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

Citation Profile [Updated: 2022-01-09 21:43:50]

5 Years H

Impact Factor

0.13

5 Years IF

0.15

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	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	0.11	0	0	0	0	0		0	0		0			0		0	0.05
1994	0	0.12	0	0	0	0	0		0	0		0			0		0	0.06
1995	0	0.19	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	0.22	0	0	0	0	0		0	0		0			0		0	0.09
1998	0	0.26	0	0	0	0	0		0	0		0			0		0	0.12
1999	0	0.27	0	0	0	0	0		0	0		0			0		0	0.13
2000	0	0.32	0	0	0	0	0		0	0		0			0		0	0.14
2001	0	0.35	0	0	0	0	0		0	0		0			0		0	0.15
2002	0	0.37	0	0	0	0	0		0	0		0			0		0	0.19
2003	0	0.4	0	0	0	0	0		0	0		0			0		0	0.19
2004	0	0.44	0	0	0	0	0		0	0		0			0		0	0.2
2005	0	0.45	0	0	0	0	0		0	0		0			0		0	0.21
2006	0	0.46	0	0	0	0	0		0	0		0			0		0	0.2
2007	0	0.42	0	0	0	0	0		0	0		0			0		0	0.18
2008	0	0.44	0	0	0	0	0		0	0		0			0		0	0.2
2009	0	0.43	0	0	0	0	0		0	0		0			0		0	0.21
2010	0	0.43	0	0	0	0	0		0	0		0			0		0	0.18
2011	0	0.45	0	0	0	0	0		0	0		0			0		0	0.2
2012	0	0.45	0	0	0	0	0		0	0		0			0		0	0.19
2013	0	0.5	0	0	0	0	0		0	0		0			0		0	0.21
2014	0	0.51	0	0	0	0	0		0	0		0			0		0	0.2
2015	0	0.5	0.03	0	31	31	40		1	0		0			0		0	0.19
2016	0.1	0.5	0.05	0.1	31	62	35	3	4	31	3	31	3	1	33.3		0	0.18
2017	0.15	0.5	0.11	0.15	36	98	45	11	15	62	9	62	9	4	36.4	2	0.06	0.18
2018	0.36	0.54	0.37	0.41	41	139	32	52	67	67	24	98	40	9	17.3	5	0.12	0.21
2019	0.34	0.58	0.3	0.29	34	173	14	52	119	77	26	139	40	5	9.6	4	0.12	0.21
2020	0.13	0.75	0.14	0.15	53	226	7	32	151	75	10	173	26	8	25	1	0.02	0.29

