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ICER Working Papers - Applied Mathematics Series / ICER - International Centre for Economic Research


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Impact Factor

0.5

5-Years IF

15

5-Years H index

Main indicators


Raw data


IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.1000 (%)0.06
19910.09000 (%)0.04
19920.1000 (%)0.05
19930.13000 (%)0.06
19940.14000 (%)0.06
19950.17000 (%)0.11
19960.22000 (%)0.1
19970.22000 (%)0.09
19980.24000 (%)0.13
19990.3000 (%)0.16
20000.37000 (%)0.14
20010.371212161.33780018 (23.1%)50.420.17
20020.580.370.581022311.416612712713 (19.7%)30.30.18
200310.4115371403.781552222222215 (9.7%)80.530.19
20040.720.410.787441112.5215251837294 (26.7%)40.570.18
20050.410.430.36650160.322922944165 (17.2%)0.21
20060.460.440.44757220.391313650222 (15.4%)0.19
20070.620.370.511471280.392113845231 (4.8%)10.070.17
20080.190.390.391081270.332221449191 (4.5%)0.17
20090.170.360.11586250.293244445 (%)0.17
20100.330.340.26490270.321554211 (%)0.15
20110.110.410.15191300.333914061 (33.3%)0.2
20120.60.450.26192330.3653349 (%)0.21
20130.50.14294320.3482213 (%)31.50.2
20140.670.550.2394250.2732133 (%)0.25
20150.50.570.2594180.192182 (%)0.26
20160.660.594220.23042 (%)0.34
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
IF5: Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CCU: Cumulative number of citations to papers published until year y
CIF: Cumulative impact factor
CIT: Number of citations to papers published 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
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
%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
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y

 

50 most cited documents in this series:


#YearTitleCited
12003A smooth model of decision making under ambiguity.. (2003). Mukerji, Sujoy ; Marinacci, Massimo ; Klibanoff, Peter . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:11-2003.

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55
22002Optimal investment strategies and risk measures in defined contribution pension schemes.. (2002). Vigna, Elena ; Haberman, Steven . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:09-2002.

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31
32001Risk, ambiguity, and the separation of utility and beliefs.. (2001). Marinacci, Massimo ; Ghirardato, Paolo. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:21-2001.

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30
42001On Fragility of Bubbles in Equilibrium Asset Pricing Models of Lucas-Type.. (2001). Privileggi, Fabio ; Montrucchio, Luigi. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:05-2001.

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26
52003Ultramodular functions.. (2003). Montrucchio, Luigi ; Marinacci, Massimo. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:13-2003.

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26
62003Unequal uncertainties and uncertain inequalities: an axiomatic approach.. (2003). Maurin, Eric ; Gajdos, Thibault. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:15-2003.

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22
72003Decision Making with Imprecise Probabilistic Information.. (2003). Vergnaud, Jean-Christophe ; Tallon, Jean-Marc ; Gajdos, Thibault. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:18-2003.

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21
82001A subjective spin on roulette wheels.. (2001). Siniscalchi, Marciano ; Marinacci, Massimo ; Maccheroni, Fabio ; Ghirardato, Paolo. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:17-2001.

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20
92002Multivariate Option Pricing with Copulas.. (2002). luciano, elisa ; Cherubini, Umberto . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:05-2002.

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20
102001Expected utility theory without the completeness axiom.. (2001). Maccheroni, Fabio ; Dubra, Juan ; Oki, Efe. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:11-2001.

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19
112003Monotone Continuous Multiple Priors.. (2003). Tallon, Jean-Marc ; Marinacci, Massimo ; Maccheroni, Fabio ; Chateauneuf, Alain. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:30-2003.

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18
122005Non mean reverting affine processes for stochastic mortality.. (2005). luciano, elisa ; Vigna, Elena . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:4-2005.

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18
132003Positive value of information in games.. (2003). Zamir, Shmuel ; Scarsini, Marco ; Gossner, Olivier ; Bassan, Bruno . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:26-2003.

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17
142002Ambiguity from the Differential Viewpoint.. (2002). Marinacci, Massimo ; Maccheroni, Fabio ; Ghirardato, Paolo. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:17-2002.

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17
152003Multidimensional generalized Gini indices.. (2003). Weymark, John ; Gajdos, Thibault. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:16-2003.

