OOIR: Observatory of International Research

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 2022-05-01 to 2026-05-01.)

Article	Citations
Long time behavior of optimal liquidation problems with semimartingale strategies and external flows	18
Capital risk, fiscal policy, and the distribution of wealth	12
Peer effect and dynamic ALM games among insurers	11
Age-dependent robust strategic asset allocation with inflation–deflation hedging demand	9
Energy transition under scenario uncertainty: a mean-field game of stopping with common noise	8
Mean-field ranking games with diffusion control	7
The (Non-)equivalence of dividends and share buybacks	7
Traditional and digital currencies in over-the-counter markets	6
Black–Litterman asset allocation under hidden truncation distribution	6
Introduction to the special issue in honor of Professor Elyès Jouini	5
Comparative statics of trading boundary in finite-horizon portfolio selection problem with proportional transaction costs	5
A note on ambiguity-adjusted asset pricing	5
The $$L^2$$ gradient flow of the Bass functional in martingale optimal transport	4
Non-concave portfolio optimization with average value-at-risk	4
Robust utility maximization with nonlinear continuous semimartingales	4
Asset pricing with consumption-dividend cointegration	4
Optimal collective investment: an analysis of individual welfare	4
An elementary proof of the dual representation of Expected Shortfall	4
A pricing formula for delayed claims: appreciating the past to value the future	4
Pathwise superhedging under proportional transaction costs	4
A capital and dividend problem for a general Lévy surplus process	3
Optimal investment and reinsurance strategies for an insurer with regime-switching	3
A robust consumption model when the intensity of technological progress is ambiguous	3
Max- and min-stability under first-order stochastic dominance	3
Characterization of transport optimizers via graphs and applications to Stackelberg–Cournot–Nash equilibria	3

Consumption-investment decisions with endogenous reference point and drawdown constraint	3
An optimal advertising model with carryover effect and mean field terms	3