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

Citation Profile [Updated: 2020-06-03 07:38:54]
5 Years H
17
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 0.13 0 0 0 0 0 0 0 0 0 0 0.07
1991 0 0.11 0 0 0 0 0 0 0 0 0 0 0.06
1992 0 0.1 0 0 0 0 0 0 0 0 0 0 0.07
1993 0 0.13 0 0 0 0 0 0 0 0 0 0 0.07
1994 0 0.13 0 0 0 0 0 0 0 0 0 0 0.06
1995 0 0.19 0 0 0 0 0 0 0 0 0 0 0.09
1996 0 0.22 0 0 0 0 0 0 0 0 0 0 0.12
1997 0 0.23 0 0 0 0 0 0 0 0 0 0 0.12
1998 0 0.24 0 0 0 0 0 0 0 0 0 0 0.15
1999 0 0.32 0 0 0 0 0 0 0 0 0 0 0.21
2000 0 0.47 0 0 0 0 0 0 0 0 0 0 0.2
2001 0 0.4 1.33 0 12 12 88 13 16 0 0 12 92.3 13 1.08 0.22
2002 0.58 0.41 1.41 0.58 10 22 79 29 47 12 7 12 7 27 93.1 8 0.8 0.23
2003 0.64 0.42 3.78 0.64 15 37 169 140 187 22 14 22 14 132 94.3 49 3.27 0.24
2004 0.6 0.47 2.52 0.62 7 44 16 111 298 25 15 37 23 91 82 6 0.86 0.27
2005 0.45 0.49 0.34 0.39 6 50 37 17 315 22 10 44 17 1 5.9 0 0.29
2006 0.46 0.48 0.39 0.4 7 57 19 22 337 13 6 50 20 2 9.1 0 0.27
2007 0.69 0.41 0.44 0.56 14 71 24 31 368 13 9 45 25 5 16.1 1 0.07 0.22
2008 0.19 0.46 0.37 0.43 10 81 26 30 398 21 4 49 21 1 3.3 0 0.23
2009 0.29 0.43 0.36 0.2 5 86 3 31 429 24 7 44 9 1 3.2 0 0.23
2010 0.33 0.37 0.32 0.26 4 90 1 29 458 15 5 42 11 0 0 0.2
2011 0.11 0.47 0.33 0.15 1 91 2 30 488 9 1 40 6 0 0 0.25
2012 0.6 0.5 0.38 0.26 1 92 0 35 523 5 3 34 9 1 2.9 0 0.26
2013 0 0.52 0.49 0.14 8 100 9 49 572 2 21 3 0 18 2.25 0.24
2014 0.22 0.54 0.37 0.16 0 100 0 37 609 9 2 19 3 0 0 0.28
2015 0.13 0.54 0.25 0.14 0 100 0 25 634 8 1 14 2 0 0 0.28
2016 0 0.57 0.32 0.2 0 100 0 32 666 0 10 2 0 0 0.29
2017 0 0.58 0.12 0 0 100 0 12 678 0 9 0 0 0.28
2018 0 0.6 0.32 0.25 0 100 0 32 710 0 8 2 0 0 0.31
2019 0 0.65 0.14 0 0 100 0 14 724 0 0 0 0 0.38
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
12003A 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.

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56
22001Risk, 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.

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40
32002Optimal 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.

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38
42003Ultramodular functions.. (2003). Montrucchio, Luigi ; Marinacci, Massimo. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:13-2003.

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27
52001On 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.

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27
62003Positive 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.

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26
72005Non mean reverting affine processes for stochastic mortality.. (2005). luciano, elisa ; Vigna, Elena. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:4-2005.

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24
82003Unequal uncertainties and uncertain inequalities: an axiomatic approach.. (2003). Maurin, Eric ; Gajdos, Thibault. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:15-2003.

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23
92003Decision 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.

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21
102003Monotone 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.

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20
112002Multivariate Option Pricing with Copulas.. (2002). luciano, elisa ; Cherubini, Umberto . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:05-2002.

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20
122001A 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.

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20
132001Expected 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.

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19
142002Ambiguity from the Differential Viewpoint.. (2002). Marinacci, Massimo ; Maccheroni, Fabio ; Ghirardato, Paolo. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:17-2002.

