Citation analysis for Statistics & Risk Modeling / De Gruyter

Citation Profile [Updated: 2023-01-07 21:26:51]

5 Years H Index

Impact Factor (IF)

0.11

5 Years IF

0.35

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
1982			0		6	6	0		0
1983			0		25	31	0		0
1984			0		24	55	0		0
1985			0		22	77	0		0
1986			0		25	102	0		0
1987			0		24	126	0		0
1988			0		29	155	0	1	0
1989			0		24	179	0	1	0							1
1990	0.02	0.1	0.01	0.02	24	203	8	2	2	53	1	124	2		0		0	0.05
1991	0.02	0.1	0.01	0.02	20	223	5	2	4	48	1	126	2		0		0	0.05
1992	0	0.11	0.01	0.02	27	250	21	3	7	44		121	2		0		0	0.05
1993	0.04	0.13	0.01	0.02	25	275	9	4	11	47	2	124	3		0		0	0.06
1994	0.04	0.14	0.02	0.02	28	303	16	5	16	52	2	120	2		0		0	0.06
1995	0.04	0.22	0.02	0.02	26	329	23	6	22	53	2	124	3		0		0	0.1
1996	0.02	0.25	0.02	0.03	23	352	43	8	30	54	1	126	4		0		0	0.12
1997	0.02	0.24	0.05	0.06	25	377	10	18	48	49	1	129	8		0	1	0.04	0.11
1998	0.02	0.28	0.02	0.02	23	400	25	8	57	48	1	127	3		0	1	0.04	0.13
1999	0.04	0.3	0.02	0.04	23	423	10	8	65	48	2	125	5		0		0	0.15
2000	0.09	0.35	0.05	0.07	20	443	12	23	88	46	4	120	8	3	13	1	0.05	0.16
2001	0	0.38	0.04	0.04	23	466	32	19	107	43		114	4	1	5.3		0	0.17
2002	0.02	0.41	0.03	0.04	23	489	4	13	120	43	1	114	5	1	7.7		0	0.21
2003	0.02	0.44	0.03	0.04	21	510	54	16	136	46	1	112	4	1	6.3		0	0.22
2004	0.02	0.49	0.03	0.05	19	529	11	14	150	44	1	110	5		0		0	0.22
2005	0.08	0.5	0.04	0.08	23	552	41	24	174	40	3	106	8	2	8.3		0	0.23
2006	0.26	0.5	0.08	0.14	36	588	153	45	220	42	11	109	15	3	6.7	6	0.17	0.23
2007	0.12	0.46	0.05	0.08	15	603	11	33	253	59	7	122	10		0		0	0.2
2008	0.27	0.49	0.08	0.22	10	613	19	50	303	51	14	114	25	1	2		0	0.23
2009	0.12	0.47	0.07	0.15	28	641	9	42	345	25	3	103	15	3	7.1		0	0.23
2011	0.04	0.52	0.06	0.13	20	661	26	39	427	28	1	89	12	4	10.3		0	0.24
2012	0.15	0.51	0.1	0.15	16	677	13	67	494	20	3	73	11	2	3	2	0.13	0.22
2013	0.17	0.56	0.09	0.16	19	696	29	63	557	36	6	74	12		0	3	0.16	0.24
2014	0.09	0.55	0.07	0.14	14	710	16	50	607	35	3	83	12	7	14		0	0.23
2015	0.09	0.55	0.05	0.06	7	717	0	38	645	33	3	69	4		0		0	0.23
2016	0	0.53	0.03	0.14	11	728	24	21	666	21		76	11		0	1	0.09	0.21
2017	0.39	0.55	0.04	0.16	9	737	8	32	698	18	7	67	11		0		0	0.21
2018	0.05	0.57	0.04	0.05	8	745	2	28	726	20	1	60	3		0	1	0.13	0.24
2019	0.18	0.6	0.04	0.14	4	749	1	30	756	17	3	49	7		0		0	0.24
2020	0.17	0.73	0.03	0.18	5	754	0	20	776	12	2	39	7		0		0	0.34
2021	0.11	1.02	0.07	0.35	5	759	2	51	827	9	1	37	13	1	2	1	0.2	0.38

