Citation analysis for Finance and Stochastics / Springer

Citation Profile [Updated: 2026-11-05 10:50:02]

5 Years H Index

Impact Factor (IF)

0.98

5 Years IF

1.08

Data available in this report

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators

Raw Data

	IF	AIF	CIF	IF5	DOC	CDO	CIT	NCI	CCU	D2Y	C2Y	D5Y	C5Y	SC	%SC	CiY	II	AII
1996	0	0.25	0.75	0	4	4	77		4	0		0			0		0	0.11
1997	0	0.24	0.6	0	16	20	711	12	16	4		4		5	41.7	12	0.75	0.11
1998	0.65	0.28	0.39	0.65	21	41	707	16	32	20	13	20	13		0	2	0.1	0.13
1999	0.59	0.3	0.48	0.56	25	66	638	30	64	37	22	41	23		0	3	0.12	0.14
2000	0.41	0.35	0.61	0.58	17	83	453	50	115	46	19	66	38	4	8	2	0.12	0.16
2001	0.64	0.38	0.71	0.57	29	112	964	78	194	42	27	83	47	1	1.3	5	0.17	0.17
2002	0.54	0.39	0.64	0.64	38	150	1366	96	290	46	25	108	69	7	7.3	5	0.13	0.21
2004	0.92	0.47	0.94	0.87	29	179	918	169	604	38	35	109	95		0	9	0.31	0.21
2005	0.55	0.51	1.18	0.96	32	211	1062	249	853	29	16	113	109	5	2	13	0.41	0.23
2006	1.16	0.5	1.15	1.06	35	246	774	282	1135	61	71	128	136	16	5.7	7	0.2	0.22
2007	0.76	0.44	1.06	0.79	27	273	865	290	1425	67	51	134	106	23	7.9	11	0.41	0.2
2008	0.52	0.47	1.11	0.77	24	297	471	327	1756	62	32	123	95	12	3.7	11	0.46	0.22
2009	1.06	0.46	1.28	0.9	23	320	446	407	2166	51	54	147	133	15	3.7	11	0.48	0.23
2010	0.87	0.46	1.32	1	24	344	442	454	2621	47	41	141	141	32	7	10	0.42	0.2
2011	0.91	0.5	1.29	0.86	29	373	600	478	3103	47	43	133	114	43	9	14	0.48	0.23
2012	0.83	0.5	1.27	0.88	30	403	530	508	3613	53	44	127	112	54	10.6	9	0.3	0.21
2013	1.1	0.53	1.49	1.03	31	434	583	644	4258	59	65	130	134	45	7	14	0.45	0.23
2014	0.89	0.53	1.54	1.01	31	465	567	717	4975	61	54	137	138	67	9.3	21	0.68	0.22
2015	1.13	0.52	1.6	1.12	31	496	409	793	5769	62	70	145	162	74	9.3	11	0.35	0.21
2016	1.31	0.49	1.75	1.15	34	530	364	929	6699	62	81	152	175	72	7.8	14	0.41	0.2
2017	1	0.5	1.67	1.15	33	563	553	940	7639	65	65	157	181	89	9.5	12	0.36	0.2
2018	1.19	0.52	1.54	1.03	31	594	494	915	8554	67	80	160	165	96	10.5	14	0.45	0.22
2019	1.58	0.53	1.45	1.22	30	624	319	902	9456	64	101	160	195	62	6.9	12	0.4	0.21
2020	1.36	0.62	1.49	1.28	30	654	260	975	10431	61	83	159	203	70	7.2	17	0.57	0.29
2021	1.28	0.72	1.47	1.41	25	679	159	1001	11432	60	77	158	223	69	6.9	11	0.44	0.26
2022	1.05	0.71	1.3	1.36	27	706	103	916	12348	55	58	149	203	72	7.9	12	0.44	0.21
2023	0.81	0.66	1.16	1.09	29	735	103	856	13204	52	42	143	156	63	7.4	9	0.31	0.19
2024	1.04	0.69	1.12	1.04	29	764	73	853	14057	56	58	141	147	78	9.1	10	0.34	0.2
2025	0.98	0.91	1.18	1.08	29	793	28	937	14994	58	57	140	151	37	3.9	7	0.24	0.26

IF:	Two years Impact Factor: C2Y / D2Y
AIF:	Average Impact Factor for all series in RePEc in year y
CIF:	Cumulative impact factor
IF5:	Five years Impact Factor: C5Y / D5Y
DOC:	Number of documents published in year y
CDO:	Cumulative number of documents published until year y
CIT:	Number of citations to papers published in year y
NCI:	Number of citations in year y
CCU:	Cumulative number of citations to papers published until year y
D2Y:	Number of articles published in y-1 plus y-2
C2Y:	Cites in y to articles published in y-1 plus y-2
D5Y:	Number of articles published in y-1 until y-5
C5Y:	Cites in y to articles published in y-1 until y-5
SC:	selft citations in y to articles published in y-1 plus y-2
%SC:	Percentage of selft citations in y to articles published in y-1 plus y-2
CiY:	Cites in year y to documents published in year y
II:	Immediacy Index: CiY / Documents.
AII:	Average Immediacy Index for series in RePEc in year y

