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Mathematics and Financial Economics
H-index 6

Mathematics and Financial Economics

1862-9679

Published by: Springer

https://www.springer.com/journal/11579

Ranking & Metrics

Discipline name Position Best Scientists Publications D-Index
Economics and Finance 449 7 8 5

Additional Metrics

Number of Best Scientists*: 18
Documents by Best Scientists*: 19
Top 100 Ranked Scientists*: 1
SCIMAGO H-index: 31
SCIMAGO SJR: 0.475
Impact Factor: 1

Overview

Top Research Topics at Mathematics and Financial Economics?

The journal focuses largely on the fields of Mathematical finance, Econometrics, Mathematical economics, Microeconomics and Portfolio. Studies in Mathematical finance and Computer science are the key highlights in Mathematics and Financial Economics. In the journal, Bond and Stock market are investigated in conjunction with one another to address concerns in Econometrics research.

Mathematical economics research presented in the journal encompasses a variety of subjects, including Martingale (probability theory), Class (set theory) and Brownian motion. The studies in Microeconomics featured incorporate elements of Risk aversion and Expected utility hypothesis. Portfolio optimization and Replicating portfolio are among the concentrations of Portfolio that garnered much attention in Mathematics and Financial Economics.

Topics like Optimal control, Dynamic programming and Bellman equation are tackled as part of the discussions on Mathematical optimization.

  • Mathematical finance (84.44%)
  • Econometrics (25.50%)
  • Mathematical economics (24.83%)

What are the most cited papers published in the journal?

  • Investment and Consumption without Commitment (184 citations)
  • Control of McKean–Vlasov dynamics versus mean field games (144 citations)
  • Valuing the option to invest in an incomplete market (130 citations)

Research areas of the most cited articles at Mathematics and Financial Economics:

The published articles mainly deal with areas of study such as Mathematical finance, Microeconomics, Econometrics, Mathematical economics and Discrete mathematics. While the most cited publications focused on Mathematical finance, they were also able to explore topics like Mathematical optimization, Bellman equation, Representation (mathematics), Order (exchange) and High-frequency trading. The Econometrics research tackled in the journal papers is interrelated with Portfolio which concerns subjects like Cumulative prospect theory.

What topics the last edition of the journal is best known for?

  • Finance
  • Statistics
  • Mathematical analysis

The previous edition focused in particular on these issues:

Mathematics and Financial Economics is organized to address concerns in the fields of Mathematical finance, Econometrics, Computer science, Systemic risk and Mathematical economics. Mathematics and Financial Economics explores topics in Mathematical finance which can be helpful for research in disciplines like Implied volatility, Shock (economics), Mathematical optimization, Portfolio and Risk management. Mathematical optimization research in Mathematics and Financial Economics involves the investigation of Portfolio optimization studies, all of which are linked to disciplines such as Investment theory, Downside risk, Constraint (information theory) and Robust optimization.

The studies in Volatility (finance) under the umbrella field of Econometrics overlap with concepts in Electricity. The Systemic risk works featured in Mathematics and Financial Economics incorporate elements from Dual representation, Monetary economics and Credit risk. Mathematics and Financial Economics focuses on Mathematical economics but the discussions also offer insight into other areas such as Financial market, Preference (economics), Arbitrage and Axiomatic system.

The most cited articles from the last journal are:

  • Equilibrium effects of intraday order-splitting benchmarks (10 citations)
  • Dual representations for systemic risk measures based on acceptance sets (7 citations)
  • Asset price bubbles, market liquidity, and systemic risk (5 citations)

Papers citation over time

A key indicator for each journal is its effectiveness in reaching other researchers with the papers published at that venue.

The chart below presents the interquartile range (first quartile 25%, median 50% and third quartile 75%) of the number of citations of articles over time.

The top authors publishing in Mathematics and Financial Economics (based on the number of publications) are:

  • Robert A. Jarrow (7 papers) published 2 papers at the last edition,
  • Francesca Biagini (4 papers) published 1 paper at the last edition,
  • Dilip B. Madan (4 papers) absent at the last edition,
  • Semyon Malamud (4 papers) absent at the last edition,
  • Santiago Moreno-Bromberg (4 papers) published 1 paper at the last edition.

The overall trend for top authors publishing in this journal is outlined below. The chart shows the number of publications at each edition of the journal for top authors.

Only papers with recognized affiliations are considered

The top affiliations publishing in Mathematics and Financial Economics (based on the number of publications) are:

  • Imperial College London (14 papers) published 2 papers at the last edition,
  • Paris Dauphine University (14 papers) published 1 paper at the last edition, 1 less than at the previous edition,
  • ETH Zurich (14 papers) absent at the last edition,
  • Princeton University (10 papers) absent at the last edition,
  • University of Oxford (9 papers) published 2 papers at the last edition.