IF:	Two years Impact Factor: C2Y / D2Y
AIF:	Average Impact Factor for all series in RePEc in year y
CIF:	Cumulative impact factor
IF5:	Five years 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	2006	Risk measurement with equivalent utility principles. (2006). Laeven, Roger ; Dhaene, Jan ; Roger, Laeven ; Rob, Kaas ; Marc, Goovaerts ; Jan, Dhaene ; Michel, Denuit . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:24:y:2006:i:1:p:1-25:n:2. Full description at Econpapers \|\| Download paper	40
2	2006	Risk measurement with equivalent utility principles. (2006). Laeven, Roger ; Goovaerts, Marc ; Dhaene, Jan ; Michel, Denuit ; Roger, Laeven ; Rob, Kaas ; Marc, Goovaerts ; Jan, Dhaene . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:24:y:2006:i:1/2006:p:25:n:1. Full description at Econpapers \|\| Download paper	36
3	2003	On arbitrage and replication in the fractional BlackÃ¢â¬âScholes pricing model. (2003). Sottinen, Tommi ; Tommi, Sottinen ; Esko, Valkeila . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:21:y:2003:i:2/2003:p:93-108:n:7. Full description at Econpapers \|\| Download paper	24
4	2006	Convex risk measures and the dynamics of their penalty functions. (2006). Hans, Follmer ; Irina, Penner . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:24:y:2006:i:1/2006:p:36:n:9. Full description at Econpapers \|\| Download paper	23
5	2016	Leveraging the network: A stress-test framework based on DebtRank. (2016). battiston, stefano ; Stefano, Battiston ; Marco, Derrico ; Guido, Caldarelli . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:33:y:2016:i:3-4:p:117-138:n:2. Full description at Econpapers \|\| Download paper	21
6	2001	ESTIMATION OF THE DENSITY AND THE REGRESSION FUNCTION UNDER MIXING CONDITIONS. (2001). Liebscher E., . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:19:y:2001:i:1:p:9-26:n:8. Full description at Econpapers \|\| Download paper	21
7	2006	Robust utility maximization in a stochastic factor model. (2006). Alexander, Schied ; Daniel, Hernandez-Hernandez . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:24:y:2006:i:1:p:109-125:n:5. Full description at Econpapers \|\| Download paper	19
8	2006	Law invariant concave utility functions and optimization problems with monotonicity and comonotonicity constraints. (2006). Dana, Rose-Anne ; Guillaume, Carlier ; Rose-anne, Dana. In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:24:y:2006:i:1/2006:p:26:n:3. Full description at Econpapers \|\| Download paper	17
9	2006	Robust utility maximization in a stochastic factor model. (2006). Daniel, Hernandez-Hernandez ; Alexander, Schied . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:24:y:2006:i:1/2006:p:17:n:2. Full description at Econpapers \|\| Download paper	15
10	2006	On the optimal risk allocation problem. (2006). Christian, Burgert ; Ludger, Ruschendorf. In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:24:y:2006:i:1/2006:p:19:n:4. Full description at Econpapers \|\| Download paper	14
11	2005	Duality theory for optimal investments under model uncertainty. (2005). Alexander, Schied ; Ching-Tang, Wu. In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:23:y:2005:i:3/2005:p:199-217:n:3. Full description at Econpapers \|\| Download paper	14
12	1987	INADMISSIBILITY OF THE BEST EQUIVARIANT ESTIMATORS OF THE VARIANCE-COVARIANCE MATRIX, THE PRECISION MATRIX, AND THE GENERALIZED VARIANCE UNDER ENTROPY LOSS. (1987). Ghosh M., ; Sinha B. K., . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:5:y:1987:i:3-4:p:201-228:n:1. Full description at Econpapers \|\| Download paper	13
13	2005	Optimal consumption strategies under model uncertainty. (2005). Ludger, Ruschendorf ; Christian, Burgert . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:23:y:2005:i:1:p:1-14:n:1. Full description at Econpapers \|\| Download paper	12
14	1996	ON LEAST SQUARES ESTIMATES OF AN EXPONENTIAL TAIL COEFFICIENT. (1996). Schultze J., ; Steinebach J., . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:14:y:1996:i:4:p:353-372:n:3. Full description at Econpapers \|\| Download paper	11
15	1998	WEAK AND STRONG UNIVERSAL CONSISTENCY OF SEMI-RECURSIVE KERNEL AND PARTITIONING REGRESSION ESTIMATES. (1998). Gyorfi L., ; Walk H., ; Kohler M., . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:16:y:1998:i:1:p:1-18:n:1. Full description at Econpapers \|\| Download paper	11
