siegel model for multiple yield curves	0
Robust utility maximizing strategies under model uncertainty and their convergence	0
Investment in two alternative projects with multiple switches and the exit option	0
Price-mediated contagion with endogenous market liquidity	0
Are minimum variance portfolios in multi-factor models long in low-beta assets?	0
On intermediate marginals in martingale optimal transportation	0
Governmental incentives for green bonds investment	0
Mean field portfolio games with consumption	0
The market price of jump risk for delivery periods: pricing of electricity swaps with geometric averaging	0
Information and dynamic trading with the Gambler’s fallacy	0
Insurance guaranty premiums and exchange options	0
Evaluation of optimal selling and buying boundaries in optimal investment with transaction costs	0
Semi-analytical solution for consumption and investment problem under quadratic security market model with inflation risk	0