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Mathematics and Financial Economics / Springer

Citation Profile [Updated: 2026-05-04 07:00:09]
5 Years H Index
5
Impact Factor (IF)
0.71
5 Years IF
0.75
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 0.72 0 0 12 12 27 0 0 0 0 0 0.22
2023 0.67 0.67 0.36 0.67 24 36 43 13 13 12 8 12 8 0 5 0.21 0.19
2024 0.53 0.73 0.34 0.53 25 61 20 21 34 36 19 36 19 2 9.5 2 0.08 0.22
2025 0.71 0.96 0.59 0.75 31 92 10 54 88 49 35 61 46 7 13 2 0.06 0.28
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
#YearTitleCited
12023Mean 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.

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19
22022Governmental 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.

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8
32022Law-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

8
42024Countercyclical 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.

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6
52023Optimal 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.

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6
62022A 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.

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5
72023Valuation 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.

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4
82023Contagion 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.

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4
92024An 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.

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3
102022Multivariate 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.

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3
112024Energy 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.

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3
122023Insurance 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.

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2
132023Robust 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.

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2
142025Optimal 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.

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2
152023Systemic 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.

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2
162022Semi-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.

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2
172024Robust 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.

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2
182024Age-dependent robust strategic asset allocation with inflation–deflation 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.

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2
192024A mean field game approach to relative investment–consumption 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.

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2
202025Collective completeness and pricing hedging duality. (2025). Maggis, Marco ; Frittelli, Marco ; Doldi, Alessandro. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:19:y:2025:i:4:d:10.1007_s11579-025-00393-3.

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2
212025Portfolio 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.

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2
222022Learning about latent dynamic trading demand $$^*$$ ∗. (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.

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2
232024Mean 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.

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1
242025Long 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.

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1
252023Non-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.

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1
262023Traditional and digital currencies in over-the-counter markets. (2023). Huang, Qianhong ; Frei, Christoph. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:17:y:2023:i:3:d:10.1007_s11579-023-00341-z.

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1
272025Behavioral robust mean-variance portfolio selection with an intractable claim. (2025). Maity, Arindam ; Selvaraju, N ; Bera, Koushik. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:19:y:2025:i:2:d:10.1007_s11579-025-00386-2.

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1
282023Dynamic 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.

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1
292024Mean-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.

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1
302025Set-valued star-shaped risk measures. (2025). Jiang, Long ; Nie, Bingchu ; Tian, Dejian. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:19:y:2025:i:2:d:10.1007_s11579-025-00384-4.

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1
312023An 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.

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1
322024Optimal 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.

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1
332023On intermediate marginals in martingale optimal transportation. (2023). Sester, Julian. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:17:y:2023:i:4:d:10.1007_s11579-023-00345-9.

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1
342024Peer 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.

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1
352025Many-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.

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1
362023Consumption-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.

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1
372025A note on persistent private information. (2025). Crowell, Robert A ; Cvitani, Jaka ; Acciaio, Beatrice. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:19:y:2025:i:1:d:10.1007_s11579-024-00378-8.

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1
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12023Mean 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

16
22022Law-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

6
32024Countercyclical 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
42023Optimal 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
52022Governmental 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
62022A 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
72023Contagion 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

4
82023Valuation 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
92022Multivariate 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

3
102024Energy 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

3
112024An 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
122022Semi-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

2
132023Systemic 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

2
142025Optimal 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

2
152025Portfolio 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

2
162024A mean field game approach to relative investment–consumption 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

2
172024Robust 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

2
182024Age-dependent robust strategic asset allocation with inflation–deflation 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

2
192023Robust 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
202025Collective completeness and pricing hedging duality. (2025). Maggis, Marco ; Frittelli, Marco ; Doldi, Alessandro. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:19:y:2025:i:4:d:10.1007_s11579-025-00393-3.

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2
Citing documents used to compute impact factor: 35
YearTitle
2025Pareto 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.

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2025Convergence Rates of Turnpike Theorems for Portfolio Choice in Stochastic Factor Models. (2025). Yamamichi, Hiroki. In: Papers. RePEc:arx:papers:2512.00346.

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2025Individual survivor fund account: The impact of bequest motives on tontine participation. (2025). Nguyen, Thai ; Wa, Tak. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:125:y:2025:i:c:s0167668725001088.