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	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	13
2	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	9
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	9
4	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	8
5	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	8
6	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	8
7	2017	Do market competition and development indicators matter for banksÃ¢â¬â¢ 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	8
8	2015	Local risk-minimization for LÃÂ©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	7
9	2019	A stochastic control approach to managed futures portfolios. (2019). Leung, Tim ; Yan, Raphael. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:06:y:2019:i:01:n:s2424786319500051. Full description at Econpapers \|\| Download paper	6
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	5
11	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
12	2017	BanksÃ¢â¬â¢ 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	3
13	2018	Financial management and forecasting using business intelligence and big data analytic tools. (2018). Mishra, Shrutika. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:05:y:2018:i:02:n:s2424786318500111. Full description at Econpapers \|\| Download paper	3
14	2018	Factors affecting investment decision-making in Pakistan stock exchange. (2018). Ramzan, M ; Saeed, Tahir ; Mumtaz, Adeel. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:05:y:2018:i:04:n:s2424786318500330. Full description at Econpapers \|\| Download paper	3
15	2017	PÃÂ³lya-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	3
16	2020	An acceleration scheme for deep learning-based BSDE solver using weak expansions. (2020). Yamada, Toshihiro ; Naito, Riu. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:07:y:2020:i:02:n:s2424786320500127. Full description at Econpapers \|\| Download paper	3
17	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
18	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	3
19	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
20	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	3
21	2017	Pricing for options in a mixed fractional HullÃ¢â¬âWhite 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	2
22	2015	Dynamic asset allocation for a bank under CRRA and HARA framework. (2015). Perera, Ryle S. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:02:y:2015:i:03:n:s2424786315500310. Full description at Econpapers \|\| Download paper	2
23	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	2
24	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	2
25	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
26	2018	Exact solutions for time-fractional FokkerÃ¢â¬âPlanckÃ¢â¬âKolmogorov 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
27	2018	Analytical pricing of discrete arithmetic Asian options under generalized CIR process with time change. (2018). Tong, Zhigang ; Liu, Allen. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:05:y:2018:i:01:n:s2424786318500020. Full description at Econpapers \|\| Download paper	2
28	2017	Analytical pricing formulas for discretely sampled generalized variance swaps under stochastic time change. (2017). Tong, Zhigang ; Liu, Allen. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:04:y:2017:i:02n03:n:s2424786317500281. Full description at Econpapers \|\| Download paper	2
29	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	2
30	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	2
31	2016	Optimal pairs trading with time-varying volatility. (2016). Li, Thomas Nanfeng ; Tourin, Agnes . In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:03:y:2016:i:03:n:s2424786316500237. Full description at Econpapers \|\| Download paper	2
32	2019	Platforms oriented business and data analytics in digital ecosystem. (2019). Triptahi, A R ; Mishra, Shrutika. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:06:y:2019:i:04:n:s2424786319500361. Full description at Econpapers \|\| Download paper	2
33	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
34	2020	IoT Platform Business Model for Innovative Management Systems. (2020). Tripathi, A R ; Mishra, Shrutika. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:07:y:2020:i:03:n:s2424786320500309. Full description at Econpapers \|\| Download paper	2
35	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
36	2018	Effect of explicit deposit insurance premium on the moral hazard of banksÃ¢â¬â¢ risk-taking: Around the globe. (2018). Mumtaz, Raheel ; Jadoon, Imran Abbas. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:05:y:2018:i:02:n:s2424786318500123. Full description at Econpapers \|\| Download paper	1
37	2017	The impact of skew on the pricing of CoCo bonds. (2017). de Spiegeleer, Jan ; Schoutens, Wim ; Marquet, Ine ; Forys, Monika B. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:04:y:2017:i:01:n:s2424786317500128. Full description at Econpapers \|\| Download paper	1
38	2018	The semi-martingale equilibrium equity premium for risk-neutral investors. (2018). Offen, Elias R ; Mukupa, George M. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:05:y:2018:i:04:n:s2424786318500354. Full description at Econpapers \|\| Download paper	1
39	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
40	2019	Options valuation and calibration for leveraged exchange-traded funds with HestonÃ¢â¬âNandi and inverse Gaussian GARCH models. (2019). Cui, Zhenyu ; Chatterjee, Rupak ; Cao, Hongkai. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:06:y:2019:i:03:n:s2424786319500270. Full description at Econpapers \|\| Download paper	1
41	2016	Flexible-forward pricing through LeisenÃ¢â¬âReimer trees: Implementation and performance comparison with traditional Markov chains. (2016). Giribone, Pier Giuseppe ; Ligato, Simone . In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:03:y:2016:i:02:n:s2424786316500109. Full description at Econpapers \|\| Download paper	1
42	2018	Does earnings management mediate the impact of financial policies on market value of firms? A comparative study of China and Pakistan. (2018). Kamran, Muhammad Rizwan ; Sabir, Fiza ; Ali, Haji Suleman ; Zhao, Zheng. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:05:y:2018:i:01:n:s2424786318500068. Full description at Econpapers \|\| Download paper	1
43	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
44	2017	Pricing European options and risk measurement under exponential LÃÂ©vy models Ã¢â¬â a practical guide. (2017). Salhi, Khaled . In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:04:y:2017:i:02n03:n:s2424786317500165. Full description at Econpapers \|\| Download paper	1
45	2019	What are the most effective and vulnerable firms in financial crisis? A network representation of CoVaR in an emerging market. (2019). Dastkhan, Hossein. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:06:y:2019:i:01:n:s2424786319500075. Full description at Econpapers \|\| Download paper	1
46	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
47	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
48	2020	Platform business model on state-of-the-art business learning use case. (2020). Tripathi, A R ; Mishra, Shrutika. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:07:y:2020:i:02:n:s2424786320500152. Full description at Econpapers \|\| Download paper	1
49	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
50	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

