11
H index
13
i10 index
489
Citations
Steven Vanduffel : Citation Profile
Vrije Universiteit Brussel | RESEARCH PRODUCTION: 70 Articles 15 Papers 1 Books RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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23 years (2001 - 2024). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Steven Vanduffel. | Is cited by:
| Cites to:
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Main data
Where Steven Vanduffel has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Papers / arXiv.org | 6 |
| ULB Institutional Repository / ULB -- Universite Libre de Bruxelles | 2 |
| Post-Print / HAL | 2 |
Recent works citing Steven Vanduffel (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2024 | Optimal portfolio with insider information on the stochastic interest rate. (2019). Jos'e Antonio Salmer'on, ; Mart, Dolores Garc'Ia ; D'Auria, Bernardo. In: Papers. RePEc:arx:papers:1711.03642. Full description at Econpapers || Download paper |
| 2023 | A theory for combinations of risk measures. (2019). Righi, Marcelo Brutti. In: Papers. RePEc:arx:papers:1807.01977. Full description at Econpapers || Download paper |
| 2024 | Convolution Bounds on Quantile Aggregation. (2020). Wang, Ruodu ; Liu, Yang ; Lam, Henry ; Blanchet, Jose. In: Papers. RePEc:arx:papers:2007.09320. Full description at Econpapers || Download paper |
| 2023 | Improved Robust Price Bounds for Multi-Asset Derivatives under Market-Implied Dependence Information. (2022). Sester, Julian ; Neufeld, Ariel ; Lutkebohmert, Eva ; Ansari, Jonathan. In: Papers. RePEc:arx:papers:2204.01071. Full description at Econpapers || Download paper |
| 2024 | Joint mixability and negative orthant dependence. (2022). Wang, Ruodu ; Lin, Liyuan ; Koike, Takaaki. In: Papers. RePEc:arx:papers:2204.11438. Full description at Econpapers || Download paper |
| 2024 | Cost-efficiency in Incomplete Markets. (2022). Sturm, Stephan ; Bernard, Carole. In: Papers. RePEc:arx:papers:2206.12511. Full description at Econpapers || Download paper |
| 2024 | Diversification Quotients: Quantifying Diversification via Risk Measures. (2022). Wang, Ruodu ; Lin, Liyuan ; Han, Xia. In: Papers. RePEc:arx:papers:2206.13679. Full description at Econpapers || Download paper |
| 2023 | A parsimonious neural network approach to solve portfolio optimization problems without using dynamic programming. (2023). Li, Yuying ; Forsyth, Peter A ; van Staden, Pieter M. In: Papers. RePEc:arx:papers:2303.08968. Full description at Econpapers || Download paper |
| 2023 | Multivariate range Value-at-Risk and covariance risk measures for elliptical and log-elliptical distributions. (2023). Yao, Jing ; Yin, Chuancun ; Zuo, Baishuai. In: Papers. RePEc:arx:papers:2305.09097. Full description at Econpapers || Download paper |
| 2024 | Uncertainty Propagation and Dynamic Robust Risk Measures. (2023). Pesenti, Silvana ; Mailhot, M'Elina ; Moresco, Marlon. In: Papers. RePEc:arx:papers:2308.12856. Full description at Econpapers || Download paper |
| 2023 | Sluggish news reactions: A combinatorial approach for synchronizing stock jumps. (2023). Neely, Christopher ; Boudt, Kris ; Laurent, S'Ebastien ; Bouamara, Nabil. In: Papers. RePEc:arx:papers:2309.15705. Full description at Econpapers || Download paper |
| 2024 | Robust SGLD algorithm for solving non-convex distributionally robust optimisation problems. (2024). Zhang, Ying ; Neufeld, Ariel. In: Papers. RePEc:arx:papers:2403.09532. Full description at Econpapers || Download paper |
| 2024 | Optimal VPPI strategy under Omega ratio with stochastic benchmark. (2024). Zhang, Litian ; Liang, Zongxia ; He, Lin ; Guan, Guohui. In: Papers. RePEc:arx:papers:2403.13388. Full description at Econpapers || Download paper |
| 2024 | Extremal cases of distortion risk measures with partial information. (2024). Yin, Chuancun ; Balakrishnan, Narayanaswamy ; Zhao, Mengshuo. In: Papers. RePEc:arx:papers:2404.13637. Full description at Econpapers || Download paper |
| 2024 | Value-at-Risk- and Expectile-based Systemic Risk Measures and Second-order Asymptotics: With Applications to Diversification. (2024). Zhao, Yimiao ; Liu, Yang ; Geng, Bingzhen. In: Papers. RePEc:arx:papers:2404.18029. Full description at Econpapers || Download paper |
| 2023 | Capital requirements and claims recovery: A new perspective on solvency regulation. (2023). Wilhelmy, Lutz ; Weber, Stefan ; Munari, Cosimo. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:90:y:2023:i:2:p:329-380. Full description at Econpapers || Download paper |
