Is this page useful for you? Then, help us to keep the service working. Please have a look to our donations page ... Thanks for your help!!

Citation Profile [Updated: 2021-06-02 06:34:26]
5 Years H
7
Impact Factor
0.23
5 Years IF
0.25
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 0.09 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 0.09 0 0 12 31 4 0 19 19 0 0 0.04
1993 0 0.11 0 0 13 44 3 0 20 31 0 0 0.05
1994 0.04 0.12 0.04 0.05 13 57 8 2 2 25 1 44 2 2 100 0 0.06
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 12 9 27 65 0 0 0.1
1998 0 0.26 0.01 0 7 103 4 1 10 22 65 1 100 0 0.12
1999 0 0.27 0.01 0 7 110 8 1 11 19 59 1 100 0 0.13
2000 0 0.32 0.03 0 8 118 68 3 15 14 53 0 1 0.13 0.14
2001 0.07 0.35 0.02 0.02 12 130 33 1 17 15 1 44 1 0 0 0.15
2002 0.15 0.37 0.04 0.11 0 130 0 5 22 20 3 46 5 0 0 0.19
2003 0.17 0.4 0.05 0.12 5 135 11 7 29 12 2 34 4 0 0 0.19
2004 0 0.44 0.03 0.09 8 143 24 4 33 5 32 3 1 25 0 0.2
2005 0 0.46 0.05 0.18 2 145 1 7 40 13 33 6 0 0 0.21
2006 0.2 0.46 0.08 0.26 8 153 17 12 53 10 2 27 7 2 16.7 0 0.21
2007 0 0.42 0.04 0.04 6 159 8 7 60 10 23 1 0 0 0.18
2008 0.29 0.44 0.07 0.28 9 168 22 11 71 14 4 29 8 0 0 0.2
2009 0.27 0.43 0.15 0.18 11 179 10 26 97 15 4 33 6 0 0 0.21
2010 0.1 0.43 0.07 0.06 10 189 12 13 110 20 2 36 2 1 7.7 0 0.18
2011 0.05 0.45 0.07 0.16 7 196 7 14 124 21 1 44 7 1 7.1 0 0.2
2012 0.18 0.45 0.12 0.12 8 204 5 24 148 17 3 43 5 2 8.3 0 0.19
2013 0.07 0.51 0.1 0.18 11 215 11 21 169 15 1 45 8 2 9.5 0 0.21
2014 0.05 0.52 0.1 0.13 24 239 23 23 192 19 1 47 6 1 4.3 2 0.08 0.2
2015 0.29 0.52 0.12 0.23 12 251 23 29 221 35 10 60 14 0 1 0.08 0.2
2016 0.17 0.51 0.1 0.15 16 267 9 26 247 36 6 62 9 0 0 0.18
2017 0.07 0.52 0.06 0.08 20 287 13 16 263 28 2 71 6 0 0 0.19
2018 0.11 0.57 0.16 0.19 26 313 14 50 314 36 4 83 16 11 22 8 0.31 0.23
2019 0.24 0.63 0.11 0.17 31 344 13 38 353 46 11 98 17 13 34.2 12 0.39 0.23
2020 0.23 0.91 0.14 0.25 39 383 6 54 407 57 13 105 26 14 25.9 6 0.15 0.36
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.

Full description at Econpapers || Download paper

49
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.

Full description at Econpapers || Download paper

16
32015Financial 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

15
42000Normal 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.

Full description at Econpapers || Download paper

11
52001A 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.

Full description at Econpapers || Download paper

10
62013Pricing 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

8
72008Unawareness, priors and posteriors. (2008). modica, salvatore. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:31:y:2008:i:2:p:81-94.

Full description at Econpapers || Download paper

8
82007Linear 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.

Full description at Econpapers || Download paper

7
92001Efficient 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.

Full description at Econpapers || Download paper

7
101996On 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.

Full description at Econpapers || Download paper

7
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.

Full description at Econpapers || Download paper

7
121997Twenty 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.

Full description at Econpapers || Download paper

7
132006On 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.

Full description at Econpapers || Download paper

6
142018Steady 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.

Full description at Econpapers || Download paper

6
151994Recent 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

6
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.

