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Citation Profile [Updated: 2022-11-01 10:22:50]
5 Years H Index
10
Impact Factor (IF)
0.47
5 Years IF
0.44
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
1978 0 13 13 0 0
1979 0 6 19 0 0
1990 0 0.1 0 0 11 30 1 0 0 0 0 0 0.05
1991 0 0.1 0 0 8 38 3 0 11 11 0 0 0.05
1992 0 0.11 0 0 12 50 6 0 19 19 0 0 0.05
1993 0 0.13 0 0 13 63 4 0 20 31 0 0 0.06
1994 0.04 0.14 0.03 0.05 13 76 9 2 2 25 1 44 2 2 100 0 0.06
1995 0.08 0.22 0.03 0.04 17 93 4 2 5 26 2 57 2 1 50 0 0.1
1996 0 0.25 0.04 0.02 10 103 8 4 9 30 63 1 1 25 1 0.1 0.12
1997 0 0.24 0 0 12 115 17 9 27 65 0 0 0.11
1998 0 0.28 0.01 0 7 122 4 1 10 22 65 1 100 0 0.13
1999 0 0.3 0.02 0.02 7 129 15 2 12 19 59 1 2 100 0 0.15
2000 0 0.35 0.04 0 8 137 76 4 17 14 53 0 1 0.13 0.16
2001 0.07 0.38 0.01 0.02 12 149 47 1 19 15 1 44 1 0 0 0.17
2003 0.17 0.44 0.05 0.12 5 154 14 8 32 12 2 34 4 0 0 0.22
2004 0 0.49 0.05 0.19 8 162 28 8 40 5 32 6 2 25 0 0.22
2005 0 0.5 0.05 0.18 2 164 1 8 48 13 33 6 0 0 0.23
2006 0.2 0.5 0.09 0.33 8 172 21 14 63 10 2 27 9 2 14.3 0 0.23
2007 0 0.46 0.06 0.13 6 178 15 10 73 10 23 3 1 10 0 0.2
2008 0.29 0.49 0.07 0.28 9 187 26 13 86 14 4 29 8 0 1 0.11 0.23
2009 0.4 0.47 0.16 0.24 11 198 14 32 118 15 6 33 8 0 0 0.24
2010 0.1 0.48 0.08 0.06 10 208 20 17 135 20 2 36 2 2 11.8 0 0.21
2011 0.05 0.52 0.07 0.16 7 215 15 16 151 21 1 44 7 1 6.3 0 0.24
2012 0.29 0.51 0.13 0.19 8 223 10 28 179 17 5 43 8 2 7.1 0 0.22
2013 0.27 0.56 0.11 0.27 11 234 39 26 205 15 4 45 12 2 7.7 0 0.24
2014 0.11 0.55 0.11 0.17 24 258 39 29 234 19 2 47 8 3 10.3 3 0.13 0.23
2015 0.4 0.55 0.13 0.3 12 270 41 35 269 35 14 60 18 0 1 0.08 0.23
2016 0.17 0.53 0.12 0.18 13 283 19 33 302 36 6 62 11 0 0 0.21
2017 0.12 0.55 0.08 0.13 20 303 24 23 325 25 3 68 9 0 0 0.21
2018 0.15 0.57 0.18 0.26 26 329 35 60 385 33 5 80 21 13 21.7 10 0.38 0.24
2019 0.3 0.6 0.18 0.24 31 360 55 63 449 46 14 95 23 13 20.6 16 0.52 0.24
2020 0.33 0.73 0.24 0.36 39 399 23 94 544 57 19 102 37 21 22.3 18 0.46 0.34
2021 0.47 1.02 0.27 0.44 56 455 34 125 669 70 33 129 57 23 18.4 24 0.43 0.39
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
CIF: Cumulative impact factor
IF5: Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
SC: selft citations in y to articles published in y-1 plus y-2
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y
50 most cited documents in this series
#YearTitleCited
12000Decision analysis using targets instead of utility functions. (2000). LiCalzi, Marco ; Bordley, Robert. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:23:y:2000:i:1:p:53-74.

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52
22013Pricing VIX options with stochastic volatility and random jumps. (2013). Zhu, Song-Ping ; Lian, Guang-Hua. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:36:y:2013:i:1:p:71-88.

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27
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.

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26
42001A note on mixture sets in decision theory. (2001). Mongin, Philippe. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:24:y:2001:i:1:p:59-69.

