Is this page useful for you? Then, help us to keep the service working. Please have a look to our donations page ... Thanks for your help!!

Citation Profile [Updated: 2020-06-03 07:38:54]
5 Years H
7
Impact Factor
0.26
5 Years IF
0.17
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 11 11 1 0 0 0 0 0 0.04
1991 0 0.08 0 0 8 19 3 0 11 11 0 0 0.04
1992 0 0.09 0 0 12 31 4 0 19 19 0 0 0.04
1993 0 0.1 0 0 13 44 3 0 20 31 0 0 0.05
1994 0.04 0.11 0.04 0.05 13 57 8 2 2 25 1 44 2 2 100 0 0.06
1995 0.08 0.2 0.04 0.04 17 74 3 2 5 26 2 57 2 1 50 0 0.08
1996 0 0.22 0.05 0.02 10 84 7 4 9 30 63 1 1 25 1 0.1 0.1
1997 0 0.23 0 0 12 96 10 9 27 65 0 0 0.1
1998 0 0.27 0.01 0 7 103 4 1 10 22 65 1 100 0 0.12
1999 0 0.29 0.01 0 7 110 9 1 11 19 59 1 100 0 0.14
2000 0 0.34 0.03 0 8 118 57 3 15 14 53 0 1 0.13 0.15
2001 0.07 0.36 0.02 0.02 12 130 29 1 17 15 1 44 1 0 0 0.16
2002 0.15 0.4 0.04 0.11 0 130 0 5 22 20 3 46 5 0 0 0.21
2003 0.17 0.41 0.05 0.12 5 135 10 7 29 12 2 34 4 0 0 0.2
2004 0 0.46 0.03 0.09 8 143 22 4 33 5 32 3 1 25 0 0.21
2005 0 0.47 0.05 0.18 2 145 1 7 40 13 33 6 0 0 0.22
2006 0.2 0.47 0.08 0.26 8 153 15 12 53 10 2 27 7 2 16.7 0 0.21
2007 0 0.42 0.04 0.04 6 159 8 7 60 10 23 1 0 0 0.19
2008 0.29 0.45 0.07 0.28 9 168 18 11 71 14 4 29 8 0 0 0.21
2009 0.2 0.44 0.14 0.15 11 179 8 25 96 15 3 33 5 0 0 0.21
2010 0.1 0.44 0.07 0.06 10 189 11 13 109 20 2 36 2 1 7.7 0 0.18
2011 0.05 0.46 0.07 0.14 7 196 5 13 122 21 1 44 6 1 7.7 0 0.21
2012 0.18 0.47 0.12 0.12 8 204 4 24 146 17 3 43 5 2 8.3 0 0.19
2013 0.07 0.53 0.1 0.18 11 215 9 21 167 15 1 45 8 2 9.5 0 0.22
2014 0.05 0.55 0.1 0.13 24 239 19 23 190 19 1 47 6 1 4.3 2 0.08 0.21
2015 0.23 0.55 0.1 0.2 12 251 17 26 216 35 8 60 12 0 1 0.08 0.21
2016 0.22 0.56 0.1 0.18 16 267 3 26 242 36 8 62 11 0 0 0.2
2017 0.07 0.58 0.05 0.08 20 287 5 15 257 28 2 71 6 0 0 0.21
2018 0.08 0.7 0.14 0.17 26 313 8 44 302 36 3 83 14 12 27.3 9 0.35 0.28
2019 0.26 0.88 0.1 0.17 31 344 3 36 338 46 12 98 17 13 36.1 13 0.42 0.33
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
12000Decision analysis using targets instead of utility functions. (2000). LiCalzi, Marco ; Bordley, Robert . In: Decisions in Economics and Finance. RePEc:spr:decfin:v:23:y:2000:i:1:p:53-74.

Full description at Econpapers || Download paper

39
22004Conditional comonotonicity. (2004). NAPP, Clotilde ; Jouini, Elyès. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:27:y:2004:i:2:p:153-166.

Full description at Econpapers || Download paper

15
32015Financial economics without probabilistic prior assumptions. (2015). Riedel, Frank. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:38:y:2015:i:1:p:75-91.

