Most cited documents in this series:

Year	Title	Cited
2005	On user costs of risky monetary assets RePEc:kap:annfin:v:1:y:2005:i:1:p:35-50 [Citation Analysis]	15
2005	Relative arbitrage in volatility-stabilized markets RePEc:kap:annfin:v:1:y:2005:i:2:p:149-177 [Citation Analysis]	14
2005	A risk assessment model for banks RePEc:kap:annfin:v:1:y:2005:i:2:p:197-224 [Citation Analysis]	14
2009	A dynamic model of entrepreneurship with borrowing constraints: theory and evidence RePEc:kap:annfin:v:5:y:2009:i:3:p:443-464 [Citation Analysis]	12
2005	Option pricing and Esscher transform under regime switching RePEc:kap:annfin:v:1:y:2005:i:4:p:423-432 [Citation Analysis]	9
2005	Determinants of stock market volatility and risk premia RePEc:kap:annfin:v:1:y:2005:i:2:p:109-147 [Citation Analysis]	8
2006	A Time Series Analysis of Financial Fragility in the UK Banking System RePEc:kap:annfin:v:2:y:2006:i:1:p:1-21 [Citation Analysis]	8
2006	The Discounted Economic Stock of Money with VAR Forecasting RePEc:kap:annfin:v:2:y:2006:i:3:p:229-258 [Citation Analysis]	7
2008	Who controls Allianz? RePEc:kap:annfin:v:4:y:2008:i:1:p:75-103 [Citation Analysis]	6
2006	Heterogeneous Beliefs, the Term Structure and Time-varying Risk Premia RePEc:kap:annfin:v:2:y:2006:i:3:p:259-285 [Citation Analysis]	6
2005	American options: the EPV pricing model RePEc:kap:annfin:v:1:y:2005:i:3:p:267-292 [Citation Analysis]	5
2006	Risk measure pricing and hedging in incomplete markets RePEc:kap:annfin:v:2:y:2006:i:1:p:51-71 [Citation Analysis]	5
2009	Small firms in the SSBF RePEc:kap:annfin:v:5:y:2009:i:3:p:341-359 [Citation Analysis]	5
2008	Optimal portfolio allocation with higher moments RePEc:kap:annfin:v:4:y:2008:i:1:p:1-28 [Citation Analysis]	5
2006	Common Shocks and Relative Compensation RePEc:kap:annfin:v:2:y:2006:i:4:p:407-420 [Citation Analysis]	4
2005	Completion time structures of stock price movements RePEc:kap:annfin:v:1:y:2005:i:3:p:293-326 [Citation Analysis]	3
2005	The non-neutrality of debt in investment timing: a new NPV rule RePEc:kap:annfin:v:1:y:2005:i:4:p:433-445 [Citation Analysis]	3
2009	Small caps in international equity portfolios: the effects of variance risk RePEc:kap:annfin:v:5:y:2009:i:1:p:15-48 [Citation Analysis]	3
2007	Pursuing financial stability under an inflation-targeting regime RePEc:kap:annfin:v:3:y:2007:i:1:p:131-153 [Citation Analysis]	3
2008	Optimal portfolio allocation under the probabilistic VaR constraint and incentives for financial innovation RePEc:kap:annfin:v:4:y:2008:i:3:p:345-367 [Citation Analysis]	3
2009	Entrepreneurship and firm heterogeneity with limited enforcement RePEc:kap:annfin:v:5:y:2009:i:3:p:465-494 [Citation Analysis]	3
2007	An equilibrium approach to financial stability analysis: the Colombian case RePEc:kap:annfin:v:3:y:2007:i:1:p:75-105 [Citation Analysis]	3
2006	Stochastic equilibria for economies under uncertainty with intertemporal substitution RePEc:kap:annfin:v:2:y:2006:i:1:p:101-122 [Citation Analysis]	3
2009	A conversation with 590 Nascent Entrepreneurs RePEc:kap:annfin:v:5:y:2009:i:3:p:313-340 [Citation Analysis]	3
2005	On the microstructure of price determination and information aggregation with sequential and asymmetric information arrival in an experimental asset market RePEc:kap:annfin:v:1:y:2005:i:1:p:73-107 [Citation Analysis]	3
2007	Financial distress, bankruptcy law and the business cycle RePEc:kap:annfin:v:3:y:2007:i:1:p:5-35 [Citation Analysis]	3
2009	Entrepreneurship in macroeconomics RePEc:kap:annfin:v:5:y:2009:i:3:p:295-311 [Citation Analysis]	3
2010	Macroeconomics of bank interest spreads: evidence from Brazil RePEc:kap:annfin:v:6:y:2010:i:1:p:1-32 [Citation Analysis]	2
2007	A multicriteria discrimination approach for the credit rating of Asian banks RePEc:kap:annfin:v:3:y:2007:i:3:p:351-367 [Citation Analysis]	2
2007	Devaluation with contract redenomination in Argentina RePEc:kap:annfin:v:3:y:2007:i:1:p:155-192 [Citation Analysis]	2
2005	Parallel cartoons of fractal models of finance RePEc:kap:annfin:v:1:y:2005:i:2:p:179-192 [Citation Analysis]	2
2010	A financial stability index for Colombia RePEc:kap:annfin:v:6:y:2010:i:4:p:555-581 [Citation Analysis]	2
2006	The modified mixture of distributions model: a revisit RePEc:kap:annfin:v:2:y:2006:i:2:p:167-178 [Citation Analysis]	2
2010	Irreversible investment and discounting: an arbitrage pricing approach RePEc:kap:annfin:v:6:y:2010:i:3:p:295-315 [Citation Analysis]	2
2009	The profitability of carry trades RePEc:kap:annfin:v:5:y:2009:i:2:p:231-241 [Citation Analysis]	2
2006	Arbitrage Opportunities in Diverse Markets via a Non-equivalent Measure Change RePEc:kap:annfin:v:2:y:2006:i:3:p:287-301 [Citation Analysis]	2
2010	On dividend restrictions and the collapse of the interbank market RePEc:kap:annfin:v:6:y:2010:i:4:p:455-473 [Citation Analysis]	2
2010	The fundamental theorem of asset pricing for continuous processes under small transaction costs RePEc:kap:annfin:v:6:y:2010:i:2:p:157-191 [Citation Analysis]	2
2008	Capital market equilibrium without riskless assets: heterogeneous expectations RePEc:kap:annfin:v:4:y:2008:i:2:p:183-195 [Citation Analysis]	2
2008	Short-term relative arbitrage in volatility-stabilized markets RePEc:kap:annfin:v:4:y:2008:i:4:p:445-454 [Citation Analysis]	2
2005	Shaking the tree: an agency-theoretic model of asset pricing RePEc:kap:annfin:v:1:y:2005:i:1:p:51-72 [Citation Analysis]	1
2008	Liquidity and market incompleteness RePEc:kap:annfin:v:4:y:2008:i:3:p:299-303 [Citation Analysis]	1
2011	Diversity and arbitrage in a regulatory breakup model RePEc:kap:annfin:v:7:y:2011:i:3:p:349-374 [Citation Analysis]	1
2009	Alternatives to the normal model of stock returns: Gaussian mixture, generalised logF and generalised hyperbolic models RePEc:kap:annfin:v:5:y:2009:i:1:p:49-68 [Citation Analysis]	1
2006	Hedging decisions with price and output uncertainty RePEc:kap:annfin:v:2:y:2006:i:2:p:225-227 [Citation Analysis]	1
2009	The financing of small entrepreneurs in Italy RePEc:kap:annfin:v:5:y:2009:i:3:p:397-419 [Citation Analysis]	1
2010	Investment timing in presence of downside risk: a certainty equivalent characterization RePEc:kap:annfin:v:6:y:2010:i:3:p:317-333 [Citation Analysis]	1
2008	Pricing options in incomplete equity markets via the instantaneous Sharpe ratio RePEc:kap:annfin:v:4:y:2008:i:4:p:399-429 [Citation Analysis]	1
2011	The interaction between corporate tax structure and disclosure policy RePEc:kap:annfin:v:7:y:2011:i:4:p:511-527 [Citation Analysis]	1
2009	Entrepreneurship, finance and employment RePEc:kap:annfin:v:5:y:2009:i:3:p:289-293 [Citation Analysis]	1