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16
162001Credit rationing, wealth inequality, and allocation of talent.. (2001). Morelli, Massimo ; Ghatak, Maitreesh ; Sjostrom, Tomas . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:23-2001.

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15
172003Archimedean Copulae and Positive Dependence.. (2003). Scarsini, Marco ; Müller, Alfred. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:25-2003.

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14
182001Random correspndences as bundles of random variables.. (2001). Marinacci, Massimo. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:12-2001.

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13
192002Coherence without Additivity.. (2002). Maccheroni, Fabio ; Diecidue, Enrico . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:10-2002.

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12
202001Yaari dual theory without the completeness axiom.. (2001). Maccheroni, Fabio. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:30-2001.

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12
212002Pricing Vulnerable Options with Copulas.. (2002). luciano, elisa ; Cherubini, Umberto . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:06-2002.

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12
222002Insurance Premia Consistent with the Market.. (2002). Marinacci, Massimo ; Maccheroni, Fabio ; Castagnoli, Erio . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:24-2002.

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12
232007Modeling Long Memory and Structural Breaks in Conditional Variances: an Adaptive FIGARCH Approach. (2007). MORANA, CLAUDIO ; Baillie, Richard T.. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:11-2007.

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11
242002Wealth Polarization and Pulverization in Fractal Societies.. (2002). Privileggi, Fabio ; Cozzi, Guido. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:39-2002.

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11
252002Certainty Independence and the Separation of Utility and Beliefs.. (2002). Marinacci, Massimo ; Maccheroni, Fabio ; Ghirardato, Paolo. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:40-2002.

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10
262003Cores and stable sets of finite dimensional games.. (2003). Montrucchio, Luigi ; Marinacci, Massimo. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:07-2003.

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10
272006A Multivariate Time-Changed Lévy Model for Financial Applications. (2006). Semeraro, Patrizia. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:10-2006.

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10
282008Bayesian nonparametric estimators derived from conditional Gibbs structures. (2008). Lijoi, Antonio ; Walker, Stephen G. ; Pruenster, Igor . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:06-2008.

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9
292003Choquet insurance pricing: a caveat.. (2003). Marinacci, Massimo ; Maccheroni, Fabio ; Castagnoli, Erio . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:14-2003.

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9
302003Existence of solutions and asset pricing bubbles in general equilibrium models.. (2003). Mattalia, Claudio . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:02-2003.

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9
312003The convexity-cone approach to comparative risk and downside risk.. (2003). Scarsini, Marco ; modica, salvatore. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:01-2003.

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8
322013When x Becomes x: Sameness and the Internal Consistency of Choice. (2013). Fink, Alexander ; Stratmann, Thomas ; Adamo, Stefano ; Penchev, Pencho ; Nenovsky, Nikolay ; Migheli, Matteo ; Hudik, Marek ; Ramello, Giovanni B. ; Lemennicier, Bertrand . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:06-2013.

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8
332005A Multivariate Jump-Driven Financial Asset Model.. (2005). luciano, elisa ; Schoutens, Wim. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:6-2005.

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7
342001Subcalculus for set functions and cores of TU games.. (2001). Montrucchio, Luigi ; Marinacci, Massimo. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:09-2001.

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7
352003A folk theorem for minority games.. (2003). Scarsini, Marco ; Renault, Jérôme ; Scarlatti, Sergio . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:10-2003.

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7
362003Zonoids, Linear Dependence, and Size-Biased Distributions on the Simplex.. (2003). Scarsini, Marco ; DallAglio, Marco . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:27-2003.

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6
372003Some Counterexamples in Positive Dependence.. (2003). Scarsini, Marco ; Müller, Alfred ; Hu, Taizhong . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:28-2003.

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6
382008Updating Choquet Integrals , Consequentialism and Dynamic Consistency. (2008). Lapied, André ; Toquebeuf, Pascal ; Kast, Robert . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:04-2008.

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5
392004Variational representation of preferences under ambiguity.. (2004). Rustichini, Aldo ; Marinacci, Massimo ; Maccheroni, Fabio. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:05-2004.

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5
402007A Bayesian Nonparametric Method for Prediction in EST Analysis. (2007). Lijoi, Antonio ; Mena, Ramses H. ; Prunster, Igor . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:16-2007.

