Mathematics and Financial Economics / Springer
Citation Profile [Updated: 2026-03-14 21:09:38]
5 Years H Index
5
Impact Factor (IF)
0.61
5 Years IF
0.66
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]
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Main indicators
Raw Data
| IF | AIF | CIF | IF5 | DOC | CDO | CIT | NCI | CCU | D2Y | C2Y | D5Y | C5Y | SC | %SC | CiY | II | AII | |
| 2022 | 0 | 0.73 | 0 | 0 | 12 | 12 | 24 | 0 | 0 | 0 | 0 | 0 | 0.22 | |||||
| 2023 | 0.67 | 0.69 | 0.36 | 0.67 | 24 | 36 | 37 | 13 | 13 | 12 | 8 | 12 | 8 | 0 | 5 | 0.21 | 0.2 | |
| 2024 | 0.53 | 0.81 | 0.34 | 0.53 | 25 | 61 | 16 | 21 | 34 | 36 | 19 | 36 | 19 | 2 | 9.5 | 2 | 0.08 | 0.23 |
| 2025 | 0.61 | 0.47 | 0.66 | 31 | 92 | 1 | 43 | 77 | 49 | 30 | 61 | 40 | 2 | 4.7 | 1 | 0.03 |
| 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 | 2023 | Mean field portfolio games with consumption. (2023). Fu, Guanxing. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:17:y:2023:i:1:d:10.1007_s11579-022-00328-2. Full description at Econpapers || Download paper | 17 |
| 2 | 2022 | Governmental incentives for green bonds investment. (2022). Possamai, Dylan ; Baldacci, Bastien. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:16:y:2022:i:3:d:10.1007_s11579-022-00320-w. Full description at Econpapers || Download paper | 8 |
| 3 | 2022 | Law-Invariant Functionals that Collapse to the Mean: Beyond Convexity. (2022). Liebrich, Felix-Benedikt ; Munari, Cosimo. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:16:y:2022:i:3:d:10.1007_s11579-022-00313-9. Full description at Econpapers || Download paper | 7 |
| 4 | 2024 | Countercyclical unemployment benefits: a general equilibrium analysis of transition dynamics. (2024). Mitra, Indrajit ; Zhang, Jingjie ; Bayraktar, Erhan. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:18:y:2024:i:2:d:10.1007_s11579-023-00351-x. Full description at Econpapers || Download paper | 6 |
| 5 | 2022 | A stochastic control approach to public debt management. (2022). Brachetta, M ; Ceci, C. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:16:y:2022:i:4:d:10.1007_s11579-022-00323-7. Full description at Econpapers || Download paper | 5 |
| 6 | 2023 | Optimal collective investment: an analysis of individual welfare. (2023). Nguyen, Thai ; Branger, Nicole ; Mahayni, Antje ; Chen, AN. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:17:y:2023:i:1:d:10.1007_s11579-022-00329-1. Full description at Econpapers || Download paper | 5 |
| 7 | 2023 | Valuation of vulnerable options with stochastic corporate liabilities in a mixed fractional Brownian motion environment. (2023). Xu, Zhihong ; Dai, Zexing ; Cheng, Panhong. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:17:y:2023:i:3:d:10.1007_s11579-023-00339-7. Full description at Econpapers || Download paper | 4 |
| 8 | 2023 | Contagion risks and security investment in directed networks. (2023). Amini, Hamed. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:17:y:2023:i:2:d:10.1007_s11579-023-00336-w. Full description at Econpapers || Download paper | 3 |
| 9 | 2024 | An optimal advertising model with carryover effect and mean field terms. (2024). Gozzi, Fausto ; Masiero, Federica ; Rosestolato, Mauro. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:18:y:2024:i:2:d:10.1007_s11579-024-00361-3. Full description at Econpapers || Download paper | 3 |
| 10 | 2022 | Learning about latent dynamic trading demand $$^*$$ â. (2022). Chen, Xiao ; Larsen, Kasper ; Choi, Jinhyuk ; Seppi, Duane J. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:16:y:2022:i:4:d:10.1007_s11579-022-00317-5. Full description at Econpapers || Download paper | 2 |
| 11 | 2023 | Insurance guaranty premiums and exchange options. (2023). Song, Seongjoo ; Lee, Hangsuck. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:17:y:2023:i:1:d:10.1007_s11579-022-00326-4. Full description at Econpapers || Download paper | 2 |
| 12 | 2023 | Robust utility maximization with nonlinear continuous semimartingales. (2023). Niemann, Lars ; Criens, David. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:17:y:2023:i:3:d:10.1007_s11579-023-00342-y. Full description at Econpapers || Download paper | 2 |