Citing documents used to compute impact factor 10:

Year	Title	See
2010	Repeated lending under contractual incompleteness RePEc:kap:annfin:v:6:y:2010:i:1:p:51-82	[Citation Analysis]
2010	Macroeconomics of bank interest spreads: evidence from Brazil RePEc:kap:annfin:v:6:y:2010:i:1:p:1-32	[Citation Analysis]
2010	1/N and long run optimal portfolios: results for mixed asset menus RePEc:fip:fedlwp:2010-003	[Citation Analysis]
2010	Ex Post Portfolio Performance with Predictable Skewness and Kurtosis RePEc:cca:wpaper:191	[Citation Analysis]
2010	The two-fund separation theorem revisited RePEc:kap:annfin:v:6:y:2010:i:2:p:221-239	[Citation Analysis]
2010	A dynamic strategy of the informed trader with market manipulation RePEc:kap:annfin:v:6:y:2010:i:2:p:287-294	[Citation Analysis]
2010	Diversity and Arbitrage in a Regulatory Breakup Model RePEc:arx:papers:1003.5650	[Citation Analysis]
2010	No-arbitrage pricing under cross-ownership RePEc:arx:papers:1005.0768	[Citation Analysis]
2010	Continuous time one-dimensional asset-pricing models with analytic price–dividend functions RePEc:spr:joecth:v:42:y:2010:i:3:p:461-503	[Citation Analysis]
2010	Investigating the dependence structure between credit default swap spreads and the U.S. financial market RePEc:kap:annfin:v:6:y:2010:i:4:p:511-535	[Citation Analysis]

Cites in year: CiY