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4
412004Contributions to the understanding of Bayesian consistency.. (2004). Lijoi, Antonio ; Walker, Stephen G. ; Prunster, Igor . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:13-2004.

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4
422004A strong law of large numbers for capacities.. (2004). Marinacci, Massimo ; Maccheroni, Fabio. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:28-2004.

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4
432004Portfolio Selection with Monotone Mean-Variance Preferences.. (2004). Taboga, Marco ; Rustichini, Aldo ; Marinacci, Massimo ; Maccheroni, Fabio. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:27-2004.

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3
442006Credit risk in pure jump structural models. (2006). luciano, elisa ; Fiorani, Filo. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:6-2006.

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3
452001BV as a dual space.. (2001). Maccheroni, Fabio ; Ruckle, William H.. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:29-2001.

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3
462007Bank Efficiency and Banking Sector Development: the Case of Italy. (2007). Regis, Luca ; luciano, elisa. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:5-2007.

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3
472008Power distribution in the electoral body with an application to the Russian Parliament. (2008). Aleskerov, Fuad. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:11-2008.

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3
482011Delta and Gamma hedging of mortality and interest rate risk. (2011). Regis, Luca ; luciano, elisa ; Vigna, Elena . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:01-2011.

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3
492008Backward Stochastic PDEs Related to the Utility Maximization Problem. (2008). Mania, Michael ; Tevzadze, Revaz . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:07-2008.

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2
502008Posterior analysis for some classes of nonparametric models. (2008). Lijoi, Antonio ; Walker, Stephen G. ; Pruenster, Igor . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:05-2008.

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2

50 most relevant documents in this series (papers most cited in the last two years)


#YearTitleCited
12002Optimal investment strategies and risk measures in defined contribution pension schemes.. (2002). Vigna, Elena ; Haberman, Steven . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:09-2002.

Full description at Econpapers || Download paper

12
22001On Fragility of Bubbles in Equilibrium Asset Pricing Models of Lucas-Type.. (2001). Privileggi, Fabio ; Montrucchio, Luigi. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:05-2001.

Full description at Econpapers || Download paper

7
32006A Multivariate Time-Changed Lévy Model for Financial Applications. (2006). Semeraro, Patrizia. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:10-2006.

Full description at Econpapers || Download paper

6
42005Non mean reverting affine processes for stochastic mortality.. (2005). luciano, elisa ; Vigna, Elena . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:4-2005.

Full description at Econpapers || Download paper

3
52013When x Becomes x: Sameness and the Internal Consistency of Choice. (2013). Fink, Alexander ; Stratmann, Thomas ; Adamo, Stefano ; Penchev, Pencho ; Nenovsky, Nikolay ; Migheli, Matteo ; Hudik, Marek ; Ramello, Giovanni B. ; Lemennicier, Bertrand . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:06-2013.

Full description at Econpapers || Download paper

3
62001Risk, ambiguity, and the separation of utility and beliefs.. (2001). Marinacci, Massimo ; Ghirardato, Paolo. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:21-2001.

Full description at Econpapers || Download paper

3
72003Positive value of information in games.. (2003). Zamir, Shmuel ; Scarsini, Marco ; Gossner, Olivier ; Bassan, Bruno . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:26-2003.

Full description at Econpapers || Download paper

3
82003Unequal uncertainties and uncertain inequalities: an axiomatic approach.. (2003). Maurin, Eric ; Gajdos, Thibault. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:15-2003.

Full description at Econpapers || Download paper

2

Citing documents used to compute impact factor 0:


YearTitle

Recent citations (cites in year: CiY)


Recent citations received in 2013

YearCiting document
2013.

Full description at Econpapers || Download paper

2013Distant event, local effects? Fukushima and the German housing market. (2013). Kvasnicka, Michael ; Braun, Sebastian ; Bauer, Thomas K. In: Kiel Working Papers. RePEc:zbw:ifwkwp:1857.

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2013Distant Event, Local Effects? Fukushima and the German Housing Market. (2013). Kvasnicka, Michael ; Braun, Sebastian ; Bauer, Thomas K.. In: Ruhr Economic Papers. RePEc:zbw:rwirep:433.

Full description at Econpapers || Download paper

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.

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 1st 2017. Contact: CitEc Team