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Citation Profile [Updated: 2019-11-08 12:48:21]
5 Years H
7
Impact Factor
0.08
5 Years IF
0.17
Data available in this report

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators
Raw Data

 

IF AIF CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
1990 0 0.08 0 0 11 11 1 0 0 0 0 0 0.04
1991 0 0.08 0 0 8 19 3 0 11 11 0 0 0.04
1992 0 0.08 0 0 12 31 4 0 19 19 0 0 0.04
1993 0 0.1 0 0 13 44 3 0 20 31 0 0 0.05
1994 0.04 0.11 0.04 0.05 13 57 8 2 2 25 1 44 2 2 100 0 0.05
1995 0.08 0.19 0.04 0.04 17 74 3 2 5 26 2 57 2 1 50 0 0.08
1996 0 0.22 0.05 0.02 10 84 7 4 9 30 63 1 1 25 1 0.1 0.1
1997 0 0.22 0 0 12 96 8 9 27 65 0 0 0.09
1998 0 0.26 0.01 0 7 103 4 1 10 22 65 1 100 0 0.12
1999 0 0.28 0.01 0 7 110 9 1 11 19 59 1 100 0 0.14
2000 0 0.33 0.03 0 8 118 56 3 15 14 53 0 1 0.13 0.15
2001 0.07 0.36 0.02 0.02 12 130 27 1 17 15 1 44 1 0 0 0.16
2002 0.15 0.39 0.04 0.11 0 130 0 5 22 20 3 46 5 0 0 0.21
2003 0.17 0.4 0.04 0.12 5 135 10 6 28 12 2 34 4 0 0 0.2
2004 0 0.45 0.03 0.09 8 143 22 4 32 5 32 3 1 25 0 0.2
2005 0 0.47 0.05 0.18 2 145 0 7 39 13 33 6 0 0 0.22
2006 0.2 0.46 0.08 0.26 8 153 15 12 52 10 2 27 7 2 16.7 0 0.21
2007 0 0.42 0.04 0.04 6 159 8 7 59 10 23 1 0 0 0.18
2008 0.29 0.44 0.07 0.28 9 168 17 11 70 14 4 29 8 0 0 0.21
2009 0.2 0.44 0.14 0.15 11 179 8 25 95 15 3 33 5 0 0 0.21
2010 0.1 0.43 0.07 0.06 10 189 9 13 108 20 2 36 2 1 7.7 0 0.18
2011 0.05 0.46 0.07 0.14 7 196 5 13 121 21 1 44 6 1 7.7 0 0.21
2012 0.18 0.47 0.12 0.12 8 204 4 24 145 17 3 43 5 2 8.3 0 0.19
2013 0.07 0.54 0.09 0.18 11 215 9 19 164 15 1 45 8 2 10.5 0 0.22
2014 0.05 0.56 0.1 0.13 24 239 18 23 187 19 1 47 6 1 4.3 2 0.08 0.22
2015 0.23 0.56 0.1 0.2 12 251 11 26 213 35 8 60 12 0 1 0.08 0.21
2016 0.22 0.59 0.1 0.18 16 267 3 26 239 36 8 62 11 0 0 0.21
2017 0.07 0.6 0.05 0.08 20 287 3 15 254 28 2 71 6 0 0 0.22
2018 0.08 0.8 0.14 0.17 26 313 7 43 297 36 3 83 14 12 27.9 9 0.35 0.32
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
CIF: Cumulative impact factor
IF5: Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until 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: selft citations 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
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y
50 most cited documents in this series
#YearTitleCited
12000Decision analysis using targets instead of utility functions. (2000). LiCalzi, Marco ; Bordley, Robert . In: Decisions in Economics and Finance. RePEc:spr:decfin:v:23:y:2000:i:1:p:53-74.

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39
22004Conditional comonotonicity. (2004). NAPP, Clotilde ; Jouini, Elyès. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:27:y:2004:i:2:p:153-166.

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15
32000Normal approximations by Steins method. (2000). Rinott, Yosef ; Rotar, Vladimir . In: Decisions in Economics and Finance. RePEc:spr:decfin:v:23:y:2000:i:1:p:15-29.

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11
42015Financial economics without probabilistic prior assumptions. (2015). Riedel, Frank. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:38:y:2015:i:1:p:75-91.

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9
52008Optimal consumption and investment under partial information. (2008). Sass, Jorn ; Putschogl, Wolfgang. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:31:y:2008:i:2:p:137-170.

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7
62001Efficient Monte Carlo pricing of European options¶using mean value control variates. (2001). Pellizzari, Paolo. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:24:y:2001:i:2:p:107-126.

