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 2021-07-01 to 2025-07-01.)
ArticleCitations
Long time behavior of optimal liquidation problems with semimartingale strategies and external flows14
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
Energy transition under scenario uncertainty: a mean-field game of stopping with common noise7
Mean-field ranking games with diffusion control7
A note on ambiguity-adjusted asset pricing6
Traditional and digital currencies in over-the-counter markets6
Optimal portfolios in the presence of stress scenarios A worst-case approach6
Black–Litterman asset allocation under hidden truncation distribution6
Pathwise superhedging under proportional transaction costs5
Optimal collective investment: an analysis of individual welfare5
Robust utility maximization with nonlinear continuous semimartingales5
Non-concave portfolio optimization with average value-at-risk5
A robust consumption model when the intensity of technological progress is ambiguous4
A pricing formula for delayed claims: appreciating the past to value the future4
An elementary proof of the dual representation of Expected Shortfall4
Characterization of transport optimizers via graphs and applications to Stackelberg–Cournot–Nash equilibria3
An optimal advertising model with carryover effect and mean field terms3
Robust long-term growth rate of expected utility for leveraged ETFs3
Optimal finite horizon contract with limited commitment3
Consumption-investment decisions with endogenous reference point and drawdown constraint3
Optimal investment and reinsurance strategies for an insurer with regime-switching3
Dynamic Cournot-Nash equilibrium: the non-potential case3
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