International Center for Financial Asset Management and Engineering / FAME Research Paper Series

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 0.08 1997 0.18 0 0 0 0.09 1998 0.2 0 0 0 0.12 1999 0.27 0 0 0 0.16 2000 0.37 0 0 0 0.19 2001 0.37 0 0 0 0.18 2002 0.4 0 0 0 0.19 2003 0.41 0 0 0 0.2 2004 0.46 0 0 0 0.22 2005 0.47 0 0 0 0.27 2006 0.5 0 0 0 0.27 2007 0.43 0 0 0 0.22 2008 0.41 0 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:fam:rpseri:rp13 European Financial Markets After EMU: A First Assessment ().
Cited: 23 times.

(2) RePEc:fam:rpseri:rp11 Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets ().
Cited: 16 times.

(3) RePEc:fam:rpseri:rp84 European Financial Integration and Equity Returns: A Theory-Based Assessment ().
Cited: 13 times.

(4) RePEc:fam:rpseri:rp130 Financial Intermediation and the Costs of Trading in an Opaque Market ().
Cited: 12 times.

(5) RePEc:fam:rpseri:rp34 Variable Selection for Portfolio Choice ().
Cited: 11 times.

(6) RePEc:fam:rpseri:rp156 Rational Inattention: A Solution to the Forward Discount Puzzle ().
Cited: 10 times.

(7) RePEc:fam:rpseri:rp81 Does Poor Legal Enforcement Make Households Credit-Constrained? ().
Cited: 9 times.

(8) RePEc:fam:rpseri:rp100 Mutual Fund Flows and Performance in Rational Markets ().
Cited: 6 times.

(9) RePEc:fam:rpseri:rp57 Nonparametric Estimation of Copulas for Time Series ().
Cited: 5 times.

(10) RePEc:fam:rpseri:rp155 Can Information Heterogeneity Explain the Exchange Rate Determination? ().
Cited: 5 times.

(11) RePEc:fam:rpseri:rp5 Who Should Buy Long-Term Bonds? ().
Cited: 3 times.

(12) RePEc:fam:rpseri:rp117 Equity Returns and Integration: Is Europe Changing? ().
Cited: 3 times.

(13) RePEc:fam:rpseri:rp67 Linear-Quadratic Jump-Diffusion Modeling with Application to Stochastic Volatility ().
Cited: 3 times.

(14) RePEc:fam:rpseri:rp76 Profitable Innovation Without Patent Protection: The Case of Derivatives. ().
Cited: 3 times.

(15) RePEc:fam:rpseri:rp99 Irreversible Investment with Regime Shifts ().
Cited: 2 times.

(16) RePEc:fam:rpseri:rp35 Country, Sector or Style: What Matters Most When Constructing Global Equity Portfolios? An Empirical Investigation from 1990-2001 ().
Cited: 2 times.

(17) RePEc:fam:rpseri:rp32 Portfolio Diversification: Alive and Well in Euroland! ().
Cited: 2 times.

(18) RePEc:fam:rpseri:rp18 Extreme Value Theory for Tail-Related Risk Measures ().
Cited: 2 times.

(19) RePEc:fam:rpseri:rp110 Higher Order Expectations in Asset Pricing ().
Cited: 2 times.

(20) RePEc:fam:rpseri:rp69 Conditional Dependency of Financial Series: The Copula-GARCH Model ().
Cited: 2 times.

(21) RePEc:fam:rpseri:rp119 A Simple Alternative House Price Index Method ().
Cited: 2 times.

(22) RePEc:fam:rpseri:rp132 Conditional Asset Allocation under Non-Normality: How Costly is the Mean-Variance Criterion? ().
Cited: 1 times.

(23) RePEc:fam:rpseri:rp112 Nonparametric Estimation of Conditional Expected Shortfall ().
Cited: 1 times.