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17
52004Conditional comonotonicity. (2004). NAPP, Clotilde ; Jouini, Elyès. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:27:y:2004:i:2:p:153-166.

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17
62019Markovian 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.

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17
72007Linear cumulative prospect theory with applications to portfolio selection and insurance demand. (2007). Schmidt, Ulrich ; Zank, Horst. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:30:y:2007:i:1:p:1-18.

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13
82019Does market attention affect Bitcoin returns and volatility?. (2019). Figà-Talamanca, Gianna ; 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.

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13
92000Normal approximations by Steins method. (2000). Rinott, Yosef ; Rotar, Vladimir. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:23:y:2000:i:1:p:15-29.

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12
102001Efficient Monte Carlo pricing of European options¶using mean value control variates. (2001). Pellizzari, Paolo. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:24:y:2001:i:2:p:107-126.

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10
112008Unawareness, priors and posteriors. (2008). modica, salvatore. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:31:y:2008:i:2:p:81-94.

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8
122006On the relationship between absolute prudence and absolute risk aversion. (2006). Menegatti, Mario ; Magnani, Umberto ; Maggi, Mario. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:29:y:2006:i:2:p:155-160.

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8
132014One-dimensional maps with two discontinuity points and three linear branches: mathematical lessons for understanding the dynamics of financial markets. (2014). Westerhoff, Frank ; Tramontana, Fabio ; Gardini, Laura. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:37:y:2014:i:1:p:27-51.

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8
141996On the aubin-like characterization of competitive equilibria in infinite dimensional economies. (1996). Graziano, Maria ; Basile, Achille ; Simone, Anna . In: Decisions in Economics and Finance. RePEc:spr:decfin:v:19:y:1996:i:1:p:187-203.

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7
152018Steady states, stability and bifurcations in multi-asset market models. (2018). Westerhoff, Frank ; Schmitt, Noemi ; Dieci, Roberto. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:41:y:2018:i:2:d:10.1007_s10203-018-0214-3.

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7
162021Investigating the relationship between volatilities of cryptocurrencies and other financial assets. (2021). Jeribi, Ahmed ; Ghorbel, Achraf. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:2:d:10.1007_s10203-020-00312-9.

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7
172016Diversification preferences in the theory of choice. (2016). Mahmoud, Ola ; De Giorgi, Enrico. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:39:y:2016:i:2:d:10.1007_s10203-016-0182-4.

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7
181999A note on direct term structure estimation using monotonic splines. (1999). Corradi, Corrado ; Barzanti, Luca. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:22:y:1999:i:1:p:101-108.

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7
192010Dynamic voluntary provision of public goods with uncertainty: a stochastic differential game model. (2010). Ewald, Christian-Oliver ; Wang, Wen-Kai. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:33:y:2010:i:2:p:97-116.

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7
201997Twenty years of fuzzy preference structures (1978–1997). (1997). Fodor, Janos ; Baets, Bernard. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:20:y:1997:i:1:p:45-66.

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7
212013The firm under uncertainty: real and financial decisions. (2013). Broll, Udo ; Wong, Kit. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:36:y:2013:i:2:p:125-136.

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7
221994Recent progresses in Multicriteria Decision-Aid. (1994). Vincke, Philippe. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:17:y:1994:i:2:p:21-32.

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7
232001Arbitrage, linear programming and martingales¶in securities markets with bid-ask spreads. (2001). Ortu, Fulvio. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:24:y:2001:i:2:p:79-105.

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7
242009A scenario-based integrated approach for modeling carbon price risk. (2009). Reedman, Luke ; Zhu, Zili ; Lo, Thomas ; Graham, Paul. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:32:y:2009:i:1:p:35-48.

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7
251997Su Una Estensione Bidimensionale del Teorema di Scomposizione di Peccati. (1997). Stucchi, Patrizia ; Pressacco, Flavio. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:20:y:1997:i:2:p:169-185.

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7
262014Existence of financial equilibria with endogenous short selling restrictions and real assets. (2014). Gori, Michele ; Pireddu, Marina ; Villanacci, Antonio. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:37:y:2014:i:2:p:349-371.

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6
272003Notes and Comments: The numeraire portfolio in financial markets modeled by a multi-dimensional jump diffusion process. (2003). Oertel, Frank ; Korn, Ralf ; Schal, Manfred . In: Decisions in Economics and Finance. RePEc:spr:decfin:v:26:y:2003:i:2:p:153-166.