| 2023 | A comonotonic approximation to optimal terminal wealth under a multivariate Merton model with correlated jump risk. (2023). Maroufy, Vahed ; Madadi, Mohsen ; Rezapour, Mohsen ; Afhami, Bahareh. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:444:y:2023:i:c:s0096300322008761. Full description at Econpapers || Download paper |
| 2023 | Optimal investment problem under behavioral setting: A Lagrange duality perspective. (2023). Fan, Jiacheng ; Cui, Zhenyu ; Bi, Xiuchun ; Zhang, Shuguang ; Yuan, Lvning. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:156:y:2023:i:c:s0165188923001574. Full description at Econpapers || Download paper |
| 2023 | Extended gradient of convex function and capital allocation. (2023). Grechuk, Bogdan. In: European Journal of Operational Research. RePEc:eee:ejores:v:305:y:2023:i:1:p:429-437. Full description at Econpapers || Download paper |
| 2023 | Optimal management of DC pension fund under the relative performance ratio and VaR constraint. (2023). Xia, YI ; Liang, Zongxia ; Guan, Guohui. In: European Journal of Operational Research. RePEc:eee:ejores:v:305:y:2023:i:2:p:868-886. Full description at Econpapers || Download paper |
| 2023 | Optimal scenario-dependent multivariate shortfall risk measure and its application in risk capital allocation. (2023). Ma, Tiejun ; Xu, Huifu ; Wang, Wei. In: European Journal of Operational Research. RePEc:eee:ejores:v:306:y:2023:i:1:p:322-347. Full description at Econpapers || Download paper |
| 2023 | Portfolio selection: A target-distribution approach. (2023). Vrins, Frédéric ; Lassance, Nathan. In: European Journal of Operational Research. RePEc:eee:ejores:v:310:y:2023:i:1:p:302-314. Full description at Econpapers || Download paper |
| 2024 | Across-time risk-aware strategies for outperforming a benchmark. (2024). Li, Yuying ; Forsyth, Peter A ; van Staden, Pieter M. In: European Journal of Operational Research. RePEc:eee:ejores:v:313:y:2024:i:2:p:776-800. Full description at Econpapers || Download paper |
| 2024 | Robust insurance design with distortion risk measures. (2024). Jiang, Wenjun ; Boonen, Tim J. In: European Journal of Operational Research. RePEc:eee:ejores:v:316:y:2024:i:2:p:694-706. Full description at Econpapers || Download paper |
| 2023 | Nonparametric density estimation and risk quantification from tabulated sample moments. (2023). Lambert, Philippe. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:108:y:2023:i:c:p:177-189. Full description at Econpapers || Download paper |
| 2023 | Multiple per-claim reinsurance based on maximizing the Lundberg exponent. (2023). Zhou, Ming ; Wei, LI ; Meng, Hui. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:112:y:2023:i:c:p:33-47. Full description at Econpapers || Download paper |
| 2024 | Variance insurance contracts. (2024). Chi, Yichun ; Zhuang, Sheng Chao ; Yu, Xun. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:115:y:2024:i:c:p:62-82. Full description at Econpapers || Download paper |
| 2023 | Impact of systemic risk regulation on optimal policies and asset prices. (2023). Cui, Xuecan ; Bernard, Carole. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426622002011. Full description at Econpapers || Download paper |
| 2024 | Marginals versus copulas: Which account for more model risk in multivariate risk forecasting?. (2024). Weiss, Gregor ; Timphus, Maike ; Fritzsch, Simon. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:158:y:2024:i:c:s0378426623002261. Full description at Econpapers || Download paper |
| 2023 | Worst-case analysis of Omega-VaR ratio optimization model. (2023). Mansini, Renata ; Sharma, Amita ; Sehgal, Ruchika. In: Omega. RePEc:eee:jomega:v:114:y:2023:i:c:s0305048322001372. Full description at Econpapers || Download paper |
| 2024 | Selling options to beat the market: Further empirical evidence. (2024). Serna, Gregorio ; Balbas, Alejandro. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pb:s0275531923002453. Full description at Econpapers || Download paper |
| 2024 | A note on the induction of comonotonic additive risk measures from acceptance sets. (2024). Horta, Eduardo ; Righi, Marcelo B ; Moresco, Marlon R ; Santos, Samuel S. In: Statistics & Probability Letters. RePEc:eee:stapro:v:208:y:2024:i:c:s0167715224000130. Full description at Econpapers || Download paper |