50 most cited documents in this series

#	Year	Title	Cited
1	2002	Convex measures of risk and trading constraints. (2002). Schied, Alexander ; Follmer, Hans. In: Finance and Stochastics. RePEc:spr:finsto:v:6:y:2002:i:4:p:429-447. Full description at Econpapers \|\| Download paper	581
2	2006	Generalized deviations in risk analysis. (2006). Uryasev, Stan ; Rockafellar, R. ; Zabarankin, Michael. In: Finance and Stochastics. RePEc:spr:finsto:v:10:y:2006:i:1:p:51-74. Full description at Econpapers \|\| Download paper	247
3	1997	*LIBOR and swap market models and measures ()*. (1997). Jamshidian, Farshid. In: Finance and Stochastics. RePEc:spr:finsto:v:1:y:1997:i:4:p:293-330*. Full description at Econpapers \|\| Download paper	222
4	2013	Model-independent bounds for option pricesâa mass transport approach. (2013). Henry-Labordere, Pierre ; Beiglbock, Mathias ; Penkner, Friedrich . In: Finance and Stochastics. RePEc:spr:finsto:v:17:y:2013:i:3:p:477-501. Full description at Econpapers \|\| Download paper	182
5	2005	Conditional and dynamic convex risk measures. (2005). Scandolo, Giacomo ; Detlefsen, Kai. In: Finance and Stochastics. RePEc:spr:finsto:v:9:y:2005:i:4:p:539-561. Full description at Econpapers \|\| Download paper	180
6	2007	The numÃ©raire portfolio in semimartingale financial models. (2007). Karatzas, Ioannis ; Kardaras, Constantinos. In: Finance and Stochastics. RePEc:spr:finsto:v:11:y:2007:i:4:p:447-493. Full description at Econpapers \|\| Download paper	175
7	1998	Robust hedging of the lookback option. (1998). Hobson, David G.. In: Finance and Stochastics. RePEc:spr:finsto:v:2:y:1998:i:4:p:329-347. Full description at Econpapers \|\| Download paper	175
8	2005	Inf-convolution of risk measures and optimal risk transfer. (2005). Barrieu, Pauline ; el Karoui, Nicole. In: Finance and Stochastics. RePEc:spr:finsto:v:9:y:2005:i:2:p:269-298. Full description at Econpapers \|\| Download paper	173
9	1997	*From the birds eye to the microscope: A survey of new stylized facts of the intra-daily foreign exchange markets ()*. (1997). Olsen, Richard ; Dacorogna, Michel ; Dave, Rakhal R. ; Pictet, Olivier V. ; Guillaume, Dominique M. ; Muller, Ulrich A.. In: Finance and Stochastics. RePEc:spr:finsto:v:1:y:1997:i:2:p:95-129*. Full description at Econpapers \|\| Download paper	165
10	2004	Liquidity risk and arbitrage pricing theory. (2004). Jarrow, Robert ; Etin, Umut ; Protter, Philip. In: Finance and Stochastics. RePEc:spr:finsto:v:8:y:2004:i:3:p:311-341. Full description at Econpapers \|\| Download paper	156
11	1999	Applications of Malliavin calculus to Monte Carlo methods in finance. (1999). Lions, Pierre-Louis ; Touzi, Nizar ; Lebuchoux, Jerome ; Lasry, Jean-Michel ; Fournie, Eric . In: Finance and Stochastics. RePEc:spr:finsto:v:3:y:1999:i:4:p:391-412. Full description at Econpapers \|\| Download paper	149
12	2007	On the short-time behavior of the implied volatility for jump-diffusion models with stochastic volatility. (2007). Vives, Josep ; Leon, Jorge ; Alos, Elisa. In: Finance and Stochastics. RePEc:spr:finsto:v:11:y:2007:i:4:p:571-589. Full description at Econpapers \|\| Download paper	146
13	2007	Moment explosions in stochastic volatility models. (2007). Piterbarg, Vladimir ; Andersen, Leif. In: Finance and Stochastics. RePEc:spr:finsto:v:11:y:2007:i:1:p:29-50. Full description at Econpapers \|\| Download paper	142
14	1999	Hedging and liquidation under transaction costs in currency markets. (1999). ÐÐ°Ð±Ð°Ð½Ð¾Ð², Ð®ÑÐ¸Ð¹ ; KABANOV, Y. M.. In: Finance and Stochastics. RePEc:spr:finsto:v:3:y:1999:i:2:p:237-248. Full description at Econpapers \|\| Download paper	141
15	2005	Local martingales, bubbles and option prices. (2005). Hobson, David ; Cox, Alexander . In: Finance and Stochastics. RePEc:spr:finsto:v:9:y:2005:i:4:p:477-492. Full description at Econpapers \|\| Download paper	136
16	2001	A solution approach to valuation with unhedgeable risks. (2001). Zariphopoulou, Thaleia. In: Finance and Stochastics. RePEc:spr:finsto:v:5:y:2001:i:1:p:61-82. Full description at Econpapers \|\| Download paper	136
17	2002	Fourier series method for measurement of multivariate volatilities. (2002). Mancino, Maria Elvira ; Malliavin, Paul. In: Finance and Stochastics. RePEc:spr:finsto:v:6:y:2002:i:1:p:49-61. Full description at Econpapers \|\| Download paper	131
18	2017	On time-inconsistent stochastic control in continuous time. (2017). Bjork, Tomas ; Khapko, Mariana ; Murgoci, Agatha. In: Finance and Stochastics. RePEc:spr:finsto:v:21:y:2017:i:2:d:10.1007_s00780-017-0327-5. Full description at Econpapers \|\| Download paper	129
19	2004	Vector-valued coherent risk measures. (2004). Jouini, ElyÃ¨s ; Touzi, Nizar ; Meddeb, Moncef. In: Finance and Stochastics. RePEc:spr:finsto:v:8:y:2004:i:4:p:531-552. Full description at Econpapers \|\| Download paper	124
20	2002	An analysis of a least squares regression method for American option pricing. (2002). Protter, Philip ; Clement, Emmanuelle ; Lamberton, Damien. In: Finance and Stochastics. RePEc:spr:finsto:v:6:y:2002:i:4:p:449-471. Full description at Econpapers \|\| Download paper	111
21	2011	Asymptotic analysis for stochastic volatility: martingale expansion. (2011). Fukasawa, Masaaki. In: Finance and Stochastics. RePEc:spr:finsto:v:15:y:2011:i:4:p:635-654. Full description at Econpapers \|\| Download paper	102
22	2006	A jump to default extended CEV model: an application of Bessel processes. (2006). Linetsky, Vadim ; Carr, Peter. In: Finance and Stochastics. RePEc:spr:finsto:v:10:y:2006:i:3:p:303-330. Full description at Econpapers \|\| Download paper	101
23	1998	Option pricing with transaction costs and a nonlinear Black-Scholes equation. (1998). Soner, Halil Mete ; Barles, Guy . In: Finance and Stochastics. RePEc:spr:finsto:v:2:y:1998:i:4:p:369-397. Full description at Econpapers \|\| Download paper	100
24	2015	Aggregation-robustness and model uncertainty of regulatory risk measures. (2015). Wang, Ruodu ; Embrechts, Paul. In: Finance and Stochastics. RePEc:spr:finsto:v:19:y:2015:i:4:p:763-790. Full description at Econpapers \|\| Download paper	93
25	2018	The microstructural foundations of leverage effect and rough volatility. (2018). Euch, Omar ; Rosenbaum, Mathieu ; Fukasawa, Masaaki. In: Finance and Stochastics. RePEc:spr:finsto:v:22:y:2018:i:2:d:10.1007_s00780-018-0360-z. Full description at Econpapers \|\| Download paper	92