16	1996	ON SOME ASPECTS OF RANKED SET SAMPLING FOR ESTIMATION OF NORMAL AND EXPONENTIAL PARAMETERS. (1996). Sumitra, Purkayastha ; Sinha Bimal K., ; Sinha Bikas K., . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:14:y:1996:i:3:p:223-240:n:2. Full description at Econpapers \|\| Download paper	11
17	2008	Nonparametric nearest neighbor based empirical portfolio selection strategies. (2008). Udina, Frederic ; Laszlo, Gyorfi ; Harro, Walk ; Frederic, Udina . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:26:y:2008:i:2:p:145-157:n:5. Full description at Econpapers \|\| Download paper	11
18	1996	ESTIMATORS AND TESTS FOR CHANGE IN VARIANCES. (1996). Horvath, Lajos ; Edit, Gombay ; Marie, Huskova ; Lajos, Horvath . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:14:y:1996:i:2:p:145-160:n:4. Full description at Econpapers \|\| Download paper	11
19	1995	PARTITIONING-ESTIMATES OF A REGRESSION FUNCTION UNDER RANDOM CENSORING. (1995). Carbonez A., ; Meulen E. C. van der, ; Gyorfi L., . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:13:y:1995:i:1:p:21-38:n:2. Full description at Econpapers \|\| Download paper	10
20	2006	The cross-validated adaptive epsilon-net estimator. (2006). Sandrine, Dudoit ; Vaart Aad W. van der, ; Laan Mark J. van der, . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:24:y:2006:i:3:p:23:n:4. Full description at Econpapers \|\| Download paper	10
21	2006	Oracle inequalities for multi-fold cross validation. (2006). Sandrine, Dudoit ; Vaart Aad W. van der, ; Laan Mark J. van der, . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:24:y:2006:i:3:p:21:n:3. Full description at Econpapers \|\| Download paper	10
22	2003	Variational sums and power variation: a unifying approach to model selection and estimation in semimartingale models. (2003). Woerner Jeannette H. C., . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:21:y:2003:i:1/2003:p:47-68:n:6. Full description at Econpapers \|\| Download paper	10
23	2013	Properties of hierarchical Archimedean copulas. (2013). Ostap, Okhrin ; Wolfgang, Schmid ; Yarema, Okhrin . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:30:y:2013:i:1:p:21-54:n:2. Full description at Econpapers \|\| Download paper	10
24	2011	On the maximization of financial performance measures within mixture models. (2011). Prigent, Jean-Luc ; Rania, Hentati ; Jean-Luc, Prigent . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:28:y:2011:i:1:p:63-80:n:5. Full description at Econpapers \|\| Download paper	9
25	2006	Law invariant convex risk measures for portfolio vectors. (2006). Ludger, Ruschendorf. In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:24:y:2006:i:1/2006:p:12:n:10. Full description at Econpapers \|\| Download paper	9
26	2006	Parametric and semiparametric inference for shape: the role of the scale functional. (2006). Hallin, Marc ; Marc, Hallin ; Davy, Paindaveine . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:24:y:2006:i:3:p:24:n:2. Full description at Econpapers \|\| Download paper	8
27	2006	Convex risk measures and the dynamics of their penalty functions. (2006). Irina, Penner ; Hans, Follmer . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:24:y:2006:i:1:p:61-96:n:3. Full description at Econpapers \|\| Download paper	8
28	2012	Bounds for joint portfolios of dependent risks. (2012). Giovanni, Puccetti ; Ludger, Ruschendorf. In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:29:y:2012:i:2:p:107-132:n:4. Full description at Econpapers \|\| Download paper	8
29	2014	Central clearing of OTC derivatives: Bilateral vs multilateral netting. (2014). Rama, Cont ; Thomas, Kokholm . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:31:y:2014:i:1:p:20:n:1. Full description at Econpapers \|\| Download paper	7
30	2008	Optimal portfolios with Haezendonck risk measures. (2008). Fabio, Bellini ; Emanuela, Rosazza Gianin . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:26:y:2008:i:2:p:89-108:n:3. Full description at Econpapers \|\| Download paper	7
31	2005	Optimal consumption strategies under model uncertainty. (2005). Christian, Burgert ; Ludger, Ruschendorf. In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:23:y:2005:i:1/2005:p:1-14:n:1. Full description at Econpapers \|\| Download paper	7
32	2014	On dependence consistency of CoVaRand some other systemic risk measures. (2014). Georg, Mainik ; Eric, Schaanning . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:31:y:2014:i:1:p:29:n:4. Full description at Econpapers \|\| Download paper	7
33	1989	EMPIRICAL BAYES SUBSET ESTIMATION IN REGRESSION MODELS. (1989). Ghosh M., ; Sen P. K., ; Saleh A. K. Md. E., . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:7:y:1989:i:1-2:p:15-36:n:4. Full description at Econpapers \|\| Download paper	6
