Most cited documents in this series:

Year	Title	Cited
2003	A smooth model of decision making under ambiguity. RePEc:icr:wpmath:11-2003 [Citation Analysis]	39
2001	Risk, ambiguity, and the separation of utility and beliefs. RePEc:icr:wpmath:21-2001 [Citation Analysis]	29
2001	Expected utility theory without the completeness axiom. RePEc:icr:wpmath:11-2001 [Citation Analysis]	20
2001	A subjective spin on roulette wheels. RePEc:icr:wpmath:17-2001 [Citation Analysis]	19
2003	Monotone Continuous Multiple Priors. RePEc:icr:wpmath:30-2003 [Citation Analysis]	18
2002	Multivariate Option Pricing with Copulas. RePEc:icr:wpmath:05-2002 [Citation Analysis]	18
2003	Ultramodular functions. RePEc:icr:wpmath:13-2003 [Citation Analysis]	17
2002	Ambiguity from the Differential Viewpoint. RePEc:icr:wpmath:17-2002 [Citation Analysis]	17
2001	Credit rationing, wealth inequality, and allocation of talent. RePEc:icr:wpmath:23-2001 [Citation Analysis]	16
2001	On Fragility of Bubbles in Equilibrium Asset Pricing Models of Lucas-Type. RePEc:icr:wpmath:05-2001 [Citation Analysis]	15
2005	Non mean reverting affine processes for stochastic mortality. RePEc:icr:wpmath:4-2005 [Citation Analysis]	15
2003	Archimedean Copulae and Positive Dependence. RePEc:icr:wpmath:25-2003 [Citation Analysis]	15
2001	Random correspndences as bundles of random variables. RePEc:icr:wpmath:12-2001 [Citation Analysis]	14
2003	Decision Making with Imprecise Probabilistic Information. RePEc:icr:wpmath:18-2003 [Citation Analysis]	13
2003	Multidimensional generalized Gini indices. RePEc:icr:wpmath:16-2003 [Citation Analysis]	12
2002	Insurance Premia Consistent with the Market. RePEc:icr:wpmath:24-2002 [Citation Analysis]	12
2002	Certainty Independence and the Separation of Utility and Beliefs. RePEc:icr:wpmath:40-2002 [Citation Analysis]	12
2002	Coherence without Additivity. RePEc:icr:wpmath:10-2002 [Citation Analysis]	12
2001	Yaari dual theory without the completeness axiom. RePEc:icr:wpmath:30-2001 [Citation Analysis]	12
2002	Pricing Vulnerable Options with Copulas. RePEc:icr:wpmath:06-2002 [Citation Analysis]	11
2002	Wealth Polarization and Pulverization in Fractal Societies. RePEc:icr:wpmath:39-2002 [Citation Analysis]	11
2003	Unequal uncertainties and uncertain inequalities: an axiomatic approach. RePEc:icr:wpmath:15-2003 [Citation Analysis]	10
2003	Cores and stable sets of finite dimensional games. RePEc:icr:wpmath:07-2003 [Citation Analysis]	10
2003	Positive value of information in games. RePEc:icr:wpmath:26-2003 [Citation Analysis]	10
2002	Optimal investment strategies and risk measures in defined contribution pension schemes. RePEc:icr:wpmath:09-2002 [Citation Analysis]	10
2003	Existence of solutions and asset pricing bubbles in general equilibrium models. RePEc:icr:wpmath:02-2003 [Citation Analysis]	9
2003	Choquet insurance pricing: a caveat. RePEc:icr:wpmath:14-2003 [Citation Analysis]	9
2003	The convexity-cone approach to comparative risk and downside risk. RePEc:icr:wpmath:01-2003 [Citation Analysis]	8
2001	Subcalculus for set functions and cores of TU games. RePEc:icr:wpmath:09-2001 [Citation Analysis]	7
2003	A folk theorem for minority games. RePEc:icr:wpmath:10-2003 [Citation Analysis]	7
2003	Some Counterexamples in Positive Dependence. RePEc:icr:wpmath:28-2003 [Citation Analysis]	6
2004	Variational representation of preferences under ambiguity. RePEc:icr:wpmath:05-2004 [Citation Analysis]	6
2003	Zonoids, Linear Dependence, and Size-Biased Distributions on the Simplex. RePEc:icr:wpmath:27-2003 [Citation Analysis]	5
2008	Bayesian nonparametric estimators derived from conditional Gibbs structures RePEc:icr:wpmath:06-2008 [Citation Analysis]	4
2008	Updating Choquet Integrals , Consequentialism and Dynamic Consistency RePEc:icr:wpmath:04-2008 [Citation Analysis]	4
2007	Modeling Long Memory and Structural Breaks in Conditional Variances: an Adaptive FIGARCH Approach RePEc:icr:wpmath:11-2007 [Citation Analysis]	4
2005	A Multivariate Jump-Driven Financial Asset Model. RePEc:icr:wpmath:6-2005 [Citation Analysis]	4
2004	A strong law of large numbers for capacities. RePEc:icr:wpmath:28-2004 [Citation Analysis]	4
2004	Contributions to the understanding of Bayesian consistency. RePEc:icr:wpmath:13-2004 [Citation Analysis]	4
2004	Portfolio Selection with Monotone Mean-Variance Preferences. RePEc:icr:wpmath:27-2004 [Citation Analysis]	3
2001	BV as a dual space. RePEc:icr:wpmath:29-2001 [Citation Analysis]	3
2001	Probabilistic sophistication and multiple priors. RePEc:icr:wpmath:08-2001 [Citation Analysis]	2
2008	Backward Stochastic PDEs Related to the Utility Maximization Problem RePEc:icr:wpmath:07-2008 [Citation Analysis]	2
2007	Bank Efficiency and Banking Sector Development: the Case of Italy RePEc:icr:wpmath:5-2007 [Citation Analysis]	2
2011	Delta and Gamma hedging of mortality and interest rate risk RePEc:icr:wpmath:01-2011 [Citation Analysis]	2
2005	Bayesian Inference via Classes of Normalized Random Measures. RePEc:icr:wpmath:5-2005 [Citation Analysis]	1
2001	Optimal two-object auctions with synergies. RePEc:icr:wpmath:18-2001 [Citation Analysis]	1
2008	Power distribution in the electoral body with an application to the Russian Parliament RePEc:icr:wpmath:11-2008 [Citation Analysis]	1
2009	Models beyond the Dirichlet process RePEc:icr:wpmath:23-2009 [Citation Analysis]	1
2008	Dynamic Analysis of the Behavioural Patterns of the Largest Commercial Banks in the Russian Federation RePEc:icr:wpmath:12-2008 [Citation Analysis]	1

Citing documents used to compute impact factor 1:

Year	Title	See
2011	The Changing International Transmission of Financial Shocks: Evidence from a Classical Time-Varying FAVAR RePEc:cpr:ceprdp:8341	[Citation Analysis]

Cites in year: CiY