Full description at Econpapers || Download paper

13
42000Normal approximations by Steins method. (2000). Rinott, Yosef ; Rotar, Vladimir . In: Decisions in Economics and Finance. RePEc:spr:decfin:v:23:y:2000:i:1:p:15-29.

Full description at Econpapers || Download paper

11
51997Twenty years of fuzzy preference structures (1978–1997). (1997). Baets, Bernard ; Fodor, Janos. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:20:y:1997:i:1:p:45-66.

Full description at Econpapers || Download paper

7
62008Optimal consumption and investment under partial information. (2008). Sass, Jorn ; Putschogl, Wolfgang. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:31:y:2008:i:2:p:137-170.

Full description at Econpapers || Download paper

7
72001Efficient Monte Carlo pricing of European options¶using mean value control variates. (2001). Pellizzari, Paolo. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:24:y:2001:i:2:p:107-126.

Full description at Econpapers || Download paper

7
82007Linear cumulative prospect theory with applications to portfolio selection and insurance demand. (2007). Schmidt, Ulrich ; Zank, Horst . In: Decisions in Economics and Finance. RePEc:spr:decfin:v:30:y:2007:i:1:p:1-18.

Full description at Econpapers || Download paper

7
91996On the aubin-like characterization of competitive equilibria in infinite dimensional economies. (1996). Graziano, Maria ; Basile, Achille ; Simone, Anna . In: Decisions in Economics and Finance. RePEc:spr:decfin:v:19:y:1996:i:1:p:187-203.

Full description at Econpapers || Download paper

7
102001A note on mixture sets in decision theory. (2001). Mongin, Philippe. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:24:y:2001:i:1:p:59-69.

Full description at Econpapers || Download paper

7
111994Recent progresses in Multicriteria Decision-Aid. (1994). Vincke, Philippe . In: Decisions in Economics and Finance. RePEc:spr:decfin:v:17:y:1994:i:2:p:21-32.

Full description at Econpapers || Download paper

6
122018Steady states, stability and bifurcations in multi-asset market models. (2018). Westerhoff, Frank ; Schmitt, Noemi ; Dieci, Roberto. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:41:y:2018:i:2:d:10.1007_s10203-018-0214-3.

Full description at Econpapers || Download paper

6
132013Pricing VIX options with stochastic volatility and random jumps. (2013). Lian, Guang-Hua ; Zhu, Song-Ping. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:36:y:2013:i:1:p:71-88.

Full description at Econpapers || Download paper

6
142014Existence of financial equilibria with endogenous short selling restrictions and real assets. (2014). Gori, Michele ; Villanacci, Antonio ; Pireddu, Marina. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:37:y:2014:i:2:p:349-371.

Full description at Econpapers || Download paper

6
152008Unawareness, priors and posteriors. (2008). modica, salvatore. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:31:y:2008:i:2:p:81-94.

Full description at Econpapers || Download paper

5
162001Option pricing by large risk aversion utility¶under transaction costs. (2001). Кабанов, Юрий ; Bouchard, B. ; Yu. M. Kabanov, ; Touzi, N.. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:24:y:2001:i:2:p:127-136.

Full description at Econpapers || Download paper

5
172009A scenario-based integrated approach for modeling carbon price risk. (2009). Reedman, Luke ; Zhu, Zili ; Lo, Thomas ; Graham, Paul . In: Decisions in Economics and Finance. RePEc:spr:decfin:v:32:y:2009:i:1:p:35-48.

Full description at Econpapers || Download paper

5
182006On the relationship between absolute prudence and absolute risk aversion. (2006). Menegatti, Mario ; Maggi, Mario ; Magnani, Umberto. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:29:y:2006:i:2:p:155-160.

Full description at Econpapers || Download paper

5
191999Existence of a convex extension of a preference relation. (1999). Scapparone, Paolo . In: Decisions in Economics and Finance. RePEc:spr:decfin:v:22:y:1999:i:1:p:5-11.

Full description at Econpapers || Download paper

4
202001Arbitrage, linear programming and martingales¶in securities markets with bid-ask spreads. (2001). Ortu, Fulvio. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:24:y:2001:i:2:p:79-105.

