Mathematics and Financial Economics

Papers
(The TQCC of Mathematics and Financial Economics is 3. 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.)
ArticleCitations
Long time behavior of optimal liquidation problems with semimartingale strategies and external flows15
Law-Invariant Functionals that Collapse to the Mean: Beyond Convexity12
Capital risk, fiscal policy, and the distribution of wealth10
Peer effect and dynamic ALM games among insurers9
Age-dependent robust strategic asset allocation with inflation–deflation hedging demand8
The (Non-)equivalence of dividends and share buybacks8
Mean-field ranking games with diffusion control7
Optimal portfolios in the presence of stress scenarios A worst-case approach7
Energy transition under scenario uncertainty: a mean-field game of stopping with common noise7
A note on ambiguity-adjusted asset pricing6
Traditional and digital currencies in over-the-counter markets6
Black–Litterman asset allocation under hidden truncation distribution5
Robust utility maximization with nonlinear continuous semimartingales5
Non-concave portfolio optimization with average value-at-risk5
Pathwise superhedging under proportional transaction costs5
A robust consumption model when the intensity of technological progress is ambiguous4
Optimal collective investment: an analysis of individual welfare4
A pricing formula for delayed claims: appreciating the past to value the future4
Consumption-investment decisions with endogenous reference point and drawdown constraint4
An elementary proof of the dual representation of Expected Shortfall4
Dynamic Cournot-Nash equilibrium: the non-potential case3
Optimal insurance design under belief-dependent utility and ambiguity3
Optimal investment and reinsurance strategies for an insurer with regime-switching3
Robust long-term growth rate of expected utility for leveraged ETFs3
An optimal advertising model with carryover effect and mean field terms3
Characterization of transport optimizers via graphs and applications to Stackelberg–Cournot–Nash equilibria3
Optimal finite horizon contract with limited commitment3
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