EconWPA / Risk and Insurance
Raw citation data, Impact Factor, Immediacy Index, Published documents, Citations received, , Most cited papers , Latest citations and documents published in this series in EconPapers.
  Most cited documents in this series: (1) RePEc:wpa:wuwpri:0501003 Interest-rate risk in the Indian banking system (2005). EconWPA / Risk and Insurance Cited: 3 times. (2) RePEc:wpa:wuwpri:0404001 Optimization of Convex Risk Functions (2004). EconWPA / Risk and Insurance Cited: 3 times. (3) RePEc:wpa:wuwpri:0403001 Value-at-Risk and Expected Shortfall for Linear Portfolios with elliptically distributed RisK Factors (2004). EconWPA / Risk and Insurance Cited: 3 times. (4) RePEc:wpa:wuwpri:0506002 A Fast Algorithm for Computing Expected Loan Portfolio Tranche Loss in the Gaussian Factor Model. (2005). EconWPA / Risk and Insurance Cited: 2 times. (5) RePEc:wpa:wuwpri:0306002 Dynamic Financial Analysis - Understanding Risk and Value Creation in Insurance (2003). EconWPA / Risk and Insurance Cited: 1 times. (6) RePEc:wpa:wuwpri:0509001 Value-at-Risk: The Delta-normal Approach (2005). EconWPA / Risk and Insurance Cited: 1 times. (7) RePEc:wpa:wuwpri:0308003 From Fault Tree to Credit Risk Assessment: An Empirical Attempt (2003). EconWPA / Risk and Insurance Cited: 1 times. (8) RePEc:wpa:wuwpri:0404002 Conditional Risk Mappings (2005). EconWPA / Risk and Insurance Cited: 1 times. Latest citations received in: | 2003 | 2002 | 2001 | 2000 Latest citations received in: 2003 (1) RePEc:wpa:wuwpri:0311001 Performance and Risk Measurement Challenges For Hedge Funds: Empirical Considerations (2003). EconWPA / Risk and Insurance Latest citations received in: 2002 Latest citations received in: 2001 Latest citations received in: 2000 Warning!! This is still an experimental service. The results of this service should be interpreted with care, especially in research assessment exercises. The processing of documents is automatic. There still are errors and omissions in the identification of references. We are working to improve the software to increase the accuracy of the results. Source data used to compute the impact factor of RePEc series.
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