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6
282014Hedging and the competitive firm under correlated price and background risk. (2014). Wong, Kit. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:37:y:2014:i:2:p:329-340.

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6
292016The 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.

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6
302008Optimal consumption and investment under partial information. (2008). Putschogl, Wolfgang ; Sass, Jorn. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:31:y:2008:i:2:p:137-170.

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6
31Optimal 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.

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5
322001Option pricing by large risk aversion utility¶under transaction costs. (2001). Кабанов, Юрий ; Yu. M. Kabanov, ; Touzi, N. ; Bouchard, B.. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:24:y:2001:i:2:p:127-136.

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5
331999Existence of a convex extension of a preference relation. (1999). Scapparone, Paolo . In: Decisions in Economics and Finance. RePEc:spr:decfin:v:22:y:1999:i:1:p:5-11.

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5
342011Real options game analysis of sleeping patents. (2011). Kwok, Yue ; Leung, Chi . In: Decisions in Economics and Finance. RePEc:spr:decfin:v:34:y:2011:i:1:p:41-65.

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5
352015A 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.

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5
362011Utility indifference valuation for jump risky assets. (2011). Ceci, Claudia ; Gerardi, Anna . In: Decisions in Economics and Finance. RePEc:spr:decfin:v:34:y:2011:i:2:p:85-120.

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5
372018Some reflections on past and future of nonlinear dynamics in economics and finance. (2018). Tramontana, Fabio ; Radi, Davide ; Anufriev, Mikhail. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:41:y:2018:i:2:d:10.1007_s10203-018-0229-9.

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5
382014Expectations and industry location: a discrete time dynamical analysis. (2014). Kubin, Ingrid ; Commendatore, Pasquale ; Agliari, Anna ; Foroni, Ilaria. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:37:y:2014:i:1:p:3-26.

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5
392003Income taxation when markets are incomplete. (2003). Tirelli, Mario. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:26:y:2003:i:2:p:97-128.

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5
402019Semi-analytical prices for lookback and barrier options under the Heston model. (2019). Bernard, Carole ; de Gennaro, Luca. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:42:y:2019:i:2:d:10.1007_s10203-019-00254-x.

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5
412015Gambling in contests modelled with diffusions. (2015). Feng, Han ; Hobson, David. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:38:y:2015:i:1:p:21-37.

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5
422018A piecewise linear model of credit traps and credit cycles: a complete characterization. (2018). Matsuyama, Kiminori ; Gardini, Laura ; Sushko, Iryna. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:41:y:2018:i:2:d:10.1007_s10203-018-0220-5.

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4
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.

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4
442012Risk aversion and risk vulnerability in the continuous and discrete case. (2012). Bohner, Martin ; Gelles, Gregory. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:35:y:2012:i:1:p:1-28.

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4
452017Reaching nirvana with a defaultable asset?. (2017). De Donno, Marzia ; Sbuelz, Alessandro ; Battauz, Anna. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:40:y:2017:i:1:d:10.1007_s10203-017-0192-x.

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4
462001Optimality in a financial economy with outside money and restricted participation. (2001). Carosi, Laura. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:24:y:2001:i:1:p:1-19.

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4
472017Approximating exact expected utility via portfolio efficient frontiers. (2017). Ricci, Jacopo Maria ; Gheno, Andrea ; Cesarone, Francesco ; Carleo, Alessandra. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:40:y:2017:i:1:d:10.1007_s10203-017-0201-0.

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4
482010Some new characterization of rational expectation equilibria in economies with asymmetric information. (2010). Tarantino, Ciro ; De Simone, Anna. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:33:y:2010:i:1:p:7-21.

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4
492004A two-step simulation procedure to analyze the exercise features of American options. (2004). pianca, paolo ; Nardon, Martina ; Basso, Antonella. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:27:y:2004:i:1:p:35-56.

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4
502017Genetic algorithm versus classical methods in sparse index tracking. (2017). Giuzio, Margherita. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:40:y:2017:i:1:d:10.1007_s10203-017-0191-y.

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4
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12019Markovian 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

14
22015Financial economics without probabilistic prior assumptions. (2015). Riedel, Frank. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:38:y:2015:i:1:p:75-91.

