Citation analysis for International Journal of Financial Engineering (IJFE) / World Scientific Publishing Co. Pte. Ltd.

Citation Profile [Updated: 2020-06-03 07:38:54]

5 Years H

Impact Factor

0.23

5 Years IF

0.21

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	0	0	0		0	0		0			0		0	0.04
1991	0	0.08	0	0	0	0	0		0	0		0			0		0	0.04
1992	0	0.09	0	0	0	0	0		0	0		0			0		0	0.04
1993	0	0.1	0	0	0	0	0		0	0		0			0		0	0.05
1994	0	0.11	0	0	0	0	0		0	0		0			0		0	0.06
1995	0	0.2	0	0	0	0	0		0	0		0			0		0	0.08
1996	0	0.22	0	0	0	0	0		0	0		0			0		0	0.1
1997	0	0.23	0	0	0	0	0		0	0		0			0		0	0.1
1998	0	0.27	0	0	0	0	0		0	0		0			0		0	0.12
1999	0	0.29	0	0	0	0	0		0	0		0			0		0	0.14
2000	0	0.34	0	0	0	0	0		0	0		0			0		0	0.15
2001	0	0.36	0	0	0	0	0		0	0		0			0		0	0.16
2002	0	0.4	0	0	0	0	0		0	0		0			0		0	0.21
2003	0	0.41	0	0	0	0	0		0	0		0			0		0	0.2
2004	0	0.46	0	0	0	0	0		0	0		0			0		0	0.21
2005	0	0.47	0	0	0	0	0		0	0		0			0		0	0.22
2006	0	0.47	0	0	0	0	0		0	0		0			0		0	0.21
2007	0	0.42	0	0	0	0	0		0	0		0			0		0	0.19
2008	0	0.45	0	0	0	0	0		0	0		0			0		0	0.21
2009	0	0.44	0	0	0	0	0		0	0		0			0		0	0.21
2010	0	0.44	0	0	0	0	0		0	0		0			0		0	0.18
2011	0	0.46	0	0	0	0	0		0	0		0			0		0	0.21
2012	0	0.47	0	0	0	0	0		0	0		0			0		0	0.19
2013	0	0.53	0	0	0	0	0		0	0		0			0		0	0.22
2014	0	0.55	0	0	0	0	0		0	0		0			0		0	0.21
2015	0	0.55	0.03	0	31	31	29		1	0		0			0		0	0.21
2016	0.1	0.56	0.05	0.1	31	62	22	3	4	31	3	31	3	1	33.3		0	0.2
2017	0.15	0.58	0.11	0.15	36	98	31	11	15	62	9	62	9	4	36.4	2	0.06	0.21
2018	0.36	0.7	0.37	0.4	41	139	16	51	66	67	24	98	39	9	17.6	5	0.12	0.28
2019	0.23	0.88	0.24	0.21	26	165	4	40	106	77	18	139	29		0	5	0.19	0.33

