Citation analysis for Finance and Stochastics / Springer

Citation Profile [Updated: 2026-07-12 11:58:33]

5 Years H Index

Impact Factor (IF)

0.53

5 Years IF

0.52

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	710	12	16	4		4		5	41.7	12	0.75	0.11
1998	0.65	0.28	0.39	0.65	21	41	699	16	32	20	13	20	13		0	2	0.1	0.13
1999	0.59	0.3	0.48	0.56	25	66	631	30	64	37	22	41	23		0	3	0.12	0.14
2000	0.41	0.34	0.61	0.58	17	83	449	50	115	46	19	66	38	4	8	2	0.12	0.16
2001	0.64	0.38	0.71	0.57	29	112	953	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	1356	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	910	169	604	38	35	109	95		0	9	0.31	0.21
2005	0.55	0.51	1.18	0.96	32	211	1046	248	852	29	16	113	108	5	2	13	0.41	0.23
2006	1.16	0.5	1.15	1.06	35	246	758	282	1134	61	71	128	136	16	5.7	7	0.2	0.22
2007	0.76	0.44	1.06	0.79	27	273	849	290	1424	67	51	134	106	23	7.9	11	0.41	0.2
2008	0.52	0.47	1.11	0.77	24	297	457	327	1755	62	32	123	95	12	3.7	11	0.46	0.22
2009	1.06	0.46	1.28	0.9	23	320	439	407	2165	51	54	147	133	15	3.7	11	0.48	0.23
2010	0.87	0.46	1.32	1	24	344	434	454	2620	47	41	141	141	32	7	10	0.42	0.2
2011	0.91	0.5	1.29	0.86	29	373	584	478	3102	47	43	133	114	43	9	14	0.48	0.23
2012	0.83	0.5	1.27	0.88	30	403	520	508	3612	53	44	127	112	54	10.6	9	0.3	0.21
2013	1.1	0.53	1.49	1.03	31	434	564	644	4257	59	65	130	134	45	7	14	0.45	0.23
2014	0.89	0.52	1.54	1.01	31	465	552	716	4973	61	54	137	138	67	9.4	21	0.68	0.22
2015	1.13	0.52	1.6	1.12	31	496	401	793	5767	62	70	145	162	74	9.3	11	0.35	0.22
2016	1.31	0.49	1.75	1.15	34	530	357	927	6695	62	81	152	175	72	7.8	14	0.41	0.2
2017	0.98	0.51	1.67	1.15	33	563	532	938	7633	65	64	157	180	89	9.5	12	0.36	0.2
2018	1.18	0.52	1.53	1.03	31	594	475	910	8543	67	79	160	164	96	10.5	14	0.45	0.22
2019	1.58	0.53	1.45	1.22	30	624	302	904	9447	64	101	160	195	62	6.9	12	0.4	0.21
2020	1.36	0.63	1.49	1.28	30	654	248	974	10421	61	83	159	203	70	7.2	17	0.57	0.3
2021	1.28	0.72	1.48	1.41	25	679	150	1004	11425	60	77	158	223	69	6.9	11	0.44	0.26
2022	1.04	0.71	1.29	1.35	27	706	97	913	12338	55	57	149	201	72	7.9	12	0.44	0.21
2023	0.81	0.66	1.18	1.12	29	735	90	868	13206	52	42	143	160	63	7.3	9	0.31	0.19
2024	1.07	0.71	1.13	1.07	29	764	60	863	14069	56	60	141	151	78	9	12	0.41	0.21
2025	1.09	0.94	1.25	1.19	29	793	19	991	15060	58	63	140	166	37	3.7	8	0.28	0.27
2026	0.53		0.64	0.52	15	808	3	520	15580	58	31	139	72	33	6.3	4	0.27