26	2000	Efficient hedging: Cost versus shortfall risk. (2000). Leukert, Peter ; Follmer, Hans. In: Finance and Stochastics. RePEc:spr:finsto:v:4:y:2000:i:2:p:117-146. Full description at Econpapers \|\| Download paper	90
27	2011	Robust pricing and hedging of double no-touch options. (2011). Oboj, Jan ; Cox, Alexander . In: Finance and Stochastics. RePEc:spr:finsto:v:15:y:2011:i:3:p:573-605. Full description at Econpapers \|\| Download paper	88
28	2009	Risk aversion and the dynamics of optimal liquidation strategies in illiquid markets. (2009). Schied, Alexander ; SchÃ¶neborn, Torsten ; Schoneborn, Torsten. In: Finance and Stochastics. RePEc:spr:finsto:v:13:y:2009:i:2:p:181-204. Full description at Econpapers \|\| Download paper	88
29	2001	Utility maximization in incomplete markets with random endowment. (2001). wang, hui ; Cvitanic, Jaksa ; Schachermayer, Walter. In: Finance and Stochastics. RePEc:spr:finsto:v:5:y:2001:i:2:p:259-272. Full description at Econpapers \|\| Download paper	87
30	2004	Optimizing the terminal wealth under partial information: The drift process as a continuous time Markov chain. (2004). Haussmann, Ulrich ; Sass, Jorn. In: Finance and Stochastics. RePEc:spr:finsto:v:8:y:2004:i:4:p:553-577. Full description at Econpapers \|\| Download paper	86
31	1997	Processes of normal inverse Gaussian type. (1997). . In: Finance and Stochastics. RePEc:spr:finsto:v:2:y:1997:i:1:p:41-68. Full description at Econpapers \|\| Download paper	86
32	2000	Optimal risk control and dividend distribution policies. Example of excess-of loss reinsurance for an insurance corporation. (2000). Asmussen, Soren ; Taksar, Michael ; Hojgaard, Bjarne. In: Finance and Stochastics. RePEc:spr:finsto:v:4:y:2000:i:3:p:299-324. Full description at Econpapers \|\| Download paper	83
33	2018	Dynamic programming approach to principalâagent problems. (2018). Cvitanic, Jaksa ; Touzi, Nizar ; Possamai, Dylan. In: Finance and Stochastics. RePEc:spr:finsto:v:22:y:2018:i:1:d:10.1007_s00780-017-0344-4. Full description at Econpapers \|\| Download paper	82
34	2001	The numeraire portfolio for unbounded semimartingales. (2001). Becherer, Dirk. In: Finance and Stochastics. RePEc:spr:finsto:v:5:y:2001:i:3:p:327-341. Full description at Econpapers \|\| Download paper	82
35	2004	Asymptotic analysis for optimal investment and consumption with transaction costs. (2004). Shreve, Steven ; Janeek, Karel. In: Finance and Stochastics. RePEc:spr:finsto:v:8:y:2004:i:2:p:181-206. Full description at Econpapers \|\| Download paper	81
36	2008	Dynamic risk measures: Time consistency and risk measures from BMO martingales. (2008). Bion-Nadal, Jocelyne . In: Finance and Stochastics. RePEc:spr:finsto:v:12:y:2008:i:2:p:219-244. Full description at Econpapers \|\| Download paper	77
37	2008	Optimal capital and risk allocations for law- and cash-invariant convex functions. (2008). Svindland, Gregor ; Filipovi, Damir. In: Finance and Stochastics. RePEc:spr:finsto:v:12:y:2008:i:3:p:423-439. Full description at Econpapers \|\| Download paper	77
38	1998	Local martingales and the fundamental asset pricing theorems in the discrete-time case. (1998). Jacod, J. ; Shiryaev, A. N.. In: Finance and Stochastics. RePEc:spr:finsto:v:2:y:1998:i:3:p:259-273. Full description at Econpapers \|\| Download paper	76
39	2002	Optimal stopping and perpetual options for LÃ©vy processes. (2002). Mordecki, Ernesto. In: Finance and Stochastics. RePEc:spr:finsto:v:6:y:2002:i:4:p:473-493. Full description at Econpapers \|\| Download paper	76
40	2002	Optimal capital structure and endogenous default. (2002). Rogers, Leonard ; Hilberink, Bianca. In: Finance and Stochastics. RePEc:spr:finsto:v:6:y:2002:i:2:p:237-263. Full description at Econpapers \|\| Download paper	75
41	2001	Coherent risk measures and good-deal bounds. (2001). Kuchler, Uwe ; Jaschke, Stefan. In: Finance and Stochastics. RePEc:spr:finsto:v:5:y:2001:i:2:p:181-200. Full description at Econpapers \|\| Download paper	74
42	2010	Representation of the penalty term of dynamic concave utilities. (2010). Peng, Shige ; Delbaen, Freddy ; Gianin, Emanuela Rosazza. In: Finance and Stochastics. RePEc:spr:finsto:v:14:y:2010:i:3:p:449-472. Full description at Econpapers \|\| Download paper	74
43	2004	An example of indifference prices under exponential preferences. (2004). Zariphopoulou, Thaleia ; Musiela, Marek. In: Finance and Stochastics. RePEc:spr:finsto:v:8:y:2004:i:2:p:229-239. Full description at Econpapers \|\| Download paper	74
44	2017	Hybrid scheme for Brownian semistationary processes. (2017). Pakkanen, Mikko S ; Bennedsen, Mikkel ; Lunde, Asger. In: Finance and Stochastics. RePEc:spr:finsto:v:21:y:2017:i:4:d:10.1007_s00780-017-0335-5. Full description at Econpapers \|\| Download paper	73
45	2014	A theory of Markovian time-inconsistent stochastic control in discrete time. (2014). Bjork, Tomas ; Murgoci, Agatha. In: Finance and Stochastics. RePEc:spr:finsto:v:18:y:2014:i:3:p:545-592. Full description at Econpapers \|\| Download paper	72
46	1999	Quantile hedging. (1999). Leukert, Peter ; Follmer, Hans. In: Finance and Stochastics. RePEc:spr:finsto:v:3:y:1999:i:3:p:251-273. Full description at Econpapers \|\| Download paper	72
47	2001	Applications of Malliavin calculus to Monte-Carlo methods in finance. II. (2001). Lions, Pierre-Louis ; Lebuchoux, Jerome ; Lasry, Jean-Michel ; Fournie, Eric . In: Finance and Stochastics. RePEc:spr:finsto:v:5:y:2001:i:2:p:201-236. Full description at Econpapers \|\| Download paper	71
48	2002	The cumulant process and Esschers change of measure. (2002). Kallsen, Jan ; Shiryaev, Albert N.. In: Finance and Stochastics. RePEc:spr:finsto:v:6:y:2002:i:4:p:397-428. Full description at Econpapers \|\| Download paper	70
49	2012	Polynomial processes and their applications to mathematical finance. (2012). Keller-Ressel, Martin ; Teichmann, Josef ; Cuchiero, Christa. In: Finance and Stochastics. RePEc:spr:finsto:v:16:y:2012:i:4:p:711-740. Full description at Econpapers \|\| Download paper	70
50	1997	*Continuous-time term structure models: Forward measure approach ()*. (1997). Rutkowski, Marek ; Musiela, Marek. In: Finance and Stochastics. RePEc:spr:finsto:v:1:y:1997:i:4:p:261-291*. Full description at Econpapers \|\| Download paper	67