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

#	Year	Title	Cited
1	2017	Performance of banking industry in Bangladesh: Insights of CAMEL rating. (2017). Moudud-Ul, Syed. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:04:y:2017:i:02n03:n:s2424786317500062. Full description at Econpapers \|\| Download paper	7
2	2016	Pricing variance and volatility swaps for Barndorff-Nielsen and Shephard process driven financial markets. (2016). Habtemicael, Semere ; Sengupta, Indranil. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:03:y:2016:i:04:n:s2424786316500274. Full description at Econpapers \|\| Download paper	7
3	2017	Do market competition and development indicators matter for banksâ risk, capital, and efficiency relationship?. (2017). Zheng, Changjun ; Moudud-Ul, Syed ; Gupta, Anupam Das. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:04:y:2017:i:02n03:n:s242478631750027x. Full description at Econpapers \|\| Download paper	7
4	2017	Style analysis with particle filtering and generalized simulated annealing. (2017). Fukui, Takaya ; Takahashi, Akihiko ; Sato, Seisho. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:04:y:2017:i:02n03:n:s2424786317500372. Full description at Econpapers \|\| Download paper	7
5	2018	Optimal dynamic pairs trading of futures under a two-factor mean-reverting model. (2018). Leung, Tim ; Yan, Raphael. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:05:y:2018:i:03:n:s2424786318500275. Full description at Econpapers \|\| Download paper	6
6	2015	An asymptotic expansion of forward-backward SDEs with a perturbed driver. (2015). Takahashi, Akihiko ; Yamada, Toshihiro. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:02:y:2015:i:02:n:s2424786315500206. Full description at Econpapers \|\| Download paper	6
7	2015	Local risk-minimization for LÃ©vy markets. (2015). Arai, Takuji ; Suzuki, Ryoichi. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:02:y:2015:i:02:n:s2424786315500152. Full description at Econpapers \|\| Download paper	5
8	2015	Program trading and its risk analysis based on agent-based computational finance. (2015). Xiong, Xiong ; Zhang, Yongjie ; Yuan, Hailiang. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:02:y:2015:i:02:n:s2424786315500140. Full description at Econpapers \|\| Download paper	5
9	2019	A stochastic control approach to managed futures portfolios. (2019). Yan, Raphael ; Leung, Tim. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:06:y:2019:i:01:n:s2424786319500051. Full description at Econpapers \|\| Download paper	4
10	2016	Co-movement analysis of Asian stock markets against FTSE100 and S&P 500: Wavelet-based approach. (2016). Yilmaz, Adil ; Unal, Gazanfer. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:03:y:2016:i:04:n:s242478631650033x. Full description at Econpapers \|\| Download paper	4
11	2016	Pricing corporate bonds with interest rates following double square-root process. (2016). Lo, Chi-Fai ; Hui, Cho-Hoi. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:03:y:2016:i:03:n:s2424786316500158. Full description at Econpapers \|\| Download paper	3
12	2015	Static models of central counterparty risk. (2015). Ghamami, Samim. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:02:y:2015:i:02:n:s2424786315500115. Full description at Econpapers \|\| Download paper	3
13	2017	Optimal execution of limit and market orders with trade director, speed limiter, and fill uncertainty. (2017). Leung, Tim ; Ward, Brian ; Concha, Julio ; Bulthuis, Brian. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:04:y:2017:i:02n03:n:s2424786317500207. Full description at Econpapers \|\| Download paper	3
14	2017	Banksâ capital regulation and risk: Does bank vary in size? Empirical evidence from Bangladesh. (2017). Zheng, Changjun ; Moudud-Ul, Syed. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:04:y:2017:i:02n03:n:s2424786317500256. Full description at Econpapers \|\| Download paper	2
15	2015	Risk-return trade-off, information diffusion, and U.S. stock market predictability. (2015). Xie, Haibin ; Wang, Shouyang. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:02:y:2015:i:04:n:s2424786315500383. Full description at Econpapers \|\| Download paper	2
16	2018	Exact solutions for time-fractional FokkerâPlanckâKolmogorov equation of Geometric Brownian motion via Lie point symmetries. (2018). Naderifard, Azadeh ; Hejazi, Reza S ; Dastranj, Elham. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:05:y:2018:i:02:n:s2424786318500093. Full description at Econpapers \|\| Download paper	2