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7
72007Linear cumulative prospect theory with applications to portfolio selection and insurance demand. (2007). Schmidt, Ulrich ; Zank, Horst . In: Decisions in Economics and Finance. RePEc:spr:decfin:v:30:y:2007:i:1:p:1-18.

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7
81996On the aubin-like characterization of competitive equilibria in infinite dimensional economies. (1996). Graziano, Maria ; Basile, Achille ; Simone, Anna . In: Decisions in Economics and Finance. RePEc:spr:decfin:v:19:y:1996:i:1:p:187-203.

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7
92013Pricing VIX options with stochastic volatility and random jumps. (2013). Lian, Guang-Hua ; Zhu, Song-Ping. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:36:y:2013:i:1:p:71-88.

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6
102014Existence of financial equilibria with endogenous short selling restrictions and real assets. (2014). Gori, Michele ; Villanacci, Antonio ; Pireddu, Marina. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:37:y:2014:i:2:p:349-371.

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6
111994Recent progresses in Multicriteria Decision-Aid. (1994). Vincke, Philippe . In: Decisions in Economics and Finance. RePEc:spr:decfin:v:17:y:1994:i:2:p:21-32.

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6
122008Unawareness, priors and posteriors. (2008). modica, salvatore. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:31:y:2008:i:2:p:81-94.

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5
132018Steady states, stability and bifurcations in multi-asset market models. (2018). Westerhoff, Frank ; Schmitt, Noemi ; Dieci, Roberto. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:41:y:2018:i:2:d:10.1007_s10203-018-0214-3.

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5
141997Twenty years of fuzzy preference structures (1978–1997). (1997). Baets, Bernard ; Fodor, Janos. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:20:y:1997:i:1:p:45-66.

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5
152001Option pricing by large risk aversion utility¶under transaction costs. (2001). Кабанов, Юрий ; Bouchard, B. ; Yu. M. Kabanov, ; Touzi, N.. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:24:y:2001:i:2:p:127-136.

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5
162009A scenario-based integrated approach for modeling carbon price risk. (2009). Reedman, Luke ; Zhu, Zili ; Lo, Thomas ; Graham, Paul . In: Decisions in Economics and Finance. RePEc:spr:decfin:v:32:y:2009:i:1:p:35-48.

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5
172001A note on mixture sets in decision theory. (2001). Mongin, Philippe. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:24:y:2001:i:1:p:59-69.

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5
182006On the relationship between absolute prudence and absolute risk aversion. (2006). Menegatti, Mario ; Maggi, Mario ; Magnani, Umberto. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:29:y:2006:i:2:p:155-160.

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5
192014Expectations and industry location: a discrete time dynamical analysis. (2014). Kubin, Ingrid ; Commendatore, Pasquale ; Agliari, Anna ; Foroni, Ilaria . In: Decisions in Economics and Finance. RePEc:spr:decfin:v:37:y:2014:i:1:p:3-26.

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4
202001Arbitrage, linear programming and martingales¶in securities markets with bid-ask spreads. (2001). Ortu, Fulvio. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:24:y:2001:i:2:p:79-105.

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4
212001Optimality in a financial economy with outside money and restricted participation. (2001). Carosi, Laura. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:24:y:2001:i:1:p:1-19.

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4
221999A note on direct term structure estimation using monotonic splines. (1999). Corradi, Corrado ; Barzanti, Luca. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:22:y:1999:i:1:p:101-108.

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4
232003Income taxation when markets are incomplete. (2003). Tirelli, Mario. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:26:y:2003:i:2:p:97-128.

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4
241998A three-moment based portfolio selection model. (1998). Rossi, Francesco ; Gamba, Andrea. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:21:y:1998:i:1:p:25-48.

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4
252003Notes and Comments: The numeraire portfolio in financial markets modeled by a multi-dimensional jump diffusion process. (2003). Oertel, Frank ; Korn, Ralf ; Schal, Manfred . In: Decisions in Economics and Finance. RePEc:spr:decfin:v:26:y:2003:i:2:p:153-166.

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4
262011Real options game analysis of sleeping patents. (2011). Leung, Chi ; Kwok, Yue . In: Decisions in Economics and Finance. RePEc:spr:decfin:v:34:y:2011:i:1:p:41-65.

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4
272010Dynamic voluntary provision of public goods with uncertainty: a stochastic differential game model. (2010). Ewald, Christian-Oliver ; Wang, Wen-Kai . In: Decisions in Economics and Finance. RePEc:spr:decfin:v:33:y:2010:i:2:p:97-116.