| 13 | 2024 | Energy transition under scenario uncertainty: a mean-field game of stopping with common noise. (2024). Leutscher, Marcos ; Dumitrescu, Roxana ; Tankov, Peter. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:18:y:2024:i:2:d:10.1007_s11579-023-00352-w. Full description at Econpapers || Download paper | 2 |
| 14 | 2022 | Multivariate tempered stable additive subordination for financial models. (2022). Semeraro, Patrizia. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:16:y:2022:i:4:d:10.1007_s11579-022-00321-9. Full description at Econpapers || Download paper | 2 |
| 15 | 2024 | Robust non-zero-sum stochastic differential game of two insurers with common shock and CDS transaction. (2024). Huang, Ying ; Li, Man ; Zhou, Jieming. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:18:y:2024:i:1:d:10.1007_s11579-024-00357-z. Full description at Econpapers || Download paper | 1 |
| 16 | 2025 | Optimal investment and reinsurance under exponential forward preferences. (2025). Salterini, Benedetta ; Colaneri, Katia ; Cretarola, Alessandra. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:19:y:2025:i:1:d:10.1007_s11579-024-00372-0. Full description at Econpapers || Download paper | 1 |
| 17 | 2023 | Consumption-investment decisions with endogenous reference point and drawdown constraint. (2023). Liang, Zongxia ; Luo, Xiaodong ; Yuan, Fengyi. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:17:y:2023:i:2:d:10.1007_s11579-023-00335-x. Full description at Econpapers || Download paper | 1 |
| 18 | 2024 | Mean-field ranking games with diffusion control. (2024). Ankirchner, S ; Kazi-Tani, N ; Zhou, C ; Wendt, J. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:18:y:2024:i:2:d:10.1007_s11579-024-00354-2. Full description at Econpapers || Download paper | 1 |
| 19 | 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 | 1 |
| 20 | 2024 | A mean field game approach to relative investmentâconsumption games with habit formation. (2024). Liang, Zongxia ; Zhang, Keyu. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:18:y:2024:i:4:d:10.1007_s11579-024-00360-4. Full description at Econpapers || Download paper | 1 |
| 21 | 2023 | Non-concave portfolio optimization with average value-at-risk. (2023). Zhang, Fangyuan. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:17:y:2023:i:2:d:10.1007_s11579-023-00332-0. Full description at Econpapers || Download paper | 1 |
| 22 | 2024 | Optimal bubble riding with price-dependent entry: a mean field game of controls with common noise. (2024). Tangpi, Ludovic ; Wang, Shichun. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:18:y:2024:i:2:d:10.1007_s11579-024-00353-3. Full description at Econpapers || Download paper | 1 |
| 23 | 2023 | Systemic cascades on inhomogeneous random financial networks. (2023). Hurd, T R. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:17:y:2023:i:1:d:10.1007_s11579-022-00315-7. Full description at Econpapers || Download paper | 1 |
| 24 | 2024 | Peer effect and dynamic ALM games among insurers. (2024). Su, Xizhi ; Deng, Chao ; Zhou, Chao. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:18:y:2024:i:2:d:10.1007_s11579-024-00365-z. Full description at Econpapers || Download paper | 1 |
| 25 | 2022 | Semi-analytical solution for consumption and investment problem under quadratic security market model with inflation risk. (2022). Kusuda, Koji ; Kikuchi, Kentaro ; Batbold, Bolorsuvd. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:16:y:2022:i:3:d:10.1007_s11579-022-00316-6. Full description at Econpapers || Download paper | 1 |
| 26 | 2023 | Dynamic Cournot-Nash equilibrium: the non-potential case. (2023). Zhang, Xin ; Backhoff-Veraguas, Julio. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:17:y:2023:i:2:d:10.1007_s11579-022-00327-3. Full description at Econpapers || Download paper | 1 |
| 27 | 2024 | Mean field games with unbounded controlled common noise in portfolio management with relative performance criteria. (2024). Souganidis, Panagiotis E ; Zariphopoulou, Thaleia. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:18:y:2024:i:2:d:10.1007_s11579-024-00363-1. Full description at Econpapers || Download paper | 1 |