17	2018		2
18	2017	PÃ³lya-based approximation for the ATM-forward implied volatility. (2017). Mati, Ivan ; Stefanica, Dan ; Radoii, Rado. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:04:y:2017:i:02n03:n:s2424786317500323. Full description at Econpapers \|\| Download paper	2
19	2016	A sharp approximation for ATM-forward option prices and implied volatilites. (2016). Stefanica, Dan ; Radoii, Rado. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:03:y:2016:i:01:n:s242478631650002x. Full description at Econpapers \|\| Download paper	2
20	2016	A note on CVA and wrong way risk. (2016). Baviera, Roberto ; Pellicioli, Paolo ; la Bua, Gaetano . In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:03:y:2016:i:02:n:s2424786316500122. Full description at Econpapers \|\| Download paper	1
21	2018	Pricing multi-asset American option under Heston stochastic volatility model. (2018). Samimi, Oldouz ; Mehrdoust, Farshid. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:05:y:2018:i:03:n:s2424786318500263. Full description at Econpapers \|\| Download paper	1
22	2017	Co-movement of precious metals and forecasting using scale by scale wavelet transform. (2017). Oral, Emrah ; Unal, Gazanfer. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:04:y:2017:i:01:n:s2424786317500074. Full description at Econpapers \|\| Download paper	1
23	2015	Analytical valuation of autocallable notes. (2015). Guillaume, Tristan. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:02:y:2015:i:02:n:s2424786315500164. Full description at Econpapers \|\| Download paper	1
24	2016	Trading VIX futures under mean reversion with regime switching. (2016). Li, Jiao. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:03:y:2016:i:03:n:s2424786316500213. Full description at Econpapers \|\| Download paper	1
25	2019	Testing of binary regime switching models using squeeze duration analysis. (2019). Goswami, Anindya ; Das, Milan Kumar. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:06:y:2019:i:01:n:s2424786319500063. Full description at Econpapers \|\| Download paper	1
26	2015	Does model misspecification matter for hedging? A computational finance experiment based approach. (2015). Sun, Youfa ; Yuan, Steven ; Liu, Jianguo ; Guo, Shimin. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:02:y:2015:i:03:n:s2424786315500231. Full description at Econpapers \|\| Download paper	1
27	2017	Revenue-based lending for SMEs. (2017). Mazengera, Hassan. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:04:y:2017:i:02n03:n:s2424786317500359. Full description at Econpapers \|\| Download paper	1
28	2016	Efficient and exact simulation of the Gaussian affine interest rate models. (2016). Ostrovski, Vladimir. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:03:y:2016:i:02:n:s2424786316500092. Full description at Econpapers \|\| Download paper	1
29	2018	Optimal asset allocation for a bank under risk control. (2018). Perera, Ryle S ; Sato, Kimitoshi. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:05:y:2018:i:03:n:s2424786318500226. Full description at Econpapers \|\| Download paper	1
30	2017	Contingent conversion convertible bond: New avenue to raise bank capital. (2017). Campolongo, Francesca ; Schoutens, Wim ; de Spiegeleer, Jan ; di Girolamo, Francesca Erica. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:04:y:2017:i:01:n:s2424786317500013. Full description at Econpapers \|\| Download paper	1
31	2017	A comparison of option pricing models. (2017). Dastranj, Elham ; Latifi, Roghaye. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:04:y:2017:i:02n03:n:s2424786317500244. Full description at Econpapers \|\| Download paper	1
32	2015	Linkage between corporate governance and corporate social responsibility in banking sector of Bangladesh. (2015). Moudud-Ul, Syed. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:02:y:2015:i:04:n:s242478631550036x. Full description at Econpapers \|\| Download paper	1
33	2018	An analytical solution for the HJB equation arising from the Merton problem. (2018). Zhu, Song-Ping ; Ma, Guiyuan. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:05:y:2018:i:01:n:s2424786318500081. Full description at Econpapers \|\| Download paper	1