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4
281999Existence of a convex extension of a preference relation. (1999). Scapparone, Paolo . In: Decisions in Economics and Finance. RePEc:spr:decfin:v:22:y:1999:i:1:p:5-11.

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4
291997Su Una Estensione Bidimensionale del Teorema di Scomposizione di Peccati. (1997). Pressacco, Flavio ; Stucchi, Patrizia . In: Decisions in Economics and Finance. RePEc:spr:decfin:v:20:y:1997:i:2:p:169-185.

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3
302000Measuring the set of blocking coalitions in infinite dimensional economies. (2000). Graziano, Maria. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:23:y:2000:i:2:p:101-120.

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3
312014Hedging and the competitive firm under correlated price and background risk. (2014). Wong, Kit . In: Decisions in Economics and Finance. RePEc:spr:decfin:v:37:y:2014:i:2:p:329-340.

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3
322004A two-step simulation procedure to analyze the exercise features of American options. (2004). pianca, paolo ; Nardon, Martina ; Basso, Antonella. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:27:y:2004:i:1:p:35-56.

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3
332006Notes and Comments: Stochastic demand correspondences and their aggregation properties. (2006). Alcantud, José. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:29:y:2006:i:1:p:55-69.

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3
341995Dini derivatives in optimization — Part III. (1995). Giorgi, Giorgio ; Komlosi, Sandor . In: Decisions in Economics and Finance. RePEc:spr:decfin:v:18:y:1995:i:1:p:47-63.

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3
352016Diversification preferences in the theory of choice. (2016). Mahmoud, Ola ; De Giorgi, Enrico. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:39:y:2016:i:2:d:10.1007_s10203-016-0182-4.

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3
362003Representing complete and incomplete subjective linear preferences on random numbers. (2003). Girotto, Bruno ; Holzer, Silvano. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:26:y:2003:i:2:p:129-144.

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3
372001Homothetic preferences on star-shaped sets. (2001). Maccheroni, Fabio. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:24:y:2001:i:1:p:41-47.

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3
382004Arbitrage and completeness in financial markets with given N-dimensional distributions. (2004). Campi, Luciano . In: Decisions in Economics and Finance. RePEc:spr:decfin:v:27:y:2004:i:1:p:57-80.

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3
392006On pricing lookback options under the CEV process. (2006). Costabile, Massimo. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:29:y:2006:i:2:p:139-153.

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2
401992Dini derivatives in optimization — Part II. (1992). Giorgi, G. ; Komlosi, S.. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:15:y:1992:i:2:p:3-24.

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2
412010Sensitivities for Bermudan options by regression methods. (2010). Belomestny, Denis ; Schoenmakers, John ; Milstein, G.. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:33:y:2010:i:2:p:117-138.

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2
422014One-dimensional maps with two discontinuity points and three linear branches: mathematical lessons for understanding the dynamics of financial markets. (2014). Westerhoff, Frank ; Tramontana, Fabio ; Gardini, Laura. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:37:y:2014:i:1:p:27-51.

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2
432009Efficient quasi-Monte simulations for pricing high-dimensional path-dependent options. (2009). Sabino, Piergiacomo . In: Decisions in Economics and Finance. RePEc:spr:decfin:v:32:y:2009:i:1:p:49-65.

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2
442018An evolutionary model with best response and imitative rules. (2018). Naimzada, Ahmad ; Baiardi, Lorenzo Cerboni. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:41:y:2018:i:2:d:10.1007_s10203-018-0219-y.

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2
452006Taxes and money in incomplete financial markets. (2006). villanacci, antonio ; del Mercato, Elena. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:29:y:2006:i:1:p:23-54.

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2
461992Un modello non lineare sul funzionamento dei mercati azionari. (1992). Ghezzi, Luca . In: Decisions in Economics and Finance. RePEc:spr:decfin:v:15:y:1992:i:1:p:79-92.

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2
472012Portfolio optimization in a defaultable market under incomplete information. (2012). Callegaro, Giorgia ; Runggaldier, Wolfgang ; Jeanblanc, Monique. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:35:y:2012:i:2:p:91-111.

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2
481990Forecasting quarterly movements of the lira/pound-sterling exchange rate: Random walks, drift, seasonality and variable parameters. (1990). Pollock, A.. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:13:y:1990:i:1:p:23-42.

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2
492006The completion of security markets. (2006). Kountzakis, Christos ; Polyrakis, Ioannis. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:29:y:2006:i:1:p:1-21.

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2
502008The optimal capital structure of the firm with stable Lévy assets returns. (2008). Quittard-Pinon, Franois ; le Courtois, Olivier. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:31:y:2008:i:1:p:51-72.

