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 2022-06-01 to 2026-06-01.)
ArticleCitations
Long time behavior of optimal liquidation problems with semimartingale strategies and external flows13
Capital risk, fiscal policy, and the distribution of wealth11
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
Energy transition under scenario uncertainty: a mean-field game of stopping with common noise6
Black–Litterman asset allocation under hidden truncation distribution6
Traditional and digital currencies in over-the-counter markets5
Comparative statics of trading boundary in finite-horizon portfolio selection problem with proportional transaction costs5
A note on ambiguity-adjusted asset pricing5
Pathwise superhedging under proportional transaction costs4
Introduction to the special issue in honor of Professor Elyès Jouini4
A pricing formula for delayed claims: appreciating the past to value the future4
Optimal collective investment: an analysis of individual welfare4
An elementary proof of the dual representation of Expected Shortfall4
Robust utility maximization with nonlinear continuous semimartingales4
Non-concave portfolio optimization with average value-at-risk4
Asset pricing with consumption-dividend cointegration4
Max- and min-stability under first-order stochastic dominance3
A capital and dividend problem for a general Lévy surplus process3
Optimal investment and reinsurance strategies for an insurer with regime-switching3
A robust consumption model when the intensity of technological progress is ambiguous3
Consumption-investment decisions with endogenous reference point and drawdown constraint3
Characterization of transport optimizers via graphs and applications to Stackelberg–Cournot–Nash equilibria3
The $$L^2$$ gradient flow of the Bass functional in martingale optimal transport3
An optimal advertising model with carryover effect and mean field terms3
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