Full description at Econpapers || Download paper

6
172014Existence 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.

Full description at Econpapers || Download paper

5
182003Notes 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.

Full description at Econpapers || Download paper

5
192016Diversification 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

5
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.

Full description at Econpapers || Download paper

5
212010Dynamic 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.

Full description at Econpapers || Download paper

5
222001Option 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.

Full description at Econpapers || Download paper

5
231998A 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.

Full description at Econpapers || Download paper

4
242003Income 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.

Full description at Econpapers || Download paper

4
252014Expectations 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.

Full description at Econpapers || Download paper

4
261999Existence 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.

Full description at Econpapers || Download paper

4
272011Real 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.

Full description at Econpapers || Download paper

4
281999A 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.

Full description at Econpapers || Download paper

4
292001Optimality 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.

Full description at Econpapers || Download paper

4
302004A 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.

Full description at Econpapers || Download paper

4
311995Dini 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.

Full description at Econpapers || Download paper

3
322006The 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

3
332008The 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.

Full description at Econpapers || Download paper

3
342017A differential game in a duopoly with instantaneous incentives. (2017). Grilli, Luca ; Bisceglia, Michele. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:40:y:2017:i:1:d:10.1007_s10203-017-0189-5.

Full description at Econpapers || Download paper

3
352017Robust games: theory and application to a Cournot duopoly model. (2017). Crespi, Giovanni Paolo ; Rocca, Matteo ; Radi, Davide. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:40:y:2017:i:1:d:10.1007_s10203-017-0199-3.

Full description at Econpapers || Download paper

3
362019Does market attention affect Bitcoin returns and volatility?. (2019). Patacca, Marco ; Figa-Talamanca, Gianna. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:42:y:2019:i:1:d:10.1007_s10203-019-00258-7.

Full description at Econpapers || Download paper

3
371997Su 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.

Full description at Econpapers || Download paper

3
382014Hedging 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.

Full description at Econpapers || Download paper

3
392003Representing 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.

Full description at Econpapers || Download paper

3
402019Markovian lifts of positive semidefinite affine Volterra-type processes. (2019). Teichmann, Josef ; Cuchiero, Christa. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:42:y:2019:i:2:d:10.1007_s10203-019-00268-5.

Full description at Econpapers || Download paper

3
412015Gambling in contests modelled with diffusions. (2015). Hobson, David ; Feng, Han . In: Decisions in Economics and Finance. RePEc:spr:decfin:v:38:y:2015:i:1:p:21-37.

Full description at Econpapers || Download paper

3
422001Homothetic 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.

Full description at Econpapers || Download paper

3
432004Arbitrage 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.

Full description at Econpapers || Download paper

3
442006Notes 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.

Full description at Econpapers || Download paper

3
452000Measuring 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.

Full description at Econpapers || Download paper

3
462017Reaching 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.

Full description at Econpapers || Download paper

3
472014One-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.

Full description at Econpapers || Download paper

3
48Optimal strategy for a fund manager with option compensation. (2018). nicolosi, marco. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:41:y:2018:i:1:d:10.1007_s10203-017-0204-x.

Full description at Econpapers || Download paper

3
492018Oligopoly 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.

Full description at Econpapers || Download paper

3
502010Optimal prepayment and default rules for mortgage-backed securities. (2010). Vargiolu, Tiziano ; De Rossi, Giulia . In: Decisions in Economics and Finance. RePEc:spr:decfin:v:33:y:2010:i:1:p:23-47.

Full description at Econpapers || Download paper

3
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12015Financial 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

6
22018Steady 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.

Full description at Econpapers || Download paper

5
32001A 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.

Full description at Econpapers || Download paper

3
42017Reaching 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.

Full description at Econpapers || Download paper

3
52019Markovian lifts of positive semidefinite affine Volterra-type processes. (2019). Teichmann, Josef ; Cuchiero, Christa. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:42:y:2019:i:2:d:10.1007_s10203-019-00268-5.

Full description at Econpapers || Download paper

3
62019Does market attention affect Bitcoin returns and volatility?. (2019). Patacca, Marco ; Figa-Talamanca, Gianna. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:42:y:2019:i:1:d:10.1007_s10203-019-00258-7.