34	2016	A general framework for the benchmark pricing in a fully collateralized market. (2016). Fujii, Masaaki ; Takahashi, Akihiko. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:03:y:2016:i:03:n:s2424786316500195. Full description at Econpapers \|\| Download paper	1
35	2017	Pricing derivatives with fractional volatility. (2017). Funahashi, Hideharu. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:04:y:2017:i:01:n:s2424786317500141. Full description at Econpapers \|\| Download paper	1
36	2015	Revisiting variance gamma pricing: An application to S&P500 index options. (2015). Mozumder, Sharif ; Dowd, Kevin ; Sorwar, Ghulam. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:02:y:2015:i:02:n:s242478631550022x. Full description at Econpapers \|\| Download paper	1
37	2017	Negative interest rates effects on option pricing: Back to basics?. (2017). Burro, Giacomo ; Querci, Francesca ; Mulas, Martina ; Ligato, Simone ; Giribone, Pier Giuseppe . In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:04:y:2017:i:02n03:n:s2424786317500347. Full description at Econpapers \|\| Download paper	1
38	2016	Pricing European options and currency options by time changed mixed fractional Brownian motion with transaction costs. (2016). Shokrollahi, Foad ; Magdziarz, Marcin ; Kiliman, Adem. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:03:y:2016:i:01:n:s2424786316500031. Full description at Econpapers \|\| Download paper	1
39	2018	A hybrid computational approach for option pricing. (2018). Zhu, Song-Ping ; He, Xin-Jiang. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:05:y:2018:i:03:n:s2424786318500214. Full description at Econpapers \|\| Download paper	1
40	2017	Dynamic mean variance asset allocation: Tests for robustness. (2017). Forsyth, Peter A ; Vetzal, Kenneth R. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:04:y:2017:i:02n03:n:s2424786317500219. Full description at Econpapers \|\| Download paper	1
41	2015	Self-financing strategy expression in general shape limit order book with market impacts in continuous time. (2015). Saito, Taiga. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:02:y:2015:i:03:n:s2424786315500346. Full description at Econpapers \|\| Download paper	1
42	2018	Stochastic volatility for utility maximizers â A martingale approach. (2018). Ellersgaard, Simon ; Tegner, Martin. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:05:y:2018:i:01:n:s242478631850007x. Full description at Econpapers \|\| Download paper	1
43	2017	Pricing currency options in the Heston/CIR double exponential jump-diffusion model. (2017). Ahlip, Rehez ; Prodan, Ante. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:04:y:2017:i:01:n:s242478631750013x. Full description at Econpapers \|\| Download paper	1
44	2015	Modeling intraday information in financial markets with the scatter search metaheuristic. (2015). da Silva, Carlos Gomes. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:02:y:2015:i:02:n:s2424786315500218. Full description at Econpapers \|\| Download paper	1
45	2018	LIBOR market model with multiplicative basis. (2018). Zhong, Yangfan. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:05:y:2018:i:02:n:s2424786318500147. Full description at Econpapers \|\| Download paper	1
46	2015	A note on transforming PDEs to ODEs. (2015). Alghalith, M. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:02:y:2015:i:03:n:s2424786315500322. Full description at Econpapers \|\| Download paper	1
47	2018	Optimal investment risks management strategies of an economy in a financial crisis. (2018). Nkeki, Charles I. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:05:y:2018:i:01:n:s2424786318500032. Full description at Econpapers \|\| Download paper	1
48	2016	Inverse problem and concentration method of a continuous-in-time financial model. (2016). Chakkour, Tarik ; Frenod, Emmanuel. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:03:y:2016:i:02:n:s242478631650016x. Full description at Econpapers \|\| Download paper	1
49	2017	Pricing for options in a mixed fractional HullâWhite interest rate model. (2017). Pan, Jian ; Zhou, Xiangying. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:04:y:2017:i:01:n:s2424786317500116. Full description at Econpapers \|\| Download paper	1
50	2015	Real-time risk management: An AAD-PDE approach. (2015). Capriotti, Luca ; Macrina, Andrea ; Jiang, Yupeng. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:02:y:2015:i:04:n:s2424786315500395. Full description at Econpapers \|\| Download paper	1