Full description at Econpapers || Download paper

4
212001Optimality in a financial economy with outside money and restricted participation. (2001). Carosi, Laura. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:24:y:2001:i:1:p:1-19.

Full description at Econpapers || Download paper

4
221999A note on direct term structure estimation using monotonic splines. (1999). Corradi, Corrado ; Barzanti, Luca. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:22:y:1999:i:1:p:101-108.

Full description at Econpapers || Download paper

4
232003Income taxation when markets are incomplete. (2003). Tirelli, Mario. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:26:y:2003:i:2:p:97-128.

Full description at Econpapers || Download paper

4
242011Real options game analysis of sleeping patents. (2011). Leung, Chi ; Kwok, Yue . In: Decisions in Economics and Finance. RePEc:spr:decfin:v:34:y:2011:i:1:p:41-65.

Full description at Econpapers || Download paper

4
251998A three-moment based portfolio selection model. (1998). Rossi, Francesco ; Gamba, Andrea. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:21:y:1998:i:1:p:25-48.

Full description at Econpapers || Download paper

4
262003Notes and Comments: The numeraire portfolio in financial markets modeled by a multi-dimensional jump diffusion process. (2003). Oertel, Frank ; Korn, Ralf ; Schal, Manfred . In: Decisions in Economics and Finance. RePEc:spr:decfin:v:26:y:2003:i:2:p:153-166.

Full description at Econpapers || Download paper

4
272010Dynamic voluntary provision of public goods with uncertainty: a stochastic differential game model. (2010). Ewald, Christian-Oliver ; Wang, Wen-Kai . In: Decisions in Economics and Finance. RePEc:spr:decfin:v:33:y:2010:i:2:p:97-116.

Full description at Econpapers || Download paper

4
282014Expectations and industry location: a discrete time dynamical analysis. (2014). Kubin, Ingrid ; Commendatore, Pasquale ; Agliari, Anna ; Foroni, Ilaria . In: Decisions in Economics and Finance. RePEc:spr:decfin:v:37:y:2014:i:1:p:3-26.

Full description at Econpapers || Download paper

4
292014Hedging and the competitive firm under correlated price and background risk. (2014). Wong, Kit . In: Decisions in Economics and Finance. RePEc:spr:decfin:v:37:y:2014:i:2:p:329-340.

Full description at Econpapers || Download paper

3
302001Homothetic preferences on star-shaped sets. (2001). Maccheroni, Fabio. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:24:y:2001:i:1:p:41-47.

Full description at Econpapers || Download paper

3
312004Arbitrage and completeness in financial markets with given N-dimensional distributions. (2004). Campi, Luciano . In: Decisions in Economics and Finance. RePEc:spr:decfin:v:27:y:2004:i:1:p:57-80.

Full description at Econpapers || Download paper

3
321997Su Una Estensione Bidimensionale del Teorema di Scomposizione di Peccati. (1997). Pressacco, Flavio ; Stucchi, Patrizia . In: Decisions in Economics and Finance. RePEc:spr:decfin:v:20:y:1997:i:2:p:169-185.

Full description at Econpapers || Download paper

3
332000Measuring the set of blocking coalitions in infinite dimensional economies. (2000). Graziano, Maria. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:23:y:2000:i:2:p:101-120.

Full description at Econpapers || Download paper

3
342004A two-step simulation procedure to analyze the exercise features of American options. (2004). pianca, paolo ; Nardon, Martina ; Basso, Antonella. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:27:y:2004:i:1:p:35-56.

Full description at Econpapers || Download paper

3
352006Notes and Comments: Stochastic demand correspondences and their aggregation properties. (2006). Alcantud, José. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:29:y:2006:i:1:p:55-69.

Full description at Econpapers || Download paper

3
361995Dini derivatives in optimization — Part III. (1995). Giorgi, Giorgio ; Komlosi, Sandor . In: Decisions in Economics and Finance. RePEc:spr:decfin:v:18:y:1995:i:1:p:47-63.

Full description at Econpapers || Download paper

3
372008The optimal capital structure of the firm with stable Lévy assets returns. (2008). Quittard-Pinon, Franois ; le Courtois, Olivier. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:31:y:2008:i:1:p:51-72.

