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

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

null

Impact Factor

0.5

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			0				0		0		(%)			0.06
1991		0.09			0				0		0		(%)			0.04
1992		0.1			0				0		0		(%)			0.05
1993		0.13			0				0		0		(%)			0.06
1994		0.14			0				0		0		(%)			0.06
1995		0.17			0				0		0		(%)			0.11
1996		0.22			0				0		0		(%)			0.1
1997		0.22			0				0		0		(%)			0.09
1998		0.24			0				0		0		(%)			0.13
1999		0.3			0				0		0		(%)			0.16
2000		0.37			0				0		0		(%)			0.14
2001		0.37		12	12	16	1.33	78	0		0		18 (23.1%)	5	0.42	0.17
2002	0.58	0.37	0.58	10	22	31	1.41	66	12	7	12	7	13 (19.7%)	3	0.3	0.18
2003	1	0.4	1	15	37	140	3.78	155	22	22	22	22	15 (9.7%)	8	0.53	0.19
2004	0.72	0.41	0.78	7	44	111	2.52	15	25	18	37	29	4 (26.7%)	4	0.57	0.18
2005	0.41	0.43	0.36	6	50	16	0.32	29	22	9	44	16	5 (17.2%)			0.21
2006	0.46	0.44	0.44	7	57	22	0.39	13	13	6	50	22	2 (15.4%)			0.19
2007	0.62	0.37	0.51	14	71	28	0.39	21	13	8	45	23	1 (4.8%)	1	0.07	0.17
2008	0.19	0.39	0.39	10	81	27	0.33	22	21	4	49	19	1 (4.5%)			0.17
2009	0.17	0.36	0.11	5	86	25	0.29	3	24	4	44	5	(%)			0.17
2010	0.33	0.34	0.26	4	90	27	0.3	2	15	5	42	11	(%)			0.15
2011	0.11	0.41	0.15	1	91	30	0.33	3	9	1	40	6	1 (33.3%)			0.2
2012	0.6	0.45	0.26	1	92	33	0.36		5	3	34	9	(%)			0.21
2013		0.5	0.14	2	94	32	0.34	8	2		21	3	(%)	3	1.5	0.2
2014	0.67	0.55	0.23		94	25	0.27		3	2	13	3	(%)			0.25
2015	0.5	0.57	0.25		94	18	0.19		2	1	8	2	(%)			0.26
2016		0.66	0.5		94	22	0.23		0		4	2	(%)			0.34

