Citation analysis for Journal of Asset Management / Palgrave Macmillan

Journal of Asset Management / Palgrave Macmillan

0.05

Impact Factor

0.05

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		(%)			0.04
1991		0.1			0				0		0		(%)			0.04
1992		0.09			0				0		0		(%)			0.04
1993		0.11			0				0		0		(%)			0.05
1994		0.12			0				0		0		(%)			0.04
1995		0.19			0				0		0		(%)			0.07
1996		0.23			0				0		0		(%)			0.09
1997		0.26			0				0		0		(%)			0.09
1998		0.28			0				0		0		(%)			0.1
1999		0.32			0				0		0		(%)			0.13
2000		0.39			0				0		0		(%)			0.15
2001		0.39			0				0		0		(%)			0.14
2002		0.4			0				0		0		(%)			0.17
2003		0.43			0				0		0		(%)			0.18
2004		0.48			0				0		0		(%)			0.19
2005		0.52			0				0		0		(%)			0.2
2006		0.51			0				0		0		(%)			0.2
2007		0.45			0				0		0		(%)			0.18
2008		0.48			0				0		0		(%)			0.2
2009		0.49			0				0		0		(%)			0.19
2010		0.46			0				0		0		(%)			0.17
2011		0.49			0				0		0		(%)			0.19
2012		0.52			0				0		0		(%)			0.19
2013		0.58			0				0		0		(%)			0.2
2014		0.6			0				0		0		(%)			0.2
2015		0.61			0				0		0		(%)			0.19
2016		0.68		38	38	1	0.03	7	0		0		3 (42.9%)	1	0.03	0.2
2017	0.05	0.73	0.05	38	76	2	0.03	4	38	2	38	2	2 (50%)			0.22

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	2016	On entropy and portfolio diversification. (2016). Pola, Gianni . In: Journal of Asset Management. RePEc:pal:assmgt:v:17:y:2016:i:4:d:10.1057_jam.2016.10. Full description at Econpapers \|\| Download paper	2
2	2017	How to combine a billion alphas. (2017). Kakushadze, Zura ; Yu, Willie. In: Journal of Asset Management. RePEc:pal:assmgt:v:18:y:2017:i:1:d:10.1057_s41260-016-0004-9. Full description at Econpapers \|\| Download paper	2
3	2016	Investment flows: Retail versus institutional mutual funds. (2016). Salganik-Shoshan, Galla. In: Journal of Asset Management. RePEc:pal:assmgt:v:17:y:2016:i:1:d:10.1057_jam.2015.38. Full description at Econpapers \|\| Download paper	1
4	2016	Investigating the Arab stock markets during Arab spring. (2016). Abumustafa, Naser I. In: Journal of Asset Management. RePEc:pal:assmgt:v:17:y:2016:i:5:d:10.1057_jam.2016.8. Full description at Econpapers \|\| Download paper	1
5	2017	Further evidence in support of a low-volatility anomaly: Optimizing buy-and-hold portfolios by minimizing historical aggregate volatility. (2017). Maguire, Phil ; Hyland, Philip ; Moser, Philippe ; Miller, Robert ; Kelly, Stephen . In: Journal of Asset Management. RePEc:pal:assmgt:v:18:y:2017:i:4:d:10.1057_s41260-016-0036-1. Full description at Econpapers \|\| Download paper	1
6	2016	Detecting change points in VIX and S&P 500: A new approach to dynamic asset allocation. (2016). Nystrup, Peter ; Lindstrom, Erik ; Madsen, Henrik ; William, BO. In: Journal of Asset Management. RePEc:pal:assmgt:v:17:y:2016:i:5:d:10.1057_jam.2016.12. Full description at Econpapers \|\| Download paper	1
7	2017	Religious anomalies in Islamic stock markets: The Hajj Effect in Saudi Arabia. (2017). Wasiuzzaman, Shaista. In: Journal of Asset Management. RePEc:pal:assmgt:v:18:y:2017:i:3:d:10.1057_s41260-016-0028-1. Full description at Econpapers \|\| Download paper	1
8	2016	Shrinkage=factor model. (2016). Kakushadze, Zura. In: Journal of Asset Management. RePEc:pal:assmgt:v:17:y:2016:i:2:d:10.1057_jam.2015.40. Full description at Econpapers \|\| Download paper	1
9	2016	A simulation-based methodology for evaluating hedge fund investments. (2016). Molyboga, Marat ; Ahelec, Christophe L. In: Journal of Asset Management. RePEc:pal:assmgt:v:17:y:2016:i:6:d:10.1057_jam.2016.3. 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	2016	On entropy and portfolio diversification. (2016). Pola, Gianni . In: Journal of Asset Management. RePEc:pal:assmgt:v:17:y:2016:i:4:d:10.1057_jam.2016.10. Full description at Econpapers \|\| Download paper	2
2	2017	How to combine a billion alphas. (2017). Kakushadze, Zura ; Yu, Willie. In: Journal of Asset Management. RePEc:pal:assmgt:v:18:y:2017:i:1:d:10.1057_s41260-016-0004-9. Full description at Econpapers \|\| Download paper	2

Citing documents used to compute impact factor 2:

Year	Title
2017	How to combine a billion alphas. (2017). Kakushadze, Zura ; Yu, Willie. In: Journal of Asset Management. RePEc:pal:assmgt:v:18:y:2017:i:1:d:10.1057_s41260-016-0004-9. Full description at Econpapers \|\| Download paper
2017	Assessing hedge fund performance with institutional constraints: evidence from CTA funds. (2017). Bilson, John ; Baek, Seungho ; John , ; Molyboga, Marat. In: Journal of Asset Management. RePEc:pal:assmgt:v:18:y:2017:i:7:d:10.1057_s41260-017-0053-8. Full description at Econpapers \|\| Download paper

Recent citations (cites in year: CiY)

Recent citations received in 2017

Year	Citing document

Recent citations received in 2016

Year	Citing document
2016	The Role of Investor Type in the Fee Structures of Pension Plans. (2016). Muga, Luis ; Santamaria, Rafael ; Abinzano, Isabel. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:50:y:2016:i:3:d:10.1007_s10693-015-0230-1. Full description at Econpapers \|\| Download paper

10 most frequent citing series

#		Series	Cites

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.