The overall trend for top affiliations publishing in this journal is outlined below. The chart shows the number of publications at each edition of the journal for top affiliations.

Publication chance based on affiliation

The publication chance index shows the ratio of articles published by the best research institutions in the journal edition to all articles published within that journal. The best research institutions were selected based on the largest number of articles published during all editions of the journal.

The chart below presents the percentage ratio of articles from top institutions (based on their ranking of total papers).Top affiliations were grouped by their rank into the following tiers: top 1-10, top 11-20, top 21-50, and top 51+. Only articles with a recognized affiliation are considered.

During the most recent 2021 edition, 7.69% of publications had an unrecognized affiliation. Out of the publications with recognized affiliations, 22.22% were posted by at least one author from the top 10 institutions publishing in the journal. Another 16.67% included authors affiliated with research institutions from the top 11-20 affiliations. Institutions from the 21-50 range included 16.67% of all publications and 44.44% were from other institutions.

Returning Authors Index

A very common phenomenon observed among researchers publishing scientific articles is the intentional selection of journals they have already attended in the past. In particular, it is worth analyzing the case when the authors participate in the same journal from year to year.

The Returning Authors Index presented below illustrates the ratio of authors who participated in both a given as well as the previous edition of the journal in relation to all participants in a given year.

Returning Institution Index

The graph below shows the Returning Institution Index, illustrating the ratio of institutions that participated in both a given and the previous edition of the conference in relation to all affiliations present in a given year.

The experience to innovation index

Our experience to innovation index was created to show a cross-section of the experience level of authors publishing in a journal. The index includes the authors publishing at the last edition of a journal, grouped by total number of publications throughout their academic career (P) and the total number of citations of these publications ever received (C).

The group intervals were selected empirically to best show the diversity of the authors' experiences, their labels were selected as a convenience, not as judgment. The authors were divided into the following groups:

  • Novice - P < 5 or C < 25 (the number of publications less than 5 or the number of citations less than 25),
  • Competent - P < 10 or C < 100 (the number of publications less than 10 or the number of citations less than 100),
  • Experienced - P < 25 or C < 625 (the number of publications less than 25 or the number of citations less than 625),
  • Master - P < 50 or C < 2500 (the number of publications less than 50 or the number of citations less than 2500),
  • Star - P ≥ 50 and C ≥ 2500 (both the number of publications greater than 50 and the number of citations greater than 2500).

The chart below illustrates experience levels of first authors in cases of publications with multiple authors.

Benefits of Studying Mathematics and Financial Economics

The field of Mathematics and Financial Economics is an exciting multidisciplinary area of study that combines advanced mathematical concepts with the critical financial theories and practices in the global economy. This dynamic blend of Mathematics and Finance provides a multitude of opportunities for students with a flair for numbers and a keen interest in financial economics. Universities worldwide offer specialized programs in this discipline, providing a robust curriculum that equips students with the essential skills and knowledge to analyze and solve complex financial problems. Such programs focus on areas of study like Econometrics, Portfolio Optimization, and Mathematical Optimization, making them highly attractive to future employers in the finance sector. Moreover, the academic journey in Mathematics and Financial Economics can open a plethora of opportunities, from academic research and teaching positions to high-demand roles in the banking and financial sector. For those based in Georgia considering a career in this field, a helpful resource to consider is this list of [best accounting schools in Georgia](/degrees/accounting-schools-in-georgia). This targeted resource can guide students in their search for the right program, ensuring they set off on a promising path in their mathematical finance career.

Top Publications

  • Asset price bubbles, market liquidity, and systemic risk

    Robert Jarrow;Robert Jarrow;Sujan Lamichhane

    (2021)
    10 Citations
  • How safe are central counterparties in credit default swap markets

    Mark Paddrik;H. Peyton Young;H. Peyton Young;H. Peyton Young

    (2021)
    9 Citations
  • Systemic credit freezes in financial lending networks

    Daron Acemoglu;Daron Acemoglu;Asuman Ozdaglar;James Siderius;Alireza Tahbaz-Salehi;Alireza Tahbaz-Salehi

    (2021)
    7 Citations
  • Properly discounted asset prices are semimartingales

    Dániel Ágoston Bálint;Martin Schweizer;Martin Schweizer

    (2020)
    6 Citations
  • Nash equilibrium strategies and survival portfolio rules in evolutionary models of asset markets

    Sergei Belkov;Igor V. Evstigneev;Thorsten Hens;Thorsten Hens;Le Xu

    (2020)
    6 Citations

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Best Scientists Contributing to This Journal