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

#	Year	Title	Cited
1	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	12
2	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	8
3	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
4	2019	A stochastic control approach to managed futures portfolios. (2019). Leung, Tim ; Yan, Raphael. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:06:y:2019:i:01:n:s2424786319500051. Full description at Econpapers \|\| Download paper	6
5	2015	Local risk-minimization for LÃÂ©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
6	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	4
7	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	4
8	2020	An acceleration scheme for deep learning-based BSDE solver using weak expansions. (2020). Yamada, Toshihiro ; Naito, Riu. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:07:y:2020:i:02:n:s2424786320500127. Full description at Econpapers \|\| Download paper	3
9	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
10	2018	Financial management and forecasting using business intelligence and big data analytic tools. (2018). Mishra, Shrutika. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:05:y:2018:i:02:n:s2424786318500111. Full description at Econpapers \|\| Download paper	3
11	2018	Factors affecting investment decision-making in Pakistan stock exchange. (2018). Ramzan, M ; Saeed, Tahir ; Mumtaz, Adeel. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:05:y:2018:i:04:n:s2424786318500330. Full description at Econpapers \|\| Download paper	3
12	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	2
13	2017	BanksÃ¢â¬â¢ 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
14	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	2
15	2018	Exact solutions for time-fractional FokkerÃ¢â¬âPlanckÃ¢â¬âKolmogorov 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
16	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	2
17	2018	Analytical pricing of discrete arithmetic Asian options under generalized CIR process with time change. (2018). Tong, Zhigang ; Liu, Allen. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:05:y:2018:i:01:n:s2424786318500020. Full description at Econpapers \|\| Download paper	2
18	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	2
19	2016	Optimal pairs trading with time-varying volatility. (2016). Li, Thomas Nanfeng ; Tourin, Agnes . In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:03:y:2016:i:03:n:s2424786316500237. Full description at Econpapers \|\| Download paper	2
20	2019	Platforms oriented business and data analytics in digital ecosystem. (2019). Triptahi, A R ; Mishra, Shrutika. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:06:y:2019:i:04:n:s2424786319500361. Full description at Econpapers \|\| Download paper	2
21	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	2
22	2017	Do market competition and development indicators matter for banksÃ¢â¬â¢ 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	2
23	2017	Analytical pricing formulas for discretely sampled generalized variance swaps under stochastic time change. (2017). Tong, Zhigang ; Liu, Allen. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:04:y:2017:i:02n03:n:s2424786317500281. Full description at Econpapers \|\| Download paper	2
24	2020	IoT Platform Business Model for Innovative Management Systems. (2020). Tripathi, A R ; Mishra, Shrutika. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:07:y:2020:i:03:n:s2424786320500309. Full description at Econpapers \|\| Download paper	2
25	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	2