Full description at Econpapers || Download paper

13
32019Does market attention affect Bitcoin returns and volatility?. (2019). Figà-Talamanca, Gianna ; 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

12
42013Pricing VIX options with stochastic volatility and random jumps. (2013). Zhu, Song-Ping ; Lian, Guang-Hua. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:36:y:2013:i:1:p:71-88.

Full description at Econpapers || Download paper

10
52021Investigating the relationship between volatilities of cryptocurrencies and other financial assets. (2021). Jeribi, Ahmed ; Ghorbel, Achraf. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:2:d:10.1007_s10203-020-00312-9.

Full description at Econpapers || Download paper

7
62016The 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

6
72014One-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

5
82001A 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

5
92015Gambling in contests modelled with diffusions. (2015). Feng, Han ; Hobson, David. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:38:y:2015:i:1:p:21-37.

Full description at Econpapers || Download paper

4
102020Market attention and Bitcoin price modeling: theory, estimation and option pricing. (2020). Figà-Talamanca, Gianna ; 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.

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4
112018Some reflections on past and future of nonlinear dynamics in economics and finance. (2018). Tramontana, Fabio ; Radi, Davide ; Anufriev, Mikhail. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:41:y:2018:i:2:d:10.1007_s10203-018-0229-9.

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4
122019Semi-analytical prices for lookback and barrier options under the Heston model. (2019). Bernard, Carole ; de Gennaro, Luca. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:42:y:2019:i:2:d:10.1007_s10203-019-00254-x.

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4
132020On the construction of optimal payoffs. (2020). Vanduffel, Steven ; Ruschendorf, L. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:43:y:2020:i:1:d:10.1007_s10203-019-00272-9.

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4
142021The rise and fall of cryptocurrency coins and tokens. (2021). Vasek, Marie ; Moore, Tyler ; Hamrick, J T ; Gandal, Neil. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:2:d:10.1007_s10203-021-00329-8.

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4
152018Optimal 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.

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4
162019Volatility and volatility-linked derivatives: estimation, modeling, and pricing. (2019). Mancino, Maria Elvira ; Wang, Tai-Ho ; Alos, Elisa. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:42:y:2019:i:2:d:10.1007_s10203-019-00271-w.

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3
172021Cross-listings of blockchain-based tokens issued through initial coin offerings: Do liquidity and specific cryptocurrency exchanges matter?. (2021). Meyer, Andre ; Ante, Lennart. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:2:d:10.1007_s10203-021-00323-0.

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3
182021Breaking ties in collective decision-making. (2021). Gori, Michele ; Bubboloni, Daniela. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:1:d:10.1007_s10203-020-00294-8.

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3
192019Moment 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.

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3
202000Decision analysis using targets instead of utility functions. (2000). LiCalzi, Marco ; Bordley, Robert. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:23:y:2000:i:1:p:53-74.

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3
212019Kyle equilibrium under random price pressure. (2019). Fajardo, José ; Nunno, Giulia ; Corcuera, Jose Manuel. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:42:y:2019:i:1:d:10.1007_s10203-019-00231-4.

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3
222010Dynamic voluntary provision of public goods with uncertainty: a stochastic differential game model. (2010). Ewald, Christian-Oliver ; Wang, Wen-Kai. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:33:y:2010:i:2:p:97-116.

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3
232016Diversification preferences in the theory of choice. (2016). Mahmoud, Ola ; De Giorgi, Enrico. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:39:y:2016:i:2:d:10.1007_s10203-016-0182-4.

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3
242021Speculative asset price dynamics and wealth taxes. (2021). Westerhoff, Frank ; Tramontana, Fabio ; Mignot, Sarah. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:2:d:10.1007_s10203-021-00340-z.

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3
252013The firm under uncertainty: real and financial decisions. (2013). Broll, Udo ; Wong, Kit. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:36:y:2013:i:2:p:125-136.

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3
262018Fast and accurate calculation of American option prices. (2018). Ballestra, Luca Vincenzo. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:41:y:2018:i:2:d:10.1007_s10203-018-0224-1.

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272017Approximating exact expected utility via portfolio efficient frontiers. (2017). Ricci, Jacopo Maria ; Gheno, Andrea ; Cesarone, Francesco ; Carleo, Alessandra. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:40:y:2017:i:1:d:10.1007_s10203-017-0201-0.

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282021Common dynamic factors for cryptocurrencies and multiple pair-trading statistical arbitrages. (2021). Patacca, Marco ; Focardi, Sergio ; Figa-Talamanca, Gianna. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:2:d:10.1007_s10203-021-00318-x.