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

#	Year	Title	Cited
1	2017	Style analysis with particle filtering and generalized simulated annealing. (2017). Fukui, Takaya ; Takahashi, Akihiko ; Sato, Seisho. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:04:y:2017:i:02n03:n:s2424786317500372. Full description at Econpapers \|\| Download paper	7
2	2017	Do market competition and development indicators matter for banksâ risk, capital, and efficiency relationship?. (2017). Zheng, Changjun ; Moudud-Ul, Syed ; Gupta, Anupam Das. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:04:y:2017:i:02n03:n:s242478631750027x. Full description at Econpapers \|\| Download paper	7
3	2018	Optimal dynamic pairs trading of futures under a two-factor mean-reverting model. (2018). Leung, Tim ; Yan, Raphael. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:05:y:2018:i:03:n:s2424786318500275. Full description at Econpapers \|\| Download paper	6
4	2015	An asymptotic expansion of forward-backward SDEs with a perturbed driver. (2015). Takahashi, Akihiko ; Yamada, Toshihiro. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:02:y:2015:i:02:n:s2424786315500206. Full description at Econpapers \|\| Download paper	6
5	2016	Pricing variance and volatility swaps for Barndorff-Nielsen and Shephard process driven financial markets. (2016). Habtemicael, Semere ; Sengupta, Indranil. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:03:y:2016:i:04:n:s2424786316500274. Full description at Econpapers \|\| Download paper	6
6	2017	Performance of banking industry in Bangladesh: Insights of CAMEL rating. (2017). Moudud-Ul, Syed. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:04:y:2017:i:02n03:n:s2424786317500062. Full description at Econpapers \|\| Download paper	6
7	2015	Program trading and its risk analysis based on agent-based computational finance. (2015). Xiong, Xiong ; Zhang, Yongjie ; Yuan, Hailiang. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:02:y:2015:i:02:n:s2424786315500140. Full description at Econpapers \|\| Download paper	5
8	2015	Local risk-minimization for LÃ©vy markets. (2015). Arai, Takuji ; Suzuki, Ryoichi. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:02:y:2015:i:02:n:s2424786315500152. Full description at Econpapers \|\| Download paper	4
9	2019	A stochastic control approach to managed futures portfolios. (2019). Yan, Raphael ; Leung, Tim. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:06:y:2019:i:01:n:s2424786319500051. Full description at Econpapers \|\| Download paper	4
10	2017	Optimal execution of limit and market orders with trade director, speed limiter, and fill uncertainty. (2017). Leung, Tim ; Ward, Brian ; Concha, Julio ; Bulthuis, Brian. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:04:y:2017:i:02n03:n:s2424786317500207. Full description at Econpapers \|\| Download paper	3
11	2016	Pricing corporate bonds with interest rates following double square-root process. (2016). Lo, Chi-Fai ; Hui, Cho-Hoi. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:03:y:2016:i:03:n:s2424786316500158. Full description at Econpapers \|\| Download paper	3
12	2016	Co-movement analysis of Asian stock markets against FTSE100 and S&P 500: Wavelet-based approach. (2016). Yilmaz, Adil ; Unal, Gazanfer. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:03:y:2016:i:04:n:s242478631650033x. Full description at Econpapers \|\| Download paper	2
13	2015	Risk-return trade-off, information diffusion, and U.S. stock market predictability. (2015). Xie, Haibin ; Wang, Shouyang. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:02:y:2015:i:04:n:s2424786315500383. Full description at Econpapers \|\| Download paper	2
14	2018	Exact solutions for time-fractional FokkerâPlanckâKolmogorov equation of Geometric Brownian motion via Lie point symmetries. (2018). Naderifard, Azadeh ; Hejazi, Reza S ; Dastranj, Elham. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:05:y:2018:i:02:n:s2424786318500093. Full description at Econpapers \|\| Download paper	2
15	2018		2
16	2017	Banksâ capital regulation and risk: Does bank vary in size? Empirical evidence from Bangladesh. (2017). Zheng, Changjun ; Moudud-Ul, Syed. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:04:y:2017:i:02n03:n:s2424786317500256. Full description at Econpapers \|\| Download paper	2