Full description at Econpapers || Download paper

3
72006The 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

3
82019A realized volatility approach to option pricing with continuous and jump variance components. (2019). Corsi, Fulvio ; Bormetti, Giacomo ; Alitab, Dario ; Majewski, Adam A. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:42:y:2019:i:2:d:10.1007_s10203-019-00241-2.

Full description at Econpapers || Download paper

2
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.

Full description at Econpapers || Download paper

2
102014Portfolio optimization for an investor with a benchmark. (2014). Lindberg, C. ; Korn, R.. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:37:y:2014:i:2:p:373-384.

Full description at Econpapers || Download paper

2
112018Optimal strategy for a fund manager with option compensation. (2018). nicolosi, marco. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:41:y:2018:i:1:d:10.1007_s10203-017-0204-x.

Full description at Econpapers || Download paper

2
122019Moment explosions in the rough Heston model. (2019). Pinter, Arpad ; Gerstenecker, Christoph ; Gerhold, Stefan. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:42:y:2019:i:2:d:10.1007_s10203-019-00267-6.

Full description at Econpapers || Download paper

2
132017A differential game in a duopoly with instantaneous incentives. (2017). Grilli, Luca ; Bisceglia, Michele. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:40:y:2017:i:1:d:10.1007_s10203-017-0189-5.

Full description at Econpapers || Download paper

2
142017Approximating exact expected utility via portfolio efficient frontiers. (2017). Carleo, Alessandra ; Ricci, Jacopo Maria ; Gheno, Andrea ; Cesarone, Francesco . In: Decisions in Economics and Finance. RePEc:spr:decfin:v:40:y:2017:i:1:d:10.1007_s10203-017-0201-0.

Full description at Econpapers || Download paper

2
152016The link between the Shapley value and the beta factor. (2016). Ortmann, Karl Michael . In: Decisions in Economics and Finance. RePEc:spr:decfin:v:39:y:2016:i:2:d:10.1007_s10203-016-0178-0.

Full description at Econpapers || Download paper

2
162018Some 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.

Full description at Econpapers || Download paper

2
172018Oligopoly 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.

Full description at Econpapers || Download paper

2
182017Robust games: theory and application to a Cournot duopoly model. (2017). Crespi, Giovanni Paolo ; Rocca, Matteo ; Radi, Davide. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:40:y:2017:i:1:d:10.1007_s10203-017-0199-3.

Full description at Econpapers || Download paper

2
192001Arbitrage, 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.

Full description at Econpapers || Download paper

2
202000Normal 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.

Full description at Econpapers || Download paper

2
212015Gambling in contests modelled with diffusions. (2015). Hobson, David ; Feng, Han . In: Decisions in Economics and Finance. RePEc:spr:decfin:v:38:y:2015:i:1:p:21-37.

Full description at Econpapers || Download paper

2
222016Diversification 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

2
232020Changes in multiplicative risks and optimal portfolio choice: new interpretations and results. (2020). Menegatti, Mario ; Magnani, Marco ; Donno, Marzia. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:43:y:2020:i:1:d:10.1007_s10203-019-00250-1.

Full description at Econpapers || Download paper

2
242015A model of information flows and confirmatory bias in financial markets. (2015). Bowden, Mark. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:38:y:2015:i:2:p:197-215.

Full description at Econpapers || Download paper

2
Citing documents used to compute impact factor: 13
YearTitle
2020Implicit Incentives for Fund Managers with Partial Information. (2020). Colaneri, Katia ; Angelini, Flavio ; Nicolosi, Marco ; Herzel, Stefano. In: Papers. RePEc:arx:papers:2011.07871.

Full description at Econpapers || Download paper

2020Survival and the ergodicity of corporate profitability. (2020). Milaković, Mishael ; Alfarano, Simone ; Mundt, Philipp. In: BERG Working Paper Series. RePEc:zbw:bamber:162.

Full description at Econpapers || Download paper

2020A general equilibrium evolutionary model with two groups of agents, generating fashion cycle dynamics. (2020). Naimzada, Ahmad ; Pireddu, Marina. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:43:y:2020:i:1:d:10.1007_s10203-020-00280-0.