50 most relevant documents in this series (papers most cited in the last two years)

#	Year	Title	Cited
1	2002	Convex measures of risk and trading constraints. (2002). Schied, Alexander ; Follmer, Hans. In: Finance and Stochastics. RePEc:spr:finsto:v:6:y:2002:i:4:p:429-447. Full description at Econpapers \|\| Download paper	99
2	2018	The microstructural foundations of leverage effect and rough volatility. (2018). Euch, Omar ; Rosenbaum, Mathieu ; Fukasawa, Masaaki. In: Finance and Stochastics. RePEc:spr:finsto:v:22:y:2018:i:2:d:10.1007_s00780-018-0360-z. Full description at Econpapers \|\| Download paper	46
3	2006	Generalized deviations in risk analysis. (2006). Uryasev, Stan ; Rockafellar, R. ; Zabarankin, Michael. In: Finance and Stochastics. RePEc:spr:finsto:v:10:y:2006:i:1:p:51-74. Full description at Econpapers \|\| Download paper	44
4	2017	On time-inconsistent stochastic control in continuous time. (2017). Bjork, Tomas ; Khapko, Mariana ; Murgoci, Agatha. In: Finance and Stochastics. RePEc:spr:finsto:v:21:y:2017:i:2:d:10.1007_s00780-017-0327-5. Full description at Econpapers \|\| Download paper	43
5	2013	Model-independent bounds for option pricesâa mass transport approach. (2013). Henry-Labordere, Pierre ; Beiglbock, Mathias ; Penkner, Friedrich . In: Finance and Stochastics. RePEc:spr:finsto:v:17:y:2013:i:3:p:477-501. Full description at Econpapers \|\| Download paper	42
6	2018	Dynamic programming approach to principalâagent problems. (2018). Cvitanic, Jaksa ; Touzi, Nizar ; Possamai, Dylan. In: Finance and Stochastics. RePEc:spr:finsto:v:22:y:2018:i:1:d:10.1007_s00780-017-0344-4. Full description at Econpapers \|\| Download paper	36
7	2007	On the short-time behavior of the implied volatility for jump-diffusion models with stochastic volatility. (2007). Vives, Josep ; Leon, Jorge ; Alos, Elisa. In: Finance and Stochastics. RePEc:spr:finsto:v:11:y:2007:i:4:p:571-589. Full description at Econpapers \|\| Download paper	33
8	2005	Inf-convolution of risk measures and optimal risk transfer. (2005). Barrieu, Pauline ; el Karoui, Nicole. In: Finance and Stochastics. RePEc:spr:finsto:v:9:y:2005:i:2:p:269-298. Full description at Econpapers \|\| Download paper	31
9	2017	Hybrid scheme for Brownian semistationary processes. (2017). Pakkanen, Mikko S ; Bennedsen, Mikkel ; Lunde, Asger. In: Finance and Stochastics. RePEc:spr:finsto:v:21:y:2017:i:4:d:10.1007_s00780-017-0335-5. Full description at Econpapers \|\| Download paper	28
10	2015	Aggregation-robustness and model uncertainty of regulatory risk measures. (2015). Wang, Ruodu ; Embrechts, Paul. In: Finance and Stochastics. RePEc:spr:finsto:v:19:y:2015:i:4:p:763-790. Full description at Econpapers \|\| Download paper	27
11	2020	Adapted Wasserstein distances and stability in mathematical finance. (2020). Beiglbock, Mathias ; Eder, Manu ; Backhoff-Veraguas, Julio ; Bartl, Daniel. In: Finance and Stochastics. RePEc:spr:finsto:v:24:y:2020:i:3:d:10.1007_s00780-020-00426-3. Full description at Econpapers \|\| Download paper	27
12	2008	Optimal capital and risk allocations for law- and cash-invariant convex functions. (2008). Svindland, Gregor ; Filipovi, Damir. In: Finance and Stochastics. RePEc:spr:finsto:v:12:y:2008:i:3:p:423-439. Full description at Econpapers \|\| Download paper	27
13	2011	Asymptotic analysis for stochastic volatility: martingale expansion. (2011). Fukasawa, Masaaki. In: Finance and Stochastics. RePEc:spr:finsto:v:15:y:2011:i:4:p:635-654. Full description at Econpapers \|\| Download paper	26
14	2001	A solution approach to valuation with unhedgeable risks. (2001). Zariphopoulou, Thaleia. In: Finance and Stochastics. RePEc:spr:finsto:v:5:y:2001:i:1:p:61-82. Full description at Econpapers \|\| Download paper	22
15	2007	Moment explosions in stochastic volatility models. (2007). Piterbarg, Vladimir ; Andersen, Leif. In: Finance and Stochastics. RePEc:spr:finsto:v:11:y:2007:i:1:p:29-50. Full description at Econpapers \|\| Download paper	22
16	2007	The numÃ©raire portfolio in semimartingale financial models. (2007). Karatzas, Ioannis ; Kardaras, Constantinos. In: Finance and Stochastics. RePEc:spr:finsto:v:11:y:2007:i:4:p:447-493. Full description at Econpapers \|\| Download paper	21
17	2014	A theory of Markovian time-inconsistent stochastic control in discrete time. (2014). Bjork, Tomas ; Murgoci, Agatha. In: Finance and Stochastics. RePEc:spr:finsto:v:18:y:2014:i:3:p:545-592. Full description at Econpapers \|\| Download paper	21
18	2017	Optimal consumption and investment with EpsteinâZin recursive utility. (2017). Seiferling, Thomas ; Kraft, Holger ; Seifried, Frank Thomas. In: Finance and Stochastics. RePEc:spr:finsto:v:21:y:2017:i:1:d:10.1007_s00780-016-0316-0. Full description at Econpapers \|\| Download paper	20
19	2002	An analysis of a least squares regression method for American option pricing. (2002). Protter, Philip ; Clement, Emmanuelle ; Lamberton, Damien. In: Finance and Stochastics. RePEc:spr:finsto:v:6:y:2002:i:4:p:449-471. Full description at Econpapers \|\| Download paper	20
20	2023	Mean field portfolio games. (2023). Fu, Guanxing ; Zhou, Chao. In: Finance and Stochastics. RePEc:spr:finsto:v:27:y:2023:i:1:d:10.1007_s00780-022-00492-9. Full description at Econpapers \|\| Download paper	20
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29	2014	Comparative and qualitative robustness for law-invariant risk measures. (2014). Kratschmer, Volker ; Zahle, Henryk ; Schied, Alexander. In: Finance and Stochastics. RePEc:spr:finsto:v:18:y:2014:i:2:p:271-295. Full description at Econpapers \|\| Download paper	16
30	2004	Vector-valued coherent risk measures. (2004). Jouini, ElyÃ¨s ; Touzi, Nizar ; Meddeb, Moncef. In: Finance and Stochastics. RePEc:spr:finsto:v:8:y:2004:i:4:p:531-552. Full description at Econpapers \|\| Download paper	16
31	2016	Polynomial diffusions and applications in finance. (2016). Larsson, Martin ; Filipovi, Damir. In: Finance and Stochastics. RePEc:spr:finsto:v:20:y:2016:i:4:d:10.1007_s00780-016-0304-4. Full description at Econpapers \|\| Download paper	16
32	2022	Optimal consumption with reference to past spending maximum. (2022). Li, Xun ; Yu, Xiang ; Deng, Shuoqing ; Pham, Huyen. In: Finance and Stochastics. RePEc:spr:finsto:v:26:y:2022:i:2:d:10.1007_s00780-022-00475-w. Full description at Econpapers \|\| Download paper	15
33	2017	Trading strategies generated by Lyapunov functions. (2017). Ruf, Johannes ; Karatzas, Ioannis. In: Finance and Stochastics. RePEc:spr:finsto:v:21:y:2017:i:3:d:10.1007_s00780-017-0332-8. Full description at Econpapers \|\| Download paper	15
34	2013	Bounds for the sum of dependent risks and worst Value-at-Risk with monotone marginal densities. (2013). Wang, Ruodu ; Peng, Liang ; Yang, Jingping. In: Finance and Stochastics. RePEc:spr:finsto:v:17:y:2013:i:2:p:395-417. Full description at Econpapers \|\| Download paper	14
35	2012	Polynomial processes and their applications to mathematical finance. (2012). Keller-Ressel, Martin ; Teichmann, Josef ; Cuchiero, Christa. In: Finance and Stochastics. RePEc:spr:finsto:v:16:y:2012:i:4:p:711-740. Full description at Econpapers \|\| Download paper	14
36	2019	The self-financing equation in limit order book markets. (2019). Carmona, Rene ; Webster, Kevin. In: Finance and Stochastics. RePEc:spr:finsto:v:23:y:2019:i:3:d:10.1007_s00780-019-00398-z. Full description at Econpapers \|\| Download paper	13
37	2004	Optimizing the terminal wealth under partial information: The drift process as a continuous time Markov chain. (2004). Haussmann, Ulrich ; Sass, Jorn. In: Finance and Stochastics. RePEc:spr:finsto:v:8:y:2004:i:4:p:553-577. Full description at Econpapers \|\| Download paper	13
38	2010	On optimal portfolio diversification with respect to extreme risks. (2010). Ruschendorf, Ludger ; Mainik, Georg . In: Finance and Stochastics. RePEc:spr:finsto:v:14:y:2010:i:4:p:593-623. Full description at Econpapers \|\| Download paper	13
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40	2011	Pension funds with a minimum guarantee: a stochastic control approach. (2011). Gozzi, Fausto ; federico, salvatore ; di Giacinto, Marina. In: Finance and Stochastics. RePEc:spr:finsto:v:15:y:2011:i:2:p:297-342. Full description at Econpapers \|\| Download paper	13
41	2010	Representation of the penalty term of dynamic concave utilities. (2010). Peng, Shige ; Delbaen, Freddy ; Gianin, Emanuela Rosazza. In: Finance and Stochastics. RePEc:spr:finsto:v:14:y:2010:i:3:p:449-472. Full description at Econpapers \|\| Download paper	12
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Citing documents used to compute impact factor: 57