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	576
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	242
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	221
4	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	176
5	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
6	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	175
7	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	172
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	168
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	154
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	144
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	143
13	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	140
14	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	137
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	135
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	133
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	129
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	126
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	123
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	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	99
22	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	98
23	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	96
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	90
25	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
26	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
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	87
28	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
29	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
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	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	83
32	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
33	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	79
34	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	78
35	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
36	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	76
37	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	74
38	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	74
39	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
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	74
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	74
42	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	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	73
44	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
45	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
46	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	68
47	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	68
48	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	68
49	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	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	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	60
2	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	28
3	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	26
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	25
5	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	23
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	23
7	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	18
8	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	17
9	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	17
10	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	16
11	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	14
12	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	14
13	2017	Consumptionâinvestment optimization with EpsteinâZin utility in incomplete markets. (2017). Xing, Hao. In: Finance and Stochastics. RePEc:spr:finsto:v:21:y:2017:i:1:d:10.1007_s00780-016-0297-z. Full description at Econpapers \|\| Download paper	14
14	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	14
15	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	14
16	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	14
17	2019	Incorporating signals into optimal trading. (2019). LEHALLE, Charles-Albert ; Neuman, Eyal. In: Finance and Stochastics. RePEc:spr:finsto:v:23:y:2019:i:2:d:10.1007_s00780-019-00382-7. Full description at Econpapers \|\| Download paper	13
18	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	12
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	12
20	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	11
21	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	11
22	2021	Scenario-based risk evaluation. (2021). Wang, Ruodu ; Ziegel, Johanna F. In: Finance and Stochastics. RePEc:spr:finsto:v:25:y:2021:i:4:d:10.1007_s00780-021-00460-9. Full description at Econpapers \|\| Download paper	11
23	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	11
24	2024	A framework for measures of risk under uncertainty. (2024). Wang, Ruodu ; Liu, Yang ; Fadina, Tolulope. In: Finance and Stochastics. RePEc:spr:finsto:v:28:y:2024:i:2:d:10.1007_s00780-024-00528-2. Full description at Econpapers \|\| Download paper	10
25	2022	The characteristic function of Gaussian stochastic volatility models: an analytic expression. (2022). Jaber, Eduardo Abi. In: Finance and Stochastics. RePEc:spr:finsto:v:26:y:2022:i:4:d:10.1007_s00780-022-00489-4. Full description at Econpapers \|\| Download paper	10
26	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	10
27	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	10
28	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	10
29	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	9
30	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	9
31	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	9
32	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	9
33	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	8
34	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	8
35	2013	Time-consistent mean-variance portfolio selection in discrete and continuous time. (2013). Czichowsky, Christoph. In: Finance and Stochastics. RePEc:spr:finsto:v:17:y:2013:i:2:p:227-271. Full description at Econpapers \|\| Download paper	8
36	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	8
37	2012	Optimal dividend distribution under Markov regime switching. (2012). Jiang, Zhengjun ; Pistorius, Martijn. In: Finance and Stochastics. RePEc:spr:finsto:v:16:y:2012:i:3:p:449-476. Full description at Econpapers \|\| Download paper	8
38	2013	Consumption-portfolio optimization with recursive utility in incomplete markets. (2013). Steffensen, Mogens ; Kraft, Holger ; Seifried, Frank. In: Finance and Stochastics. RePEc:spr:finsto:v:17:y:2013:i:1:p:161-196. Full description at Econpapers \|\| Download paper	8
39	2018	Financial equilibrium with asymmetric information and random horizon. (2018). Etin, Umut. In: Finance and Stochastics. RePEc:spr:finsto:v:22:y:2018:i:1:d:10.1007_s00780-017-0348-0. Full description at Econpapers \|\| Download paper	8
40	2011	Gamma expansion of the Heston stochastic volatility model. (2011). Glasserman, Paul ; Kim, Kyoung-Kuk. In: Finance and Stochastics. RePEc:spr:finsto:v:15:y:2011:i:2:p:267-296. Full description at Econpapers \|\| Download paper	7
41	2023	Optimal insurance under maxmin expected utility. (2023). Boonen, Tim J ; Ghossoub, Mario ; Birghila, Corina. In: Finance and Stochastics. RePEc:spr:finsto:v:27:y:2023:i:2:d:10.1007_s00780-023-00497-y. Full description at Econpapers \|\| Download paper	7
42	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	7
43	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	7
44	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	7
45	2021	Duality theory for robust utility maximisation. (2021). Kupper, Michael ; Bartl, Daniel ; Neufeld, Ariel. In: Finance and Stochastics. RePEc:spr:finsto:v:25:y:2021:i:3:d:10.1007_s00780-021-00455-6. Full description at Econpapers \|\| Download paper	7
46	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	6
47	2006	Bounds for Functions of Dependent Risks. (2006). Puccetti, Giovanni ; Embrechts, Paul. In: Finance and Stochastics. RePEc:spr:finsto:v:10:y:2006:i:3:p:341-352. Full description at Econpapers \|\| Download paper	6
48	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	6
49	2019	An SPDE model for systemic risk with endogenous contagion. (2019). Hambly, Ben ; Sojmark, Andreas. In: Finance and Stochastics. RePEc:spr:finsto:v:23:y:2019:i:3:d:10.1007_s00780-019-00396-1. Full description at Econpapers \|\| Download paper	6
50	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	6