34	1987	ON ADAPTIVE ESTIMATION IN AUTOREGRESSIVE MODELS WHEN THERE ARE NUISANCE FUNCTIONS. (1987). Jens-Peter, Kreiss . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:5:y:1987:i:1-2:p:59-76:n:12. Full description at Econpapers \|\| Download paper	6
35	1985	ON THE LIMITING DISTRIBUTION OF AND CRITICAL VALUES FOR THE HOEFFDING, BLUM, KIEFER, ROSENBLATT INDEPENDENCE CRITERION. (1985). Derek, Cotterill ; Miklos, Csorgo . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:3:y:1985:i:1-2:p:1-48:n:1. Full description at Econpapers \|\| Download paper	6
36	1989	ESTIMATING ORDERED LOCATION AND SCALE PARAMETERS. (1989). Cohen A., ; Kushary D., . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:7:y:1989:i:3:p:201-214:n:1. Full description at Econpapers \|\| Download paper	6
37	2007	Estimating the error distribution function in semiparametric regression. (2007). Muller Ursula U., ; Wolfgang, Wefelmeyer ; Anton, Schick . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:25:y:2007:i:1/2007:p:18:n:1. Full description at Econpapers \|\| Download paper	6
38	1990	A NEW CLASS OF IMPROVED ESTIMATORS OF A MULTINORMAL PRECISION MATRIX. (1990). Dey D. K., ; Srinivasan C., ; Ghosh M., . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:8:y:1990:i:2:p:141-152:n:4. Full description at Econpapers \|\| Download paper	5
39	2005	Perpetual convertible bonds in jump-diffusion models. (2005). Pavel, Gapeev ; Christoph, Kuhn . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:23:y:2005:i:1/2005:p:15-31:n:2. Full description at Econpapers \|\| Download paper	5
40	1997	EXPANSION OF BAYES RISK FOR ENTROPY LOSS AND REFERENCE PRIOR IN NONREGULAR CASES. (1997). Subhashis, Ghosal ; Tapas, Samanta . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:15:y:1997:i:2:p:129-140:n:2. Full description at Econpapers \|\| Download paper	5
41	1996	DECISION THEORETIC ESTIMATION OF THE VARIANCE RATIO. (1996). Ghosh M., ; Kundu S., . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:14:y:1996:i:2:p:161-176:n:5. Full description at Econpapers \|\| Download paper	5
42	2013	Bernstein estimator for unbounded copula densities. (2013). Taamouti, Abderrahim ; Taoufik, Bouezmarni ; Abderrahim, Taamouti ; El, Ghouch . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:30:y:2013:i:4:p:343-360:n:3. Full description at Econpapers \|\| Download paper	5
43	2011	Robust replication in H-self-similar Gaussian market models under uncertainty. (2011). Sottinen, Tommi ; Pavel, Gapeev ; Esko, Valkeila ; Tommi, Sottinen . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:28:y:2011:i:1:p:37-50:n:3. Full description at Econpapers \|\| Download paper	5
44	1985	RANK ESTIMATORS OF SCORES FOR TESTING INDEPENDENCE. (1985). Konrad, Behnen ; Georg, Neuhaus ; Marie, Hukova . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:3:y:1985:i:3-4:p:239-262:n:4. Full description at Econpapers \|\| Download paper	5
45	1989	FREQUENTIST BEHAVIOR OF ROBUST BAYES ESTIMATES OF NORMAL MEANS. (1989). DasGupta A., ; Studden W. J., . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:7:y:1989:i:4:p:333-362:n:3. Full description at Econpapers \|\| Download paper	5
46	2013	Risk management with high-dimensional vine copulas: An analysis of the Euro Stoxx 50. (2013). Christain, Brechmann Eike ; Claudia, Czado . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:30:y:2013:i:4:p:307-342:n:2. Full description at Econpapers \|\| Download paper	5
47	2006	Estimating market risk with neural networks. (2006). Mabouba, Diagne ; Jurgen, Franke . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:24:y:2006:i:2:p:21:n:2. Full description at Econpapers \|\| Download paper	4
48	2003	Parameter estimation for some non-recurrent solutions of SDE. (2003). Dietz Hans M., ; Kutoyants Yury A., . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:21:y:2003:i:1/2003:p:29-46:n:4. Full description at Econpapers \|\| Download paper	4
49	2007	Dynamic utility-based good deal bounds. (2007). Susanne, Kloppel ; Martin, Schweizer . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:25:y:2007:i:4/2007:p:25:n:3. Full description at Econpapers \|\| Download paper	4
50	2011	Risk margin for a non-life insurance run-off. (2011). Paul, Embrechts ; Mario, Wuthrich ; Andreas, Tsanakas . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:28:y:2011:i:4:p:299-317:n:6. Full description at Econpapers \|\| Download paper	4

