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Journal of Asset Management / Palgrave Macmillan

Citation Profile [Updated: 2019-12-04 10:36:47]
5 Years H
3
Impact Factor
0.14
5 Years IF
0.14
Data available in this report

[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 CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
1990 0 0.08 0 0 0 0 0 0 0 0 0 0 0.04
1991 0 0.08 0 0 0 0 0 0 0 0 0 0 0.04
1992 0 0.08 0 0 0 0 0 0 0 0 0 0 0.04
1993 0 0.1 0 0 0 0 0 0 0 0 0 0 0.05
1994 0 0.11 0 0 0 0 0 0 0 0 0 0 0.05
1995 0 0.19 0 0 0 0 0 0 0 0 0 0 0.08
1996 0 0.22 0 0 0 0 0 0 0 0 0 0 0.1
1997 0 0.22 0 0 0 0 0 0 0 0 0 0 0.09
1998 0 0.26 0 0 0 0 0 0 0 0 0 0 0.12
1999 0 0.28 0 0 0 0 0 0 0 0 0 0 0.14
2000 0 0.33 0 0 0 0 0 0 0 0 0 0 0.15
2001 0 0.36 0 0 0 0 0 0 0 0 0 0 0.15
2002 0 0.39 0 0 0 0 0 0 0 0 0 0 0.21
2003 0 0.4 0 0 0 0 0 0 0 0 0 0 0.2
2004 0 0.45 0 0 0 0 0 0 0 0 0 0 0.2
2005 0 0.46 0 0 0 0 0 0 0 0 0 0 0.22
2006 0 0.46 0 0 0 0 0 0 0 0 0 0 0.21
2007 0 0.42 0 0 0 0 0 0 0 0 0 0 0.18
2008 0 0.44 0 0 0 0 0 0 0 0 0 0 0.21
2009 0 0.44 0 0 0 0 0 0 0 0 0 0 0.21
2010 0 0.43 0 0 0 0 0 0 0 0 0 0 0.18
2011 0 0.46 0 0 0 0 0 0 0 0 0 0 0.21
2012 0 0.47 0 0 0 0 0 0 0 0 0 0 0.19
2013 0 0.53 0 0 0 0 0 0 0 0 0 0 0.22
2014 0 0.55 0 0 0 0 0 0 0 0 0 0 0.22
2015 0 0.56 0 0 0 0 0 0 0 0 0 0 0.21
2016 0 0.58 0.05 0 38 38 13 1 2 0 0 1 100 1 0.03 0.2
2017 0.05 0.6 0.03 0.05 38 76 10 2 4 38 2 38 2 2 100 0 0.22
2018 0.14 0.76 0.09 0.14 44 120 11 11 15 76 11 76 11 5 45.5 0 0.31
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
CIF: Cumulative impact factor
IF5: Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until 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: selft citations in y to articles published in y-1 plus y-2
%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
12018Are green bonds priced differently from conventional bonds?. (2018). Hachenberg, Britta ; Schiereck, Dirk. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:6:d:10.1057_s41260-018-0088-5.

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5
22016Investment 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.

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4
32018Portfolio optimisation in an uncertain world. (2018). Jong, Marielle. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:4:d:10.1057_s41260-017-0066-3.

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3
42016On 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.

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3
52017Managing ambiguity in asset allocation. (2017). Kaya, Hakan. In: Journal of Asset Management. RePEc:pal:assmgt:v:18:y:2017:i:3:d:10.1057_s41260-016-0029-0.

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2
62016Stock market returns and the price of gold. (2016). Caliskan, Deren ; Najand, Mohammad. In: Journal of Asset Management. RePEc:pal:assmgt:v:17:y:2016:i:1:d:10.1057_jam.2015.37.

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2
72017How 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.

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2
82016Shrinkage=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.

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2
92017Further 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.

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1
102016A 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.

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1
112017Bond mutual funds and complex investments. (2017). Natter, Markus ; Wilkens, Marco ; Schulte, Dominik ; Rohleder, Martin. In: Journal of Asset Management. RePEc:pal:assmgt:v:18:y:2017:i:6:d:10.1057_s41260-017-0046-7.

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1
122018Corporate ownership structure, market anomalies and asset pricing. (2018). Desban, Marc ; Jarjir, Souad Lajili. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:5:d:10.1057_s41260-018-0085-8.

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1
132016Investigating 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.

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1
142017The mispricing of equity risk: behavioral and corporate leverage factors. (2017). ben Aissia, Dorsaf . In: Journal of Asset Management. RePEc:pal:assmgt:v:18:y:2017:i:6:d:10.1057_s41260-017-0041-z.

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1
152017Religious 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.

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1
162016Detecting 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.

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1
172017Time-Dependent Black–Litterman. (2017). Schans, Martin ; Steehouwer, Hens . In: Journal of Asset Management. RePEc:pal:assmgt:v:18:y:2017:i:5:d:10.1057_s41260-017-0042-y.