Citing documents used to compute impact factor: 31

Year	Title
2026	Continuous-time Optimal Stopping through Deep Reinforcement Learning. (2026). Ludkovski, Michael ; Borsa, Cosmin. In: Papers. RePEc:arx:papers:2606.17545. Full description at Econpapers \|\| Download paper
2026	Multi-asset optimal trade execution with stochastic cross-effects: An Obizhaeva-Wang-type framework. (2025). Ackermann, Julia ; Kruse, Thomas ; Urusov, Mikhail. In: Papers. RePEc:arx:papers:2503.05594. Full description at Econpapers \|\| Download paper
2026	Stochastic Control Problems with Infinite Horizon and Regime Switching Arising in Optimal Liquidation with Semimartingale Strategies. (2026). Xia, Xiaonyu ; Fu, Guanxing ; Cheng, Xinman. In: Papers. RePEc:arx:papers:2602.20552. Full description at Econpapers \|\| Download paper
2026	Optimal Execution among $N$ Traders with Transient Price Impact. (2025). Campbell, Steven ; Nutz, Marcel. In: Papers. RePEc:arx:papers:2501.09638. Full description at Econpapers \|\| Download paper
2026	Pricing Options on Forwards in Function-Valued Affine Stochastic Volatility Models. (2025). He, Jian ; Khedher, Asma ; Karbach, Sven. In: Papers. RePEc:arx:papers:2508.14813. Full description at Econpapers \|\| Download paper
2026	Empirical Analysis of the Model-Free Valuation Approach: Hedging Gaps, Conservatism, and Trading Opportunities. (2025). Chen, Zixing ; Qi, Yihan ; Sester, Julian ; Que, Shanlan ; Zhang, Xiao. In: Papers. RePEc:arx:papers:2508.16595. Full description at Econpapers \|\| Download paper
2026	Counter-monotonic Risk Sharing with Heterogeneous Distortion Risk Measures. (2024). Wang, Ruodu ; Ren, Qinghua ; Ghossoub, Mario. In: Papers. RePEc:arx:papers:2412.00655. Full description at Econpapers \|\| Download paper
2026	Weak error approximation for rough and Gaussian mean-reverting stochastic volatility models. (2026). Kebaier, Ahmed ; Alfonsi, Aur'Elien. In: Papers. RePEc:arx:papers:2602.18234. Full description at Econpapers \|\| Download paper
2026	Optimal Dividend, Investment, and Risk Control Strategies in a Financial Market with Dynamic Contagion Jumps. (2026). Yin, Chuancun ; Chen, Xiuxian ; Sun, Zhongyang. In: Journal of Optimization Theory and Applications. RePEc:spr:joptap:v:209:y:2026:i:1:d:10.1007_s10957-026-02977-5. Full description at Econpapers \|\| Download paper
2026	The design of optimal re-insurance contracts when losses are clustered. (2026). Scotti, Simone ; di Girolami, Cristina ; Bernis, Guillaume. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:20:y:2026:i:1:d:10.1007_s11579-025-00400-7. Full description at Econpapers \|\| Download paper
2026	VIX options in Bergomi models. (2026). Zhu, Lingjiong ; Pirjol, Dan ; Guo, Desen. In: Papers. RePEc:arx:papers:2606.02336. Full description at Econpapers \|\| Download paper
2026	Robust n-Agent Heterogeneous Investment-Consumption Game Under $$\alpha $$ Î± -Maxmin Mean-Variance-Utility Criterion. (2026). Liang, Zongxia ; Guan, Guohui. In: Journal of Optimization Theory and Applications. RePEc:spr:joptap:v:208:y:2026:i:1:d:10.1007_s10957-025-02834-x. Full description at Econpapers \|\| Download paper
2026	Mean-field game of mean-variance portfolio management with peer-based relative risk aversion. (2026). Yu, Xiang ; Wang, Sheng ; Liang, Zongxia ; Cheng, Weilun. In: Papers. RePEc:arx:papers:2605.25824. Full description at Econpapers \|\| Download paper
2026	A problem of finite-horizon optimal switching and stochastic control for utility maximisation. (2026). Yang, Zhou ; Jeon, Junkee. In: Finance and Stochastics. RePEc:spr:finsto:v:30:y:2026:i:1:d:10.1007_s00780-025-00583-3. Full description at Econpapers \|\| Download paper