| 28 | 2025 | Portfolio time consistency and utility weighted discount rates. (2025). Pirvu, Traian A ; Mbodji, Oumar. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:19:y:2025:i:2:d:10.1007_s11579-025-00382-6. Full description at Econpapers || Download paper | 1 |
50 most relevant documents in this series (papers most cited in the last two years)
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2023 | Mean field portfolio games with consumption. (2023). Fu, Guanxing. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:17:y:2023:i:1:d:10.1007_s11579-022-00328-2. Full description at Econpapers || Download paper | 14 |
| 2 | 2024 | Countercyclical unemployment benefits: a general equilibrium analysis of transition dynamics. (2024). Mitra, Indrajit ; Zhang, Jingjie ; Bayraktar, Erhan. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:18:y:2024:i:2:d:10.1007_s11579-023-00351-x. Full description at Econpapers || Download paper | 6 |
| 3 | 2022 | Governmental incentives for green bonds investment. (2022). Possamai, Dylan ; Baldacci, Bastien. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:16:y:2022:i:3:d:10.1007_s11579-022-00320-w. Full description at Econpapers || Download paper | 5 |
| 4 | 2022 | Law-Invariant Functionals that Collapse to the Mean: Beyond Convexity. (2022). Liebrich, Felix-Benedikt ; Munari, Cosimo. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:16:y:2022:i:3:d:10.1007_s11579-022-00313-9. Full description at Econpapers || Download paper | 5 |
| 5 | 2023 | Optimal collective investment: an analysis of individual welfare. (2023). Nguyen, Thai ; Branger, Nicole ; Mahayni, Antje ; Chen, AN. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:17:y:2023:i:1:d:10.1007_s11579-022-00329-1. Full description at Econpapers || Download paper | 4 |
| 6 | 2022 | A stochastic control approach to public debt management. (2022). Brachetta, M ; Ceci, C. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:16:y:2022:i:4:d:10.1007_s11579-022-00323-7. Full description at Econpapers || Download paper | 4 |
| 7 | 2023 | Valuation of vulnerable options with stochastic corporate liabilities in a mixed fractional Brownian motion environment. (2023). Xu, Zhihong ; Dai, Zexing ; Cheng, Panhong. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:17:y:2023:i:3:d:10.1007_s11579-023-00339-7. Full description at Econpapers || Download paper | 4 |
| 8 | 2024 | An optimal advertising model with carryover effect and mean field terms. (2024). Gozzi, Fausto ; Masiero, Federica ; Rosestolato, Mauro. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:18:y:2024:i:2:d:10.1007_s11579-024-00361-3. Full description at Econpapers || Download paper | 3 |
| 9 | 2023 | Contagion risks and security investment in directed networks. (2023). Amini, Hamed. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:17:y:2023:i:2:d:10.1007_s11579-023-00336-w. Full description at Econpapers || Download paper | 3 |
| 10 | 2023 | Robust utility maximization with nonlinear continuous semimartingales. (2023). Niemann, Lars ; Criens, David. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:17:y:2023:i:3:d:10.1007_s11579-023-00342-y. Full description at Econpapers || Download paper | 2 |
| 11 | 2022 | Multivariate tempered stable additive subordination for financial models. (2022). Semeraro, Patrizia. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:16:y:2022:i:4:d:10.1007_s11579-022-00321-9. Full description at Econpapers || Download paper | 2 |
| 12 | 2024 | Energy transition under scenario uncertainty: a mean-field game of stopping with common noise. (2024). Leutscher, Marcos ; Dumitrescu, Roxana ; Tankov, Peter. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:18:y:2024:i:2:d:10.1007_s11579-023-00352-w. Full description at Econpapers || Download paper | 2 |
Citing documents used to
compute impact factor: 30
| Year | Title | |
|---|---|---|