Citing documents used to compute impact factor: 18

Year	Title
2019
2019	Banksâ capital buffers, risk, and efficiency in emerging economies: are they counter-cyclical?. (2019). Moudud-Ul, Syed. In: Eurasian Economic Review. RePEc:spr:eurase:v:9:y:2019:i:4:d:10.1007_s40822-018-0121-5. Full description at Econpapers \|\| Download paper
2019	Optimal Dynamic Basis Trading. (2019). Leung, Tim ; Angoshtari, Bahman . In: Papers. RePEc:arx:papers:1809.05961. Full description at Econpapers \|\| Download paper
2019	Optimal execution with dynamic risk adjustment. (2019). Wang, Tai-Ho ; di Giacinto, Marina ; Cheng, Xue. In: Papers. RePEc:arx:papers:1901.00617. Full description at Econpapers \|\| Download paper
2019	Optimal dynamic basis trading. (2019). Leung, Tim ; Angoshtari, Bahman . In: Annals of Finance. RePEc:kap:annfin:v:15:y:2019:i:3:d:10.1007_s10436-019-00348-x. Full description at Econpapers \|\| Download paper
2019	Term Structure Models During the Global Financial Crisis: A Parsimonious Text Mining Approach. (2019). Takahashi, Akihiko ; Sato, Seisho ; Nishimura, Kiyohiko G. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:26:y:2019:i:3:d:10.1007_s10690-018-09267-9. Full description at Econpapers \|\| Download paper
2019	Investor Attitudes and Term Structure Models under Extremely Low Interest Rate Environment: Theory and Evidence in Japan. (2019). Takahashi, Akihiko ; Saito, Taiga ; Nishimura, Kiyohiko G ; Nakatani, Souta. In: CIRJE F-Series. RePEc:tky:fseres:2019cf1136. Full description at Econpapers \|\| Download paper
2019	Investor Attitudes and Term Structure Models under Extremely Low Interest Rate Environment: Theory and Evidence in Japan. (2019). Takahashi, Akihiko ; Saito, Taiga ; Nishimura, Kiyohiko G ; Nakatani, Souta. In: CARF F-Series. RePEc:cfi:fseres:cf470. Full description at Econpapers \|\| Download paper
2019	Pricing foreign exchange options under stochastic volatility and interest rates using an RBF--FD method. (2019). Itkin, Andrey ; Soleymani, Fazlollah. In: Papers. RePEc:arx:papers:1903.00937. Full description at Econpapers \|\| Download paper
2019
2019
2019	Lie symmetry analysis, conservation laws and numerical approximations of time-fractional FokkerâPlanck equations for special stochastic process in foreign exchange markets. (2019). Habibi, Noora ; Hejazi, Reza S ; Dastranj, Elham ; Lashkarian, Elham. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:513:y:2019:i:c:p:750-766. Full description at Econpapers \|\| Download paper
2019	Tracking VIX with VIX Futures: Portfolio Construction and Performance. (2019). Leung, Tim ; Ward, Brian. In: Papers. RePEc:arx:papers:1907.00293. Full description at Econpapers \|\| Download paper
2019	Optimal Trading of a Basket of Futures Contracts. (2019). Leung, Tim ; Angoshtari, Bahman . In: Papers. RePEc:arx:papers:1910.04943. Full description at Econpapers \|\| Download paper
2019	Optimal Dynamic Futures Portfolio in a Regime-Switching Market Framework. (2019). Leung, Tim ; Zhou, Yang. In: Papers. RePEc:arx:papers:1910.06432. Full description at Econpapers \|\| Download paper
2019
2019	Factors Affecting Investment Decision Making: Moderating Role of Investors Characteristics. (2019). Alshamy, Salam A. In: The Journal of Social Sciences Research. RePEc:arp:tjssrr:2019:p:965-974. Full description at Econpapers \|\| Download paper
2019	Evaluation of Factors Affecting Investment Decision Analysis Under Uncertainty Conditions with Fuzzy DEMATEL Approach. (2019). Candan, Goke ; Yalniz, Tuba. In: EKOIST Journal of Econometrics and Statistics. RePEc:ist:ekoist:v:30:y:2019:i:0:p:49-64. Full description at Econpapers \|\| Download paper

