Mathematics and Financial Economics / Springer
Citation Profile [Updated: 2025-11-20 18:08:17]
5 Years H Index
4
Impact Factor (IF)
0.53
5 Years IF
0.53
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 | |
| 2022 | 0 | 0.74 | 0 | 0 | 12 | 12 | 22 | 0 | 0 | 0 | 0 | 0 | 0.22 | |||||
| 2023 | 0.75 | 0.7 | 0.39 | 0.75 | 24 | 36 | 31 | 14 | 14 | 12 | 9 | 12 | 9 | 0 | 5 | 0.21 | 0.2 | |
| 2024 | 0.53 | 0.82 | 0.34 | 0.53 | 25 | 61 | 12 | 21 | 35 | 36 | 19 | 36 | 19 | 2 | 9.5 | 2 | 0.08 | 0.24 |
| 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 | 13 |
| 2 | 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 |
| 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 | 7 |
| 4 | 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 |
| 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 | 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 | 3 |
| 7 | 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 | 3 |
| 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 | 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 |
| 10 | 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 |
| 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 | 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 | 2 |
| 13 | 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 |
| 14 | 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 |
| 15 | 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 |
| 16 | 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 |
| 17 | 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 |
| 18 | 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 |
| 19 | 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 |
| 20 | 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 |
| 21 | 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 |
| 22 | 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 |
| 23 | 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 |
| 24 | 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 |
| 25 | 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 |
| 26 | 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 |
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 | 13 |
| 2 | 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 |
| 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 | 7 |
| 4 | 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 |
| 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 | 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 | 3 |
| 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 | 3 |
| 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 | 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 |
| 10 | 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 |
| 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 | 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 | 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 |
Citing documents used to
compute impact factor: 19
| Year | Title | |
|---|---|---|
| 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 | Risk sharing under heterogeneous beliefs without convexity. (2024). Liebrich, Felix-Benedikt. In: Finance and Stochastics. RePEc:spr:finsto:v:28:y:2024:i:4:d:10.1007_s00780-024-00540-6. Full description at Econpapers || Download paper | |
| 2024 | Age-dependent robust strategic asset allocation with inflationâdeflation hedging demand. (2024). Kusuda, Koji ; Kikuchi, Kentaro. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:18:y:2024:i:4:d:10.1007_s11579-024-00369-9. Full description at Econpapers || Download paper | |
| 2024 | Low carbon finance drives corporate carbon emissions reduction: A perspective from issuing carbon neutral bonds. (2024). Yang, Ran ; Lu, Juan ; Li, HE. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:203:y:2024:i:c:s0040162524002002. Full description at Econpapers || Download paper | |
| 2024 | Delegated portfolio management with random default. (2024). Mastrolia, Thibaut ; Gennaro, Alberto. In: Papers. RePEc:arx:papers:2410.13103. Full description at Econpapers || Download paper | |
| 2024 | A Stochastic Non-Zero-Sum Game of Controlling the Debt-to-GDP Ratio. (2024). Villeneuve, Stephane ; Rodosthenous, Neofytos ; Dammann, Felix. In: TSE Working Papers. RePEc:tse:wpaper:129813. Full description at Econpapers || Download paper | |
| 2024 | A stochastic non-zero-sum game of controlling the debt-to-GDP ratio. (2024). Villeneuve, Stphane ; Rodosthenous, Nofytos ; Dammann, Felix. In: Post-Print. RePEc:hal:journl:hal-04810508. Full description at Econpapers || Download paper | |
| 2024 | Robust decisions for heterogeneous agents via certainty equivalents. (2024). Schweizer, Nikolaus ; Balter, Anne G. In: European Journal of Operational Research. RePEc:eee:ejores:v:317:y:2024:i:1:p:171-184. Full description at Econpapers || Download paper | |
| 2024 | Optimal mutual insurance against systematic longevity risk. (2024). Dalby, James ; Armstrong, John. In: Papers. RePEc:arx:papers:2410.07749. Full description at Econpapers || Download paper | |
| 2024 | A Mean Field Game Approach to Relative Investment-Consumption Games with Habit Formation. (2024). Liang, Zongxia ; Zhang, Keyu. In: Papers. RePEc:arx:papers:2401.15659. 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 | |
| 2024 | A mean field game approach to equilibrium consumption under external habit formation. (2024). Yu, Xiang ; Wang, Shihua ; Bo, Lijun. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:178:y:2024:i:c:s0304414924001674. Full description at Econpapers || Download paper | |
| 2024 | Nash equilibria for relative investors with (non)linear price impact. (2024). Gll, Tamara ; Buerle, Nicole. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:18:y:2024:i:1:d:10.1007_s11579-024-00356-0. Full description at Econpapers || Download paper | |
| 2024 | Systemic risk in Chinese interbank lending networks: insights from short-term and long-term lending data. (2024). Gao, Qifeng ; Shu, Lei ; Song, Lei ; Jin, Shuyue ; Chen, YU. In: Empirical Economics. RePEc:spr:empeco:v:67:y:2024:i:6:d:10.1007_s00181-024-02617-9. Full description at Econpapers || Download paper | |
| 2024 | On the equivalence between Value-at-Risk- and Expected Shortfall-based risk measures in non-concave optimization. (2024). Stadje, Mitja ; Zhang, Fangyuan ; Chen, AN. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:117:y:2024:i:c:p:114-129. Full description at Econpapers || Download paper | |
| 2024 | A pricing model system for small and micro loan insurance considering limited claims. (2024). Hu, Yan-Ping. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001443. Full description at Econpapers || Download paper | |
| 2024 | Pricing models for small and micro loan portfolio insurance. (2024). Hu, Yan-Ping. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924004848. Full description at Econpapers || Download paper | |
| 2024 | A class of multidimensional nonlinear diffusions with the Feller property. (2024). Niemann, Lars ; Criens, David. In: Statistics & Probability Letters. RePEc:eee:stapro:v:208:y:2024:i:c:s0167715224000269. Full description at Econpapers || Download paper | |
| 2024 | Markov selections and Feller properties of nonlinear diffusions. (2024). Niemann, Lars ; Criens, David. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:173:y:2024:i:c:s0304414924000607. Full description at Econpapers || Download paper |
Recent citations
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