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 Updated May, 1 2008 147.392 documents processed, 3.154.300 references and 1.403.701 citations



International Center for Financial Asset Management and Engineering / FAME Research Paper Series

Raw citation data, Impact Factor, Immediacy Index, Published documents, Citations received, , Most cited papers , Latest citations and documents published in this series in EconPapers.

Raw data:
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
DOC: Number of documents published in year y
CIT: Number of citations to the series in year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
SC(%): Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
IdI: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y
Impact Factor:
Immediacy Index:
Documents published:
Citations received:


Most cited documents in this series:

(1) RePEc:fam:rpseri:rp13 European Financial Markets After EMU: A First Assessment (2000).
Cited: 19 times.

(2) RePEc:fam:rpseri:rp11 Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets (1999).
Cited: 16 times.

(3) RePEc:fam:rpseri:rp34 Variable Selection for Portfolio Choice (2001).
Cited: 11 times.

(4) RePEc:fam:rpseri:rp156 Rational Inattention: A Solution to the Forward Discount Puzzle (2005).
Cited: 10 times.

(5) RePEc:fam:rpseri:rp100 Mutual Fund Flows and Performance in Rational Markets (2002).
Cited: 6 times.

(6) RePEc:fam:rpseri:rp84 European Financial Integration and Equity Returns: A Theory-Based Assessment (2003).
Cited: 6 times.

(7) RePEc:fam:rpseri:rp155 Can Information Heterogeneity Explain the Exchange Rate Determination? (2005).
Cited: 4 times.

(8) RePEc:fam:rpseri:rp130 Financial Intermediation and the Costs of Trading in an Opaque Market (2005).
Cited: 4 times.

(9) RePEc:fam:rpseri:rp32 Portfolio Diversification: Alive and Well in Euroland! (2001).
Cited: 3 times.

(10) RePEc:fam:rpseri:rp5 Who Should Buy Long-Term Bonds? (1998).
Cited: 3 times.

(11) RePEc:fam:rpseri:rp57 Nonparametric Estimation of Copulas for Time Series (2003).
Cited: 3 times.

(12) RePEc:fam:rpseri:rp76 Profitable Innovation Without Patent Protection: The Case of Derivatives. (2003).
Cited: 3 times.

(13) RePEc:fam:rpseri:rp18 Extreme Value Theory for Tail-Related Risk Measures (2000).
Cited: 2 times.

(14) RePEc:fam:rpseri:rp110 Higher Order Expectations in Asset Pricing (2004).
Cited: 2 times.

(15) RePEc:fam:rpseri:rp119 A Simple Alternative House Price Index Method (2004).
Cited: 2 times.

(16) RePEc:fam:rpseri:rp35 Country, Sector or Style: What Matters Most When Constructing Global Equity Portfolios? An Empirical Investigation from 1990-2001 (2001).
Cited: 2 times.

(17) RePEc:fam:rpseri:rp122 Investment under Uncertainty and Incomplete Markets (2004).
Cited: 1 times.

(18) RePEc:fam:rpseri:rp136 Direct Preference Wealth in Aggregate Household Portfolios (2005).
Cited: 1 times.

(19) RePEc:fam:rpseri:rp67 Linear-Quadratic Jump-Diffusion Modeling with Application to Stochastic Volatility (2002).
Cited: 1 times.

(20) RePEc:fam:rpseri:rp117 Equity Returns and Integration: Is Europe Changing? (2004).
Cited: 1 times.

(21) RePEc:fam:rpseri:rp93 A Simple Calibration Procedure of Stochastic Volatility Models with Jumps by Short Term Asymptotics (2004).
Cited: 1 times.

(22) RePEc:fam:rpseri:rp132 Conditional Asset Allocation under Non-Normality: How Costly is the Mean-Variance Criterion? (2005).
Cited: 1 times.

(23) RePEc:fam:rpseri:rp59 Implicit Forward Rents as Predictors of Future Rents (2002).
Cited: 1 times.

(24) RePEc:fam:rpseri:rp16 Prospect Theory and Asset Prices (2000).
Cited: 1 times.

Cited: 1 times.

