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Citation Profile [Updated: 2024-03-05 07:42:34]
5 Years H Index
11
Impact Factor (IF)
0.37
5 Years IF
0.33
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 0.11 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 0.07
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 5 1 10 22 65 1 100 0 0.13
1999 0 0.31 0.02 0.02 7 129 15 2 12 19 59 1 2 100 0 0.15
2000 0 0.36 0.04 0 8 137 81 4 17 14 53 0 1 0.13 0.16
2001 0.07 0.38 0.01 0.02 12 149 48 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 30 8 40 5 32 6 2 25 0 0.22
2005 0 0.51 0.05 0.18 2 164 1 8 48 13 33 6 0 0 0.23
2006 0.2 0.5 0.09 0.37 8 172 24 15 64 10 2 27 10 2 13.3 0 0.22
2007 0 0.46 0.06 0.13 6 178 17 10 74 10 23 3 1 10 0 0.2
2008 0.29 0.49 0.07 0.28 9 187 30 13 87 14 4 29 8 0 1 0.11 0.23
2009 0.4 0.48 0.16 0.24 11 198 15 32 119 15 6 33 8 0 0 0.24
2010 0.1 0.48 0.08 0.06 10 208 20 17 136 20 2 36 2 2 11.8 0 0.21
2011 0.05 0.52 0.07 0.16 7 215 17 16 152 21 1 44 7 1 6.3 0 0.24
2012 0.29 0.52 0.13 0.19 8 223 11 29 182 17 5 43 8 2 6.9 0 0.22
2013 0.27 0.56 0.11 0.27 11 234 41 26 208 15 4 45 12 2 7.7 0 0.24
2014 0.11 0.55 0.11 0.17 24 258 41 29 237 19 2 47 8 3 10.3 3 0.13 0.23
2015 0.4 0.55 0.13 0.3 12 270 44 35 272 35 14 60 18 0 1 0.08 0.23
2016 0.17 0.53 0.12 0.19 13 283 22 35 307 36 6 62 12 0 0 0.21
2017 0.12 0.55 0.08 0.13 20 303 31 23 330 25 3 68 9 0 0 0.21
2018 0.15 0.56 0.18 0.26 26 329 44 59 389 33 5 80 21 13 22 10 0.38 0.24
2019 0.3 0.58 0.18 0.24 31 360 72 63 453 46 14 95 23 13 20.6 16 0.52 0.23
2020 0.37 0.7 0.25 0.38 39 399 47 96 551 57 21 102 39 21 21.9 18 0.46 0.33
2021 0.47 0.84 0.27 0.44 56 455 75 124 675 70 33 129 57 23 18.5 23 0.41 0.31
2022 0.45 0.93 0.22 0.44 23 478 6 105 780 95 43 172 75 4 3.8 0 0.28
2023 0.37 1.04 0.2 0.33 12 490 0 99 879 79 29 175 58 7 7.1 1 0.08 0.28
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
#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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56
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.

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28
32013Pricing VIX options with stochastic volatility and random jumps. (2013). Lian, Guang-Hua ; Zhu, Song-Ping. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:36:y:2013:i:1:p:71-88.

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27
42019Markovian lifts of positive semidefinite affine Volterra-type processes. (2019). Cuchiero, Christa ; Teichmann, Josef. 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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25
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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18
62021Investigating the relationship between volatilities of cryptocurrencies and other financial assets. (2021). Ghorbel, Achraf ; Jeribi, Ahmed. 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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17
72001A 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
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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16
92007Linear 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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15
102000Normal 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
112001Efficient 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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11
122008Unawareness, 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
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
142016Diversification 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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8
152006On the relationship between absolute prudence and absolute risk aversion. (2006). Menegatti, Mario ; Maggi, Mario ; Magnani, Umberto. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:29:y:2006:i:2:p:155-160.

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8
162013The firm under uncertainty: real and financial decisions. (2013). Wong, Kit ; Broll, Udo. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:36:y:2013:i:2:p:125-136.

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8
171996On 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
182010Dynamic 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
192018Steady 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
201999A 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
212017Approximating exact expected utility via portfolio efficient frontiers. (2017). Carleo, Alessandra ; Ricci, Jacopo Maria ; Gheno, Andrea ; Cesarone, Francesco. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:40:y:2017:i:1:d:10.1007_s10203-017-0201-0.

