
Academic Journal
Q2Mathematics and Financial Economics
About Mathematics and Financial Economics
Mathematics and Financial Economics is a scholarly journal published by Springer Science and Business Media Deutschland GmbH. SCImago 2025 lists it in Q2, with an SJR of 0.489 and H-index of 32.
Coverage: 2007-2026. Research categories: Finance (Q2); Statistics and Probability (Q2); Statistics, Probability and Uncertainty (Q3).
Verified field sources
- Journal Impact Factor: 1.0 — Official source; checked 2026-10-03. Journal metric year and editorial leadership as listed on the Springer Nature journal homepage.
- Impact Factor year: 2024 — Official source; checked 2026-10-03. Journal metric year and editorial leadership as listed on the Springer Nature journal homepage.
- Editor(s): Ulrich Horst; Frank Riedel (Editors-in-Chief) — Official source; checked 2026-10-03. Journal metric year and editorial leadership as listed on the Springer Nature journal homepage.
Source-backed journal facts
Topics in published research
Stochastic processes and financial applications; Economic theories and models; Risk and Portfolio Optimization; Financial Markets and Investment Strategies; Complex Systems and Time Series Analysis; Financial Risk and Volatility Modeling.
OpenAlex classifies topics from published works. These topics are not the publisher’s official aims and scope.
Reported open-access list prices
3,290.00 USD; 2,690.00 EUR; 2,390.00 GBP
APC list prices reported by OpenAlex, which obtains this information from DOAJ. Confirm current charges, taxes, waivers and eligibility with the publisher; this is not a fee quotation.
Source: OpenAlex source record. Retrieved 2026-10-03. Source record updated 2026-10-02. OpenAlex metrics are different from SCImago metrics and the Clarivate Journal Impact Factor.
Journal Metrics
Quartile, SJR and the listed SCImago H-index use the 2025 imported SCImago dataset. A quartile may vary by subject category. Values without a source or reporting year are unverified historical entries. Verify the current Journal Impact Factor with Clarivate or the publisher before using it.
Aims & Scope
The publisher’s official aims and scope have not yet been verified for this profile. Use the journal website to check subject fit and accepted article types before submitting.
Recent Research Articles
Latest publications matched automatically by ISSN.
Optimal annuitization and investment under default and ambiguity
Xiaoqing Liang, Virginia R. Young
2026-09-24 · DOI: 10.1007/s11579-026-00428-3Dynamic asset allocation with partially reversible retirement decisions
Jongbong An, Junkee Jeon, Takwon Kim
2026-09-23 · DOI: 10.1007/s11579-026-00427-4Optimal abatement schedules for excess carbon emissions towards a net-zero target
Hansjörg Albrecher, Nora Muler
2026-09-23 · DOI: 10.1007/s11579-026-00429-2Higher-order stochastic dominance under independent noise and characterization of mean-variance-skewness preference
Wenhan Qian, Tiantian Mao, Die Chen, Ping Cao et al.
2026-09 · DOI: 10.1007/s11579-026-00425-6Fuzzy decision-making in asset markets
Aram Balagyozyan, Christos Giannikos
2026-09 · DOI: 10.1007/s11579-026-00424-7Asset pricing: a new approach for a family of problems
Joel M. Vanden
2026-09 · DOI: 10.1007/s11579-026-00423-8Optimal investment problem in a renewal risk model with generalized Erlang distributed interarrival times
Linlin Tian, Yixuan Tian, Bohan Li, Guoqing Li et al.
2026-09 · DOI: 10.1007/s11579-026-00422-9Stochastic Stackelberg differential investment and reinsurance game with ambiguous correlation
Kaixin Kang, Xingchun Peng, Wei Liu, Yijun Hu et al.
2026-09 · DOI: 10.1007/s11579-026-00421-wOptimal portfolio selection and early retirement with target wealth constraints
Jongbong An, Junkee Jeon, Takwon Kim
2026-09 · DOI: 10.1007/s11579-026-00420-xContinuous-time q-learning in jump-diffusion models under Tsallis entropy
Lijun Bo, Yijie Huang, Xiang Yu, Tingting Zhang et al.
2026-09 · DOI: 10.1007/s11579-026-00419-4Stochastic analysis of overlapping generations models under incomplete markets
Cangxiong Chen, Sigmund Ellingsrud, Fabian N. Harang, Alfonso Irarrazabal et al.
2026-06 · DOI: 10.1007/s11579-026-00418-5Range value at risk under model uncertainty
Jie Peng, Panyu Wu, Lingqi Meng
2026-06 · DOI: 10.1007/s11579-026-00417-6Multi-asset optimal trade execution with stochastic cross-effects: An Obizhaeva–Wang-type framework
Julia Ackermann, Thomas Kruse, Mikhail Urusov
2026-06 · DOI: 10.1007/s11579-026-00416-7Comparative statics of trading boundary in finite-horizon portfolio selection problem with proportional transaction costs
Shuaijie Qian, Jintao Li
2026-06 · DOI: 10.1007/s11579-026-00415-8Strategic informed trading and the value of private information
Scott Robertson, Michail Anthropelos
2026-06 · DOI: 10.1007/s11579-026-00414-9The Bismut-Elworthy-Li formula for semi-linear distribution-dependent SDEs driven by fractional Brownian motion and its applications in hedging strategy
Mahdieh Tahmasebi
2026-06 · DOI: 10.1007/s11579-026-00413-wFare Game: A Mean Field Model of Stochastic Intensity Control in Dynamic Ticket Pricing
Burak Aydın, Emre Parmaksız, Ronnie Sircar
2026-06 · DOI: 10.1007/s11579-026-00412-xTerminal perturbation for McKean-Vlasov BSDE with regime switching and application to finance
Binyan Mei, Liangquan Zhang
2026-03 · DOI: 10.1007/s11579-025-00401-6Adaptive-Robust Portfolio Optimisation
Theerawat Bhudisaksang, Álvaro Cartea, Leandro Sánchez-Betancourt
2026-03 · DOI: 10.1007/s11579-025-00411-4Optimal carbon emissions mitigation plan for a company under a transition scenario
Elisa Ndiaye, Antoine Bezat, Emmanuel Gobet, Céline Guivarch et al.
2026-03 · DOI: 10.1007/s11579-025-00407-0Reviews
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October 4, 2026 at 9:19 pm
October 2, 2026