(26) RePEc:fam:rpseri:rp77 Competition Between Stock Exchanges: A Survey (2003).
Cited: 1 times.

(27) RePEc:fam:rpseri:rp125 Capital Structure, Credit Risk, and Macroeconomic Conditions (2004).
Cited: 1 times.

(28) RePEc:fam:rpseri:rp103 Portfolio Optimization with Concave Transaction Costs (2002).
Cited: 1 times.

(29) RePEc:fam:rpseri:rp138 Growth Options in General Equilibrium: Some Asset Pricing Implications (2005).
Cited: 1 times.

(30) RePEc:fam:rpseri:rp68 The capital structure of Swiss companies: an empirical analysis using dynamic panel data (2003).
Cited: 1 times.

(31) RePEc:fam:rpseri:rp31 EMU and Portfolio Diversification Opportunities (2000).
Cited: 1 times.

(32) RePEc:fam:rpseri:rp99 Irreversible Investment with Regime Shifts (2002).
Cited: 1 times.

(33) RePEc:fam:rpseri:rp133 Are European Corporate Bond and Default Swap Markets Segmented? (2005).
Cited: 1 times.

(34) RePEc:fam:rpseri:rp66 Optimal asset allocation for pension funds under mortality risk during the accumulation and ecumulation phases (2003).
Cited: 1 times.

(35) RePEc:fam:rpseri:rp112 Nonparametric Estimation of Conditional Expected Shortfall (2004).
Cited: 1 times.

(36) RePEc:fam:rpseri:rp163 False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas (2005).
Cited: 1 times.

(37) RePEc:fam:rpseri:rp88 The Macroeconomics of Delegated Management (2003).
Cited: 1 times.

(38) RePEc:fam:rpseri:rp78 Why Government Bonds Are Sold by Auction and Corporate Bonds by Posted-Price Selling (2003).
Cited: 1 times.

(39) RePEc:fam:rpseri:rp126 The Dynamics of Mergers and Acquisitions (2004).
Cited: 1 times.

(40) RePEc:fam:rpseri:rp107 Theory and Calibration of Swap Market Models (2005).
Cited: 1 times.

(41) RePEc:fam:rpseri:rp151 Spatial Dependence, Housing Submarkets, and House Prices (2005).
Cited: 1 times.

Latest citations received in: | 2004 | 2003 | 2002 | 2001

Latest citations received in: 2004

(1) RePEc:wpa:wuwpfi:0407014 Investment, Hedging, and Consumption Smoothing (2004). EconWPA / Finance

Latest citations received in: 2003

(1) RePEc:ecb:ecbwps:20030230 The Euro area financial system: structure, integration and policy initiatives. (2003). European Central Bank / Working Paper Series

(2) RePEc:fip:fednsr:162 Nonparametric pricing of multivariate contingent claims (2003). Federal Reserve Bank of New York / Staff Reports

(3) RePEc:tcd:tcduee:20034 Divergent Inflation Rates in EMU (2003). Trinity College Dublin, Department of Economics / Trinity Economics Papers

Latest citations received in: 2002

Latest citations received in: 2001

(1) RePEc:cdl:anderf:1003 Dynamic Portfolio Choice: A Simulation Approach (2001). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management

(2) RePEc:cpr:ceprdp:3070 A Multivariate Model of Strategic Asset Allocation (2001). C.E.P.R. Discussion Papers / CEPR Discussion Papers

(3) RePEc:cte:wbrepe:wb012308 OPTIMAL DEMAND FOR LONG-TERM BONDS WHEN RETURNS ARE PREDICTABLE (2001). Universidad Carlos III, Departamento de Economía de la Empresa / Business Economics Working Papers

(4) RePEc:nbr:nberwo:8566 A Multivariate Model of Strategic Asset Allocation (2001). National Bureau of Economic Research, Inc / NBER Working Papers

Warning!! This is still an experimental service. The results of this service should be interpreted with care, especially in research assessment exercises. The processing of documents is automatic. There still are errors and omissions in the identification of references. We are working to improve the software to increase the accuracy of the results.

Source data used to compute the impact factor of RePEc series.

©2008 Jose Manuel Barrueco | mail: barrueco@uv.es