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	2003	A 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. Full description at Econpapers \|\| Download paper	55
2	2002	Optimal 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	31
3	2001	Risk, 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	30
4	2001	On 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	26
5	2003	Ultramodular functions.. (2003). Montrucchio, Luigi ; Marinacci, Massimo. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:13-2003. Full description at Econpapers \|\| Download paper	26
6	2003	Unequal 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	22
7	2003	Decision 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. Full description at Econpapers \|\| Download paper	21
8	2001	A 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. Full description at Econpapers \|\| Download paper	20
9	2002	Multivariate Option Pricing with Copulas.. (2002). luciano, elisa ; Cherubini, Umberto . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:05-2002. Full description at Econpapers \|\| Download paper	20
10	2001	Expected 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. Full description at Econpapers \|\| Download paper	19
11	2003	Monotone 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	18
12	2005	Non 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	18
13	2003	Positive 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	17
14	2002	Ambiguity from the Differential Viewpoint.. (2002). Marinacci, Massimo ; Maccheroni, Fabio ; Ghirardato, Paolo. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:17-2002. Full description at Econpapers \|\| Download paper	17
15	2003	Multidimensional generalized Gini indices.. (2003). Weymark, John ; Gajdos, Thibault. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:16-2003. Full description at Econpapers \|\| Download paper	16
16	2001	Credit 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. Full description at Econpapers \|\| Download paper	15
17	2003	Archimedean Copulae and Positive Dependence.. (2003). Scarsini, Marco ; MÃÂ¼ller, Alfred. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:25-2003. Full description at Econpapers \|\| Download paper	14
18	2001	Random correspndences as bundles of random variables.. (2001). Marinacci, Massimo. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:12-2001. Full description at Econpapers \|\| Download paper	13
19	2002	Coherence without Additivity.. (2002). Maccheroni, Fabio ; Diecidue, Enrico . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:10-2002. Full description at Econpapers \|\| Download paper	12
20	2001	Yaari dual theory without the completeness axiom.. (2001). Maccheroni, Fabio. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:30-2001. Full description at Econpapers \|\| Download paper	12
21	2002	Pricing Vulnerable Options with Copulas.. (2002). luciano, elisa ; Cherubini, Umberto . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:06-2002. Full description at Econpapers \|\| Download paper	12
22	2002	Insurance Premia Consistent with the Market.. (2002). Marinacci, Massimo ; Maccheroni, Fabio ; Castagnoli, Erio . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:24-2002. Full description at Econpapers \|\| Download paper	12
23	2007	Modeling 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	11
24	2002	Wealth Polarization and Pulverization in Fractal Societies.. (2002). Privileggi, Fabio ; Cozzi, Guido. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:39-2002. Full description at Econpapers \|\| Download paper	11
25	2002	Certainty 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. Full description at Econpapers \|\| Download paper	10
26	2003	Cores and stable sets of finite dimensional games.. (2003). Montrucchio, Luigi ; Marinacci, Massimo. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:07-2003. Full description at Econpapers \|\| Download paper	10
27	2006	A Multivariate Time-Changed LÃ©vy Model for Financial Applications. (2006). Semeraro, Patrizia. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:10-2006. Full description at Econpapers \|\| Download paper	10
28	2008	Bayesian 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	9
29	2003	Choquet insurance pricing: a caveat.. (2003). Marinacci, Massimo ; Maccheroni, Fabio ; Castagnoli, Erio . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:14-2003. Full description at Econpapers \|\| Download paper	9
30	2003	Existence 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. Full description at Econpapers \|\| Download paper	9
31	2003	The 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. Full description at Econpapers \|\| Download paper	8
32	2013	When 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	8
33	2005	A 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	7
34	2001	Subcalculus 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. Full description at Econpapers \|\| Download paper	7
35	2003	A folk theorem for minority games.. (2003). Scarsini, Marco ; Renault, JÃÂ©rÃÂ´me ; Scarlatti, Sergio . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:10-2003. Full description at Econpapers \|\| Download paper	7
36	2003	Zonoids, 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. Full description at Econpapers \|\| Download paper	6
37	2003	Some Counterexamples in Positive Dependence.. (2003). Scarsini, Marco ; MÃÂ¼ller, Alfred ; Hu, Taizhong . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:28-2003. Full description at Econpapers \|\| Download paper	6
38	2008	Updating Choquet Integrals , Consequentialism and Dynamic Consistency. (2008). Lapied, AndrÃÂ© ; Toquebeuf, Pascal ; Kast, Robert . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:04-2008. Full description at Econpapers \|\| Download paper	5
39	2004	Variational representation of preferences under ambiguity.. (2004). Rustichini, Aldo ; Marinacci, Massimo ; Maccheroni, Fabio. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:05-2004. Full description at Econpapers \|\| Download paper	5
40	2007	A 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	4
41	2004	Contributions 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. Full description at Econpapers \|\| Download paper	4
42	2004	A strong law of large numbers for capacities.. (2004). Marinacci, Massimo ; Maccheroni, Fabio. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:28-2004. Full description at Econpapers \|\| Download paper	4
43	2004	Portfolio 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. Full description at Econpapers \|\| Download paper	3
44	2006	Credit risk in pure jump structural models. (2006). luciano, elisa ; Fiorani, Filo. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:6-2006. Full description at Econpapers \|\| Download paper	3
45	2001	BV as a dual space.. (2001). Maccheroni, Fabio ; Ruckle, William H.. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:29-2001. Full description at Econpapers \|\| Download paper	3
46	2007	Bank 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. Full description at Econpapers \|\| Download paper	3
47	2008	Power 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. Full description at Econpapers \|\| Download paper	3
48	2011	Delta and Gamma hedging of mortality and interest rate risk. (2011). Regis, Luca ; luciano, elisa ; Vigna, Elena . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:01-2011. Full description at Econpapers \|\| Download paper	3
49	2008	Backward 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. Full description at Econpapers \|\| Download paper	2
50	2008	Posterior 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. Full description at Econpapers \|\| Download paper	2

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

#	Year	Title	Cited
1	2002	Optimal 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	12
2	2001	On 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
3	2006	A Multivariate Time-Changed LÃ©vy Model for Financial Applications. (2006). Semeraro, Patrizia. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:10-2006. Full description at Econpapers \|\| Download paper	6
4	2005	Non 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	3
5	2013	When 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	3
6	2001	Risk, 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	3
7	2003	Positive 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	3
8	2003	Unequal 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	2

Citing documents used to compute impact factor 0:

Year	Title

Recent citations (cites in year: CiY)

Recent citations received in 2013

Year	Citing document
2013	. Full description at Econpapers \|\| Download paper
2013	Distant 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. Full description at Econpapers \|\| Download paper
2013	Distant 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. Full description at Econpapers \|\| Download paper

10 most frequent citing series

#	Series	Cites
1	DEM Working Papers Series / University of Pavia, Department of Economics and Management	4
2	Quaderni di Dipartimento / University of Pavia, Department of Economics and Quantitative Methods	3
3	ICER Working Papers - Applied Mathematics Series / ICER - International Centre for Economic Research	3
4	MPRA Paper / University Library of Munich, Germany	2
5	Theory and Decision / Springer	2
6	Computational Statistics & Data Analysis / Elsevier	2
7	Working Papers / University of Pretoria, Department of Economics	2
8	Annals of the Institute of Statistical Mathematics / Springer	2
9	Journal of Multivariate Analysis / Elsevier	2
10	Mathematical Social Sciences / Elsevier	2
11	Carlo Alberto Notebooks / Collegio Carlo Alberto	2

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.