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1
182018Robo Advisors: quantitative methods inside the robots. (2018). Beketov, Mikhail ; Wittke, Manuel ; Lehmann, Kevin. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:6:d:10.1057_s41260-018-0092-9.

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1
192017Fundamental driver of fund style drift. (2017). Galloppo, Giuseppe ; Trovato, Giovanni. In: Journal of Asset Management. RePEc:pal:assmgt:v:18:y:2017:i:2:d:10.1057_s41260-016-0009-4.

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1
202018Systemic risk spillovers in sovereign credit default swaps in Europe: a spatial approach. (2018). Mili, Mehdi. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:2:d:10.1057_s41260-017-0068-1.

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1
212017What’s the big deal about Risk Parity?. (2017). Agapova, Anna ; Meidan, Danny ; Leistikow, Dean ; Ferguson, Robert. In: Journal of Asset Management. RePEc:pal:assmgt:v:18:y:2017:i:5:d:10.1057_s41260-016-0037-0.

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1
222018Can gold be used as a hedge against the risks of Sharia-compliant securities? Application for Islamic portfolio management. (2018). Awartani, Basel ; Maghyereh, Aktham ; Hassan, Abul. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:6:d:10.1057_s41260-018-0090-y.

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1
232017Assessing 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.

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1
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12018Are green bonds priced differently from conventional bonds?. (2018). Hachenberg, Britta ; Schiereck, Dirk. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:6:d:10.1057_s41260-018-0088-5.

Full description at Econpapers || Download paper

5
22016Investment 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

3
32016On 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

3
42018Portfolio optimisation in an uncertain world. (2018). Jong, Marielle. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:4:d:10.1057_s41260-017-0066-3.

Full description at Econpapers || Download paper

3
52016Shrinkage=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

2
62017How 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
72017Managing ambiguity in asset allocation. (2017). Kaya, Hakan. In: Journal of Asset Management. RePEc:pal:assmgt:v:18:y:2017:i:3:d:10.1057_s41260-016-0029-0.

Full description at Econpapers || Download paper

2
82016Stock market returns and the price of gold. (2016). Caliskan, Deren ; Najand, Mohammad. In: Journal of Asset Management. RePEc:pal:assmgt:v:17:y:2016:i:1:d:10.1057_jam.2015.37.

Full description at Econpapers || Download paper

2
Citing documents used to compute impact factor: 11
YearTitle
2018Success and failure on the corporate bond fund market. (2018). Rohleder, Martin ; Wilkens, Marco ; Scholz, Hendrik. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:6:d:10.1057_s41260-018-0086-7.

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2018East meets West: When the Islamic and Gregorian calendars coincide. (2018). Tantisantiwong, Nongnuch ; Power, David ; Helliar, Christine ; Halari, Anwar. In: The British Accounting Review. RePEc:eee:bracre:v:50:y:2018:i:4:p:402-424.

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2018Decoding stock market with quant alphas. (2018). Kakushadze, Zura ; Yu, Willie. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:1:d:10.1057_s41260-017-0059-2.

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2018Dead alphas as risk factors. (2018). Kakushadze, Zura ; Yu, Willie. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:2:d:10.1057_s41260-017-0064-5.

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2018Dynamic portfolio optimization across hidden market regimes. (2018). Nystrup, Peter ; Lindstrom, Erik ; Madsen, Henrik. In: Quantitative Finance. RePEc:taf:quantf:v:18:y:2018:i:1:p:83-95.

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2018Portfolio optimisation in an uncertain world. (2018). Jong, Marielle. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:4:d:10.1057_s41260-017-0066-3.

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2018Information measure for financial time series: Quantifying short-term market heterogeneity. (2018). Ponta, Linda ; Carbone, Anna. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:510:y:2018:i:c:p:132-144.

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2018Mutual Fund Flows and Seasonalities in Stock Returns. (2018). Margaritis, Dimitris ; Lee, John Byong-Tek ; Wagner, Moritz. In: Working Papers in Economics. RePEc:cbt:econwp:18/17.

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2018Can gold be used as a hedge against the risks of Sharia-compliant securities? Application for Islamic portfolio management. (2018). Awartani, Basel ; Maghyereh, Aktham ; Hassan, Abul. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:6:d:10.1057_s41260-018-0090-y.

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2018Seasonality in the Saudi stock market: The Hajj effect. (2018). Wasiuzzaman, Shaista. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:67:y:2018:i:c:p:273-281.

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2018Combining Independent Smart Beta Strategies for Portfolio Optimization. (2018). Maguire, Rebecca ; Moffett, Karl. In: Papers. RePEc:arx:papers:1808.02505.

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Recent citations
Recent citations received in 2018
YearCiting document

Recent citations received in 2017
YearCiting document

Recent citations received in 2016
YearCiting document
2016The 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.

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