Mathematical Finance

Raw citation data, Impact Factor, Immediacy Index, Published documents, Citations received, , Most cited papers , Recent citations and documents published in this series in EconPapers.

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Raw data:
IF AIF DOC CIT D2Y C2Y SC(%) CiY II AII 1996 0.18 0 0 0 0.09 1997 0.21 0 0 0 0.08 1998 0.25 0 0 0 0.1 1999 0.32 0 0 0 0.15 2000 0.43 0 0 0 0.19 2001 0.41 0 0 0 0.17 2002 0.44 0 0 0 0.2 2003 0.47 0 0 0 0.22 2004 0.52 0 0 0 0.23 2005 0.56 0 0 0 0.25 2006 0.57 0 0 0 0.24 2007 0.48 6 3 0 0 0.22
IF: Impact Factor: C2Y / D2Y AIF: Average Impact Factor for series in RePEc in year y DOC: Number of documents published in year y CIT: Number of citations to the series in 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 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 IdI: Immediacy Index: CiY / Documents.   AII: Average Immediacy Index for series in RePEc in year y
Impact Factor:	Immediacy Index:
Documents published:	Citations received:

Most cited documents in this series:

(1) RePEc:bla:mathfi:v:11:y:2001:i:4:p:385-413 ().
Cited: 12 times.

(2) RePEc:bla:mathfi:v:15:y:2005:i:1:p:1-26 ().
Cited: 12 times.

(3) RePEc:bla:mathfi:v:11:y:2001:i:4:p:447-474 ().
Cited: 10 times.

(4) RePEc:bla:mathfi:v:15:y:2005:i:2:p:203-212 ().
Cited: 8 times.

(5) RePEc:bla:mathfi:v:11:y:2001:i:1:p:1-31 ().
Cited: 6 times.

(6) RePEc:bla:mathfi:v:13:y:2003:i:3:p:383-410 ().
Cited: 5 times.

(7) RePEc:bla:mathfi:v:14:y:2004:i:1:p:115-129 ().
Cited: 5 times.

(8) RePEc:bla:mathfi:v:14:y:2004:i:4:p:515-536 ().
Cited: 5 times.

(9) RePEc:bla:mathfi:v:11:y:2001:i:2:p:245-265 ().
Cited: 3 times.

(10) RePEc:bla:mathfi:v:15:y:2005:i:4:p:589-612 ().
Cited: 3 times.

(11) RePEc:bla:mathfi:v:18:y:2008:i:2:p:269-292 OPTIMAL RISK SHARING FOR LAW INVARIANT MONETARY UTILITY FUNCTIONS (2008).
Cited: 3 times.

(12) RePEc:bla:mathfi:v:16:y:2006:i:1:p:131-151 ().
Cited: 3 times.

(13) RePEc:bla:mathfi:v:19:y:2009:i:1:p:73-97 MODELING THE RECOVERY RATE IN A REDUCED FORM MODEL (2009).
Cited: 3 times.

(14) RePEc:bla:mathfi:v:11:y:2001:i:3:p:331-346 ().
Cited: 3 times.

(15) RePEc:bla:mathfi:v:13:y:2003:i:3:p:411-444 ().
Cited: 3 times.

(16) RePEc:bla:mathfi:v:15:y:2005:i:1:p:61-97 ().
Cited: 3 times.

(17) RePEc:bla:mathfi:v:13:y:2003:i:4:p:445-466 ().
Cited: 3 times.

(18) RePEc:bla:mathfi:v:12:y:2002:i:2:p:135-142 ().
Cited: 3 times.

(19) RePEc:bla:mathfi:v:16:y:2006:i:4:p:589-612 ().
Cited: 2 times.

(20) RePEc:bla:mathfi:v:17:y:2007:i:4:p:599-627 DYNAMIC INDIFFERENCE VALUATION VIA CONVEX RISK MEASURES (2007).
Cited: 2 times.

(21) RePEc:bla:mathfi:v:15:y:2005:i:4:p:613-634 ().
Cited: 2 times.

(22) RePEc:bla:mathfi:v:18:y:2008:i:3:p:385-426 BEHAVIORAL PORTFOLIO SELECTION IN CONTINUOUS TIME (2008).
Cited: 2 times.