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2025	Pricing path-dependent equity and credit derivatives within a general hybrid equity-credit framework: A unified CTMC approximation approach. (2025). Zhang, Wei ; Wang, Siyi ; Cai, Ning ; Lin, Haohong. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:180:y:2025:i:c:s0165188925001447. Full description at Econpapers \|\| Download paper
2025	Dynamic clearing and contagion in financial networks. (2025). Feinstein, Zachary ; Bernstein, Alex ; Banerjee, Tathagata. In: European Journal of Operational Research. RePEc:eee:ejores:v:321:y:2025:i:2:p:664-675. Full description at Econpapers \|\| Download paper
2025	On the Singular Control of a Diffusion and Its Running Infimum or Supremum. (2025). Ferrari, Giorgio ; Rodosthenous, Neofytos. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:745. Full description at Econpapers \|\| Download paper
2025	A new approach to principal-agent problems with volatility control. (2024). Hubert, Emma ; Chiusolo, Alessandro. In: Papers. RePEc:arx:papers:2407.09471. Full description at Econpapers \|\| Download paper
2025	Randomisation with moral hazard: a path to existence of optimal contracts. (2023). Possamai, Dylan ; Krvsek, Daniel. In: Papers. RePEc:arx:papers:2311.13278. Full description at Econpapers \|\| Download paper
2025	Optimal hedging of an informed broker facing many traders. (2025). Bergault, Philippe ; Cardaliaguet, Pierre ; Yan, Wenbin. In: Papers. RePEc:arx:papers:2506.08992. Full description at Econpapers \|\| Download paper
2025	Risk-incentive trade-off in moral hazard with risk management: Theoretical analysis and empirical verification. (2025). Lai, Chong ; Dou, Zheng. In: Economic Modelling. RePEc:eee:ecmode:v:148:y:2025:i:c:s0264999325000781. Full description at Econpapers \|\| Download paper
2025	Proper solutions for EpsteinâZin stochastic differential utility. (2025). Herdegen, Martin ; Hobson, David ; Jerome, Joseph. In: Finance and Stochastics. RePEc:spr:finsto:v:29:y:2025:i:3:d:10.1007_s00780-025-00569-1. Full description at Econpapers \|\| Download paper
2025	Optimal Consumption-Investment with Epstein-Zin Utility under Leverage Constraint. (2025). Tian, Dejian ; Zhou, Jianjun ; Zhu, Zimu. In: Papers. RePEc:arx:papers:2509.21929. Full description at Econpapers \|\| Download paper
2025	Non-concave distributionally robust stochastic control in a discrete time finite horizon setting. (2024). Sester, Julian ; Neufeld, Ariel. In: Papers. RePEc:arx:papers:2404.05230. Full description at Econpapers \|\| Download paper
2025	Self-protection and insurance demand with convex premium principles. (2025). Zhang, Yiying ; Wang, Wei ; Li, Qiqi. In: Papers. RePEc:arx:papers:2411.19436. Full description at Econpapers \|\| Download paper
2025	Risk Measure Examination for Large Losses. (2025). Yamashita, Miwaka. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:12:p:1974-:d:1679513. Full description at Econpapers \|\| Download paper
2025	Relative portfolio optimization via a value at risk based constraint. (2025). Bauerle, Nicole ; Goll, Tamara. In: Papers. RePEc:arx:papers:2503.20340. Full description at Econpapers \|\| Download paper
2025	Robust non-zero-sum investmentâconsumption games under multivariate stochastic covariance models. (2025). Zhang, Yumo ; Zhu, Huainian. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:100:y:2025:i:c:s1062976924001558. Full description at Econpapers \|\| Download paper
2025	Mean Field Portfolio Games with Epstein-Zin Preferences. (2025). Horst, Ulrich ; Fu, Guanxing. In: Rationality and Competition Discussion Paper Series. RePEc:rco:dpaper:540. Full description at Econpapers \|\| Download paper
2025	Competitive optimal portfolio selection under mean-variance criterion. (2025). Shao, Guojiang ; Xu, Zuo Quan ; Zhang, QI. In: Papers. RePEc:arx:papers:2511.05270. Full description at Econpapers \|\| Download paper
2025	Mean-Field Price Formation on Trees with a Network of Relative Performance Concerns. (2025). Fujii, Masaaki. In: Papers. RePEc:arx:papers:2512.21621. Full description at Econpapers \|\| Download paper
2025	Many-insurer robust games of reinsurance and investment under model uncertainty in incomplete markets. (2025). Liang, Zongxia ; Xia, YI ; Guan, Guohui. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:19:y:2025:i:3:d:10.1007_s11579-025-00391-5. Full description at Econpapers \|\| Download paper
2025	On the Martingale Schr\odinger Bridge between Two Distributions. (2024). Nutz, Marcel ; Wiesel, Johannes. In: Papers. RePEc:arx:papers:2401.05209. Full description at Econpapers \|\| Download paper
2025	Consumption-investment optimization with Epstein-Zin utility in unbounded non-Markovian markets. (2024). Feng, Zixin ; Zheng, Harry ; Tian, Dejian. In: Papers. RePEc:arx:papers:2407.19995. Full description at Econpapers \|\| Download paper
2025	Optimal post-retirement investment and consumption under longevity risk in collective funds. (2025). Armstrong, John ; Dalby, James Luke ; Buescu, Cristin. In: Scandinavian Actuarial Journal. RePEc:taf:sactxx:v:2025:y:2025:i:8:p:833-851. Full description at Econpapers \|\| Download paper
2025	Delayed Semi-static Hedging in the Continuous Time Bachelier Model. (2024). Dolinsky, Yan. In: Papers. RePEc:arx:papers:2311.17270. Full description at Econpapers \|\| Download paper
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2025	Optimal insurance design with Lambda-Value-at-Risk. (2024). Chen, Yuyu ; Han, Xia ; Boonen, Tim J ; Wang, Qiuqi. In: Papers. RePEc:arx:papers:2408.09799. Full description at Econpapers \|\| Download paper
2025	Catastrophe insurance decision making when the science is uncertain. (2025). Bradley, Richard. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:122339. Full description at Econpapers \|\| Download paper
2025	Distributionally robust insurance under the Wasserstein distance. (2025). Boonen, Tim J ; Jiang, Wenjun. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:120:y:2025:i:c:p:61-78. Full description at Econpapers \|\| Download paper
2025	Optimal insurance design with Lambda-Value-at-Risk. (2025). Boonen, Tim J ; Chen, Yuyu ; Han, Xia ; Wang, Qiuqi. In: European Journal of Operational Research. RePEc:eee:ejores:v:327:y:2025:i:1:p:232-246. Full description at Econpapers \|\| Download paper
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2025	Random effects estimation in a fractional diffusion model based on continuous observations. (2025). Chebli, Nesrine ; Fathallah, Hamdi ; Slaoui, Yousri. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:28:y:2025:i:3:d:10.1007_s11203-025-09332-x. Full description at Econpapers \|\| Download paper
