Citation analysis for Decisions in Economics and Finance / Springer

Decisions in Economics and Finance / Springer

0.14

Impact Factor

0.12

5-Years IF

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
1990		0.1		11	11			1	0		0		(%)			0.04
1991		0.09		8	19			4	11		11		2 (50%)			0.04
1992		0.1		12	31			3	19		19		1 (33.3%)			0.04
1993		0.11		13	44			3	20		31		1 (33.3%)			0.05
1994	0.04	0.12	0.05	13	57	2	0.04	6	25	1	44	2	1 (16.7%)			0.05
1995	0.08	0.19	0.04	17	74	2	0.03		26	2	57	2	(%)			0.07
1996		0.22	0.02	10	84	3	0.04	7	30		63	1	2 (28.6%)	1	0.1	0.09
1997		0.27		12	96			7	27		65		(%)			0.09
1998		0.27		7	103	1	0.01	4	22		65		(%)			0.1
1999		0.31		7	110	1	0.01	8	19		59		(%)			0.13
2000		0.4		8	118	2	0.02	42	14		53		2 (4.8%)	1	0.13	0.15
2001	0.07	0.4	0.02	12	130	2	0.02	22	15	1	44	1	1 (4.5%)			0.15
2002	0.15	0.42	0.11		130	5	0.04		20	3	46	5	(%)			0.18
2003	0.17	0.44	0.12	5	135	6	0.04	10	12	2	34	4	2 (20%)			0.18
2004		0.49	0.09	8	143	4	0.03	23	5		32	3	(%)			0.2
2005		0.53	0.18	2	145	7	0.05		13		33	6	(%)			0.21
2006	0.2	0.51	0.3	8	153	11	0.07	9	10	2	27	8	1 (11.1%)			0.2
2007		0.44	0.04	6	159	5	0.03	7	10		23	1	(%)			0.18
2008	0.29	0.47	0.28	9	168	11	0.07	11	14	4	29	8	1 (9.1%)			0.2
2009	0.2	0.47	0.15	11	179	24	0.13	6	15	3	33	5	2 (33.3%)	1	0.09	0.19
2010	0.1	0.44	0.06	10	189	11	0.06	5	20	2	36	2	1 (20%)			0.16
2011	0.05	0.51	0.11	7	196	11	0.06	5	21	1	44	5	(%)			0.2
2012	0.18	0.56	0.12	8	204	21	0.1	2	17	3	43	5	(%)			0.21
2013	0.07	0.66	0.13	11	215	12	0.06	4	15	1	45	6	(%)			0.23
2014	0.05	0.67	0.11	24	239	20	0.08	10	19	1	47	5	(%)	2	0.08	0.22
2015	0.14	0.82	0.12	12	251	18	0.07	5	35	5	60	7	(%)	1	0.08	0.27

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:

#	Year	Title	Cited
1	2000	Decision 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. Full description at Econpapers \|\| Download paper	28
2	2004	Conditional comonotonicity. (2004). NAPP, Clotilde ; Jouini, ElyÃÂ¨s. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:27:y:2004:i:2:p:153-166. Full description at Econpapers \|\| Download paper	15
3	2000	Normal 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. Full description at Econpapers \|\| Download paper	7
4	2001	Efficient Monte Carlo pricing of European optionsÂ¶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. Full description at Econpapers \|\| Download paper	6
5	1996	On 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. Full description at Econpapers \|\| Download paper	6
6	2014	Existence of financial equilibria with endogenous short selling restrictions and real assets. (2014). Gori, Michele ; Villanacci, Antonio ; Pireddu, Marina . In: Decisions in Economics and Finance. RePEc:spr:decfin:v:37:y:2014:i:2:p:349-371. Full description at Econpapers \|\| Download paper	5
7	2007	Linear 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. Full description at Econpapers \|\| Download paper	5
8	2001	Option pricing by large risk aversion utilityÂ¶under transaction costs. (2001). ÐÐ°Ð±Ð°Ð½Ð¾Ð², Ð®ÑÐ¸Ð¹ ; Bouchard, B. ; Yu. M. Kabanov, ; Touzi, N.. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:24:y:2001:i:2:p:127-136. Full description at Econpapers \|\| Download paper	5
9	1998	A three-moment based portfolio selection model. (1998). Rossi, Francesco ; Gamba, Andrea. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:21:y:1998:i:1:p:25-48. Full description at Econpapers \|\| Download paper	4
10	2003	Income 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. Full description at Econpapers \|\| Download paper	4
11	2009	A scenario-based integrated approach for modeling carbon price risk. (2009). Reedman, Luke ; Zhu, Zili ; Lo, Thomas ; Graham, Paul . In: Decisions in Economics and Finance. RePEc:spr:decfin:v:32:y:2009:i:1:p:35-48. Full description at Econpapers \|\| Download paper	4
12	2001	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. Full description at Econpapers \|\| Download paper	4
13	2003	Notes 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. Full description at Econpapers \|\| Download paper	4
14	2008	Unawareness, priors and posteriors. (2008). modica, salvatore. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:31:y:2008:i:2:p:81-94. Full description at Econpapers \|\| Download paper	4
15	2015	Financial economics without probabilistic prior assumptions. (2015). Riedel, Frank. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:38:y:2015:i:1:p:75-91. Full description at Econpapers \|\| Download paper	4
16	2008	Optimal 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. Full description at Econpapers \|\| Download paper	4
17	2001	Optimality 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. Full description at Econpapers \|\| Download paper	4
18	2011	Real 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. Full description at Econpapers \|\| Download paper	3
19	2013	Pricing VIX options with stochastic volatility and random jumps. (2013). Lian, Guang-Hua ; Zhu, Song-Ping . In: Decisions in Economics and Finance. RePEc:spr:decfin:v:36:y:2013:i:1:p:71-88. Full description at Econpapers \|\| Download paper	3
20	1997	Su 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. Full description at Econpapers \|\| Download paper	3
21	2010	Dynamic 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. Full description at Econpapers \|\| Download paper	3
22	1999	Existence 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. Full description at Econpapers \|\| Download paper	3
23	2001	Homothetic 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. Full description at Econpapers \|\| Download paper	3
24	1997	Twenty years of fuzzy preference structures (1978â1997). (1997). Baets, Bernard ; Fodor, Janos. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:20:y:1997:i:1:p:45-66. Full description at Econpapers \|\| Download paper	3
25	2000	Measuring 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. Full description at Econpapers \|\| Download paper	3
26	2004	Arbitrage and completeness in financial markets with given N-dimensional distributions. (2004). Campi, Luciano . In: Decisions in Economics and Finance. RePEc:spr:decfin:v:27:y:2004:i:1:p:57-80. Full description at Econpapers \|\| Download paper	3
27	1994	Recent 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. Full description at Econpapers \|\| Download paper	3
28	1999	A note on direct term structure estimation using monotonic splines. (1999). Barzanti, Luca. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:22:y:1999:i:1:p:101-108. Full description at Econpapers \|\| Download paper	3
29	2004	A 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. Full description at Econpapers \|\| Download paper	3
30	2006	On 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. Full description at Econpapers \|\| Download paper	3
31	2000	A 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. Full description at Econpapers \|\| Download paper	2
32	1991	On 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. Full description at Econpapers \|\| Download paper	2
33	2014	Hedging and the competitive firm under correlated price and background risk. (2014). Wong, Kit . In: Decisions in Economics and Finance. RePEc:spr:decfin:v:37:y:2014:i:2:p:329-340. Full description at Econpapers \|\| Download paper	2
34	2006	Notes and Comments: Stochastic demand correspondences and their aggregation properties. (2006). Alcantud, JosÃ©. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:29:y:2006:i:1:p:55-69. Full description at Econpapers \|\| Download paper	2
35	2012	How should a convertible bond be decomposed?. (2012). Zhang, Jing ; Zhu, Song-Ping . In: Decisions in Economics and Finance. RePEc:spr:decfin:v:35:y:2012:i:2:p:113-149. Full description at Econpapers \|\| Download paper	2
36	1993	On 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. Full description at Econpapers \|\| Download paper	2
37	2010	Optimal 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. Full description at Econpapers \|\| Download paper	2
38	2003	Representing 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. Full description at Econpapers \|\| Download paper	2
39	2006	An 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*. Full description at Econpapers \|\| Download paper	2
40	2008	The optimal capital structure of the firm with stable LÃ©vy assets returns. (2008). Quittard-Pinon, Franois ; le Courtois, Olivier . In: Decisions in Economics and Finance. RePEc:spr:decfin:v:31:y:2008:i:1:p:51-72. Full description at Econpapers \|\| Download paper	2
41	1992	Un 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. Full description at Econpapers \|\| Download paper	2
42	2014	Production and hedging in futures markets with multiple delivery specifications. (2014). Wong, Kit . In: Decisions in Economics and Finance. RePEc:spr:decfin:v:37:y:2014:i:2:p:413-421. Full description at Econpapers \|\| Download paper	2
43	2009	Efficient 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. Full description at Econpapers \|\| Download paper	1
44	1990	Forecasting 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. Full description at Econpapers \|\| Download paper	1
45	2013	The firm under uncertainty: real and financial decisions. (2013). Wong, Kit ; Broll, Udo . In: Decisions in Economics and Finance. RePEc:spr:decfin:v:36:y:2013:i:2:p:125-136. Full description at Econpapers \|\| Download paper	1
46	1994	Nuove classi di funzioni scalari concave generalizzate. (1994). Cambini, Riccardo . In: Decisions in Economics and Finance. RePEc:spr:decfin:v:17:y:1994:i:1:p:35-52. Full description at Econpapers \|\| Download paper	1
47	2004	Weak convergence of tree methods, to price options on defaultable assets. (2004). Nieuwenhuis, J. W. ; Vellekoop, M. H.. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:27:y:2004:i:2:p:87-107. Full description at Econpapers \|\| Download paper	1
48	2008	Path 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. Full description at Econpapers \|\| Download paper	1
49	2000	Linearity 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. Full description at Econpapers \|\| Download paper	1
50	1992	Dini derivatives in optimization â 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. Full description at Econpapers \|\| Download paper	1