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7
221997Twenty years of fuzzy preference structures (1978–1997). (1997). Baets, Bernard ; Fodor, Janos. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:20:y:1997:i:1:p:45-66.

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7
231994Recent 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
242001Arbitrage, 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
252009A 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
261997Su Una Estensione Bidimensionale del Teorema di Scomposizione di Peccati. (1997). Pressacco, Flavio ; Stucchi, Patrizia. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:20:y:1997:i:2:p:169-185.

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7
272016The 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
282008Path dependent volatility. (2008). Pascucci, Andrea ; Foschi, Paolo. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:31:y:2008:i:1:p:13-32.

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6
292003Notes 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
302015Gambling in contests modelled with diffusions. (2015). Hobson, David ; Feng, Han. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:38:y:2015:i:1:p:21-37.

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6
312018A 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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6
322020Market attention and Bitcoin price modeling: theory, estimation and option pricing. (2020). Figà-Talamanca, Gianna ; Cretarola, Alessandra ; Patacca, Marco ; Figa-Talamanca, Gianna. 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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6
332018Some 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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6
342008Optimal consumption and investment under partial information. (2008). Sass, Jorn ; Putschogl, Wolfgang. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:31:y:2008:i:2:p:137-170.

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6
352017Genetic 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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6
362014Existence of financial equilibria with endogenous short selling restrictions and real assets. (2014). Gori, Michele ; Villanacci, Antonio ; Pireddu, Marina. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:37:y:2014:i:2:p:349-371.

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6
372021The rise and fall of cryptocurrency coins and tokens. (2021). Gandal, Neil ; Vasek, Marie ; Moore, Tyler ; Hamrick, J T. 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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6
382020On 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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6
392014Hedging 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
402011Utility indifference valuation for jump risky assets. (2011). Gerardi, Anna ; Ceci, Claudia. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:34:y:2011:i:2:p:85-120.

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6
412001Option pricing by large risk aversion utility¶under transaction costs. (2001). Кабанов, Юрий ; Bouchard, B. ; Yu. M. Kabanov, ; Touzi, N.. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:24:y:2001:i:2:p:127-136.

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5
422014Expectations 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
431999Existence 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
442018Oligopoly models with different learning and production time scales. (2018). Naimzada, Ahmad ; Cavalli, Fausto ; Sodini, Mauro. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:41:y:2018:i:2:d:10.1007_s10203-018-0225-0.

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5
45Optimal 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
461998A three-moment based portfolio selection model. (1998). Rossi, Francesco ; Gamba, Andrea. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:21:y:1998:i:1:p:25-48.

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5
472015A 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
482021Common dynamic factors for cryptocurrencies and multiple pair-trading statistical arbitrages. (2021). Figa-Talamanca, Gianna ; Patacca, Marco ; Focardi, Sergio. 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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5
492019Semi-analytical prices for lookback and barrier options under the Heston model. (2019). de Gennaro, Luca ; Bernard, Carole. 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
502003Income 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
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). Cuchiero, Christa ; Teichmann, Josef. 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
22021Investigating the relationship between volatilities of cryptocurrencies and other financial assets. (2021). Ghorbel, Achraf ; Jeribi, Ahmed. 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

12
32021The rise and fall of cryptocurrency coins and tokens. (2021). Gandal, Neil ; Vasek, Marie ; Moore, Tyler ; Hamrick, J T. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:2:d:10.1007_s10203-021-00329-8.

Full description at Econpapers || Download paper

5
42017Approximating exact expected utility via portfolio efficient frontiers. (2017). Carleo, Alessandra ; Ricci, Jacopo Maria ; Gheno, Andrea ; Cesarone, Francesco. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:40:y:2017:i:1:d:10.1007_s10203-017-0201-0.

Full description at Econpapers || Download paper

5
52015Financial 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

4
62000Decision 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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4
72022Long versus short time scales: the rough dilemma and beyond. (2022). Garcin, Matthieu ; Grasselli, Martino. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:45:y:2022:i:1:d:10.1007_s10203-021-00358-3.