Recent citations

Recent citations received in 2019

Year	Citing document
2019	Tracking VIX with VIX Futures: Portfolio Construction and Performance. (2019). Leung, Tim ; Ward, Brian. In: Papers. RePEc:arx:papers:1907.00293. Full description at Econpapers \|\| Download paper
2019	Optimal Trading of a Basket of Futures Contracts. (2019). Leung, Tim ; Angoshtari, Bahman . In: Papers. RePEc:arx:papers:1910.04943. Full description at Econpapers \|\| Download paper
2019	Optimal Dynamic Futures Portfolio in a Regime-Switching Market Framework. (2019). Leung, Tim ; Zhou, Yang. In: Papers. RePEc:arx:papers:1910.06432. Full description at Econpapers \|\| Download paper
2019	Inference of Binary Regime Models with Jump Discontinuities. (2019). Rajani, Sharan ; Goswami, Anindya ; Das, Milan Kumar. In: Papers. RePEc:arx:papers:1910.10606. Full description at Econpapers \|\| Download paper
2019	Optimal dynamic basis trading. (2019). Leung, Tim ; Angoshtari, Bahman . In: Annals of Finance. RePEc:kap:annfin:v:15:y:2019:i:3:d:10.1007_s10436-019-00348-x. Full description at Econpapers \|\| Download paper

Recent citations received in 2018

Year	Citing document
2018	A Stochastic Control Approach to Managed Futures Portfolios. (2018). Leung, Tim ; Yan, Raphael. In: Papers. RePEc:arx:papers:1811.01916. Full description at Econpapers \|\| Download paper
2018	OPTIMAL INVESTMENT STRATEGY WITH DIVIDEND PAYING AND PROPORTIONAL TRANSACTION COSTS. (2018). Nkeki, Charles I. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:13:y:2018:i:01:n:s201049521850001x. Full description at Econpapers \|\| Download paper
2018	Pricing in-arrears caps and ratchet caps under LIBOR market model with multiplicative basis. (2018). Zhong, Yangfan ; Mi, Yanhui. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:05:y:2018:i:03:n:s2424786318500238. Full description at Econpapers \|\| Download paper
2018

Recent citations received in 2017

Year	Citing document
2017	Banksâ capital regulation and risk: Does bank vary in size? Empirical evidence from Bangladesh. (2017). Zheng, Changjun ; Moudud-Ul, Syed. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:04:y:2017:i:02n03:n:s2424786317500256. Full description at Econpapers \|\| Download paper
2017	AN EXPLICIT IMPLIED VOLATILITY FORMULA. (2017). Stefanica, Dan ; Radoii, Rado. In: International Journal of Theoretical and Applied Finance (IJTAF). RePEc:wsi:ijtafx:v:20:y:2017:i:07:n:s0219024917500480. Full description at Econpapers \|\| Download paper

Recent citations received in 2016

Year	Citing document

10 most frequent citing series

#	Series	H	Cites
1	Papers / arXiv.org	54	28
2	International Journal of Financial Engineering (IJFE) / World Scientific Publishing Co. Pte. Ltd.	6	14
3	International Journal of Information Technology & Decision Making (IJITDM) / World Scientific Publishing Co. Pte. Ltd.	8	7
4	International Journal of Theoretical and Applied Finance (IJTAF) / World Scientific Publishing Co. Pte. Ltd.	15	6
5	Financial Innovation / Springer	7	5
6	CARF F-Series / Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo	15	4
7	Annals of Finance / Springer	17	4
8	Physica A: Statistical Mechanics and its Applications / Elsevier	54	3
9	Asia-Pacific Financial Markets / Springer	12	3
10	Working Papers of the African Governance and Development Institute. / African Governance and Development Institute.	40	3
11	AFEA Working Papers / African Finance and Economic Association (AFEA)	13	3