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292020A note on rational inattention and rate distortion theory. (2020). Montrucchio, Luigi ; Marinacci, Massimo ; Denti, Tommaso. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:43:y:2020:i:1:d:10.1007_s10203-019-00243-0.

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3
302006On the relationship between absolute prudence and absolute risk aversion. (2006). Menegatti, Mario ; Magnani, Umberto ; Maggi, Mario. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:29:y:2006:i:2:p:155-160.

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3
312011Utility indifference valuation for jump risky assets. (2011). Ceci, Claudia ; Gerardi, Anna . In: Decisions in Economics and Finance. RePEc:spr:decfin:v:34:y:2011:i:2:p:85-120.

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322015A 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.

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332018A piecewise linear model of credit traps and credit cycles: a complete characterization. (2018). Matsuyama, Kiminori ; Gardini, Laura ; Sushko, Iryna. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:41:y:2018:i:2:d:10.1007_s10203-018-0220-5.

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342000Normal approximations by Steins method. (2000). Rinott, Yosef ; Rotar, Vladimir. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:23:y:2000:i:1:p:15-29.

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2
352021Wage bargaining as an optimal control problem: a dynamic version of the efficient bargaining model. (2021). Guerrazzi, Marco. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:1:d:10.1007_s10203-021-00326-x.

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362017Robust games: theory and application to a Cournot duopoly model. (2017). Radi, Davide ; Rocca, Matteo ; Crespi, Giovanni Paolo. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:40:y:2017:i:1:d:10.1007_s10203-017-0199-3.

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2
372017A migration equilibrium model with uncertain data and movement costs. (2017). Raciti, F ; Jadamba, B ; Causa, A. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:40:y:2017:i:1:d:10.1007_s10203-017-0198-4.

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382017Reaching nirvana with a defaultable asset?. (2017). De Donno, Marzia ; Sbuelz, Alessandro ; Battauz, Anna. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:40:y:2017:i:1:d:10.1007_s10203-017-0192-x.

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392020Pricing electricity forwards under future information on the stochastic mean-reversion level. (2020). Hess, Markus. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:43:y:2020:i:2:d:10.1007_s10203-020-00307-6.

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402016The pricing of lookback options and binomial approximation. (2016). Grosse-Erdmann, Karl ; Heuwelyckx, Fabien . In: Decisions in Economics and Finance. RePEc:spr:decfin:v:39:y:2016:i:1:d:10.1007_s10203-016-0171-7.

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412019Coherent modeling of mortality patterns for age-specific subgroups. (2019). Russolillo, Maria ; Haberman, Steven ; Giordano, Giuseppe. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:42:y:2019:i:1:d:10.1007_s10203-019-00245-y.

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422020Optimal markov strategies. (2020). Sudderth, William D. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:43:y:2020:i:1:d:10.1007_s10203-019-00235-0.

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432018Technology choice in an evolutionary oligopoly game. (2018). Tuinstra, Jan ; Negriu, Anghel ; la Mantia, Fabio ; Lamantia, Fabio. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:41:y:2018:i:2:d:10.1007_s10203-018-0215-2.

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442017A set optimization approach to utility maximization under transaction costs. (2017). Calder-Wang, Sophie ; Hamel, Andreas H. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:40:y:2017:i:1:d:10.1007_s10203-017-0195-7.

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452019Robust calibration and arbitrage-free interpolation of SSVI slices. (2019). Martini, Claude ; Laachir, Ismail ; Cohort, Pierre ; Corbetta, Jacopo. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:42:y:2019:i:2:d:10.1007_s10203-019-00249-8.

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462018Steady states, stability and bifurcations in multi-asset market models. (2018). Westerhoff, Frank ; Schmitt, Noemi ; Dieci, Roberto. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:41:y:2018:i:2:d:10.1007_s10203-018-0214-3.

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472014Existence of financial equilibria with endogenous short selling restrictions and real assets. (2014). Gori, Michele ; Pireddu, Marina ; Villanacci, Antonio. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:37:y:2014:i:2:p:349-371.

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482001Efficient Monte Carlo pricing of European options¶using mean value control variates. (2001). Pellizzari, Paolo. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:24:y:2001:i:2:p:107-126.

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492020A 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.

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502020Optimal reinsurance and investment in a diffusion model. (2020). Schmidli, Hanspeter ; Brachetta, Matteo. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:43:y:2020:i:1:d:10.1007_s10203-019-00265-8.