2025	Macroscopic properties of equity markets: stylized facts and portfolio performance. (2025). Wong, Ting-Kam Leonard ; Campbell, Steven ; Song, Qien. In: Papers. RePEc:arx:papers:2409.10859. Full description at Econpapers \|\| Download paper
2025	Job switching and bequest motives in an optimal consumptionâinvestment model under inflation and mortality risks. (2025). Shin, Yong Hyun ; Li, QI ; Yoon, Ji-Hun. In: Economic Modelling. RePEc:eee:ecmode:v:153:y:2025:i:c:s0264999325003025. Full description at Econpapers \|\| Download paper
2025	Risk premium and rough volatility. (2024). Bonesini, Ofelia ; Jacquier, Antoine ; Muguruza, Aitor. In: Papers. RePEc:arx:papers:2403.11897. Full description at Econpapers \|\| Download paper
2025	Deep Neural Operator Learning for Probabilistic Models. (2025). Bayraktar, Erhan ; Feng, QI ; Zhang, Zhaoyu. In: Papers. RePEc:arx:papers:2511.07235. Full description at Econpapers \|\| Download paper
2025	Long time behavior of optimal liquidation problems with semimartingale strategies and external flows. (2025). Cheng, Xinman ; Xia, Xiaonyu ; Fu, Guanxing. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:19:y:2025:i:3:d:10.1007_s11579-025-00390-6. Full description at Econpapers \|\| Download paper
2025	Variance strikes back: sub-game--perfect Nash equilibria in time-inconsistent $N$-player games, and their mean-field sequel. (2025). Possamai, Dylan ; Rossato, Chiara. In: Papers. RePEc:arx:papers:2512.08745. Full description at Econpapers \|\| Download paper
2025	Dynamic Asset Pricing with {\alpha}-MEU Model. (2025). He, Xuedong ; Fan, Jiacheng ; Wu, Ruocheng. In: Papers. RePEc:arx:papers:2507.04093. Full description at Econpapers \|\| Download paper
2025	Stochastic volatility model with long memory for water quantity-quality dynamics. (2025). Yoshioka, Hidekazu. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:195:y:2025:i:c:s0960077925001808. Full description at Econpapers \|\| Download paper
2025	Optimal payoffs under smooth ambiguity. (2025). Vanduffel, Steven ; Wilke, Morten ; Chen, AN. In: European Journal of Operational Research. RePEc:eee:ejores:v:320:y:2025:i:3:p:754-764. Full description at Econpapers \|\| Download paper
2025	Numerical analysis of a particle system for the calibrated Heston-type local stochastic volatility model. (2025). Reisinger, Christoph ; Tsianni, Maria Olympia. In: Papers. RePEc:arx:papers:2504.14343. Full description at Econpapers \|\| Download paper
2025	On the Weak Error for Local Stochastic Volatility Models. (2025). Jourdain, Benjamin ; Zhou, Alexandre ; Wagenhofer, Thomas ; Friz, Peter K. In: Papers. RePEc:arx:papers:2506.10817. Full description at Econpapers \|\| Download paper
2025	A class of locally state-dependent models for forward curves. (2025). Lavagnini, Silvia ; Detering, Nils. In: Papers. RePEc:arx:papers:2502.09486. Full description at Econpapers \|\| Download paper
2025	Existence, uniqueness and positivity of solutions to the Guyon-Lekeufack path-dependent volatility model with general kernels. (2025). Jourdain, Benjamin ; Andrs, Herv. In: Post-Print. RePEc:hal:journl:hal-04667144. Full description at Econpapers \|\| Download paper
2025	Risk sharing with Lambda value at risk under heterogeneous beliefs. (2024). Wei, Yunran ; Liu, Peng ; Tsanakas, Andreas. In: Papers. RePEc:arx:papers:2408.03147. Full description at Econpapers \|\| Download paper
2025	Lambda Value-at-Risk under ambiguity and risk sharing. (2025). Schied, Alexander ; Liu, Peng. In: Papers. RePEc:arx:papers:2511.00717. Full description at Econpapers \|\| Download paper
2025	On mean-variance optimal reinsurance-investment strategies in dynamic contagion claims models. (2025). Santacroce, Marina ; Trivellato, Barbara. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:48:y:2025:i:2:d:10.1007_s10203-024-00475-9. Full description at Econpapers \|\| Download paper
2025	Pricing and Calibration of VIX Derivatives in Mixed Bergomi Models via Quantisation. (2025). Schlogl, Erik ; Kyakutwika, Nelson ; Alfeus, Mesias. In: Papers. RePEc:arx:papers:2506.23409. Full description at Econpapers \|\| Download paper
2025	Joint deep calibration of the 4-factor PDV model. (2025). Baschetti, Fabio ; Bormetti, Giacomo ; Rossi, Pietro. In: Papers. RePEc:arx:papers:2507.09412. Full description at Econpapers \|\| Download paper
2025	A deep learning method for optimal investment under relative performance criteria among heterogeneous agents. (2025). Zhou, Xuchen ; Tangpi, Ludovic ; Laurire, Mathieu. In: European Journal of Operational Research. RePEc:eee:ejores:v:326:y:2025:i:3:p:615-629. Full description at Econpapers \|\| Download paper
2025	Pathwise analysis of log-optimal portfolios. (2025). Allan, Andrew L ; Kwossek, Anna P ; Promel, David J ; Liu, Chong. In: Papers. RePEc:arx:papers:2507.18232. Full description at Econpapers \|\| Download paper
2025	On weak notions of no-arbitrage in a 1D general diffusion market with interest rates. (2025). Anagnostakis, Alexis ; Urusov, Mikhail ; Criens, David. In: Papers. RePEc:arx:papers:2503.14078. Full description at Econpapers \|\| Download paper
2025	On the structure of increasing profits in a 1D general diffusion market with interest rates. (2025). Urusov, Mikhail ; Criens, David ; Anagnostakis, Alexis. In: Papers. RePEc:arx:papers:2512.07555. Full description at Econpapers \|\| Download paper
2025	Dual Formulation of the Optimal Consumption problem with Multiplicative Habit Formation. (2025). Pelsser, Antoon ; Kamma, Thijs. In: Papers. RePEc:arx:papers:2502.13678. Full description at Econpapers \|\| Download paper
2025	Position: Standard Benchmarks Fail -- LLM Agents Present Overlooked Risks for Financial Applications. (2025). Chen, Zichen ; Sra, Misha. In: Papers. RePEc:arx:papers:2502.15865. Full description at Econpapers \|\| Download paper
2025	A risk measurement approach from risk-averse stochastic optimization of score functions. (2025). Mller, Fernanda Maria ; Righi, Marcelo Brutti ; Moresco, Marlon Ruoso. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:120:y:2025:i:c:p:42-50. Full description at Econpapers \|\| Download paper
2025	Risk-sensitive Reinforcement Learning Based on Convex Scoring Functions. (2025). Liu, Yang ; Yu, Xiang ; Han, Shanyu. In: Papers. RePEc:arx:papers:2505.04553. Full description at Econpapers \|\| Download paper
2025	Robust Bayesian Dynamic Programming for On-policy Risk-sensitive Reinforcement Learning. (2025). Liu, Yang ; He, Yangbo ; Han, Shanyu. In: Papers. RePEc:arx:papers:2512.24580. Full description at Econpapers \|\| Download paper