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2025Default Resilience and Worst-Case Effects in Financial Networks. (2024). Proskurnikov, Anton ; Calafiore, Giuseppe ; Fracastoro, Giulia. In: Papers. RePEc:arx:papers:2403.10631.

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2025Credit guarantee, and risk contagion in guarantee networks: A supply chain perspective. (2025). Chen, YU ; Qian, Shuoge ; Song, Lei. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:19:y:2025:i:3:d:10.1007_s11579-025-00397-z.

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2025Multi-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.

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2025Relative portfolio optimization via a value at risk based constraint. (2025). Bauerle, Nicole ; Goll, Tamara. In: Papers. RePEc:arx:papers:2503.20340.

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2025Mean Field Game of Optimal Tracking Portfolio. (2025). Huang, Yijie ; Bo, Lijun ; Yu, Xiang. In: Papers. RePEc:arx:papers:2505.01858.

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2025Mean Field Portfolio Games with Epstein-Zin Preferences. (2025). Fu, Guanxing ; Horst, Ulrich. In: Papers. RePEc:arx:papers:2505.07231.

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2025Robust non-zero-sum investment–consumption 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.

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2025Mean Field Portfolio Games with Epstein-Zin Preferences. (2025). Horst, Ulrich ; Fu, Guanxing. In: Rationality and Competition Discussion Paper Series. RePEc:rco:dpaper:540.

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2025Linear-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.

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2025Competitive optimal portfolio selection under mean-variance criterion. (2025). Shao, Guojiang ; Xu, Zuo Quan ; Zhang, QI. In: Papers. RePEc:arx:papers:2511.05270.

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2025Mean-Field Price Formation on Trees with a Network of Relative Performance Concerns. (2025). Fujii, Masaaki. In: Papers. RePEc:arx:papers:2512.21621.

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2025Many-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.

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2025Optimal 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.

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2025Characterization of transport optimizers via graphs and applications to Stackelberg–Cournot–Nash 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.

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2025Does 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.

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2025Fire 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.

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2025Past, present and future of central bank digital currency: a systematic literature review and relevant issues. (2025). Rani, Manju ; Kumar, Jitender. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:26:y:2025:i:4:d:10.1057_s41261-025-00283-0.

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2025Valuation of vulnerable options using a bivariate Gram–Charlier 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.

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2025Valuation 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.

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2025A 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.

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2025Representation 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.

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2025Stochastic 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.

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2025Optimal 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.

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2025Regulation 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.

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2025Mean-Field Price Formation on Trees: with Multi-Population and Non-Rational Agents. (2025). Fujii, Masaaki. In: CARF F-Series. RePEc:cfi:fseres:cf606.

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2025Mean-Field Price Formation on Trees: with Multi-Population and Non-Rational Agents. (2025). Fujii, Masaaki. In: Papers. RePEc:arx:papers:2510.11261.

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2025Mean-Field Price Formation on Trees: with Multi-Population and Non-Rational Agents. (2025). Fujii, Masaaki. In: CIRJE F-Series. RePEc:tky:fseres:2025cf1261.

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2025Ranking 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.

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2025Strategic international asset allocation under a quadratic model with exchange rate and inflation-deflation risks. (2025). Kusuda, Koji ; Kikuchi, Kentaro ; Batbold, Bolorsuvd. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:48:y:2025:i:2:d:10.1007_s10203-025-00527-8.

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2025Propagation 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.

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2025Robust 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.

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2025Nash equilibrium in insurance pricing and investment under common shocks. (2025). Zhang, Jinjin. In: Finance Research Letters. RePEc:eee:finlet:v:86:y:2025:i:pa:s1544612325016630.

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2025Equilibrium 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.

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2025Nash equilibrium in insurance pricing and investment under common shocks. (2025). Zhang, Jinjin. In: Finance Research Letters. RePEc:eee:finlet:v:86:y:2025:i:pa:s1544612325016630.

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2024Many-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.

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2024A 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.

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2023Optimal Investment with Stochastic Interest Rates and Ambiguity. (2023). Holzermann, Julian. In: Papers. RePEc:arx:papers:2306.13343.

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2023Dynamic portfolio selection for nonlinear law-dependent preferences. (2023). Liang, Zongxia ; Xia, Jianming ; Yuan, Fengyi. In: Papers. RePEc:arx:papers:2311.06745.

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2023Linear-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.

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2023Ergodic 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.

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2023Min–max 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.

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