| 2024 | Sluggish news reactions: A combinatorial approach for synchronizing stock jumps. (2024). Neely, Christopher ; Laurent, Sebastien ; Boudt, Kris ; Bouamara, Nabil. In: Working Papers. RePEc:fip:fedlwp:97969. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2024 | Combining risk measures to overcome their limitations - spectrum representation of the sub-additivity issue, distortion requirement and added-value of the Spatial VaR solution: An application to Regul. (2016). Hassani, Bertrand ; Guegan, Dominique. In: Post-Print. RePEc:hal:journl:halshs-01391103. Full description at Econpapers || Download paper |
| 2023 | Omega Compatibility: A Meta-analysis. (2023). Zhang, Xiang ; Maillet, Bertrand ; Caporin, Massimiliano ; Bernard, Carole. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:2:d:10.1007_s10614-022-10306-x. Full description at Econpapers || Download paper |
| 2023 | Simple approximative algorithms for free-support Wasserstein barycenters. (2023). von Lindheim, Johannes. In: Computational Optimization and Applications. RePEc:spr:coopap:v:85:y:2023:i:1:d:10.1007_s10589-023-00458-3. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | An optimal transport-based characterization of convex order. (2023). Erica, Zhang ; Johannes, Wiesel. In: Dependence Modeling. RePEc:vrs:demode:v:11:y:2023:i:1:p:15:n:1. Full description at Econpapers || Download paper |
Works by Steven Vanduffel:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2014 | Measuring Portfolio Risk under Partial Dependence Information In: LIDAM Discussion Papers ISBA. [Full Text][Citation analysis] | paper | 8 |
| 2018 | Measuring Portfolio Risk Under Partial Dependence Information.(2018) In: LIDAM Reprints ISBA. [Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2018 | MEASURING PORTFOLIO RISK UNDER PARTIAL DEPENDENCE INFORMATION.(2018) In: Journal of Risk & Insurance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | article | |
| 2014 | Rationalizing Investors Choice In: Papers. [Full Text][Citation analysis] | paper | 8 |
| 2015 | Rationalizing investors’ choices.(2015) In: Journal of Mathematical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | article | |
| 2014 | Optimal Payoffs under State-dependent Preferences In: Papers. [Full Text][Citation analysis] | paper | 9 |
| 2015 | Optimal payoffs under state-dependent preferences.(2015) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 2015 | Optimal payoffs under state-dependent preferences.(2015) In: Quantitative Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | article | |
| 2023 | Robust Distortion Risk Measures In: Papers. [Full Text][Citation analysis] | paper | 10 |
| 2023 | Cost-efficient Payoffs under Model Ambiguity In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Cost-efficient payoffs under model ambiguity.(2024) In: Finance and Stochastics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2023 | Coskewness under dependence uncertainty In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Coskewness under dependence uncertainty.(2023) In: Statistics & Probability Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2024 | Optimal Transport Divergences induced by Scoring Functions In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2009 | Buy-and-Hold Strategies and Comonotonic Approximations In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 1 |
| 2005 | Comonotonic Approximations for Optimal Portfolio Selection Problems In: Journal of Risk & Insurance. [Full Text][Citation analysis] | article | 23 |
| 2008 | Can a Coherent Risk Measure Be Too Subadditive? In: Journal of Risk & Insurance. [Full Text][Citation analysis] | article | 24 |
| 2012 | Optimal Capital Allocation Principles In: Journal of Risk & Insurance. [Full Text][Citation analysis] | article | 101 |
| 2009 | Optimal capital allocation principles.(2009) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 101 | paper | |
| 2014 | Financial Bounds for Insurance Claims In: Journal of Risk & Insurance. [Full Text][Citation analysis] | article | 3 |
| 2017 | Value-at-Risk Bounds With Variance Constraints In: Journal of Risk & Insurance. [Full Text][Citation analysis] | article | 16 |
| 2014 | Explicit Representation of Cost-Efficient Strategies In: Finance. [Full Text][Citation analysis] | article | 12 |
