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


0.5

Impact Factor

0.13

5-Years IF

16

5-Years H index

Main indicators


Raw data


IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.1000 (%)0.06
19910.09000 (%)0.05
19920.11000 (%)0.06
19930.14000 (%)0.07
19940.12000 (%)0.06
19950.16000 (%)0.1
19960.2000 (%)0.09
19970.21000 (%)0.09
19980.22000 (%)0.13
19990.28000 (%)0.16
20000.37000 (%)0.14
20010.361212161.33790018 (22.8%)50.420.17
20020.580.370.581022311.416312712713 (20.6%)30.30.18
20031.050.41.0515371413.811552223222315 (9.7%)80.530.19
20040.720.420.787441112.5215251837294 (26.7%)40.570.19
20050.410.430.36650160.322822944165 (17.9%)0.21
20060.460.450.44757220.39213650221 (50%)0.2
20070.540.390.491471270.382113745221 (4.8%)10.070.17
20080.190.390.391081280.352021449191 (5%)0.17
20090.170.370.11586250.293244445 (%)0.18
20100.330.330.26490270.321554211 (%)0.15
20110.110.410.15191300.332914061 (50%)0.2
20120.60.460.26192330.3653349 (%)0.21
20130.50.14294290.3172213 (%)31.50.21
20140.670.540.2394240.2632133 (%)0.26
20150.50.60.1394160.172181 (%)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:


#YearTitleCited
12003A smooth model of decision making under ambiguity.. (2003). Mukerji, Sujoy ; Marinacci, Massimo ; Klibanoff, Peter . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:11-2003.

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55
22001Risk, ambiguity, and the separation of utility and beliefs.. (2001). Marinacci, Massimo ; Ghirardato, Paolo. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:21-2001.

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30
32002Optimal investment strategies and risk measures in defined contribution pension schemes.. (2002). Vigna, Elena . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:09-2002.

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28
42001On Fragility of Bubbles in Equilibrium Asset Pricing Models of Lucas-Type.. (2001). Privileggi, Fabio ; Montrucchio, Luigi. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:05-2001.

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26
52003Ultramodular functions.. (2003). Montrucchio, Luigi ; Marinacci, Massimo. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:13-2003.

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26
62003Unequal uncertainties and uncertain inequalities: an axiomatic approach.. (2003). Maurin, Eric ; Gajdos, Thibault. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:15-2003.

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22
72003Decision Making with Imprecise Probabilistic Information.. (2003). Vergnaud, Jean-Christophe ; Tallon, Jean-Marc ; Gajdos, Thibault. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:18-2003.

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21
82001A subjective spin on roulette wheels.. (2001). Siniscalchi, Marciano ; Marinacci, Massimo ; Maccheroni, Fabio ; Ghirardato, Paolo. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:17-2001.

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20
92002Multivariate Option Pricing with Copulas.. (2002). luciano, elisa. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:05-2002.

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20
102001Expected utility theory without the completeness axiom.. (2001). Maccheroni, Fabio ; Dubra, Juan ; Oki, Efe. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:11-2001.

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19
112003Monotone Continuous Multiple Priors.. (2003). Tallon, Jean-Marc ; Marinacci, Massimo ; Maccheroni, Fabio ; Chateauneuf, Alain. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:30-2003.

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18
122002Ambiguity from the Differential Viewpoint.. (2002). Marinacci, Massimo ; Maccheroni, Fabio ; Ghirardato, Paolo. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:17-2002.

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17
132005Non mean reverting affine processes for stochastic mortality.. (2005). luciano, elisa ; Vigna, Elena . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:4-2005.

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17
142003Positive value of information in games.. (2003). Zamir, Shmuel ; Scarsini, Marco ; Gossner, Olivier ; Bassan, Bruno . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:26-2003.

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17
152001Credit rationing, wealth inequality, and allocation of talent.. (2001). Morelli, Massimo ; Ghatak, Maitreesh ; Sjostrom, Tomas . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:23-2001.

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16
162003Multidimensional generalized Gini indices.. (2003). Weymark, John ; Gajdos, Thibault. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:16-2003.

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16
172003Archimedean Copulae and Positive Dependence.. (2003). Scarsini, Marco ; Müller, Alfred. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:25-2003.

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14
182001Random correspndences as bundles of random variables.. (2001). Marinacci, Massimo. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:12-2001.

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13
192002Coherence without Additivity.. (2002). Maccheroni, Fabio ; Diecidue, Enrico . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:10-2002.

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12
202002Insurance Premia Consistent with the Market.. (2002). Marinacci, Massimo ; Maccheroni, Fabio ; Castagnoli, Erio . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:24-2002.

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12
212002Pricing Vulnerable Options with Copulas.. (2002). luciano, elisa. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:06-2002.

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12
222001Yaari 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
232007Modeling 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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11
242002Wealth Polarization and Pulverization in Fractal Societies.. (2002). Privileggi, Fabio ; Cozzi, Guido. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:39-2002.

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11
252002Certainty Independence and the Separation of Utility and Beliefs.. (2002). Marinacci, Massimo ; Maccheroni, Fabio ; Ghirardato, Paolo. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:40-2002.

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10
262003Cores and stable sets of finite dimensional games.. (2003). Montrucchio, Luigi ; Marinacci, Massimo. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:07-2003.