2026	Universal approximation with signatures of non-geometric rough paths. (2026). Promel, David J ; Kwossek, Anna P ; Ceylan, Mihriban. In: Papers. RePEc:arx:papers:2602.05898. Full description at Econpapers \|\| Download paper
2026	Universal basic income in a financial equilibrium. (2026). Weston, Kim. In: Papers. RePEc:arx:papers:2601.07626. Full description at Econpapers \|\| Download paper
2026	Eliciting reference measures of law-invariant functionals. (2025). Liebrich, Felix-Benedikt ; Wang, Ruodu. In: Papers. RePEc:arx:papers:2507.13763. Full description at Econpapers \|\| Download paper
2026	Weighted Generalized Risk Measure and Risk Quadrangle: Characterization, Optimization and Application. (2026). Ye, Xintao ; Wei, Yunran ; Liu, Yang. In: Papers. RePEc:arx:papers:2603.10327. Full description at Econpapers \|\| Download paper
2026	Robust risk measures: an averaging approach. (2026). Targino, Rodrigo ; Righi, Marcelo. In: Papers. RePEc:arx:papers:2603.24349. Full description at Econpapers \|\| Download paper
2026	Monotonic meanâdeviation risk measures. (2026). Wu, Qinyu ; Wang, Ruodu ; Han, Xia. In: Finance and Stochastics. RePEc:spr:finsto:v:30:y:2026:i:2:d:10.1007_s00780-026-00586-8. Full description at Econpapers \|\| Download paper
2026	Asymptotics of systemic risk in a renewal model with multiple business lines and heterogeneous claims. (2026). Liu, Yang ; Wan, Hongfu ; Geng, Bingzhen. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:126:y:2026:i:c:s016766872500143x. Full description at Econpapers \|\| Download paper
2026	Stochastic Dominance Constrained Optimization with S-shaped Utilities: Poor-Performance-Region Algorithm and Neural Network. (2025). Hu, Zeyun ; Liu, Yang. In: Papers. RePEc:arx:papers:2512.00299. Full description at Econpapers \|\| Download paper
2026	Unbiased Rough Integrators and No Free Lunch in Rough-Path-Based Market Models. (2025). Shi, Qijin ; Ichiba, Tomoyuki. In: Papers. RePEc:arx:papers:2509.14529. Full description at Econpapers \|\| Download paper
2026	Global universality via discrete-time signatures. (2026). Promel, David J ; Ceylan, Mihriban. In: Papers. RePEc:arx:papers:2603.09773. Full description at Econpapers \|\| Download paper
2026	On Erlangization and Extrapolation, with Applications to Financial Regime-Switching LÃ©vy Models. (2026). Asmussen, Sren. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:28:y:2026:i:1:d:10.1007_s11009-025-10234-x. Full description at Econpapers \|\| Download paper
2026	Infinite Horizon Optimal Consumption: Intertemporal Hedging under Epstein-Zin Preferences. (2026). Bayraktar, Erhan ; Lawless, Emmet. In: Papers. RePEc:arx:papers:2606.02945. Full description at Econpapers \|\| Download paper
2026	Understanding the Long-Only Minimum Variance Portfolio. (2026). Sowunmi, Ololade ; Kercheval, Alec N ; Gunther, Nick L. In: Papers. RePEc:arx:papers:2603.07692. Full description at Econpapers \|\| Download paper
2026	Valuation of variable annuities under the Volterra mortality and rough Heston models. (2026). Lyu, Haoqi ; Li, Wenyuan. In: Papers. RePEc:arx:papers:2604.00472. Full description at Econpapers \|\| Download paper
2026	A continuous-time Kyle model with price-responsive traders. (2026). Noh, Eunjung. In: Papers. RePEc:arx:papers:2601.09872. Full description at Econpapers \|\| Download paper
2026	An Infinite-Dimensional Insider Trading Game. (2026). Tseng, Michael C ; Keller, Christian. In: Papers. RePEc:arx:papers:2602.21125. Full description at Econpapers \|\| Download paper
2026	Insider and stealth trading with dynamic legal risk. (2026). Xia, Weixuan ; Qiao, Bixing. In: Papers. RePEc:arx:papers:2605.27684. Full description at Econpapers \|\| Download paper

