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Citation Profile [Updated: 2019-12-04 10:36:47]
5 Years H
1
Impact Factor
0
5 Years IF
0
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 0 13 13 1 0 0 0 0 0 0.2
2017 0.08 0.6 0.07 0.08 15 28 1 2 2 13 1 13 1 0 1 0.07 0.22
2018 0 0.76 0.02 0 15 43 1 1 3 28 28 0 1 0.07 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
12019Farinelli and Tibiletti ratio and stochastic dominance. (2019). Wong, Wing-Keung ; Niu, Cuizhen ; Guo, XU. In: Risk Management. RePEc:pal:risman:v:21:y:2019:i:3:d:10.1057_s41283-019-00050-2.

Full description at Econpapers || Download paper

2
22016Bank risk shifting and diversification in an emerging market. (2016). Vo, Xuan Vinh ; Batten, Jonathan. In: Risk Management. RePEc:pal:risman:v:18:y:2016:i:4:d:10.1057_s41283-016-0008-2.

Full description at Econpapers || Download paper

1
32018Risk and return of a trend-chasing application in financial markets: an empirical test. (2018). Ilomaki, Jukka. In: Risk Management. RePEc:pal:risman:v:20:y:2018:i:3:d:10.1057_s41283-018-0036-1.

Full description at Econpapers || Download paper

1
42016On the modelling of prognosis from delinquency to normal performance on retail consumer loans. (2016). Bravo, Jorge ; Chamboko, Richard. In: Risk Management. RePEc:pal:risman:v:18:y:2016:i:4:d:10.1057_s41283-016-0006-4.

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1
52018Numerical comparison of multivariate models to forecasting risk measures. (2018). Righi, Marcelo Brutti ; Muller, Fernanda Maria . In: Risk Management. RePEc:pal:risman:v:20:y:2018:i:1:d:10.1057_s41283-017-0026-8.

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1
62017Kappa ratios and (higher-order) stochastic dominance. (2017). Wong, Wing-Keung ; Xu, Qunfang ; Niu, Cuizhen. In: Risk Management. RePEc:pal:risman:v:19:y:2017:i:3:d:10.1057_s41283-017-0020-1.

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1
72017Credit default prediction modeling: an application of support vector machine. (2017). Abedin, Mohammad Zoynul ; Guotai, Chi ; Moula, Fahmida E. In: Risk Management. RePEc:pal:risman:v:19:y:2017:i:2:d:10.1057_s41283-017-0016-x.

Full description at Econpapers || Download paper

1
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12019Farinelli and Tibiletti ratio and stochastic dominance. (2019). Wong, Wing-Keung ; Niu, Cuizhen ; Guo, XU. In: Risk Management. RePEc:pal:risman:v:21:y:2019:i:3:d:10.1057_s41283-019-00050-2.

Full description at Econpapers || Download paper

2
Citing documents used to compute impact factor:
YearTitle
Recent citations
Recent citations received in 2018

YearCiting document
2018Long Run Returns Predictability and Volatility with Moving Averages. (2018). McAleer, Michael ; Chang, Chia-Lin ; Laurila, Hannu ; Ilomaki, Jukka. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:4:p:105-:d:171554.

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Recent citations received in 2017

YearCiting document
2017Stochastic Dominance and Omega Ratio: Measures to Examine Market Efficiency, Arbitrage Opportunity, and Anomaly. (2017). Wong, Wing-Keung ; Guo, Xu ; Jiang, Xuejun. In: Economies. RePEc:gam:jecomi:v:5:y:2017:i:4:p:38-:d:115667.

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Recent citations received in 2016

YearCiting document