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Citing documents used to compute impact factor: 33
YearTitle
2021Clustering-Based Extensions of the Common Age Effect Multi-Population Mortality Model. (2021). Korn, Ralf ; Kleinow, Torsten ; Schnurch, Simon. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:3:p:45-:d:508525.

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2021On pricing rules and optimal strategies in general Kyle-Back models. (2018). Danilova, Albina ; Ccetin, Umut. In: Papers. RePEc:arx:papers:1812.07529.

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2021On pricing rules and optimal strategies in general Kyle-Back models. (2021). Cetin, Umut ; Danilova, Albina. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:113003.

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2021Regime switches and commonalities of the cryptocurrencies asset class. (2021). Figà-Talamanca, Gianna ; Focardi, Sergio ; Figa-Talamanca, Gianna ; Patacca, Marco. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000577.

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2021The time-varying causal relationship between the Bitcoin market and internet attention. (2021). Wang, Shouyang ; Tao, Rui ; Lu, Fengbin ; Zhang, Xun. In: Financial Innovation. RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-021-00275-9.

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2021Common dynamic factors for cryptocurrencies and multiple pair-trading statistical arbitrages. (2021). Patacca, Marco ; Focardi, Sergio ; Figa-Talamanca, Gianna. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:2:d:10.1007_s10203-021-00318-x.

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2021Complexity traits and synchrony of cryptocurrencies price dynamics. (2021). Baggio, Rodolfo ; Provenzano, Davide. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:2:d:10.1007_s10203-021-00319-w.

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2021Investigating the diversifying or hedging nexus of cannabis cryptocurrencies with major digital currencies. (2021). Kyriazis, Nikolaos A. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:2:d:10.1007_s10203-021-00356-5.

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2021Blockchain and cryptocurrencies: economic and financial research. (2021). Grunspan, Cyril ; Figa-Talamanca, Gianna ; Cretarola, Alessandra. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:2:d:10.1007_s10203-021-00366-3.

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2021The Determinants of the Volatility in Cryptocurrency Markets: The Bitcoin Case. (2021). Akkaya, Murat. In: Bogazici Journal, Review of Social, Economic and Administrative Studies. RePEc:boz:journl:v:35:y:2021:i:1:p:87-97.

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2021Detecting bubbles in Bitcoin price dynamics via market exuberance. (2021). Figà-Talamanca, Gianna ; Figa-Talamanca, Gianna ; Cretarola, Alessandra. In: Annals of Operations Research. RePEc:spr:annopr:v:299:y:2021:i:1:d:10.1007_s10479-019-03321-z.

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2021Robust and accurate construction of the local volatility surface using the Black–Scholes equation. (2021). Kim, Junseok. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:150:y:2021:i:c:s0960077921004707.

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2021Infinite-dimensional polynomial processes. (2021). Svaluto-Ferro, Sara ; Cuchiero, Christa. In: Finance and Stochastics. RePEc:spr:finsto:v:25:y:2021:i:2:d:10.1007_s00780-021-00450-x.

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2021Measure-valued affine and polynomial diffusions. (2021). di Persio, Luca ; Guida, Francesco ; Cuchiero, Christa ; Svaluto-Ferro, Sara. In: Papers. RePEc:arx:papers:2112.15129.

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2021Markowitz portfolio selection for multivariate affine and quadratic Volterra models. (2020). Jaber, Eduardo Abi ; Miller, Enzo ; Pham, Huyen. In: Post-Print. RePEc:hal:journl:hal-02877569.

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2021Markowitz portfolio selection for multivariate affine and quadratic Volterra models. (2020). Miller, Enzo ; Jaber, Eduardo Abi ; Pham, Huyen. In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:hal-02877569.

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2021Markowitz portfolio selection for multivariate affine and quadratic Volterra models. (2020). Miller, Enzo ; Jaber, Eduardo Abi ; Pham, Huyen. In: Papers. RePEc:arx:papers:2006.13539.

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2021Dynamics of symmetric SSVI smiles and implied volatility bubbles. (2019). Martini, Claude ; Jacquier, Antoine ; el Amrani, Mehdi. In: Papers. RePEc:arx:papers:1909.10272.

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2021No arbitrage SVI. (2020). Mingone, Arianna ; Martini, Claude. In: Papers. RePEc:arx:papers:2005.03340.