| 2014 | USING MODEL-INDEPENDENT LOWER BOUNDS TO IMPROVE PRICING OF ASIAN STYLE OPTIONS IN LÉVY MARKETS In: ASTIN Bulletin. [Full Text][Citation analysis] | article | 2 |
| 2024 | Model Risk Management In: Cambridge Books. [Citation analysis] | book | 0 |
| 2005 | On the evaluation of ‘saving-consumption’ plans In: Journal of Pension Economics and Finance. [Full Text][Citation analysis] | article | 2 |
| 2019 | A new efficiency test for ranking investments: Application to hedge fund performance In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2023 | ETF Basket-Adjusted Covariance estimation In: Journal of Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2012 | A provisioning problem with stochastic payments In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 2 |
| 2014 | Mean–variance optimal portfolios in the presence of a benchmark with applications to fraud detection In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 14 |
| 2017 | A stein type lemma for the multivariate generalized hyperbolic distribution In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 4 |
| 2019 | Optimal strategies under Omega ratio In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 9 |
| 2022 | Fair allocation of indivisible goods with minimum inequality or minimum envy In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 0 |
| 2023 | Optimal multivariate financial decision making In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 0 |
| 2003 | The hurdle-race problem In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 4 |
| 2008 | On the parameterization of the CreditRisk + model for estimating credit portfolio risk In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 7 |
| 2008 | Some results on the CTE-based capital allocation rule In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 33 |
| 2008 | Analytic bounds and approximations for annuities and Asian options In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 8 |
| 2009 | Bounds and approximations for sums of dependent log-elliptical random variables In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 10 |
| 2009 | Correlation order, merging and diversification In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 7 |
| 2018 | Upper bounds for strictly concave distortion risk measures on moment spaces In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 5 |
| 2020 | Range Value-at-Risk bounds for unimodal distributions under partial information In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 3 |
| 2015 | A new approach to assessing model risk in high dimensions In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 22 |
| 2020 | Optimal insurance in the presence of multiple policyholders In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 5 |
| 2020 | On the computation of Wasserstein barycenters In: Journal of Multivariate Analysis. [Full Text][Citation analysis] | article | 2 |
| 2019 | Equivalent distortion risk measures on moment spaces In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 0 |
| 2020 | Correlation matrices with average constraints In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 0 |
| 2024 | Up- and down-correlations in normal variance mixture models In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 0 |
| 2011 | Bounds for some general sums of random variables In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 0 |
| 2015 | Some Stein-type inequalities for multivariate elliptical distributions and applications In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 4 |
| 2001 | How to Determine the Capital Requirement for a Portfolio of Annuity Liabilities In: Review of Business and Economic Literature. [Full Text][Citation analysis] | article | 0 |
| 2005 | Optimal Portfolio Selection for Cash-Flows with Bounded Capital at Risk In: Review of Business and Economic Literature. [Full Text][Citation analysis] | article | 0 |
| 2007 | Comonotonicity In: Review of Business and Economic Literature. [Full Text][Citation analysis] | article | 50 |
| 2015 | Dependence Uncertainty Bounds for the Expectile of a Portfolio In: Risks. [Full Text][Citation analysis] | article | 3 |
| 2013 | Optimal payoffs under state-dependent constraints In: Post-Print. [Citation analysis] | paper | 1 |
| 2021 | A model-free approach to multivariate option pricing In: Review of Derivatives Research. [Full Text][Citation analysis] | article | 0 |
