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 2021-11-01 to 2025-11-01.)
ArticleCitations
Long time behavior of optimal liquidation problems with semimartingale strategies and external flows15
Capital risk, fiscal policy, and the distribution of wealth12
Age-dependent robust strategic asset allocation with inflation–deflation hedging demand10
Peer effect and dynamic ALM games among insurers10
Law-Invariant Functionals that Collapse to the Mean: Beyond Convexity8
The (Non-)equivalence of dividends and share buybacks7
Energy transition under scenario uncertainty: a mean-field game of stopping with common noise7
Mean-field ranking games with diffusion control6
Traditional and digital currencies in over-the-counter markets6
Black–Litterman asset allocation under hidden truncation distribution5
A note on ambiguity-adjusted asset pricing5
The $$L^2$$ gradient flow of the Bass functional in martingale optimal transport4
Non-concave portfolio optimization with average value-at-risk4
A pricing formula for delayed claims: appreciating the past to value the future4
Pathwise superhedging under proportional transaction costs4
Optimal collective investment: an analysis of individual welfare4
Robust utility maximization with nonlinear continuous semimartingales4
A robust consumption model when the intensity of technological progress is ambiguous3
Robust long-term growth rate of expected utility for leveraged ETFs3
Asset pricing with consumption-dividend cointegration3
Consumption-investment decisions with endogenous reference point and drawdown constraint3
Characterization of transport optimizers via graphs and applications to Stackelberg–Cournot–Nash equilibria3
An elementary proof of the dual representation of Expected Shortfall3
Max- and min-stability under first-order stochastic dominance3
Dynamic Cournot-Nash equilibrium: the non-potential case3
0.029294967651367