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2021Pricing and Risk Analysis in Hyperbolic Local Volatility Model with Quasi Monte Carlo. (2021). Kucherenko, Sergei ; Hok, Julien. In: Papers. RePEc:arx:papers:2106.08421.

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2021Pricing discretely monitored barrier options: When Malliavin calculus expansions meet Hilbert transforms. (2021). Shi, Chao ; Li, Chenxu ; Cai, Ning. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:127:y:2021:i:c:s0165188921000488.

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2021Fast Hybrid Schemes for Fractional Riccati Equations (Rough Is Not So Tough). (2021). Grasselli, Martino ; Callegaro, Giorgia ; Paees, Gilles. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:46:y:2021:i:1:p:221-254.

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2021Small?time, large?time, and H?0 asymptotics for the Rough Heston model. (2021). Smith, Benjamin ; Gerhold, Stefan ; Forde, Martin. In: Mathematical Finance. RePEc:bla:mathfi:v:31:y:2021:i:1:p:203-241.

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2021.

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2021Bayesian optimal investment and reinsurance with dependent financial and insurance risks. (2021). Leimcke, Gregor ; Bauerle, Nicole. In: Papers. RePEc:arx:papers:2103.05777.

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2021Optimal Reinsurance and Investment under Common Shock Dependence Between Financial and Actuarial Markets. (2021). Ceci, Claudia ; Cretarola, Alessandra ; Colaneri, Katia. In: Papers. RePEc:arx:papers:2105.07524.

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2021Law-invariant functionals that collapse to the mean: Beyond convexity. (2021). Munari, Cosimo ; Liebrich, Felix-Benedikt. In: Papers. RePEc:arx:papers:2106.01281.

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2021Distributionally robust goal-reaching optimization in the presence of background risk. (2021). Chi, Yichun ; Zhuang, Sheng Chao ; Xu, Zuo Quan. In: Papers. RePEc:arx:papers:2108.04464.

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2021A machine learning-based price state prediction model for agricultural commodities using external factors. (2021). Korn, Ralf ; Knobloch, Robert ; Oktoviany, Prilly. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:2:d:10.1007_s10203-021-00354-7.

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2021A survey of electricity spot and futures price models for risk management applications. (2021). Gruet, Pierre ; Feron, Olivier ; Deschatre, Thomas. In: Energy Economics. RePEc:eee:eneeco:v:102:y:2021:i:c:s0140988321003881.

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2021Robustness of Farrell cost efficiency measurement under data perturbations: Evidence from a US manufacturing application. (2021). Arabmaldar, Aliasghar ; Hatami-Marbini, Adel. In: European Journal of Operational Research. RePEc:eee:ejores:v:295:y:2021:i:2:p:604-620.

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2021On the Market-Consistent Valuation of Participating Life Insurance Heterogeneous Contracts under Longevity Risk. (2021). Millossovich, Pietro ; Sehner, Thorsten ; Chen, AN ; Bacinello, Anna Rita. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:1:p:20-:d:478258.

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2021Robust portfolio selection with regime switching and asymmetric dependence. (2021). Bai, Manying ; Su, Xiaoshan ; Han, Yingwei. In: Economic Modelling. RePEc:eee:ecmode:v:99:y:2021:i:c:s0264999321000754.

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Recent citations
Recent citations received in 2021

YearCiting document
2021Ask Who, Not What: Bitcoin Volatility Forecasting with Twitter Data. (2021). Kaempf, Killian ; Erkul, Mert ; Akbiyik, Eren M ; Antulov-Fantulin, Nino ; Vasiliauskaite, Vaiva. In: Papers. RePEc:arx:papers:2110.14317.

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2021Analysis of stability and bifurcation for two heterogeneous triopoly games with the isoelastic demand. (2021). Li, Xiaoliang. In: Papers. RePEc:arx:papers:2112.05950.

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2021Regime switches and commonalities of the cryptocurrencies asset class. (2021). Figà-Talamanca, Gianna ; Focardi, Sergio ; Figa-Talamanca, Gianna ; Patacca, Marco. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000577.

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2021How do Islamic equity markets respond to good and bad volatility of cryptocurrencies? The case of Bitcoin. (2021). , Walid. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:70:y:2021:i:c:s0927538x21001748.