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4
82018A 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
92020Market attention and Bitcoin price modeling: theory, estimation and option pricing. (2020). Figà-Talamanca, Gianna ; Cretarola, Alessandra ; Patacca, Marco ; Figa-Talamanca, Gianna. 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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3
102018Competition and cooperation in the exploitation of the groundwater resource. (2018). Biancardi, Marta ; Maddalena, Lucia. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:41:y:2018:i:2:d:10.1007_s10203-018-0217-0.

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3
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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3
122021Can fiat currencies really hedge Bitcoin? Evidence from dynamic short-term perspective. (2021). Majdoub, Jihed ; Bejaoui, Azza ; ben Sassi, Salim. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:2:d:10.1007_s10203-020-00314-7.

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3
132020Groundwater extraction among overlapping generations: a differential game approach. (2020). Biancardi, Marta ; Villani, Giovanni ; Maddalena, Lucia. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:43:y:2020:i:2:d:10.1007_s10203-020-00292-w.

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3
142020On 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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3
152021Common dynamic factors for cryptocurrencies and multiple pair-trading statistical arbitrages. (2021). Figa-Talamanca, Gianna ; Patacca, Marco ; Focardi, Sergio. 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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3
162020A 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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3
172021Gaussian process regression for pricing variable annuities with stochastic volatility and interest rate. (2021). Goudenege, Ludovic ; Zanette, Antonino ; Molent, Andrea. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:1:d:10.1007_s10203-020-00287-7.

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3
182019Semi-analytical prices for lookback and barrier options under the Heston model. (2019). de Gennaro, Luca ; Bernard, Carole. 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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3
192019Does 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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3
202021Breaking ties in collective decision-making. (2021). Bubboloni, Daniela ; Gori, Michele. 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
212021Cross-section instability in financial markets: impatience, extrapolation, and switching. (2021). He, Xuezhong (Tony) ; Dieci, Roberto. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:2:d:10.1007_s10203-021-00348-5.

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2
222020Incoherence measures and relations between coherence conditions for pairwise comparisons. (2020). Brunelli, Matteo ; Cavallo, Bice. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:43:y:2020:i:2:d:10.1007_s10203-020-00291-x.

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2
232019Variable annuities with a threshold fee: valuation, numerical implementation and comparative static analysis. (2019). Bacinello, Anna Rita ; Zoccolan, Ivan. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:42:y:2019:i:1:d:10.1007_s10203-019-00255-w.

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242021A machine learning-based price state prediction model for agricultural commodities using external factors. (2021). Oktoviany, Prilly ; Korn, Ralf ; Knobloch, Robert. 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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252021Managing liquidity with portfolio staleness. (2021). Buccheri, Giuseppe ; Trapin, Luca ; Pirino, Davide. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:1:d:10.1007_s10203-020-00300-z.

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2
262013Pricing VIX options with stochastic volatility and random jumps. (2013). Lian, Guang-Hua ; Zhu, Song-Ping. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:36:y:2013:i:1:p:71-88.

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272021Cross-listings of blockchain-based tokens issued through initial coin offerings: Do liquidity and specific cryptocurrency exchanges matter?. (2021). Ante, Lennart ; Meyer, Andre. 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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282021Reverse mortgages through artificial intelligence: new opportunities for the actuaries. (2021). Sibillo, Marilena ; Tizzano, Roberto ; Piscopo, Gabriella ; Lorenzo, Emilia. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:1:d:10.1007_s10203-020-00274-y.

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292021Temporal mixture ensemble models for probabilistic forecasting of intraday cryptocurrency volume. (2021). Antulov-Fantulin, Nino ; Lillo, Fabrizio ; Guo, Tian. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:2:d:10.1007_s10203-021-00344-9.

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302020Pricing and hedging defaultable participating contracts with regime switching and jump risk. (2020). le Courtois, Olivier ; Su, Xiaoshan ; Quittard-Pinon, Franois. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:43:y:2020:i:1:d:10.1007_s10203-020-00276-w.

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312020Constructing dynamic life tables with a single-factor model. (2020). Atance, David ; Navarro, Eliseo ; Balbas, Alejandro. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:43:y:2020:i:2:d:10.1007_s10203-020-00308-5.

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322022A flexible lattice framework for valuing options on assets paying discrete dividends and variable annuities embedding GMWB riders. (2022). Angelis, Paolo ; Russo, Emilio ; Martire, Antonio L ; Marchis, Roberto. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:45:y:2022:i:1:d:10.1007_s10203-022-00371-0.

