ISSN: 1862-9679

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Mathematics and Financial Economics Q2 Unclaimed

Springer Verlag Germany

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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.

Type: Journal

Type of Copyright:

Languages: English

Open Access Policy: Open Choice

Type of publications:

Publication frecuency: -

Categories: Finance (Q2) Statistics and Probability (Q3) Statistics, Probability and Uncertainty (Q3)

Price

2290 €

Inmediate OA

NPD

Embargoed OA

0 €

Non OA

Metrics

0,475

SJR Impact factor

31

H Index

31

Total Docs (Last Year)

79

Total Docs (3 years)

1063

Total Refs

97

Total Cites (3 years)

78

Citable Docs (3 years)

1.08

Cites/Doc (2 years)

34.29

Ref/Doc

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Aims and Scope

Best articles by citations

Arbitrage and the tax code

Asset prices in an ambiguous economy

Preface to the special issue Stochastic Financial Economics

How local in time is the no-arbitrage property under capital gains taxes?

A switching microstructure model for stock prices

Cost-efficient contingent claims with market frictions

An asset return model capturing stylized facts

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

Constrained portfolio-consumption strategies with uncertain parameters and borrowing costs

A multiple-curve HJM model of interbank risk

On managerial risk-taking incentives when compensation may be hedged against

Consumption-investment problem with pathwise ambiguity under logarithmic utility

SHOW MORE ARTICLES

Natural risk measures

Optimal acquisition of a partially hedgeable house

On uniqueness of equilibrium in the Kyle model

Curve following in illiquid markets

Structured products equilibria in conic two price markets

Remarks on existence and uniqueness of Cournot-Nash equilibria in the non-potential case

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

On the probability of default in a market with price clustering and jump risk

Optimal credit investment and risk control for an insurer with regime-switching

Martingale problem under nonlinear expectations

Many-player games of optimal consumption and investment under relative performance criteria

Efficiency of the price formation process in presence of high frequency participants: a mean field game analysis