(24) RePEc:fam:rpseri:rp7 Optimal Catastrophe Insurance with Multiple Catastrophes ().
Cited: 1 times.

(25) RePEc:fam:rpseri:rp88 The Macroeconomics of Delegated Management ().
Cited: 1 times.

(26) RePEc:fam:rpseri:rp151 Spatial Dependence, Housing Submarkets, and House Prices ().
Cited: 1 times.

(27) RePEc:fam:rpseri:rp68 The capital structure of Swiss companies: an empirical analysis using dynamic panel data ().
Cited: 1 times.

(28) RePEc:fam:rpseri:rp126 The Dynamics of Mergers and Acquisitions ().
Cited: 1 times.

(29) RePEc:fam:rpseri:rp107 Theory and Calibration of Swap Market Models ().
Cited: 1 times.

(30) RePEc:fam:rpseri:rp138 Growth Options in General Equilibrium: Some Asset Pricing Implications ().
Cited: 1 times.

(31) RePEc:fam:rpseri:rp66 Optimal asset allocation for pension funds under mortality risk during the accumulation and ecumulation phases ().
Cited: 1 times.

(32) RePEc:fam:rpseri:rp122 Investment under Uncertainty and Incomplete Markets ().
Cited: 1 times.

(33) RePEc:fam:rpseri:rp77 Competition Between Stock Exchanges: A Survey ().
Cited: 1 times.

(34) RePEc:fam:rpseri:rp101 Mortality Risk and Real Optimal Asset Allocation for Pension Funds ().
Cited: 1 times.

(35) RePEc:fam:rpseri:rp133 Are European Corporate Bond and Default Swap Markets Segmented? ().
Cited: 1 times.

(36) RePEc:fam:rpseri:rp16 Prospect Theory and Asset Prices ().
Cited: 1 times.

(37) RePEc:fam:rpseri:rp72 Are practitioners right? On the relative importance of industrial factors in international stock returns ().
Cited: 1 times.

(38) RePEc:fam:rpseri:rp48 A Geometric Approach to Multiperiod Mean Variance Optimization of Assets and Liabilities ().
Cited: 1 times.

(39) RePEc:fam:rpseri:rp93 A Simple Calibration Procedure of Stochastic Volatility Models with Jumps by Short Term Asymptotics ().
Cited: 1 times.

(40) RePEc:fam:rpseri:rp129 House Prices, Fundamentals and Inflation ().
Cited: 1 times.

(41) RePEc:fam:rpseri:rp108 SOME STATISTICAL PITFALLS IN COPULA MODELING FOR FINANCIAL APPLICATIONS ().
Cited: 1 times.

(42) RePEc:fam:rpseri:rp147 Equity and Neutrality in Housing Taxation ().
Cited: 1 times.

(43) RePEc:fam:rpseri:rp125 Capital Structure, Credit Risk, and Macroeconomic Conditions ().
Cited: 1 times.

(44) RePEc:fam:rpseri:rp31 EMU and Portfolio Diversification Opportunities ().
Cited: 1 times.

(45) RePEc:fam:rpseri:rp78 Why Government Bonds Are Sold by Auction and Corporate Bonds by Posted-Price Selling ().
Cited: 1 times.

(46) RePEc:fam:rpseri:rp103 Portfolio Optimization with Concave Transaction Costs ().
Cited: 1 times.

(47) RePEc:fam:rpseri:rp136 Direct Preference Wealth in Aggregate Household Portfolios ().
Cited: 1 times.

(48) RePEc:fam:rpseri:rp59 Implicit Forward Rents as Predictors of Future Rents ().
Cited: 1 times.

(49) RePEc:fam:rpseri:rp163 False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas ().
Cited: 1 times.

Recent citations received in: | 2008 | 2007 | 2006 | 2005

Recent citations received in: 2008

Recent citations received in: 2007

Recent citations received in: 2006

Recent citations received in: 2005

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Source data used to compute the impact factor of RePEc series.