Last updated July, 3 2014 639.049 documents processed, 16.613.935 references and 6.218.529 citations

Decisions in Economics and Finance / Springer

[Raw data] [Main indicators] [Most cited papers] [cites used to compute the impact factor] [Recent citations ][documents published in EconPapers] [Keep updated about new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators

Raw data:

IF AIF DOC CDO CCU CIF CIT D2Y C2Y %SC CiY II AII
19900.09111101000.04
19910.09819031100.04
19920.091231041900.04
19930.11344032000.05
19940.040.11135720.0442511000.05
19950.080.2177430.040262500.08
19960.24108430.04430010.10.1
19970.31296072700.11
19980.29710330.0342200.11
19990.34711010.0141900.15
20000.42811830.033114010.130.16
20010.070.441213030.021815100.17
20020.150.4513050.04020300.2
20030.170.47513560.04712200.2
20040.53814340.0319500.22
20050.56214560.0401300.23
20060.20.55815380.051410200.22
20070.47615940.0341000.19
20080.210.59168100.06614300.21
20090.20.5111179200.11115300.21
20100.050.4710189100.05520100.17
20110.050.557196100.05321100.22
20120.180.678204180.09017333.30.26
20130.070.9211215140.07015100.34
20140.681022580.0401900.24
 
 
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CCU: Cumulative number of citations to papers published until year y
CIF: Cumulative impact factor
CIT: Number of citations to papers published 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
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y

 

Most cited documents in this series:

YearTitleCited
2000Decision analysis using targets instead of utility functions. (2000). LiCalzi, Marco ; Bordley, Robert . In: Decisions in Economics and Finance. RePEc:spr:decfin:v:23:y:2000:i:1:p:53-74.

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18
2004Conditional comonotonicity. (2004). NAPP, Clotilde ; Jouini, Elyès. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:27:y:2004:i:2:p:153-166.

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14
2006Taxes and money in incomplete financial markets. (2006). villanacci, antonio ; del Mercato, Elena. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:29:y:2006:i:1:p:23-54.

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6
2000Normal approximations by Steins method. (2000). Rinott, Yosef ; Rotar, Vladimir. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:23:y:2000:i:1:p:15-29.

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6
2001Option pricing by large risk aversion utility¶under transaction costs. (2001). Кабанов, Юрий ; Bouchard, B. ; Touzi, N. ; Yu. M. Kabanov, . In: Decisions in Economics and Finance. RePEc:spr:decfin:v:24:y:2001:i:2:p:127-136.

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4
1998A three-moment based portfolio selection model. (1998). Gamba, Andrea ; Rossi, Francesco . In: Decisions in Economics and Finance. RePEc:spr:decfin:v:21:y:1998:i:1:p:25-48.

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4
2001Efficient Monte Carlo pricing of European options¶using mean value control variates. (2001). Pellizzari, Paolo. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:24:y:2001:i:2:p:107-126.

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4
2008Unawareness, priors and posteriors. (2008). modica, salvatore. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:31:y:2008:i:2:p:81-94.

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4
2003Income taxation when markets are incomplete. (2003). Tirelli, Mario. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:26:y:2003:i:2:p:97-128.

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4
2001Optimality in a financial economy with outside money and restricted participation. (2001). Carosi, Laura . In: Decisions in Economics and Finance. RePEc:spr:decfin:v:24:y:2001:i:1:p:1-19.

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4
2004A two-step simulation procedure to analyze the exercise features of American options. (2004). pianca, paolo ; Nardon, Martina ; Basso, Antonella. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:27:y:2004:i:1:p:35-56.

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3
2007Linear cumulative prospect theory with applications to portfolio selection and insurance demand. (2007). Schmidt, Ulrich ; Zank, Horst . In: Decisions in Economics and Finance. RePEc:spr:decfin:v:30:y:2007:i:1:p:1-18.

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3
1997Su Una Estensione Bidimensionale del Teorema di Scomposizione di Peccati. (1997). Pressacco, Flavio ; Stucchi, Patrizia . In: Decisions in Economics and Finance. RePEc:spr:decfin:v:20:y:1997:i:2:p:169-185.

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3
2006On the relationship between absolute prudence and absolute risk aversion. (2006). Menegatti, Mario ; Maggi, Mario ; Magnani, Umberto. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:29:y:2006:i:2:p:155-160.

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3
2001notes and comments: A note on mixture sets in decision theory. (2001). Mongin, Philippe. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:24:y:2001:i:1:p:59-69.

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3
1997Twenty years of fuzzy preference structures (1978–1997). (1997). Baets, Bernard ; Fodor, Janos. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:20:y:1997:i:1:p:45-66.

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3
2010Dynamic voluntary provision of public goods with uncertainty: a stochastic differential game model. (2010). Ewald, Christian-Oliver ; Wang, Wen-Kai . In: Decisions in Economics and Finance. RePEc:spr:decfin:v:33:y:2010:i:2:p:97-116.

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3
2001Homothetic preferences on star-shaped sets. (2001). Maccheroni, Fabio. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:24:y:2001:i:1:p:41-47.

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3
2000Measuring the set of blocking coalitions in infinite dimensional economies. (2000). Graziano, Maria. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:23:y:2000:i:2:p:101-120.

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3
1996On the aubin-like characterization of competitive equilibria in infinite dimensional economies. (1996). Graziano, Maria ; Basile, Achille ; Simone, Anna. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:19:y:1996:i:1:p:187-203.

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3
1993On local relative stability. With special reference to economic applications. (1993). Boggio, Luciano . In: Decisions in Economics and Finance. RePEc:spr:decfin:v:16:y:1993:i:1:p:3-15.

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2
2006An overlapping generations model with non-ordered preferences and numeraire-incomplete markets*. (2006). SEGHIR, Abdelkrim. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:28:y:2006:i:2:p:95-112.

