OOIR: Observatory of International Research

Papers

(The TQCC of Mathematics and Financial Economics is 2. 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 2022-01-01 to 2026-01-01.)

Article	Citations
Long time behavior of optimal liquidation problems with semimartingale strategies and external flows	16
Capital risk, fiscal policy, and the distribution of wealth	12
Peer effect and dynamic ALM games among insurers	10
Law-Invariant Functionals that Collapse to the Mean: Beyond Convexity	10
Age-dependent robust strategic asset allocation with inflation–deflation hedging demand	8
Mean-field ranking games with diffusion control	7
Energy transition under scenario uncertainty: a mean-field game of stopping with common noise	7
Black–Litterman asset allocation under hidden truncation distribution	6
The (Non-)equivalence of dividends and share buybacks	6
Traditional and digital currencies in over-the-counter markets	5
A note on ambiguity-adjusted asset pricing	5
The $$L^2$$ gradient flow of the Bass functional in martingale optimal transport	4
Optimal collective investment: an analysis of individual welfare	4
Robust utility maximization with nonlinear continuous semimartingales	4
An elementary proof of the dual representation of Expected Shortfall	4
Non-concave portfolio optimization with average value-at-risk	4
Introduction to the special issue in honor of Professor Elyès Jouini	4
A pricing formula for delayed claims: appreciating the past to value the future	4
Pathwise superhedging under proportional transaction costs	4
A robust consumption model when the intensity of technological progress is ambiguous	3
A capital and dividend problem for a general Lévy surplus process	3
Asset pricing with consumption-dividend cointegration	3
Max- and min-stability under first-order stochastic dominance	3
Consumption-investment decisions with endogenous reference point and drawdown constraint	3
The design of optimal re-insurance contracts when losses are clustered	2

Robust long-term growth rate of expected utility for leveraged ETFs	2
Optimal investment and reinsurance strategies for an insurer with regime-switching	2
Alpha-robust investment-reinsurance strategy for a mean-variance insurer under a defaultable market	2
Nash equilibria for relative investors with (non)linear price impact	2
Adaptive-Robust Portfolio Optimisation	2
Characterization of transport optimizers via graphs and applications to Stackelberg–Cournot–Nash equilibria	2
Foreword to the special issue on “mean-field models and their economic and financial applications”	2
Moral hazard with excess returns	2
A stochastic control approach to public debt management	2
Valuation of vulnerable options with stochastic corporate liabilities in a mixed fractional Brownian motion environment	2
Dynamic Cournot-Nash equilibrium: the non-potential case	2
An optimal advertising model with carryover effect and mean field terms	2
Optimal insurance design under belief-dependent utility and ambiguity	2
On the functional equivalence of two perfectly competitive economies with negative exponential utility and linear utility with a quadratic holding cost	2