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2021Hedge and safe haven properties during COVID-19: Evidence from Bitcoin and gold. (2021). BenSaïda, Ahmed ; Ghorbel, Ahmed ; Bensaida, Ahmed ; Chemkha, Rahma ; Tayachi, Tahar. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:82:y:2021:i:c:p:71-85.

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2021The impact of COVID-19-related media coverage on the return and volatility connectedness of cryptocurrencies and fiat currencies. (2021). De, Maria ; Jareo, Francisco ; Umar, Zaghum. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:172:y:2021:i:c:s0040162521004571.

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2021Ownership, uses and perceptions of cryptocurrency: Results from a population survey. (2021). Fiedler, Ingo ; Ante, Lennart ; von Meduna, Marc ; Steinmetz, Fred. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:173:y:2021:i:c:s0040162521005059.

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2021Are Cryptocurrencies a Backstop for the Stock Market in a COVID-19-Led Financial Crisis? Evidence from the NARDL Approach. (2021). Lahiani, Amine ; Jena, Sangram Keshari ; Jeribi, Ahmed. In: IJFS. RePEc:gam:jijfss:v:9:y:2021:i:3:p:33-:d:579737.

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2021Empirical Evidences on the Interconnectedness between Sampling and Asset Returns’ Distributions. (2021). Orlando, Giuseppe ; Bufalo, Michele. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:5:p:88-:d:550538.

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2021A machine learning-based price state prediction model for agricultural commodities using external factors. (2021). Korn, Ralf ; Knobloch, Robert ; Oktoviany, Prilly. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:2:d:10.1007_s10203-021-00354-7.

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2021Blockchain and cryptocurrencies: economic and financial research. (2021). Grunspan, Cyril ; Figa-Talamanca, Gianna ; Cretarola, Alessandra. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:2:d:10.1007_s10203-021-00366-3.

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2021Using Householder’s method to improve the accuracy of the closed-form formulas for implied volatility. (2021). Lin, Chang-Yao ; Miao, Daniel Wei-Chung. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:94:y:2021:i:3:d:10.1007_s00186-021-00763-9.

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2021Dynamic wage bargaining and labour market fluctuations: the role of productivity shocks. (2021). Guerrazzi, Marco ; Giribone, Pier Giuseppe. In: SN Business & Economics. RePEc:spr:snbeco:v:1:y:2021:i:8:d:10.1007_s43546-021-00098-x.

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2021Market selection in global value chains. (2021). Vannuccini, Simone ; Savin, Ivan ; Mundt, Philipp ; Inoue, Hiroyasu ; Cantner, Uwe. In: BERG Working Paper Series. RePEc:zbw:bamber:170.

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2021A network approach to consumption. (2021). Mayerhoffer, Daniel M ; Schulz, Jan. In: BERG Working Paper Series. RePEc:zbw:bamber:173.

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2021Production delays, technology choice and cyclical cobweb dynamics. (2021). Westerhoff, Frank ; Mignot, Sarah ; Dieci, Roberto. In: BERG Working Paper Series. RePEc:zbw:bamber:174.

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2021The Dynamics of Working Hours and Wages Under Implicit Contracts. (2021). Guerrazzi, Marco ; Giribone, Pier Giuseppe. In: GLO Discussion Paper Series. RePEc:zbw:glodps:818.

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Recent citations received in 2020

YearCiting document
2020Ultimatum Bargaining with Rational Inattention. (2020). Ravid, Doron. In: American Economic Review. RePEc:aea:aecrev:v:110:y:2020:i:9:p:2948-63.

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

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2020.

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2020.

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

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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.

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

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Recent citations received in 2019

YearCiting document
2019From microscopic price dynamics to multidimensional rough volatility models. (2019). Rosenbaum, Mathieu ; Tomas, Mehdi. In: Papers. RePEc:arx:papers:1910.13338.

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2019Infinite dimensional polynomial processes. (2019). Svaluto-Ferro, Sara ; Cuchiero, Christa. In: Papers. RePEc:arx:papers:1911.02614.

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2019FinTech and the future of financial services: What are the research gaps?. (2019). , Alistairmilne ; Milne, Alistair ; Kavuri, Anil Savio. In: CAMA Working Papers. RePEc:een:camaaa:2019-18.

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2019Model-Free Stochastic Collocation for an Arbitrage-Free Implied Volatility, Part II. (2019). Oosterlee, Cornelis ; le Floch, Fabien. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:1:p:30-:d:211431.

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

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Recent citations received in 2018

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

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