| 2025 | Pareto efficiency and financial fairness under limited expected loss constraint. (2025). Nguyen, Thai ; Wa, Tak. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:117:y:2025:i:c:s0304406825000138. Full description at Econpapers || Download paper | |
| 2025 | Convergence Rates of Turnpike Theorems for Portfolio Choice in Stochastic Factor Models. (2025). Yamamichi, Hiroki. In: Papers. RePEc:arx:papers:2512.00346. Full description at Econpapers || Download paper | |
| 2025 | Default Resilience and Worst-Case Effects in Financial Networks. (2024). Proskurnikov, Anton ; Calafiore, Giuseppe ; Fracastoro, Giulia. In: Papers. RePEc:arx:papers:2403.10631. Full description at Econpapers || Download paper | |
| 2025 | Multi-step double barrier options under time-varying interest rates. (2025). Kye, Yisub ; Lee, Hangsuck ; Kong, Byungdoo ; Song, Seongjoo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940825000129. 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 | Mean Field Game of Optimal Tracking Portfolio. (2025). Huang, Yijie ; Bo, Lijun ; Yu, Xiang. In: Papers. RePEc:arx:papers:2505.01858. Full description at Econpapers || Download paper | |
| 2025 | Mean Field Portfolio Games with Epstein-Zin Preferences. (2025). Fu, Guanxing ; Horst, Ulrich. In: Papers. RePEc:arx:papers:2505.07231. 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 | Linear-quadratic-singular stochastic differential games and applications. (2025). Dianetti, Jodi. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:48:y:2025:i:1:d:10.1007_s10203-023-00422-0. 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 | Optimal consumption under relaxed benchmark tracking and consumption drawdown constraint. (2024). Yu, Xiang ; Yan, Kaixin ; Huang, Yijie ; Bo, Lijun. In: Papers. RePEc:arx:papers:2410.16611. Full description at Econpapers || Download paper | |
| 2025 | Characterization of transport optimizers via graphs and applications to StackelbergâCournotâNash equilibria. (2025). Acciaio, Beatrice ; Neumann, Berenice Anne. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:19:y:2025:i:1:d:10.1007_s11579-024-00375-x. Full description at Econpapers || Download paper | |
| 2025 | Does a non-performing assets disposal fund help control systemic risk? Evidence from an interbank financial network in China. (2025). Song, Lei ; Chen, YU. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00667-7. Full description at Econpapers || Download paper | |
| 2025 | Fire sales, default cascades and complex financial networks. (2025). Sulem, Agns ; Cao, Zhongyuan ; Amini, Hamed. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:19:y:2025:i:2:d:10.1007_s11579-024-00381-z. Full description at Econpapers || Download paper | |
| 2025 | Valuation of vulnerable options using a bivariate GramâCharlier approximation. (2025). Wang, Xingchun ; Ou, Xinyue ; Dong, Dingding. In: Review of Derivatives Research. RePEc:kap:revdev:v:28:y:2025:i:1:d:10.1007_s11147-024-09207-y. Full description at Econpapers || Download paper | |
| 2025 | Valuation of R&D projects of new energy vehicles based on generalized mixed sub-fractional Brownian motion under fuzzy environment. (2025). Zhang, Weiting ; He, Guitian ; Luo, Maokang ; Liang, Wenjie. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:507:y:2025:i:c:s0096300325002851. Full description at Econpapers || Download paper | |
| 2025 | A second-order Mean Field Games model with controlled diffusion. (2025). Ricciardi, Michele ; Ignazio, Vincenzo. In: Partial Differential Equations and Applications. RePEc:spr:pardea:v:6:y:2025:i:2:d:10.1007_s42985-025-00323-4. Full description at Econpapers || Download paper | |
| 2025 | Representation of stochastic optimal control problems with delay in the control variable. (2025). di Girolami, Cristina ; Rosestolato, Mauro. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:48:y:2025:i:1:d:10.1007_s10203-024-00465-x. Full description at Econpapers || Download paper | |
| 2025 | Stochastic Optimal Control of Interacting Particle Systems in Hilbert Spaces and Applications. (2025). Gozzi, Fausto ; de Feo, Filippo ; Wessels, Lukas. In: Papers. RePEc:arx:papers:2511.21646. Full description at Econpapers || Download paper | |
