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 2021-09-01 to 2025-09-01.)
ArticleCitations
Long time behavior of optimal liquidation problems with semimartingale strategies and external flows15
Law-Invariant Functionals that Collapse to the Mean: Beyond Convexity12
Peer effect and dynamic ALM games among insurers10
Capital risk, fiscal policy, and the distribution of wealth10
Age-dependent robust strategic asset allocation with inflation–deflation hedging demand9
Mean-field ranking games with diffusion control8
Energy transition under scenario uncertainty: a mean-field game of stopping with common noise8
A note on ambiguity-adjusted asset pricing7
The (Non-)equivalence of dividends and share buybacks7
Black–Litterman asset allocation under hidden truncation distribution6
Pathwise superhedging under proportional transaction costs5
Robust utility maximization with nonlinear continuous semimartingales5
Traditional and digital currencies in over-the-counter markets5
Optimal collective investment: an analysis of individual welfare4
An elementary proof of the dual representation of Expected Shortfall4
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
Characterization of transport optimizers via graphs and applications to Stackelberg–Cournot–Nash equilibria3
A robust consumption model when the intensity of technological progress is ambiguous3
Optimal investment and reinsurance strategies for an insurer with regime-switching3
Max- and min-stability under first-order stochastic dominance3
Robust long-term growth rate of expected utility for leveraged ETFs3
Consumption-investment decisions with endogenous reference point and drawdown constraint3
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