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332021Cardinality-constrained portfolio optimization with short selling and risk-neutral interest rate. (2021). Khodamoradi, Tahereh ; Najafi, Ali Reza ; Salahi, Maziar. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:1:d:10.1007_s10203-020-00293-9.

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342017Genetic 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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352007Linear 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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362013The firm under uncertainty: real and financial decisions. (2013). Wong, Kit ; Broll, Udo. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:36:y:2013:i:2:p:125-136.

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372020A notion of conditional probability and some of its consequences. (2020). Berti, Patrizia ; Rigo, Pietro ; Dreassi, Emanuela. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:43:y:2020:i:1:d:10.1007_s10203-019-00256-9.

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382020Optimal reinsurance and investment in a diffusion model. (2020). Brachetta, Matteo ; Schmidli, Hanspeter. 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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392014Optimal portfolio choice and consistent performance. (2014). Tian, Weidong ; Chen, Xianzhe. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:37:y:2014:i:2:p:453-474.

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402006Homogeneous semi-Markov reliability models for credit risk management*. (2006). Damico, Guglielmo ; Manca, Raimondo ; Janssen, Jacques. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:28:y:2006:i:2:p:79-93.

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412008Path dependent volatility. (2008). Pascucci, Andrea ; Foschi, Paolo. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:31:y:2008:i:1:p:13-32.

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422021Blockchain and cryptocurrencies: economic and financial research. (2021). Cretarola, Alessandra ; Grunspan, Cyril ; Figa-Talamanca, Gianna. 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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Citing documents used to compute impact factor: 29
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2023Hybrid MADM-based study of key risk factors in house-for-pension reverse mortgage lending in Taiwans banking industry. (2023). Chang, Wen-Chang ; Wang, Ying-Wei ; Tsai, Pei-Hsuan. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:86:y:2023:i:c:s0038012122002610.

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2023Proposal for calculating regulatory capital requirements for reverse mortgages. (2023). Serna, Gregorio ; Navarro, Eliseo ; de la Fuente, Ivan. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:88:y:2023:i:c:s0038012123001714.

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2023Locally-coherent multi-population mortality modelling via neural networks. (2023). Scognamiglio, Salvatore ; Perla, Francesca. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:46:y:2023:i:1:d:10.1007_s10203-022-00382-x.

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2023An innovative tool for cost control under fragmented scenarios: The container freight index microinsurance. (2023). Yang, MO ; Wang, Xuanhe ; Xiang, Zhiyuan ; Yu, Fangping ; Kuang, Haibo. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:169:y:2023:i:c:s1366554522003520.

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2023Valuation of general GMWB annuities in a low interest rate environment. (2022). Rotondi, Francesco ; Fontana, Claudio. In: Papers. RePEc:arx:papers:2208.10183.

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2023Backward Hedging for American Options with Transaction Costs. (2023). Zanette, Antonino ; Molent, Andrea ; Goudenege, Ludovic. In: Papers. RePEc:arx:papers:2305.06805.

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2023Valuation of general GMWB annuities in a low interest rate environment. (2023). Rotondi, Francesco ; Fontana, Claudio. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:112:y:2023:i:c:p:142-167.

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2023Extended mean-conditional value-at-risk portfolio optimization with PADM and conditional scenario reduction technique. (2023). Salahi, Maziar ; Khodamoradi, Tahereh. In: Computational Statistics. RePEc:spr:compst:v:38:y:2023:i:2:d:10.1007_s00180-022-01263-y.

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2023Norm constrained minimum variance portfolios with short selling. (2023). Sharma, Amita ; Gupta, Shiv Kumar ; Dhingra, Vrinda. In: Computational Management Science. RePEc:spr:comgts:v:20:y:2023:i:1:d:10.1007_s10287-023-00438-2.

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2023Fair and Fast Tie-Breaking for Voting. (2022). Xia, Lirong. In: Papers. RePEc:arx:papers:2205.14838.

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2023Forecasting realized volatility with machine learning: Panel data perspective. (2023). Liu, Zhi ; He, Lidan ; Bai, LU ; Zhu, Haibin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:251-271.