| 2025 | Optimal bubble riding: a mean field game with varying entry times. (2025). Tangpi, Ludovic ; Wang, Shichun. In: Finance and Stochastics. RePEc:spr:finsto:v:29:y:2025:i:2:d:10.1007_s00780-025-00559-3. Full description at Econpapers || Download paper | |
| 2025 | Regulation in a Mean-Field Investment Game with Climate Damage. (2025). Federico, Salvatore ; Aid, Ren ; Ferrari, Giorgio ; Rodosthenous, Neofytos. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:705. Full description at Econpapers || Download paper | |
| 2025 | Mean-Field Price Formation on Trees: with Multi-Population and Non-Rational Agents. (2025). Fujii, Masaaki. In: CARF F-Series. RePEc:cfi:fseres:cf606. Full description at Econpapers || Download paper | |
| 2025 | Mean-Field Price Formation on Trees: with Multi-Population and Non-Rational Agents. (2025). Fujii, Masaaki. In: Papers. RePEc:arx:papers:2510.11261. Full description at Econpapers || Download paper | |
| 2025 | Mean-Field Price Formation on Trees: with Multi-Population and Non-Rational Agents. (2025). Fujii, Masaaki. In: CIRJE F-Series. RePEc:tky:fseres:2025cf1261. Full description at Econpapers || Download paper | |
| 2025 | Ranking Quantilized Mean-Field Games with an Application to Early-Stage Venture Investments. (2025). Tchuendom, Rinel Foguen ; Firoozi, Dena ; Breton, Michele. In: Papers. RePEc:arx:papers:2507.00853. Full description at Econpapers || Download paper | |
| 2025 | Propagation of carbon price shocks through the value chain: the mean-field game of defaults. (2025). Tankov, Peter ; Schmidt, Thorsten ; Grbac, Zorana ; Pavarana, Simone. In: Papers. RePEc:arx:papers:2507.11353. Full description at Econpapers || Download paper | |
| 2025 | Robust Non-zero-sum Asset Allocation Games Under Relative Wealth Concerns. (2025). Bin, Ning ; Huang, Sihan ; Zhu, Huainian. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2025:v:26:i:1:zhuhuangbin. Full description at Econpapers || Download paper | |
| 2025 | A General Theory of Risk Sharing. (2025). Melnikov, Vasily. In: Papers. RePEc:arx:papers:2505.19276. Full description at Econpapers || Download paper |
Recent citations
Recent citations received in 2025
| Year | Citing document | |
|---|---|---|
| 2025 | Equilibrium Portfolio Selection under Utility-Variance Analysis of Log Returns in Incomplete Markets. (2025). Cao, Yue ; Wang, Sheng ; Liang, Zongxia ; Yu, Xiang. In: Papers. RePEc:arx:papers:2511.05861. Full description at Econpapers || Download paper |
Recent citations received in 2024
| Year | Citing document | |
|---|---|---|
| 2024 | Many-insurer robust games of reinsurance and investment under model uncertainty in incomplete markets. (2024). Xia, YI ; Liang, Zongxia ; Guan, Guohui. In: Papers. RePEc:arx:papers:2412.09157. Full description at Econpapers || Download paper | |
| 2024 | A mean field game model of green economy. (2024). Ren, Lianhai ; Zhang, Jingguo. In: Digital Finance. RePEc:spr:digfin:v:6:y:2024:i:4:d:10.1007_s42521-024-00118-z. Full description at Econpapers || Download paper |
Recent citations received in 2023
| Year | Citing document | |
|---|---|---|
| 2023 | Optimal Investment with Stochastic Interest Rates and Ambiguity. (2023). Holzermann, Julian. In: Papers. RePEc:arx:papers:2306.13343. 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 | Linear-Quadratic-Singular Stochastic Differential Games and Applications. (2023). Burnier, Yannis ; Vepsaelaeinen, M ; Laine, Mikko. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:678. Full description at Econpapers || Download paper | |
| 2023 | Ergodic Mean-Field Games of Singular Control with Regime-Switching (extended version). (2023). Dianetti, Jodi ; Tzouanas, Ioannis ; Ferrari, Giorgio. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:681. Full description at Econpapers || Download paper | |
| 2023 | Minâmax multi-step barrier options and their variants. (2023). Song, Seongjoo ; Lee, Hangsuck. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000670. Full description at Econpapers || Download paper |
Recent citations received in 2022
| Year | Citing document |
|---|
10 most frequent citing series