Citing documents used to compute impact factor: 10

Year	Title
2020	A Numerical Solution of Optimal Portfolio Selection Problem with General Utility Functions. (2020). Kang, Boda ; Zhu, Song-Ping ; Ma, Guiyuan. In: Computational Economics. RePEc:kap:compec:v:55:y:2020:i:3:d:10.1007_s10614-019-09923-w. Full description at Econpapers \|\| Download paper
2020	A growth rate control problem of harmful species population and its application to algae bloom. (2020). Yaegashi, Yuta ; Yoshioka, Hidekazu. In: Environment Systems and Decisions. RePEc:spr:envsyd:v:40:y:2020:i:1:d:10.1007_s10669-019-09736-0. Full description at Econpapers \|\| Download paper
2020	Platforms oriented business and data analytics in digital ecosystem. (2020). Triptahi, A R ; Mishra, Shrutika. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:06:y:2020:i:04:n:s2424786319500361. Full description at Econpapers \|\| Download paper
2020	Power option pricing under the unstable conditions (Evidence of power option pricing under fractional Heston model in the Iran gold market). (2020). Hejazi, Reza S ; Abdolbaghi, Abdolmajid ; Fard, Hossein Sahebi ; Dastranj, Elham. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:537:y:2020:i:c:s037843711931533x. Full description at Econpapers \|\| Download paper
2020	Optimal dynamic futures portfolio in a regime-switching market framework. (2020). Leung, Tim ; Zhou, Yang. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:06:y:2020:i:04:n:s2424786319500348. Full description at Econpapers \|\| Download paper
2020	Optimal trading of a basket of futures contracts. (2020). Leung, Tim ; Angoshtari, Bahman. In: Annals of Finance. RePEc:kap:annfin:v:16:y:2020:i:2:d:10.1007_s10436-019-00357-w. Full description at Econpapers \|\| Download paper
2020	Weighted average price management of manufacturer sales with determined realization volume by the end of trade period on commodity exchanges. (2020). Kuznetsov, Konstantin S. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:06:y:2020:i:04:n:s242478631950035x. Full description at Econpapers \|\| Download paper
2020	The Semimartingale Equilibrium Risk Premium for a Risk Seeking Investor. (2020). Offen, Elias R ; Mukupa, George M. In: Journal of Mathematics Research. RePEc:ibn:jmrjnl:v:12:y:2020:i:4:p:13. Full description at Econpapers \|\| Download paper
2020	Valuation of VIX and target volatility options with affine GARCH models. (2020). Jayaraman, Sarath Kumar ; Cui, Zhenyu ; Badescu, Alexandru ; Cao, Hongkai. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:12:p:1880-1917. Full description at Econpapers \|\| Download paper
2020	Literature review on business prototypes for digital platform. (2020). Tripathi, A R ; Mishra, Shrutika. In: Journal of Innovation and Entrepreneurship. RePEc:spr:joiaen:v:9:y:2020:i:1:d:10.1186_s13731-020-00126-4. Full description at Econpapers \|\| Download paper

Recent citations

Recent citations received in 2020

Year	Citing document
2020	Literature review on business prototypes for digital platform. (2020). Tripathi, A R ; Mishra, Shrutika. In: Journal of Innovation and Entrepreneurship. RePEc:spr:joiaen:v:9:y:2020:i:1:d:10.1186_s13731-020-00126-4. Full description at Econpapers \|\| Download paper

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	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	A hybrid Markov chain-tree valuation framework for stochastic volatility jump diffusion models. (2018). Nguyen, Duy. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:05:y:2018:i:04:n:s2424786318500391. Full description at Econpapers \|\| Download paper

Recent citations received in 2017

Year	Citing document
2017	BanksÃ¢â¬â¢ 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

10 most frequent citing series

#	Series	H	Cites
1	Papers / arXiv.org	65	39
2	International Journal of Financial Engineering (IJFE) / World Scientific Publishing Co. Pte. Ltd.	7	27
3	International Journal of Information Technology & Decision Making (IJITDM) / World Scientific Publishing Co. Pte. Ltd.	11	11
4	International Journal of Theoretical and Applied Finance (IJTAF) / World Scientific Publishing Co. Pte. Ltd.	18	9
5	Annals of Finance / Springer	19	7
6	Physica A: Statistical Mechanics and its Applications / Elsevier	62	7
7	Financial Innovation / Springer	13	6
8	CARF F-Series / Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo	16	6
9	Journal of Innovation and Entrepreneurship / Springer	5	6
10	MPRA Paper / University Library of Munich, Germany	103	4
11	CIRJE F-Series / CIRJE, Faculty of Economics, University of Tokyo	20	4