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verified SJR 0,475 · Q2 • database Scopus / SJR & Web of Science indexed
Mathematics and Financial Economics
Germany · Springer Verlag
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Mathematics and Financial Economics

Mathematics and Financial Economics is a journal indexed in SJR in Finance and Statistics and Probability with an H index of 31. It has a price of 2290 €. It has an SJR impact factor of 0,475 and it has a best quartile of Q2. It is published in English. It has an SJR impact factor of 0,475.

ISSN: 1862-9679
Publisher: Springer Verlag
Category: Finance
Indexation: verifiedScopus / SJR verifiedWeb of Science
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schedule CountryOfPapers database fields
SJR Impact Factor trending_up
0,475 Q2
H-index 31
Acceptance rate pie_chart
38%
Source Acceptance_Rate
Time to publication hourglass_top
NPD
Field NPD
Publication cost (APC) payments
2.290 € Subscription
Non-OA path 0 €

Metrics

Scimago and CountryOfPapers database fields

Scopus / SJR Web of Science

SJR Impact

0,475

H-index

31

Docs (year)

31

Docs 3y

79

Total refs

1063

Cites 3y

97

Citable 3y

78

Cites/Doc 2y

1.08

Ref/Doc

34.29

Immediate OA

2290 €

Embargoed OA

NPD

Non OA / Submission

0 €

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Best articles by citations

Asset prices in an ambiguous economy

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Von Neumann-Gale dynamics and capital growth in financial markets with frictions

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Consumption-investment problem with pathwise ambiguity under logarithmic utility

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Constrained portfolio-consumption strategies with uncertain parameters and borrowing costs

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Conic coconuts: the pricing of contingent capital notes using conic finance

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Combining different models

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Characterizing demand functions with price dependent income

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Capital asset market equilibrium with liquidity risk, portfolio constraints, and asset price bubbles

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Brownian equilibria under Knightian uncertainty

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Borrowing constraints, effective flexibility in labor supply, and portfolio selection

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Bid and ask prices as non-linear continuous time G-expectations based on distortions

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Barndorff-Nielsen and Shephard model: oil hedging with variance swap and option

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Backward nonlinear expectation equations

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A multiple-curve HJM model of interbank risk

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Arbitrage and the tax code

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An identity of hitting times and its application to the valuation of guaranteed minimum withdrawal benefit

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An asset return model capturing stylized facts

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An analytical study of norms and Banach spaces induced by the entropic value-at-risk

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Additive portfolio improvement and utility-efficient payoffs

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Accounting for risk aversion in derivatives purchase timing

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A switching microstructure model for stock prices

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A simple trinomial lattice approach for the skew-extended CIR models

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A remark on smooth solutions to a stochastic control problem with a power terminal cost function and stochastic volatilities

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A note on utility-based pricing in models with transaction costs

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