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2
2011Real options game analysis of sleeping patents. (2011). Leung, Chi ; Kwok, Yue . In: Decisions in Economics and Finance. RePEc:spr:decfin:v:34:y:2011:i:1:p:41-65.

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2
2000A uniqueness theorem for convex-ranged probabilities. (2000). Marinacci, Massimo. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:23:y:2000:i:2:p:121-132.

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2
1994Recent progresses in Multicriteria Decision-Aid. (1994). Vincke, Philippe . In: Decisions in Economics and Finance. RePEc:spr:decfin:v:17:y:1994:i:2:p:21-32.

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2
1999Existence of a convex extension of a preference relation. (1999). Scapparone, Paolo . In: Decisions in Economics and Finance. RePEc:spr:decfin:v:22:y:1999:i:1:p:5-11.

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2
1992Un modello non lineare sul funzionamento dei mercati azionari. (1992). Ghezzi, Luca . In: Decisions in Economics and Finance. RePEc:spr:decfin:v:15:y:1992:i:1:p:79-92.

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2
2003Representing complete and incomplete subjective linear preferences on random numbers. (2003). Girotto, Bruno ; Holzer, Silvano. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:26:y:2003:i:2:p:129-144.

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2
2006Notes and Comments: Stochastic demand correspondences and their aggregation properties. (2006). Alcantud, José. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:29:y:2006:i:1:p:55-69.

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2
2010Optimal prepayment and default rules for mortgage-backed securities. (2010). Vargiolu, Tiziano ; De Rossi, Giulia . In: Decisions in Economics and Finance. RePEc:spr:decfin:v:33:y:2010:i:1:p:23-47.

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2
1990Forecasting quarterly movements of the lira/pound-sterling exchange rate: Random walks, drift, seasonality and variable parameters. (1990). Pollock, A.. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:13:y:1990:i:1:p:23-42.

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1
1993A numerical representation of semiorders on a countable set. (1993). Bosi, Gianni. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:16:y:1993:i:2:p:15-19.

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1
2009Efficient quasi-Monte simulations for pricing high-dimensional path-dependent options. (2009). Sabino, Piergiacomo . In: Decisions in Economics and Finance. RePEc:spr:decfin:v:32:y:2009:i:1:p:49-65.

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1
2000Option pricing with stochastic volatility models. (2000). Herzel, Stefano. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:23:y:2000:i:2:p:75-99.

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1
1992Dini derivatives in optimization — Part I. (1992). Giorgi, G. ; Komlosi, S.. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:15:y:1992:i:1:p:3-30.

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1
1996Market economies with many commodities. (1996). Aliprantis, Charalambos ; Burkinshaw, Owen ; Border, Kim . In: Decisions in Economics and Finance. RePEc:spr:decfin:v:19:y:1996:i:1:p:113-185.

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1
2011On robust asymmetric equilibria in asymmetric R&D-driven growth economies. (2011). zamparelli, luca ; giordani, paolo. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:34:y:2011:i:1:p:67-84.

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1
2000Linearity properties of a three-moments portfolio model. (2000). Pressacco, Flavio ; Stucchi, Patrizia . In: Decisions in Economics and Finance. RePEc:spr:decfin:v:23:y:2000:i:2:p:133-150.

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1
1991On the decomposition of stochastic discounted cash flows. (1991). Beccacece, F. ; Calzi, M.. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:14:y:1991:i:2:p:59-73.

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1
1994Continuous and discrete models in finance, in particular for stochastic interest rates. (1994). Buhlmann, Hans . In: Decisions in Economics and Finance. RePEc:spr:decfin:v:17:y:1994:i:2:p:3-20.

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1
1999Stress testing techniques and value-at-risk measures: A unified approach. (1999). Lunga, Giovanni ; Cherubini, Umberto . In: Decisions in Economics and Finance. RePEc:spr:decfin:v:22:y:1999:i:1:p:77-99.

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1
1992Dini derivatives in optimization — Part II. (1992). Giorgi, G. ; Komlosi, S.. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:15:y:1992:i:2:p:3-24.

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1
2008Optimal consumption and investment under partial information. (2008). Sass, Jorn ; Putschogl, Wolfgang. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:31:y:2008:i:2:p:137-170.

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1
1991The internal rate of return of fuzzy cash flow. (1991). Biacino, L. ; Simonelli, M.. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:14:y:1991:i:2:p:3-13.

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1
2003Notes and Comments: The numeraire portfolio in financial markets modeled by a multi-dimensional jump diffusion process. (2003). Oertel, Frank ; Korn, Ralf ; Schal, Manfred . In: Decisions in Economics and Finance. RePEc:spr:decfin:v:26:y:2003:i:2:p:153-166.

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1
2006On pricing lookback options under the CEV process. (2006). Costabile, Massimo. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:29:y:2006:i:2:p:139-153.

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1
2004Galerkin infinite element approximation for pricing barrier options and options with discontinuous payoff. (2004). Sanfelici, Simona . In: Decisions in Economics and Finance. RePEc:spr:decfin:v:27:y:2004:i:2:p:125-151.

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1
1997Semicontinuous utility functions in topological spaces. (1997). Isler, Romano. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:20:y:1997:i:1:p:111-116.

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1
2008Path dependent volatility. (2008). Pascucci, Andrea ; Foschi, Paolo. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:31:y:2008:i:1:p:13-32.

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1
1991Approximating the solution of an integral equation arising in the theory of risk: A comment. (1991). Corradi, Corrado. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:14:y:1991:i:1:p:3-7.

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1

Citing documents used to compute impact factor 0:

YearTitleSee

Cites in year: CiY

Recent citations received in: 2011

YearTitleSee

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.