Full description at Econpapers || Download paper

2020A general continuous time Markov chain approximation for multi-asset option pricing with systems of correlated diffusions. (2020). Nguyen, Duy ; Kirkby, Lars J. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:386:y:2020:i:c:s0096300320304318.

Full description at Econpapers || Download paper

2020Constructing dynamic life tables with a single-factor model. (2020). Balbas, Alejandro ; Atance, David ; Navarro, Eliseo . In: Decisions in Economics and Finance. RePEc:spr:decfin:v:43:y:2020:i:2:d:10.1007_s10203-020-00308-5.

Full description at Econpapers || Download paper

2020The optimization of insurance contracts on the viatical market. (2020). Debicka, Joanna ; Heilpern, Stanislaw . In: Operations Research and Decisions. RePEc:wut:journl:v:2:y:2020:p:5-27:id:1494.

Full description at Econpapers || Download paper

2020Market attention and Bitcoin price modeling: theory, estimation and option pricing. (2020). Patacca, Marco ; Figa-Talamanca, Gianna ; Cretarola, Alessandra. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:43:y:2020:i:1:d:10.1007_s10203-019-00262-x.

Full description at Econpapers || Download paper

2020Bubble regime identification in an attention-based model for Bitcoin and Ethereum price dynamics. (2020). Figa-Talamanca, Gianna ; Cretarola, Alessandra. In: Economics Letters. RePEc:eee:ecolet:v:191:y:2020:i:c:s0165176519304203.

Full description at Econpapers || Download paper

2020More heat than light: Investor attention and bitcoin price discovery. (2020). Rzayev, Khaladdin ; McGroarty, Frank ; Ibikunle, Gbenga. In: International Review of Financial Analysis. RePEc:eee:finana:v:69:y:2020:i:c:s1057521919306301.

Full description at Econpapers || Download paper

2020The Laplace transform of the integrated Volterra Wishart process. (2019). Jaber, Eduardo Abi. In: Working Papers. RePEc:hal:wpaper:hal-02367200.

Full description at Econpapers || Download paper

2020An arbitrage-free interpolation of class $C^2$ for option prices. (2020). le Floc, Fabien. In: Papers. RePEc:arx:papers:2004.08650.

Full description at Econpapers || Download paper

2020Inferring time non-homogeneous Ornstein Uhlenbeck type stochastic process. (2020). Giorno, V ; Albano, G. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:150:y:2020:i:c:s0167947320300992.

Full description at Econpapers || Download paper

2020The contribution of intraday jumps to forecasting the density of returns. (2020). Sevi, Benoit ; Ielpo, Florian ; Chorro, Christophe. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:113:y:2020:i:c:s0165188920300233.

Full description at Econpapers || Download paper

Recent citations
Recent citations received in 2020

YearCiting document
2020Optimal Payoff under the Generalized Dual Theory of Choice. (2020). He, Xue Dong ; Jiang, Zhaoli. In: Papers. RePEc:arx:papers:2012.00345.

Full description at Econpapers || Download paper

2020Some conditions for the equivalence between risk aversion, prudence and temperance. (2020). de Donno, Marzia ; Menegatti, Mario. In: Theory and Decision. RePEc:kap:theord:v:89:y:2020:i:1:d:10.1007_s11238-020-09745-5.

Full description at Econpapers || Download paper

2020A special issue on the mathematics of subjective probability. (2020). Cassese, Gianluca ; Vantaggi, Barbara ; Rigo, Pietro. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:43:y:2020:i:1:d:10.1007_s10203-020-00286-8.

Full description at Econpapers || Download paper

2020A special issue on multi-criteria decision aiding. (2020). Fedrizzi, Michele ; Brunelli, Matteo ; Sowiski, Roman ; Figueira, Jose Rui ; Greco, Salvatore. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:43:y:2020:i:2:d:10.1007_s10203-020-00311-w.

Full description at Econpapers || Download paper

Recent citations received in 2019

YearCiting document
2019Volatility and volatility-linked derivatives: estimation, modeling, and pricing. (2019). Wang, Tai-Ho ; Mancino, Maria Elvira ; Alos, Elisa. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:42:y:2019:i:2:d:10.1007_s10203-019-00271-w.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

Recent citations received in 2017

YearCiting document