(23) RePEc:bla:mathfi:v:11:y:2001:i:1:p:97-115 ().
Cited: 2 times.

(24) RePEc:bla:mathfi:v:13:y:2003:i:2:p:301-330 ().
Cited: 2 times.

(25) RePEc:bla:mathfi:v:18:y:2008:i:1:p:77-114 TERM STRUCTURES OF IMPLIED VOLATILITIES: ABSENCE OF ARBITRAGE AND EXISTENCE RESULTS (2008).
Cited: 2 times.

(26) RePEc:bla:mathfi:v:11:y:2001:i:1:p:117-151 ().
Cited: 2 times.

(27) RePEc:bla:mathfi:v:14:y:2004:i:1:p:19-48 ().
Cited: 2 times.

(28) RePEc:bla:mathfi:v:18:y:2008:i:4:p:519-543 AN EQUILIBRIUM GUIDE TO DESIGNING AFFINE PRICING MODELS (2008).
Cited: 2 times.

(29) RePEc:bla:mathfi:v:17:y:2007:i:2:p:205-224 ().
Cited: 1 times.

(30) RePEc:bla:mathfi:v:11:y:2001:i:4:p:475-494 ().
Cited: 1 times.

(31) RePEc:bla:mathfi:v:14:y:2004:i:3:p:469-480 ().
Cited: 1 times.

(32) RePEc:bla:mathfi:v:16:y:2006:i:1:p:181-202 ().
Cited: 1 times.

(33) RePEc:bla:mathfi:v:11:y:2001:i:1:p:33-77 ().
Cited: 1 times.

(34) RePEc:bla:mathfi:v:13:y:2003:i:1:p:99-113 ().
Cited: 1 times.

(35) RePEc:bla:mathfi:v:16:y:2006:i:4:p:673-694 ().
Cited: 1 times.

(36) RePEc:bla:mathfi:v:19:y:2009:i:3:p:487-521 PORTFOLIO SELECTION WITH MONOTONE MEAN-VARIANCE PREFERENCES (2009).
Cited: 1 times.

(37) RePEc:bla:mathfi:v:11:y:2001:i:4:p:415-445 ().
Cited: 1 times.

(38) RePEc:bla:mathfi:v:14:y:2004:i:2:p:223-248 ().
Cited: 1 times.

(39) RePEc:bla:mathfi:v:18:y:2008:i:1:p:55-76 OPTIMAL CAPITAL AND RISK TRANSFERS FOR GROUP DIVERSIFICATION (2008).
Cited: 1 times.

(40) RePEc:bla:mathfi:v:13:y:2003:i:1:p:171-185 ().
Cited: 1 times.

(41) RePEc:bla:mathfi:v:15:y:2005:i:1:p:119-168 ().
Cited: 1 times.

(42) RePEc:bla:mathfi:v:15:y:2005:i:4:p:649-651 ().
Cited: 1 times.

(43) RePEc:bla:mathfi:v:13:y:2003:i:1:p:115-134 ().
Cited: 1 times.

(44) RePEc:bla:mathfi:v:14:y:2004:i:4:p:605-618 ().
Cited: 1 times.

(45) RePEc:bla:mathfi:v:16:y:2006:i:3:p:495-517 ().
Cited: 1 times.

(46) RePEc:bla:mathfi:v:18:y:2008:i:4:p:613-627 A MODEL OF OPTIMAL CONSUMPTION UNDER LIQUIDITY RISK WITH RANDOM TRADING TIMES (2008).
Cited: 1 times.

(47) RePEc:bla:mathfi:v:11:y:2001:i:3:p:285-314 ().
Cited: 1 times.

(48) RePEc:bla:mathfi:v:17:y:2007:i:2:p:285-306 ().
Cited: 1 times.

(49) RePEc:bla:mathfi:v:12:y:2002:i:1:p:23-43 ().
Cited: 1 times.

(50) RePEc:bla:mathfi:v:14:y:2004:i:4:p:487-513 ().
Cited: 1 times.

Recent citations received in: | 2007 | 2006 | 2005 | 2004

Recent citations received in: 2007

Recent citations received in: 2006

Recent citations received in: 2005

Recent citations received in: 2004

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.