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2
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12018Steady states, stability and bifurcations in multi-asset market models. (2018). Westerhoff, Frank ; Schmitt, Noemi ; Dieci, Roberto. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:41:y:2018:i:2:d:10.1007_s10203-018-0214-3.

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5
22015Financial economics without probabilistic prior assumptions. (2015). Riedel, Frank. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:38:y:2015:i:1:p:75-91.

Full description at Econpapers || Download paper

5
32016Diversification preferences in the theory of choice. (2016). Mahmoud, Ola ; De Giorgi, Enrico. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:39:y:2016:i:2:d:10.1007_s10203-016-0182-4.

Full description at Econpapers || Download paper

3
42013Pricing VIX options with stochastic volatility and random jumps. (2013). Lian, Guang-Hua ; Zhu, Song-Ping. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:36:y:2013:i:1:p:71-88.

Full description at Econpapers || Download paper

3
52000Decision analysis using targets instead of utility functions. (2000). LiCalzi, Marco ; Bordley, Robert . In: Decisions in Economics and Finance. RePEc:spr:decfin:v:23:y:2000:i:1:p:53-74.

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3
62018Oligopoly models with different learning and production time scales. (2018). Naimzada, Ahmad ; Sodini, Mauro ; Cavalli, Fausto. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:41:y:2018:i:2:d:10.1007_s10203-018-0225-0.

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2
72007Linear cumulative prospect theory with applications to portfolio selection and insurance demand. (2007). Schmidt, Ulrich ; Zank, Horst . In: Decisions in Economics and Finance. RePEc:spr:decfin:v:30:y:2007:i:1:p:1-18.

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2
82018An evolutionary model with best response and imitative rules. (2018). Naimzada, Ahmad ; Baiardi, Lorenzo Cerboni. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:41:y:2018:i:2:d:10.1007_s10203-018-0219-y.

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2
92006The completion of security markets. (2006). Kountzakis, Christos ; Polyrakis, Ioannis. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:29:y:2006:i:1:p:1-21.

Full description at Econpapers || Download paper

2
101994Recent progresses in Multicriteria Decision-Aid. (1994). Vincke, Philippe . In: Decisions in Economics and Finance. RePEc:spr:decfin:v:17:y:1994:i:2:p:21-32.

Full description at Econpapers || Download paper

2
112008Optimal consumption and investment under partial information. (2008). Sass, Jorn ; Putschogl, Wolfgang. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:31:y:2008:i:2:p:137-170.

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2
122014Expectations and industry location: a discrete time dynamical analysis. (2014). Kubin, Ingrid ; Commendatore, Pasquale ; Agliari, Anna ; Foroni, Ilaria . In: Decisions in Economics and Finance. RePEc:spr:decfin:v:37:y:2014:i:1:p:3-26.

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2
132012Portfolio optimization in a defaultable market under incomplete information. (2012). Callegaro, Giorgia ; Runggaldier, Wolfgang ; Jeanblanc, Monique. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:35:y:2012:i:2:p:91-111.

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2
142017Reaching nirvana with a defaultable asset?. (2017). Battauz, Anna ; Sbuelz, Alessandro ; Donno, Marzia. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:40:y:2017:i:1:d:10.1007_s10203-017-0192-x.

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2
Citing documents used to compute impact factor: 3
YearTitle
2018Valuing multistage investment projects in the pharmaceutical industry. (2018). Brando, Luiz E ; Dyer, James S ; Fernandes, Glaucia. In: European Journal of Operational Research. RePEc:eee:ejores:v:271:y:2018:i:2:p:720-732.

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2018Preferences over all random variables: Incompatibility of convexity and continuity. (2018). Zimper, Alexander ; Assa, Hirbod. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:75:y:2018:i:c:p:71-83.

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2018Some reflections on past and future of nonlinear dynamics in economics and finance. (2018). Anufriev, Mikhail ; Tramontana, Fabio ; Radi, Davide. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:41:y:2018:i:2:d:10.1007_s10203-018-0229-9.

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Recent citations
Recent citations received in 2018

YearCiting document
2018Some reflections on past and future of nonlinear dynamics in economics and finance. (2018). Anufriev, Mikhail ; Tramontana, Fabio ; Radi, Davide. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:41:y:2018:i:2:d:10.1007_s10203-018-0229-9.

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Recent citations received in 2017

YearCiting document

Recent citations received in 2016

YearCiting document

Recent citations received in 2015

YearCiting document
2015Gambling in contests with heterogeneous loss constraints. (2015). Seel, Christian. In: Economics Letters. RePEc:eee:ecolet:v:136:y:2015:i:c:p:154-157.

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