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

#	Year	Title	Cited
1	2016	Leveraging the network: A stress-test framework based on DebtRank. (2016). battiston, stefano ; Stefano, Battiston ; Marco, Derrico ; Guido, Caldarelli . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:33:y:2016:i:3-4:p:117-138:n:2. Full description at Econpapers \|\| Download paper	13
2	2014	On dependence consistency of CoVaRand some other systemic risk measures. (2014). Georg, Mainik ; Eric, Schaanning . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:31:y:2014:i:1:p:29:n:4. Full description at Econpapers \|\| Download paper	5
3	2013	Risk management with high-dimensional vine copulas: An analysis of the Euro Stoxx 50. (2013). Christain, Brechmann Eike ; Claudia, Czado . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:30:y:2013:i:4:p:307-342:n:2. Full description at Econpapers \|\| Download paper	4
4	2006	Risk measurement with equivalent utility principles. (2006). Laeven, Roger ; Goovaerts, Marc ; Dhaene, Jan ; Michel, Denuit ; Roger, Laeven ; Rob, Kaas ; Marc, Goovaerts ; Jan, Dhaene . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:24:y:2006:i:1/2006:p:25:n:1. Full description at Econpapers \|\| Download paper	4
5	2014	Central clearing of OTC derivatives: Bilateral vs multilateral netting. (2014). Rama, Cont ; Thomas, Kokholm . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:31:y:2014:i:1:p:20:n:1. Full description at Econpapers \|\| Download paper	4
6	2006	Risk measurement with equivalent utility principles. (2006). Laeven, Roger ; Dhaene, Jan ; Roger, Laeven ; Rob, Kaas ; Marc, Goovaerts ; Jan, Dhaene ; Michel, Denuit . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:24:y:2006:i:1:p:1-25:n:2. Full description at Econpapers \|\| Download paper	4
7	2006	Law invariant concave utility functions and optimization problems with monotonicity and comonotonicity constraints. (2006). Dana, Rose-Anne ; Guillaume, Carlier ; Rose-anne, Dana. In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:24:y:2006:i:1/2006:p:26:n:3. Full description at Econpapers \|\| Download paper	3
8	2008	Nonparametric nearest neighbor based empirical portfolio selection strategies. (2008). Udina, Frederic ; Laszlo, Gyorfi ; Harro, Walk ; Frederic, Udina . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:26:y:2008:i:2:p:145-157:n:5. Full description at Econpapers \|\| Download paper	3
9	2006	Convex risk measures and the dynamics of their penalty functions. (2006). Irina, Penner ; Hans, Follmer . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:24:y:2006:i:1:p:61-96:n:3. Full description at Econpapers \|\| Download paper	3
10	2006	Convex risk measures and the dynamics of their penalty functions. (2006). Hans, Follmer ; Irina, Penner . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:24:y:2006:i:1/2006:p:36:n:9. Full description at Econpapers \|\| Download paper	3
11	1996	ON LEAST SQUARES ESTIMATES OF AN EXPONENTIAL TAIL COEFFICIENT. (1996). Schultze J., ; Steinebach J., . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:14:y:1996:i:4:p:353-372:n:3. Full description at Econpapers \|\| Download paper	3
12	2013	Bernstein estimator for unbounded copula densities. (2013). Taamouti, Abderrahim ; Taoufik, Bouezmarni ; Abderrahim, Taamouti ; El, Ghouch . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:30:y:2013:i:4:p:343-360:n:3. Full description at Econpapers \|\| Download paper	3