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2023Interdependence of clean energy and green markets with cryptocurrencies. (2023). Karim, Sitara ; Mirza, Nawazish ; Boubaker, Sabri ; Naeem, Muhammad Abubakr ; Arfaoui, Nadia. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323000828.

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2023Diversification evidence of bitcoin and gold from wavelet analysis. (2023). Zhang, Changyong ; Husain, Afzol ; Bhuiyan, Rubaiyat Ahsan. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00495-1.

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2023Do clean and dirty cryptocurrencies connect with financial assets differently? The role of economic policy uncertainty. (2023). Zhao, Yanqi ; Duan, Kun ; Huang, Yingying ; Urquhart, Andrew. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pa:s0140988323005777.

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2023Connectedness between Defi assets and equity markets during COVID-19: A sector analysis. (2023). Yousaf, Imran ; Tolentino, Marta ; Jareo, Francisco. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:187:y:2023:i:c:s0040162522006953.

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2023Conditional dependence structure and risk spillovers between Bitcoin and fiat currencies. (2023). Vo, Xuan Vinh ; Zeitun, Rami ; Katsiampa, Paraskevi ; Ur, Mobeen. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014122000838.

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2023A systematic literature review of investor behavior in the cryptocurrency markets. (2023). Gonçalves, Tiago ; Gonalves, Tiago Cruz ; Almeida, Jose. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635022001071.

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2023Hedging effectiveness of cryptocurrencies in the European stock market. (2023). Muzzioli, Silvia ; Marchi, Gianluca ; Gambarelli, Luca. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:84:y:2023:i:c:s1042443123000252.

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2023The differential influence of social media sentiment on cryptocurrency returns and volatility during COVID-19. (2023). Tzeremes, Panayiotis ; Corbet, Shaen ; Papadamou, Stephanos ; Kyriazis, Nikolaos. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:89:y:2023:i:c:p:307-317.

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2023Survey on Modeling of Temporally and Spatially Interdependent Uncertainties in Renewable Power Systems. (2023). Chen, Shi ; Zhou, YI ; Zang, Tianlei ; Qiu, Yiwei ; Zhu, Jie ; Luo, Huan ; Dai, Ningyi. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:16:p:5938-:d:1215242.

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2023Sentiment-driven business cycle dynamics: An elementary macroeconomic model with animal spirits. (2023). Westerhoff, Frank ; Gardini, Laura ; Sushko, Iryna ; Schmitt, Noemi ; Radi, Davide. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:210:y:2023:i:c:p:342-359.

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2023.

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2023Distribution Prediction of Decomposed Relative EVA Measure with Levy-Driven Mean-Reversion Processes: The Case of an Automotive Sector of a Small Open Economy. (2023). Ratmanova, Iveta ; Ponik, Antonin ; Lisztwanova, Karolina ; Dluhoova, Dana ; Zmekal, Zdenk. In: Forecasting. RePEc:gam:jforec:v:5:y:2023:i:2:p:25-471:d:1158257.

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2023.

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2023Utility maximization in a stochastic affine interest rate and CIR risk premium framework: a BSDE approach. (2023). Zhang, Yumo. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:46:y:2023:i:1:d:10.1007_s10203-022-00374-x.

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2023Reconciling rough volatility with jumps. (2023). de Carvalho, Nathan ; Jaber, Eduardo Abi. In: Papers. RePEc:arx:papers:2303.07222.

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2023From elephant to goldfish (and back): memory in stochastic Volterra processes. (2023). Pages, Gilles ; Grasselli, Martino ; Callegaro, Giorgia ; Bonesini, Ofelia. In: Papers. RePEc:arx:papers:2306.02708.

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2023Stochastic differential equations death rates models: the Portuguese case. (2023). Egidio, Alfredo D ; Brites, Nuno M ; Santos, Daniel Dos. In: Working Papers REM. RePEc:ise:remwps:wp02682023.

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2023.

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Recent citations
Recent citations received in 2022

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Recent citations received in 2021

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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). Oktoviany, Prilly ; Korn, Ralf ; Knobloch, Robert. 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). Cretarola, Alessandra ; Grunspan, Cyril ; Figa-Talamanca, Gianna. 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). Brunelli, Matteo ; Sowiski, Roman ; Figueira, Jose Rui ; Greco, Salvatore ; Fedrizzi, Michele. 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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