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Last updated December, 3 2015 760.408 documents processed, 20.499.313 references and 8.066.571 citations

ICER Working Papers - Applied Mathematics Series / ICER - International Centre for Economic Research


0.67

Impact Factor

0.23

5-Years IF

15

5-Years H index

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ]
[more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators


Raw data


IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.08000 (%)0.05
19910.08000 (%)0.05
19920.09000 (%)0.05
19930.1000 (%)0.05
19940.11000 (%)0.05
19950.15000 (%)0.1
19960.19000 (%)0.09
19970.2000 (%)0.08
19980.21000 (%)0.12
19990.27000 (%)0.15
20000.36000 (%)0.14
20010.361212161.33710018 (25.4%)50.420.17
20020.580.370.581022311.415212712713 (25%)30.30.18
200310.39115371403.781502222222215 (10%)80.530.18
20040.680.410.767441102.513251737284 (30.8%)40.570.18
20050.410.430.36650160.322622944165 (19.2%)0.22
20060.380.450.34757170.3113550171 (100%)0.19
20070.540.380.471471260.371913745211 (5.3%)10.070.17
20080.190.380.391081280.351921449191 (5.3%)0.17
20090.170.350.09586250.293244444 (%)0.17
20100.330.320.26490260.2921554211 (%)0.15
20110.110.410.15191280.312914061 (50%)0.2
20120.60.460.24192330.3653348 (%)0.21
20130.490.14294270.2952213 (%)210.22
20140.670.560.2394210.2232133 (%)0.3
 
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
IF5: Impact Factor: C5Y / D5Y
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
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
%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

 

50 most cited documents in this series:


[Click on heading to sort table]

YearTitleCited
2003A smooth model of decision making under ambiguity.. (2003). Klibanoff, Peter . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:11-2003.

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55
2001Risk, ambiguity, and the separation of utility and beliefs.. (2001). . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:21-2001.

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27
2003Ultramodular functions.. (2003). . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:13-2003.

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26
2001On Fragility of Bubbles in Equilibrium Asset Pricing Models of Lucas-Type.. (2001). . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:05-2001.

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22
2003Decision Making with Imprecise Probabilistic Information.. (2003). . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:18-2003.

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21
2002Optimal investment strategies and risk measures in defined contribution pension schemes.. (2002). Vigna, Elena ; Haberman, Steven . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:09-2002.

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20
2002Multivariate Option Pricing with Copulas.. (2002). Cherubini, Umberto . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:05-2002.

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20
2003Unequal uncertainties and uncertain inequalities: an axiomatic approach.. (2003). . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:15-2003.

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19
2001A subjective spin on roulette wheels.. (2001). Maccheroni, Fabio . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:17-2001.

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19
2001Expected utility theory without the completeness axiom.. (2001). Oki, Efe ; Maccheroni, Fabio . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:11-2001.

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19
2003Monotone Continuous Multiple Priors.. (2003). Chateauneuf, Alain ; Maccheroni, Fabio . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:30-2003.

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17
2003Positive value of information in games.. (2003). Bassan, Bruno ; Zamir, Shmuel . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:26-2003.

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17
2001Credit rationing, wealth inequality, and allocation of talent.. (2001). Ghatak, Maitreesh ; Sjostrom, Tomas ; Morelli, Massimo . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:23-2001.

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16
2002Ambiguity from the Differential Viewpoint.. (2002). Maccheroni, Fabio . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:17-2002.

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15
2005Non mean reverting affine processes for stochastic mortality.. (2005). Vigna, Elena . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:4-2005.

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15
2003Multidimensional generalized Gini indices.. (2003). . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:16-2003.

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15
2003Archimedean Copulae and Positive Dependence.. (2003). . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:25-2003.

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14
2001Random correspndences as bundles of random variables.. (2001). Castaldo, Adriana . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:12-2001.

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13
2002Coherence without Additivity.. (2002). Diecidue, Enrico ; Maccheroni, Fabio . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:10-2002.

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12
2002Insurance Premia Consistent with the Market.. (2002). Castagnoli, Erio ; Maccheroni, Fabio . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:24-2002.

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12
2001Yaari dual theory without the completeness axiom.. (2001). Maccheroni, Fabio . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:30-2001.