13	2006	Robust utility maximization in a stochastic factor model. (2006). Alexander, Schied ; Daniel, Hernandez-Hernandez . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:24:y:2006:i:1:p:109-125:n:5. Full description at Econpapers \|\| Download paper	3
14	2016	Verification of internal risk measure estimates. (2016). Mark, Davis. In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:33:y:2016:i:3-4:p:67-93:n:3. Full description at Econpapers \|\| Download paper	2
15	2006	Oracle inequalities for multi-fold cross validation. (2006). Sandrine, Dudoit ; Vaart Aad W. van der, ; Laan Mark J. van der, . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:24:y:2006:i:3:p:21:n:3. Full description at Econpapers \|\| Download paper	2
16	2017	A double clustering algorithm for financial time series based on extreme events. (2017). Luca, DE ; Paola, Zuccolotto . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:34:y:2017:i:1-2:p:1-12:n:2. Full description at Econpapers \|\| Download paper	2
17	2012	Bounds for joint portfolios of dependent risks. (2012). Giovanni, Puccetti ; Ludger, Ruschendorf. In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:29:y:2012:i:2:p:107-132:n:4. Full description at Econpapers \|\| Download paper	2
18	2013	Properties of hierarchical Archimedean copulas. (2013). Ostap, Okhrin ; Wolfgang, Schmid ; Yarema, Okhrin . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:30:y:2013:i:1:p:21-54:n:2. Full description at Econpapers \|\| Download paper	2
19	2019	Optimal retirement planning under partial information. (2019). An, Chen ; Nicole, Bauerle. In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:36:y:2019:i:1-4:p:37-55:n:1. Full description at Econpapers \|\| Download paper	2
20	1985	CONTRIBUTIONS TO A GENERAL ASYMPTOTIC STATISTICAL THEORY. (1985). , Pfanzagl . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:3:y:1985:i:3-4:p:379-388:n:13. Full description at Econpapers \|\| Download paper	2

Citing documents used to compute impact factor: 1

Year	Title
2021	Least Squares Monte Carlo applied to Dynamic Monetary Utility Functions. (2021). Engsner, Hampus. In: Papers. RePEc:arx:papers:2101.10947. Full description at Econpapers \|\| Download paper

Recent citations

Recent citations received in 2021

Year	Citing document
2021	Set-Valued Dynamic Risk Measures for Processes and Vectors. (2021). Feinstein, Zachary ; Chen, Yanhong. In: Papers. RePEc:arx:papers:2103.00905. Full description at Econpapers \|\| Download paper

Recent citations received in 2019

Year	Citing document

Recent citations received in 2018

Year	Citing document
2018	A Credit-Risk Valuation under the Variance-Gamma Asset Return. (2018). Ivanov, Roman V. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:2:p:58-:d:147258. Full description at Econpapers \|\| Download paper

10 most frequent citing series

#	Series	H	Cites
1	Papers / arXiv.org	80	46
2	Insurance: Mathematics and Economics / Elsevier	52	12
3	Risks / MDPI	15	7
4	Statistical Papers / Springer	17	6
5	JRFM / MDPI	20	5
6	Annals of the Institute of Statistical Mathematics / Springer	25	5
7	Statistics & Probability Letters / Elsevier	33	5
8	European Journal of Operational Research / Elsevier	121	4
9	Working Papers / HAL	56	3
10	Econometrics / MDPI	17	3
11	Journal of Financial Stability / Elsevier	60	3