Aim & Scope
In the last twenty years mathematical finance has developed independently from economic theory, and largely as a branch of probability theory and stochastic analysis. This has led to important developments e.g. in asset pricing theory, and interest-rate modeling. This direction of research however can be viewed as somewhat removed from real-world considerations and increasingly many academics in the field agree over the necessity of returning to foundational economic issues. Mainstream finance on the other hand has often considered interesting economic problems, but finance journals typically pay less attention to the high-level quantitative approach. When quantitative methods useful to economists are developed by mathematicians and published in mathematical journals, they often remain unknown and confined to a very specific readership. More generally, there is a need for bridges between these disciplines. The aim of this new journal is to reconcile these two approaches and to provide the bridging links between mathematics, economics and finance. Typical areas of interest include foundational issues in asset pricing, financial markets equilibrium, insurance models, portfolio management, quantitative risk management, intertemporal economics, uncertainty and information in finance models. [1]
2024
Are minimum variance portfolios in multi-factor models long in low-beta assets?
Mathematics and Financial Economics , 2024
On the value of a time-inconsistent mean-field zero-sum Dynkin game
Mathematics and Financial Economics , 2024
Peer effect and dynamic ALM games among insurers
Mathematics and Financial Economics , 2024
Human capital and portfolio choice: borrowing constraint and reversible retirement
Mathematics and Financial Economics , 2024
An optimal advertising model with carryover effect and mean field terms
F Gozzi , F Masiero , M Rosestolato
Mathematics and Financial Economics , 2024
A mean field game approach to relative investment–consumption games with habit formation
Mathematics and Financial Economics , 2024
Optimal bubble riding with price-dependent entry: a mean field game of controls with common noise
Mathematics and Financial Economics , 2024
Mean-field ranking games with diffusion control
S Ankirchner , N Kazi-Tani , J Wendt , C Zhou
Mathematics and Financial Economics , 2024