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12
2002Pricing Vulnerable Options with Copulas.. (2002). Cherubini, Umberto . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:06-2002.

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11
2002Wealth Polarization and Pulverization in Fractal Societies.. (2002). . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:39-2002.

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11
2007Modeling Long Memory and Structural Breaks in Conditional Variances: an Adaptive FIGARCH Approach. (2007). Morana, Claudio ; Baillie, Richard T.. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:11-2007.

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10
2002Certainty Independence and the Separation of Utility and Beliefs.. (2002). Maccheroni, Fabio . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:40-2002.

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10
2003Cores and stable sets of finite dimensional games.. (2003). . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:07-2003.

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10
2003Choquet insurance pricing: a caveat.. (2003). Castagnoli, Erio ; Maccheroni, Fabio . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:14-2003.

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9
2003Existence of solutions and asset pricing bubbles in general equilibrium models.. (2003). Mattalia, Claudio . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:02-2003.

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9
2003The convexity-cone approach to comparative risk and downside risk.. (2003). . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:01-2003.

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8
2008Bayesian nonparametric estimators derived from conditional Gibbs structures. (2008). Lijoi, Antonio ; Walker, Stephen G. ; Pruenster, Igor . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:06-2008.

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8
2005A Multivariate Jump-Driven Financial Asset Model.. (2005). Schoutens, Wim . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:6-2005.

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7
2001Subcalculus for set functions and cores of TU games.. (2001). . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:09-2001.

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7
2003A folk theorem for minority games.. (2003). Scarlatti, Sergio . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:10-2003.

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7
2003Some Counterexamples in Positive Dependence.. (2003). Hu, Taizhong . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:28-2003.

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6
2008Updating Choquet Integrals , Consequentialism and Dynamic Consistency. (2008). Toquebeuf, Pascal ; Kast, Robert . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:04-2008.

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5
2003Zonoids, Linear Dependence, and Size-Biased Distributions on the Simplex.. (2003). DallAglio, Marco . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:27-2003.

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5
2013When x Becomes x: Sameness and the Internal Consistency of Choice. (2013). Fink, Alexander ; Stratmann, Thomas ; Adamo, Stefano ; Penchev, Pencho ; Nenovsky, Nikolay ; Migheli, Matteo ; Hudik, Marek ; Ramello, Giovanni B. ; Lemennicier, Bertrand . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:06-2013.

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5
2004Contributions to the understanding of Bayesian consistency.. (2004). Lijoi, Antonio ; Walker, Stephen G. ; Prunster, Igor . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:13-2004.

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4
2004A strong law of large numbers for capacities.. (2004). Maccheroni, Fabio . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:28-2004.

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4
2004Portfolio Selection with Monotone Mean-Variance Preferences.. (2004). Rustichini, Aldo ; Maccheroni, Fabio . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:27-2004.

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3
2007A Bayesian Nonparametric Method for Prediction in EST Analysis. (2007). Lijoi, Antonio ; Mena, Ramses H. ; Prunster, Igor . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:16-2007.

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3
2001BV as a dual space.. (2001). Maccheroni, Fabio ; Ruckle, William H.. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:29-2001.

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3
2004Variational representation of preferences under ambiguity.. (2004). Rustichini, Aldo ; Maccheroni, Fabio . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:05-2004.

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3
2007Bank Efficiency and Banking Sector Development: the Case of Italy. (2007). Luciano, Elisa ; Regis, Luca . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:5-2007.

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3
2008Power distribution in the electoral body with an application to the Russian Parliament. (2008). Aleskerov, Fuad . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:11-2008.

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2
2010The Great Recession: US dynamics and spillovers to the world economy. (2010). Morana, Claudio ; Bagliano, Fabio C.. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:34-2010.

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2
2005Bayesian Inference via Classes of Normalized Random Measures.. (2005). Lijoi, Antonio ; James, Lancelot F. ; Pruenster, Igor . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:5-2005.

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2
2008Backward Stochastic PDEs Related to the Utility Maximization Problem. (2008). Mania, Michael ; Tevzadze, Revaz . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:07-2008.

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2
2011Delta and Gamma hedging of mortality and interest rate risk. (2011). Vigna, Elena ; Regis, Luca ; Luciano, Elisa . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:01-2011.