| 2010 | Thou shalt buy ‘simple’ structured products only In: Journal of Financial Transformation. [Citation analysis] | article | 1 |
| 2021 | Beta-Adjusted Covariance Estimation In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Rearrangement algorithm and maximum entropy In: Annals of Operations Research. [Full Text][Citation analysis] | article | 5 |
| 2018 | Block rearranging elements within matrix columns to minimize the variability of the row sums In: 4OR. [Full Text][Citation analysis] | article | 3 |
| 2020 | On the construction of optimal payoffs In: Decisions in Economics and Finance. [Full Text][Citation analysis] | article | 6 |
| 2017 | Risk bounds for factor models In: Finance and Stochastics. [Full Text][Citation analysis] | article | 14 |
| 2009 | A Note on the Suboptimality of Path-Dependent Pay-Offs in Levy Markets In: Applied Mathematical Finance. [Full Text][Citation analysis] | article | 3 |
| 2017 | How robust is the value-at-risk of credit risk portfolios? In: The European Journal of Finance. [Full Text][Citation analysis] | article | 12 |
| 2020 | The variance implied conditional correlation In: The European Journal of Finance. [Full Text][Citation analysis] | article | 0 |
| 2019 | The variance implied conditional correlation.(2019) In: ULB Institutional Repository. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2014 | Optimal portfolios under worst-case scenarios In: Quantitative Finance. [Full Text][Citation analysis] | article | 0 |
| 2014 | Optimal portfolios under worst-case scenarios.(2014) In: ULB Institutional Repository. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2018 | Optimal portfolios under a correlation constraint In: Quantitative Finance. [Full Text][Citation analysis] | article | 4 |
| 2021 | When do two- or three-fund separation theorems hold? In: Quantitative Finance. [Full Text][Citation analysis] | article | 1 |
| 2022 | The optimal payoff for a Yaari investor In: Quantitative Finance. [Full Text][Citation analysis] | article | 2 |
| In: . [Full Text][Citation analysis] | article | 0 | |
| In: . [Full Text][Citation analysis] | article | 0 | |
| In: . [Full Text][Citation analysis] | article | 1 | |
| 2019 | Optimal portfolio choice with benchmarks In: Journal of the Operational Research Society. [Full Text][Citation analysis] | article | 1 |
| 2010 | “Weighted Pricing Functionals with Applications to Insurance: An Overview,” Edward Furman and Ricardas Zitikis, Vol. 13, No. 4, 2009 In: North American Actuarial Journal. [Full Text][Citation analysis] | article | 0 |
| 2011 | Improving the Design of Financial Products in a Multidimensional Black-Scholes Market In: North American Actuarial Journal. [Full Text][Citation analysis] | article | 1 |
| 2013 | Discussion on “Asymptotic Analysis of Multivariate Tail Conditional Expectations,” by Li Zhu and Haijun Li, Volume 16(3) In: North American Actuarial Journal. [Full Text][Citation analysis] | article | 0 |
| 2017 | Impact of Flexible Periodic Premiums on Variable Annuity Guarantees In: North American Actuarial Journal. [Full Text][Citation analysis] | article | 6 |
| 2005 | Comparing Approximations for Risk Measures of Sums of Nonindependent Lognormal Random Variables In: North American Actuarial Journal. [Full Text][Citation analysis] | article | 4 |
| 2015 | Quantile of a Mixture with Application to Model Risk Assessment In: Dependence Modeling. [Full Text][Citation analysis] | article | 3 |
| 2016 | Stat Trek. An interview with Christian Genest In: Dependence Modeling. [Full Text][Citation analysis] | article | 0 |
| 2016 | Distributions with given marginals: the beginnings: An interview with Giorgio Dall’Aglio In: Dependence Modeling. [Full Text][Citation analysis] | article | 1 |
| 2017 | The Vine Philosopher: An interview with Roger Cooke In: Dependence Modeling. [Full Text][Citation analysis] | article | 1 |
| 2017 | My introduction to copulas: An interview with Roger Nelsen In: Dependence Modeling. [Full Text][Citation analysis] | article | 1 |
| 2012 | AN EXPLICIT OPTION-BASED STRATEGY THAT OUTPERFORMS DOLLAR COST AVERAGING In: International Journal of Theoretical and Applied Finance (IJTAF). [Full Text][Citation analysis] | article | 6 |
| 2018 | OPTIMAL PORTFOLIO UNDER STATE-DEPENDENT EXPECTED UTILITY In: International Journal of Theoretical and Applied Finance (IJTAF). [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team