Recent citations

Recent citations received in 2025

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2025	Kolmogorov equations for stochastic Volterra processes with singular kernels. (2025). Pannier, Alexandre ; Gasteratos, Ioannis. In: Papers. RePEc:arx:papers:2509.21608. Full description at Econpapers \|\| Download paper
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2025	Portfolio benchmarks in defined contribution pension plan management. (2025). Liu, Yang ; Huang, Daxin. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:123:y:2025:i:c:s0167668725000472. Full description at Econpapers \|\| Download paper
2025	Convex comparison of Gaussian mixtures. (2025). Jourdain, Benjamin ; Pags, Gilles. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:209:y:2025:i:c:s0047259x25000430. Full description at Econpapers \|\| Download paper
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2024	Risk, utility and sensitivity to large losses. (2024). Khan, Nazem ; Herdegen, Martin ; Munari, Cosimo. In: Papers. RePEc:arx:papers:2405.12154. Full description at Econpapers \|\| Download paper
2024	Deep learning interpretability for rough volatility. (2024). Brigo, Damiano ; Yuan, BO ; Jacquier, Antoine ; Pede, Nicola. In: Papers. RePEc:arx:papers:2411.19317. Full description at Econpapers \|\| Download paper
2024	Quantiles under ambiguity and risk sharing. (2024). Liu, Peng ; Wang, Ruodu ; Mao, Tiantian. In: Papers. RePEc:arx:papers:2412.19546. Full description at Econpapers \|\| Download paper
2024	Are reference measures of law-invariant functionals unique?. (2024). Liebrich, Felix-Benedikt. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:118:y:2024:i:c:p:129-141. Full description at Econpapers \|\| Download paper
2024	Hedging with physical or cash settlement under transient multiplicative price impact. (2024). Bilarev, Todor ; Becherer, Dirk. In: Finance and Stochastics. RePEc:spr:finsto:v:28:y:2024:i:2:d:10.1007_s00780-024-00531-7. Full description at Econpapers \|\| Download paper
2024	Reducing ObizhaevaâWang-type trade execution problems to LQ stochastic control problems. (2024). Kruse, Thomas ; Urusov, Mikhail ; Ackermann, Julia. In: Finance and Stochastics. RePEc:spr:finsto:v:28:y:2024:i:3:d:10.1007_s00780-024-00537-1. Full description at Econpapers \|\| Download paper
2024	Robustness of Hilbert space-valued stochastic volatility models. (2024). Benth, Fred Espen ; Eyjolfsson, Heidar. In: Finance and Stochastics. RePEc:spr:finsto:v:28:y:2024:i:4:d:10.1007_s00780-024-00542-4. Full description at Econpapers \|\| Download paper
2024	Stationary covariance regime for affine stochastic covariance models in Hilbert spaces. (2024). Friesen, Martin ; Karbach, Sven. In: Finance and Stochastics. RePEc:spr:finsto:v:28:y:2024:i:4:d:10.1007_s00780-024-00543-3. Full description at Econpapers \|\| Download paper
2024	Human capital and portfolio choice: borrowing constraint and reversible retirement. (2024). Kwak, Minsuk ; Koo, Hyeng Keun ; Jeon, Junkee. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:18:y:2024:i:1:d:10.1007_s11579-024-00362-2. Full description at Econpapers \|\| Download paper