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

#	Year	Title	Cited
1	2014	Existence of financial equilibria with endogenous short selling restrictions and real assets. (2014). Gori, Michele ; Villanacci, Antonio ; Pireddu, Marina . In: Decisions in Economics and Finance. RePEc:spr:decfin:v:37:y:2014:i:2:p:349-371. Full description at Econpapers \|\| Download paper	5
2	2000	Decision 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. Full description at Econpapers \|\| Download paper	5
3	2015	Financial economics without probabilistic prior assumptions. (2015). Riedel, Frank. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:38:y:2015:i:1:p:75-91. Full description at Econpapers \|\| Download paper	4
4	1996	On 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. Full description at Econpapers \|\| Download paper	3
5	1999	A note on direct term structure estimation using monotonic splines. (1999). Barzanti, Luca. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:22:y:1999:i:1:p:101-108. Full description at Econpapers \|\| Download paper	3
6	2013	Pricing VIX options with stochastic volatility and random jumps. (2013). Lian, Guang-Hua ; Zhu, Song-Ping . In: Decisions in Economics and Finance. RePEc:spr:decfin:v:36:y:2013:i:1:p:71-88. Full description at Econpapers \|\| Download paper	3
7	2003	Notes 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. Full description at Econpapers \|\| Download paper	3
8	2009	A scenario-based integrated approach for modeling carbon price risk. (2009). Reedman, Luke ; Zhu, Zili ; Lo, Thomas ; Graham, Paul . In: Decisions in Economics and Finance. RePEc:spr:decfin:v:32:y:2009:i:1:p:35-48. Full description at Econpapers \|\| Download paper	3
9	2014	Production and hedging in futures markets with multiple delivery specifications. (2014). Wong, Kit . In: Decisions in Economics and Finance. RePEc:spr:decfin:v:37:y:2014:i:2:p:413-421. Full description at Econpapers \|\| Download paper	2
10	2004	Arbitrage and completeness in financial markets with given N-dimensional distributions. (2004). Campi, Luciano . In: Decisions in Economics and Finance. RePEc:spr:decfin:v:27:y:2004:i:1:p:57-80. Full description at Econpapers \|\| Download paper	2
11	2008	Optimal 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. Full description at Econpapers \|\| Download paper	2
12	2008	The optimal capital structure of the firm with stable LÃ©vy assets returns. (2008). Quittard-Pinon, Franois ; le Courtois, Olivier . In: Decisions in Economics and Finance. RePEc:spr:decfin:v:31:y:2008:i:1:p:51-72. Full description at Econpapers \|\| Download paper	2
13	2012	How should a convertible bond be decomposed?. (2012). Zhang, Jing ; Zhu, Song-Ping . In: Decisions in Economics and Finance. RePEc:spr:decfin:v:35:y:2012:i:2:p:113-149. Full description at Econpapers \|\| Download paper	2
14	2004	Conditional comonotonicity. (2004). NAPP, Clotilde ; Jouini, ElyÃÂ¨s. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:27:y:2004:i:2:p:153-166. Full description at Econpapers \|\| Download paper	2
15	2014	Hedging and the competitive firm under correlated price and background risk. (2014). Wong, Kit . In: Decisions in Economics and Finance. RePEc:spr:decfin:v:37:y:2014:i:2:p:329-340. Full description at Econpapers \|\| Download paper	2

