Most cited documents in this series:

Year	Title	Cited
2000	Decision analysis using targets instead of utility functions RePEc:spr:decfin:v:23:y:2000:i:1:p:53-74 [Citation Analysis]	15
2004	Conditional comonotonicity RePEc:spr:decfin:v:27:y:2004:i:2:p:153-166 [Citation Analysis]	8
2000	Normal approximations by Steins method RePEc:spr:decfin:v:23:y:2000:i:1:p:15-29 [Citation Analysis]	4
2008	Unawareness, priors and posteriors RePEc:spr:decfin:v:31:y:2008:i:2:p:81-94 [Citation Analysis]	4
1998	A three-moment based portfolio selection model RePEc:spr:decfin:v:21:y:1998:i:1:p:25-48 [Citation Analysis]	3
2000	Measuring the set of blocking coalitions in infinite dimensional economies RePEc:spr:decfin:v:23:y:2000:i:2:p:101-120 [Citation Analysis]	3
2004	A two-step simulation procedure to analyze the exercise features of American options RePEc:spr:decfin:v:27:y:2004:i:1:p:35-56 [Citation Analysis]	3
1997	Su Una Estensione Bidimensionale del Teorema di Scomposizione di Peccati RePEc:spr:decfin:v:20:y:1997:i:2:p:169-185 [Citation Analysis]	3
2001	Homothetic preferences on star-shaped sets RePEc:spr:decfin:v:24:y:2001:i:1:p:41-47 [Citation Analysis]	3
2003	Income taxation when markets are incomplete RePEc:spr:decfin:v:26:y:2003:i:2:p:97-128 [Citation Analysis]	3
1996	On the aubin-like characterization of competitive equilibria in infinite dimensional economies RePEc:spr:decfin:v:19:y:1996:i:1:p:187-203 [Citation Analysis]	3
2000	A uniqueness theorem for convex-ranged probabilities RePEc:spr:decfin:v:23:y:2000:i:2:p:121-132 [Citation Analysis]	3
2006	On the relationship between absolute prudence and absolute risk aversion RePEc:spr:decfin:v:29:y:2006:i:2:p:155-160 [Citation Analysis]	2
2006	Notes and Comments: Stochastic demand correspondences and their aggregation properties RePEc:spr:decfin:v:29:y:2006:i:1:p:55-69 [Citation Analysis]	2
2001	Optimality in a financial economy with outside money and restricted participation RePEc:spr:decfin:v:24:y:2001:i:1:p:1-19 [Citation Analysis]	2
1999	Existence of a convex extension of a preference relation RePEc:spr:decfin:v:22:y:1999:i:1:p:5-11 [Citation Analysis]	2
2003	Representing complete and incomplete subjective linear preferences on random numbers RePEc:spr:decfin:v:26:y:2003:i:2:p:129-144 [Citation Analysis]	2
2001	notes and comments: A note on mixture sets in decision theory RePEc:spr:decfin:v:24:y:2001:i:1:p:59-69 [Citation Analysis]	1
1990	Forecasting quarterly movements of the lira/pound-sterling exchange rate: Random walks, drift, seasonality and variable parameters RePEc:spr:decfin:v:13:y:1990:i:1:p:23-42 [Citation Analysis]	1
1994	Continuous and discrete models in finance, in particular for stochastic interest rates RePEc:spr:decfin:v:17:y:1994:i:2:p:3-20 [Citation Analysis]	1
1992	A generalization of the indiscernibility relation for rough set analysis of quantitative information RePEc:spr:decfin:v:15:y:1992:i:1:p:65-78 [Citation Analysis]	1
2011	On robust asymmetric equilibria in asymmetric R&D-driven growth economies RePEc:spr:decfin:v:34:y:2011:i:1:p:67-84 [Citation Analysis]	1
1994	Recent progresses in Multicriteria Decision-Aid RePEc:spr:decfin:v:17:y:1994:i:2:p:21-32 [Citation Analysis]	1
1991	On the decomposition of stochastic discounted cash flows RePEc:spr:decfin:v:14:y:1991:i:2:p:59-73 [Citation Analysis]	1
2010	Dynamic voluntary provision of public goods with uncertainty: a stochastic differential game model RePEc:spr:decfin:v:33:y:2010:i:2:p:97-116 [Citation Analysis]	1
1997	Semicontinuous utility functions in topological spaces RePEc:spr:decfin:v:20:y:1997:i:1:p:111-116 [Citation Analysis]	1
2006	An overlapping generations model with non-ordered preferences and numeraire-incomplete markets* RePEc:spr:decfin:v:28:y:2006:i:2:p:95-112 [Citation Analysis]	1
1994	Nuove classi di funzioni scalari concave generalizzate RePEc:spr:decfin:v:17:y:1994:i:1:p:35-52 [Citation Analysis]	1
2003	Notes and Comments: The numeraire portfolio in financial markets modeled by a multi-dimensional jump diffusion process RePEc:spr:decfin:v:26:y:2003:i:2:p:153-166 [Citation Analysis]	1
1991	The internal rate of return of fuzzy cash flow RePEc:spr:decfin:v:14:y:1991:i:2:p:3-13 [Citation Analysis]	1
2000	Linearity properties of a three-moments portfolio model RePEc:spr:decfin:v:23:y:2000:i:2:p:133-150 [Citation Analysis]	1
1993	A numerical representation of semiorders on a countable set RePEc:spr:decfin:v:16:y:1993:i:2:p:15-19 [Citation Analysis]	1
1991	Approximating the solution of an integral equation arising in the theory of risk: A comment RePEc:spr:decfin:v:14:y:1991:i:1:p:3-7 [Citation Analysis]	1
2007	Linear cumulative prospect theory with applications to portfolio selection and insurance demand RePEc:spr:decfin:v:30:y:2007:i:1:p:1-18 [Citation Analysis]	1
1996	Market economies with many commodities RePEc:spr:decfin:v:19:y:1996:i:1:p:113-185 [Citation Analysis]	1
2004	Galerkin infinite element approximation for pricing barrier options and options with discontinuous payoff RePEc:spr:decfin:v:27:y:2004:i:2:p:125-151 [Citation Analysis]	1
1992	Un modello non lineare sul funzionamento dei mercati azionari RePEc:spr:decfin:v:15:y:1992:i:1:p:79-92 [Citation Analysis]	1

Citing documents used to compute impact factor 1:

Year	Title	See
2011	Analytic solutions for infinite horizon stochastic optimal control problems via finite horizon approximation: A practical guide RePEc:eee:matsoc:v:61:y:2011:i:3:p:146-151	[Citation Analysis]

Cites in year: CiY