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10
272003Choquet insurance pricing: a caveat.. (2003). Marinacci, Massimo ; Maccheroni, Fabio ; Castagnoli, Erio . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:14-2003.

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9
282003Existence 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
292003The convexity-cone approach to comparative risk and downside risk.. (2003). Scarsini, Marco ; modica, salvatore. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:01-2003.

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8
302008Bayesian 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
312013When 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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7
322005A Multivariate Jump-Driven Financial Asset Model.. (2005). luciano, elisa ; Schoutens, Wim . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:6-2005.

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7
332001Subcalculus for set functions and cores of TU games.. (2001). Montrucchio, Luigi ; Marinacci, Massimo. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:09-2001.

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7
342003A folk theorem for minority games.. (2003). Scarsini, Marco ; Renault, Jérôme ; Scarlatti, Sergio . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:10-2003.

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7
352003Some Counterexamples in Positive Dependence.. (2003). Scarsini, Marco ; Müller, Alfred ; Hu, Taizhong . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:28-2003.

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6
362003Zonoids, Linear Dependence, and Size-Biased Distributions on the Simplex.. (2003). Scarsini, Marco ; DallAglio, Marco . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:27-2003.

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6
372008Updating Choquet Integrals , Consequentialism and Dynamic Consistency. (2008). Lapied, André ; Toquebeuf, Pascal ; Kast, Robert . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:04-2008.

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5
382004Variational representation of preferences under ambiguity.. (2004). Rustichini, Aldo ; Marinacci, Massimo ; Maccheroni, Fabio. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:05-2004.

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5
392007A 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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4
402004Contributions 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
412004A strong law of large numbers for capacities.. (2004). Marinacci, Massimo ; Maccheroni, Fabio. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:28-2004.

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4
422004Portfolio Selection with Monotone Mean-Variance Preferences.. (2004). Taboga, Marco ; Rustichini, Aldo ; Marinacci, Massimo ; Maccheroni, Fabio. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:27-2004.

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3
432001BV 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
442007Bank Efficiency and Banking Sector Development: the Case of Italy. (2007). Regis, Luca ; luciano, elisa. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:5-2007.

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3
452008Power 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
462010The Great Recession: US dynamics and spillovers to the world economy. (2010). MORANA, CLAUDIO ; Bagliano, Fabio. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:34-2010.

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2
472005Bayesian 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
482008Backward 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
492006Credit risk in pure jump structural models. (2006). luciano, elisa ; Fiorani, Filo. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:6-2006.

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2
502008Posterior analysis for some classes of nonparametric models. (2008). Lijoi, Antonio ; Walker, Stephen G. ; Pruenster, Igor . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:05-2008.

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2

50 most relevant documents in this series (papers most cited in the last two years)


#YearTitleCited
12002Optimal investment strategies and risk measures in defined contribution pension schemes.. (2002). Vigna, Elena . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:09-2002.

Full description at Econpapers || Download paper

11
22001On Fragility of Bubbles in Equilibrium Asset Pricing Models of Lucas-Type.. (2001). Privileggi, Fabio ; Montrucchio, Luigi. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:05-2001.

Full description at Econpapers || Download paper

7
32007Modeling 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
42013When 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

4
52003Positive value of information in games.. (2003). Zamir, Shmuel ; Scarsini, Marco ; Gossner, Olivier ; Bassan, Bruno . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:26-2003.

Full description at Econpapers || Download paper

4
62001Risk, ambiguity, and the separation of utility and beliefs.. (2001). Marinacci, Massimo ; Ghirardato, Paolo. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:21-2001.

Full description at Econpapers || Download paper

4
72003Unequal uncertainties and uncertain inequalities: an axiomatic approach.. (2003). Maurin, Eric ; Gajdos, Thibault. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:15-2003.

Full description at Econpapers || Download paper

4
82005A Multivariate Jump-Driven Financial Asset Model.. (2005). luciano, elisa ; Schoutens, Wim . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:6-2005.

Full description at Econpapers || Download paper

3
92003Monotone Continuous Multiple Priors.. (2003). Tallon, Jean-Marc ; Marinacci, Massimo ; Maccheroni, Fabio ; Chateauneuf, Alain. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:30-2003.

Full description at Econpapers || Download paper

3
102008Bayesian 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

2
112005Non mean reverting affine processes for stochastic mortality.. (2005). luciano, elisa ; Vigna, Elena . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:4-2005.

Full description at Econpapers || Download paper

2

Citing documents used to compute impact factor 1:


YearTitle
2015The determinants of open access publishing: survey evidence from Germany. (2015). Meierrieks, Daniel ; Scheufen, Marc ; Eger, Thomas . In: European Journal of Law and Economics. RePEc:kap:ejlwec:v:39:y:2015:i:3:p:475-503.

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Recent citations (cites in year: CiY)


Recent citations received in 2013

YearCiting document
2013.

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2013Distant event, local effects? Fukushima and the German housing market. (2013). Kvasnicka, Michael ; Braun, Sebastian ; Bauer, Thomas K. In: Kiel Working Papers. RePEc:zbw:ifwkwp:1857.

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

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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.

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 1 2016. Contact: CitEc Team