Recent citations received in 2023

Year	Citing document
2023	An elementary proof of the dual representation of Expected Shortfall. (2023). Herdegen, Martin ; Munari, Cosimo. In: Papers. RePEc:arx:papers:2306.14506. Full description at Econpapers \|\| Download paper
2023	Optimal dividend strategies for a catastrophe insurer. (2023). Azcue, Pablo ; Muler, Nora ; Albrecher, Hansjoerg. In: Papers. RePEc:arx:papers:2311.05781. Full description at Econpapers \|\| Download paper
2023	Dynamic portfolio selection for nonlinear law-dependent preferences. (2023). Liang, Zongxia ; Xia, Jianming ; Yuan, Fengyi. In: Papers. RePEc:arx:papers:2311.06745. Full description at Econpapers \|\| Download paper
2023	Closedâloop Nash competition for liquidity. (2023). Neuman, Eyal ; Muhlekarbe, Johannes ; Micheli, Alessandro. In: Mathematical Finance. RePEc:bla:mathfi:v:33:y:2023:i:4:p:1082-1118. Full description at Econpapers \|\| Download paper
2023	Semistatic robust utility indifference valuation and robust integral functionals. (2023). Owari, Keita. In: CARF F-Series. RePEc:cfi:fseres:cf577. Full description at Econpapers \|\| Download paper
2023	Optimisation of drawdowns by generalised reinsurance in the classical risk model. (2023). Brinker, Leonie Violetta ; Schmidli, Hanspeter. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:46:y:2023:i:2:d:10.1007_s10203-023-00402-4. Full description at Econpapers \|\| Download paper
2023	The infinite-horizon investmentâconsumption problem for EpsteinâZin stochastic differential utility. I: Foundations. (2023). Herdegen, Martin ; Jerome, Joseph ; Hobson, David. In: Finance and Stochastics. RePEc:spr:finsto:v:27:y:2023:i:1:d:10.1007_s00780-022-00495-6. Full description at Econpapers \|\| Download paper
2023	The infinite-horizon investmentâconsumption problem for EpsteinâZin stochastic differential utility. II: Existence, uniqueness and verification for Ï â ( 0 , 1 ) $\vartheta \in (0,1)$. (2023). Herdegen, Martin ; Jerome, Joseph ; Hobson, David. In: Finance and Stochastics. RePEc:spr:finsto:v:27:y:2023:i:1:d:10.1007_s00780-022-00496-5. Full description at Econpapers \|\| Download paper
2023	An elementary proof of the dual representation of Expected Shortfall. (2023). Munari, Cosimo ; Herdegen, Martin. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:17:y:2023:i:4:d:10.1007_s11579-023-00346-8. Full description at Econpapers \|\| Download paper

Recent citations received in 2022

Year	Citing document
2022	Reinforcement Learning with Dynamic Convex Risk Measures. (2022). Jaimungal, Sebastian ; Coache, Anthony. In: Papers. RePEc:arx:papers:2112.13414. Full description at Econpapers \|\| Download paper
2022	Representation for martingales living after a random time with applications. (2022). Choulli, Tahir ; Alharbi, Ferdoos. In: Papers. RePEc:arx:papers:2203.11072. Full description at Econpapers \|\| Download paper
2022	Economic Networks: Theory and Computation. (2022). Sargent, Thomas ; Stachurski, John. In: Papers. RePEc:arx:papers:2203.11972. Full description at Econpapers \|\| Download paper
2022	Log-optimal portfolio after a random time: Existence, description and sensitivity analysis. (2022). Choulli, Tahir ; Alharbi, Ferdoos. In: Papers. RePEc:arx:papers:2204.03798. Full description at Econpapers \|\| Download paper
2022	Ensemble learning for portfolio valuation and risk management. (2022). Boudabsa, Lotfi ; Filipovi, Damir. In: Papers. RePEc:arx:papers:2204.05926. Full description at Econpapers \|\| Download paper
2022	Deep Hedging: Continuous Reinforcement Learning for Hedging of General Portfolios across Multiple Risk Aversions. (2022). Murray, Phillip ; Pakkanen, Mikko S ; Wiese, Magnus ; Buehler, Hans ; Wood, Ben. In: Papers. RePEc:arx:papers:2207.07467. Full description at Econpapers \|\| Download paper
2022	Portfolio choice with return predictability and small trading frictions. (2022). Zhu, Song-Ping ; Ma, Guiyuan ; Siu, Chi Chung. In: Economic Modelling. RePEc:eee:ecmode:v:111:y:2022:i:c:s0264999322000694. Full description at Econpapers \|\| Download paper
2022	Extension of as-if-Markov modeling to scaled payments. (2022). Christiansen, Marcus C ; Furrer, Christian. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:107:y:2022:i:c:p:288-306. Full description at Econpapers \|\| Download paper
2022	Explicit description of all deflators for market models under random horizon with applications to NFLVR. (2022). Choulli, Tahir ; Yansori, Sina. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:151:y:2022:i:c:p:230-264. Full description at Econpapers \|\| Download paper
2022	Stochastic Modelling of Lassa Fever Epidemic Disease. (2022). Pawowski, Witold ; Ahmed, Nauman ; Rafiq, Muhammad ; Mohsin, Muhammad ; Alqarni, Manal M ; Awrejcewicz, Jan ; Hamam, Haneen ; Mahmoud, Emad E ; Raza, Ali. In: Mathematics. RePEc:gam:jmathe:v:10:y:2022:i:16:p:2919-:d:887344. Full description at Econpapers \|\| Download paper
2022	Optimal Liquidation with Signals: the General Propagator Case. (2022). Neuman, Eyal ; Jaber, Eduardo Abi. In: Working Papers. RePEc:hal:wpaper:hal-03835948. Full description at Econpapers \|\| Download paper
2022	Joint SPX-VIX calibration with Gaussian polynomial volatility models: deep pricing with quantization hints. (2022). Li, Shaun Xiaoyuan ; Jaber, Eduardo Abi ; Illand, Camille. In: Working Papers. RePEc:hal:wpaper:hal-03902513. Full description at Econpapers \|\| Download paper

10 most frequent citing series

#	Series	H	Cites
1	Papers / arXiv.org	103	2745
2	Finance and Stochastics / Springer	60	352
3	Mathematical Finance / Wiley Blackwell	75	183
4	Insurance: Mathematics and Economics / Elsevier	60	181
5	Stochastic Processes and their Applications / Elsevier	50	157
6	European Journal of Operational Research / Elsevier	143	139
7	Mathematics / MDPI	23	111
8	Mathematics and Financial Economics / Springer	6	85
9	Post-Print / HAL	225	83
10	Annals of Operations Research / Springer	57	80
11	Mathematics of Operations Research / INFORMS	62	77