Recent citations

Recent citations received in 2026

Year	Citing document
2026	Bridging the Reality Gap in Limit Order Book Simulation. (2026). Souilmi, Saad ; Rosenbaum, Mathieu ; Noble, Patrick. In: Papers. RePEc:arx:papers:2603.24137. Full description at Econpapers \|\| Download paper
2026	When cooperation is beneficial to all agents. (2026). Maggis, Marco ; Frittelli, Marco ; Doldi, Alessandro. In: Papers. RePEc:arx:papers:2604.02862. Full description at Econpapers \|\| Download paper
2026	Deterministic Policy Gradient for Learning Equilibrium in Time-Inconsistent Control Problems. (2026). Yu, Xiang ; Huang, Yijie ; Guo, Xin. In: Papers. RePEc:arx:papers:2606.11798. Full description at Econpapers \|\| Download paper
2026	Collective completeness and pricing-hedging duality II. (2026). Maggis, Marco ; Frittelli, Marco ; Doldi, Alessandro. In: Papers. RePEc:arx:papers:2606.19038. Full description at Econpapers \|\| Download paper

Recent citations received in 2025

Year	Citing document
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
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	Global universal approximation with Brownian signatures. (2025). Ceylan, Mihriban ; Promel, David J. In: Papers. RePEc:arx:papers:2512.16396. Full description at Econpapers \|\| Download paper
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
2025	Convergence rates for Chernoff-type approximations of convex monotone semigroups. (2025). Jiang, Lianzi ; Liang, Gechun ; Kupper, Michael ; Blessing, Jonas. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:189:y:2025:i:c:s0304414925001413. Full description at Econpapers \|\| Download paper
2025	Robust no-arbitrage under projective determinacy. (2025). Issaoui, Safae ; Carassus, Laurence ; Boistard, Alexandre. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:19:y:2025:i:4:d:10.1007_s11579-025-00406-1. Full description at Econpapers \|\| Download paper
2025	Data-driven proactive contracting: a mathematical framework for enhancing strategic agility, risk management and value creation. (2025). Peiman, Pirmoradian ; Foad, Shokrollahi ; Azam, Pirmoradian ; Naji, Mohammadi Mohammad. In: TalTech Journal of European Studies. RePEc:vrs:bjeust:v:15:y:2025:i:1:p:40-57:n:1005. Full description at Econpapers \|\| Download paper

Recent citations received in 2024

Year	Citing document
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	Heat modulated affine stochastic volatility models for forward curve dynamics. (2024). Karbach, Sven. In: Papers. RePEc:arx:papers:2409.13070. 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

10 most frequent citing series

#	Series	H	Cites
1	Papers / arXiv.org	99	2043
2	Finance and Stochastics / Springer	59	283
3	Insurance: Mathematics and Economics / Elsevier	59	139
4	Stochastic Processes and their Applications / Elsevier	49	133
5	Mathematical Finance / Wiley Blackwell	74	100
6	European Journal of Operational Research / Elsevier	141	97
7	Mathematics and Financial Economics / Springer	6	85
8	Mathematics of Operations Research / INFORMS	62	71
9	Annals of Operations Research / Springer	56	67
10	Post-Print / HAL	222	65
11	Decisions in Economics and Finance / Springer	12	55