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18
152002Insurance Premia Consistent with the Market.. (2002). Marinacci, Massimo ; Maccheroni, Fabio ; Castagnoli, Erio . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:24-2002.

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18
162006A Multivariate Time-Changed Lévy Model for Financial Applications. (2006). Semeraro, Patrizia. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:10-2006.

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17
172003Multidimensional generalized Gini indices.. (2003). Weymark, John ; Gajdos, Thibault. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:16-2003.

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16
182001Credit 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.

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15
192003Archimedean Copulae and Positive Dependence.. (2003). Scarsini, Marco ; Müller, Alfred. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:25-2003.

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14
202001Random correspndences as bundles of random variables.. (2001). Marinacci, Massimo ; Castaldo, Adriana. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:12-2001.

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13
212007Modeling 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.

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12
222001Yaari dual theory without the completeness axiom.. (2001). Maccheroni, Fabio. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:30-2001.

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12
232008Bayesian 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.

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12
242002Coherence without Additivity.. (2002). Maccheroni, Fabio ; Diecidue, Enrico. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:10-2002.

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12
252002Pricing Vulnerable Options with Copulas.. (2002). luciano, elisa ; Cherubini, Umberto . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:06-2002.

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12
262002Wealth Polarization and Pulverization in Fractal Societies.. (2002). Privileggi, Fabio ; Cozzi, Guido. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:39-2002.

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11
272003Cores and stable sets of finite dimensional games.. (2003). Montrucchio, Luigi ; Marinacci, Massimo. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:07-2003.

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10
282013When 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.

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10
292002Certainty 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.

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10
302003Existence 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.

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9
312003Choquet insurance pricing: a caveat.. (2003). Marinacci, Massimo ; Maccheroni, Fabio ; Castagnoli, Erio . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:14-2003.

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9
322005A Multivariate Jump-Driven Financial Asset Model.. (2005). luciano, elisa ; Schoutens, Wim. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:6-2005.

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9
332003The 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.

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8
342001Subcalculus 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.

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7
352003A folk theorem for minority games.. (2003). Scarsini, Marco ; Renault, Jérôme ; Scarlatti, Sergio . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:10-2003.

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7
362003Zonoids, 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.

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7
372007A 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.

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6
382003Some Counterexamples in Positive Dependence.. (2003). Scarsini, Marco ; Müller, Alfred ; Hu, Taizhong. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:28-2003.

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6
392004Variational representation of preferences under ambiguity.. (2004). Rustichini, Aldo ; Marinacci, Massimo ; Maccheroni, Fabio. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:05-2004.

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6
402008Updating Choquet Integrals , Consequentialism and Dynamic Consistency. (2008). Lapied, André ; Toquebeuf, Pascal ; Kast, Robert . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:04-2008.

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5
412004Contributions 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.

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5
422004A strong law of large numbers for capacities.. (2004). Marinacci, Massimo ; Maccheroni, Fabio. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:28-2004.

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4
432007Bank 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.

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4
442005Bayesian Inference via Classes of Normalized Random Measures.. (2005). Lijoi, Antonio ; James, Lancelot F. ; Pruenster, Igor . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:5-2005.

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3
452008Power 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.

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3
462011Delta 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.

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3
472004Portfolio 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.

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3
482008Dynamic Analysis of the Behavioural Patterns of the Largest Commercial Banks in the Russian Federation. (2008). Solodkov, Vasily ; Aleskerov, Fuad ; Belousova, V. ; Serdyuk, M.. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:12-2008.

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3
492006Credit risk in pure jump structural models. (2006). luciano, elisa ; Fiorani, Filo. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:6-2006.

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3
502001BV as a dual space.. (2001). Maccheroni, Fabio ; Ruckle, William H.. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:29-2001.

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3
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12013When 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.

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12
22001Risk, 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.

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9
32002Insurance Premia Consistent with the Market.. (2002). Marinacci, Massimo ; Maccheroni, Fabio ; Castagnoli, Erio . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:24-2002.

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6
42003Positive 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

5
52006A Multivariate Time-Changed Lévy 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

5
62005Non 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

4
72002Optimal 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

4
82003Monotone 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.

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