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2
2001Probabilistic sophistication and multiple priors.. (2001). . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:08-2001.

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2

50 most relevant documents in this series:


Papers most cited in the last two years. [Click on heading to sort table]

YearTitleCited
2002Optimal investment strategies and risk measures in defined contribution pension schemes.. (2002). Vigna, Elena ; Haberman, Steven . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:09-2002.

Full description at Econpapers || Download paper

8
2001On Fragility of Bubbles in Equilibrium Asset Pricing Models of Lucas-Type.. (2001). . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:05-2001.

Full description at Econpapers || Download paper

6
2001Risk, ambiguity, and the separation of utility and beliefs.. (2001). . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:21-2001.

Full description at Econpapers || Download paper

5
2013When x Becomes x: Sameness and the Internal Consistency of Choice. (2013). Fink, Alexander ; Stratmann, Thomas ; Adamo, Stefano ; Penchev, Pencho ; Nenovsky, Nikolay ; Migheli, Matteo ; Hudik, Marek ; Ramello, Giovanni B. ; Lemennicier, Bertrand . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:06-2013.

Full description at Econpapers || Download paper

5
2007Modeling Long Memory and Structural Breaks in Conditional Variances: an Adaptive FIGARCH Approach. (2007). Morana, Claudio ; Baillie, Richard T.. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:11-2007.

Full description at Econpapers || Download paper

5
2003Positive value of information in games.. (2003). Bassan, Bruno ; Zamir, Shmuel . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:26-2003.

Full description at Econpapers || Download paper

5
2003Unequal uncertainties and uncertain inequalities: an axiomatic approach.. (2003). . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:15-2003.

Full description at Econpapers || Download paper

4
2003Monotone Continuous Multiple Priors.. (2003). Chateauneuf, Alain ; Maccheroni, Fabio . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:30-2003.

Full description at Econpapers || Download paper

3
2005A Multivariate Jump-Driven Financial Asset Model.. (2005). Schoutens, Wim . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:6-2005.

Full description at Econpapers || Download paper

3
2008Bayesian nonparametric estimators derived from conditional Gibbs structures. (2008). Lijoi, Antonio ; Walker, Stephen G. ; Pruenster, Igor . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:06-2008.

Full description at Econpapers || Download paper

3
2007A Bayesian Nonparametric Method for Prediction in EST Analysis. (2007). Lijoi, Antonio ; Mena, Ramses H. ; Prunster, Igor . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:16-2007.

Full description at Econpapers || Download paper

2
2005Non mean reverting affine processes for stochastic mortality.. (2005). Vigna, Elena . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:4-2005.

Full description at Econpapers || Download paper

2
2003Decision Making with Imprecise Probabilistic Information.. (2003). . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:18-2003.

Full description at Econpapers || Download paper

2
2003Ultramodular functions.. (2003). . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:13-2003.

Full description at Econpapers || Download paper

2

Citing documents used to compute impact factor 2:


[Click on heading to sort table]

YearTitleSee
2014Estimating the Residential Land Damage of the Fukushima Accident. (2014). Yukutake, Norifumi . In: Discussion Papers. RePEc:hit:econdp:2014-18.

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[Citation Analysis]
2014Distant Event, Local Effects? Fukushima and the German Housing Market. (2014). Kvasnicka, Michael ; Bauer, Thomas K. ; Braun, Sebastian . In: Annual Conference 2014 (Hamburg): Evidence-based Economic Policy. RePEc:zbw:vfsc14:100297.

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[Citation Analysis]

Cites in year: CiY


Recent citations received in: 2013


[Click on heading to sort table]

YearTitleSee
2013Distant Event, Local Effects? Fukushima and the German Housing Market. (2013). Kvasnicka, Michael ; Bauer, Thomas K. ; Braun, Sebastian . In: Ruhr Economic Papers. RePEc:rwi:repape:0433.

Full description at Econpapers || Download paper

[Citation Analysis]
2013Distant Event, Local Effects? Fukushima and the German Housing Market. (2013). Bauer, Thomas K. ; Kvasnicka, Michael ; Braun, Sebastian . In: Ruhr Economic Papers. RePEc:zbw:rwirep:433.

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[Citation Analysis]

Recent citations received in: 2011


[Click on heading to sort table]

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.