Citing documents used to compute impact factor 5:

Year	Title
2015	Credit segmentation in general equilibrium. (2015). Torres-Martinez, Juan Pablo ; Cea, SebastiÃÂ¡n ; Cea-Echenique, Sebastian . In: Documents de travail du Centre d'Economie de la Sorbonne. RePEc:mse:cesdoc:14095r. Full description at Econpapers \|\| Download paper
2015	Credit segmentation in general equilibrium. (2015). Torres-Martinez, Juan Pablo ; Cea, SebastiÃÂ¡n ; Cea-Echenique, Sebastian . In: UniversitÃ© Paris1 PanthÃ©on-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:hal-01151576. Full description at Econpapers \|\| Download paper
2015	Futures hedging with basis risk and expectation dependence. (2015). Welzel, Peter ; Wong, Kit ; Broll, Udo . In: International Review of Economics. RePEc:spr:inrvec:v:62:y:2015:i:3:p:213-221. Full description at Econpapers \|\| Download paper
2015	Joint pricing of VIX and SPX options with stochastic volatility and jump models. (2015). Stisen, Martin ; Kokholm, Thomas . In: Journal of Risk Finance. RePEc:eme:jrfpps:v:16:y:2015:i:1:p:27-48. Full description at Econpapers \|\| Download paper
2015	VIX forecasting and variance risk premium: A new GARCH approach. (2015). Liu, Qiang ; Qiao, Gaoxiu ; Guo, Shuxin . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:34:y:2015:i:c:p:314-322. Full description at Econpapers \|\| Download paper

Recent citations (cites in year: CiY)

Recent citations received in 2015

Year	Citing document
2015	Gambling in contests with heterogeneous loss constraints. (2015). Seel, Christian . In: Economics Letters. RePEc:eee:ecolet:v:136:y:2015:i:c:p:154-157. Full description at Econpapers \|\| Download paper

Recent citations received in 2014

Year	Citing document
2014	Positive welfare effects of trade barriers in a dynamic partial equilibrium model. (2014). Westerhoff, Frank ; Tuinstra, Jan ; Wegener, Michael . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:48:y:2014:i:c:p:246-264. Full description at Econpapers \|\| Download paper
2014	Credit segmentation in general equilibrium. (2014). Torres-Martinez, Juan Pablo ; Cea, SebastiÃÂ¡n ; Cea-Echenique, Sebastian . In: Documents de travail du Centre d'Economie de la Sorbonne. RePEc:mse:cesdoc:14095. Full description at Econpapers \|\| Download paper

Recent citations received in 2013

Year	Citing document

Recent citations received in 2012

Year	Citing document

10 most frequent citing series

#	Series	Cites
1	Decisions in Economics and Finance / Springer	5
2	European Journal of Operational Research / Elsevier	4
3	MPRA Paper / University Library of Munich, Germany	3
4	Economic Theory / Springer	2
5	Working Papers / Department of Research, Ipag Business School	2
6	Insurance: Mathematics and Economics / Elsevier	2
7	Working Papers / University of California, Davis, Department of Economics	2
8	Mathematical Methods of Operations Research / Springer	2
9	Papers / arXiv.org	1
10	Theory and Decision / Springer	1
11	Management Science / INFORMS	1

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.