Full description at Econpapers || Download paper

3
382010Optimal prepayment and default rules for mortgage-backed securities. (2010). Vargiolu, Tiziano ; De Rossi, Giulia . In: Decisions in Economics and Finance. RePEc:spr:decfin:v:33:y:2010:i:1:p:23-47.

Full description at Econpapers || Download paper

3
392016Diversification preferences in the theory of choice. (2016). Mahmoud, Ola ; De Giorgi, Enrico. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:39:y:2016:i:2:d:10.1007_s10203-016-0182-4.

Full description at Econpapers || Download paper

3
402003Representing complete and incomplete subjective linear preferences on random numbers. (2003). Girotto, Bruno ; Holzer, Silvano. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:26:y:2003:i:2:p:129-144.

Full description at Econpapers || Download paper

3
412006An overlapping generations model with non-ordered preferences and numeraire-incomplete markets*. (2006). SEGHIR, Abdelkrim. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:28:y:2006:i:2:p:95-112.

Full description at Econpapers || Download paper

2
422008Path dependent volatility. (2008). Pascucci, Andrea ; Foschi, Paolo. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:31:y:2008:i:1:p:13-32.

Full description at Econpapers || Download paper

2
431991On the decomposition of stochastic discounted cash flows. (1991). Beccacece, F. ; Calzi, M.. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:14:y:1991:i:2:p:59-73.

Full description at Econpapers || Download paper

2
442006On pricing lookback options under the CEV process. (2006). Costabile, Massimo. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:29:y:2006:i:2:p:139-153.

Full description at Econpapers || Download paper

2
452014One-dimensional maps with two discontinuity points and three linear branches: mathematical lessons for understanding the dynamics of financial markets. (2014). Westerhoff, Frank ; Tramontana, Fabio ; Gardini, Laura. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:37:y:2014:i:1:p:27-51.

Full description at Econpapers || Download paper

2
461992Dini derivatives in optimization — Part II. (1992). Giorgi, G. ; Komlosi, S.. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:15:y:1992:i:2:p:3-24.

Full description at Econpapers || Download paper

2
472017Reaching nirvana with a defaultable asset?. (2017). Battauz, Anna ; Sbuelz, Alessandro ; Donno, Marzia. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:40:y:2017:i:1:d:10.1007_s10203-017-0192-x.

Full description at Econpapers || Download paper

2
482005Notes and Comments: Measures of risk attitude: correspondences between mean-variance and expected-utility approaches. (2005). Wagener, Andreas ; Eichner, Thomas. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:28:y:2005:i:1:p:53-65.

Full description at Econpapers || Download paper

2
492014Production and hedging in futures markets with multiple delivery specifications. (2014). Wong, Kit . In: Decisions in Economics and Finance. RePEc:spr:decfin:v:37:y:2014:i:2:p:413-421.

Full description at Econpapers || Download paper

2
502012Portfolio optimization in a defaultable market under incomplete information. (2012). Callegaro, Giorgia ; Runggaldier, Wolfgang ; Jeanblanc, Monique. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:35:y:2012:i:2:p:91-111.

Full description at Econpapers || Download paper

2
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12015Financial economics without probabilistic prior assumptions. (2015). Riedel, Frank. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:38:y:2015:i:1:p:75-91.

Full description at Econpapers || Download paper

8
22018Steady states, stability and bifurcations in multi-asset market models. (2018). Westerhoff, Frank ; Schmitt, Noemi ; Dieci, Roberto. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:41:y:2018:i:2:d:10.1007_s10203-018-0214-3.

Full description at Econpapers || Download paper

6
32013Pricing VIX options with stochastic volatility and random jumps. (2013). Lian, Guang-Hua ; Zhu, Song-Ping. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:36:y:2013:i:1:p:71-88.

Full description at Econpapers || Download paper

3
42000Decision analysis using targets instead of utility functions. (2000). LiCalzi, Marco ; Bordley, Robert . In: Decisions in Economics and Finance. RePEc:spr:decfin:v:23:y:2000:i:1:p:53-74.

Full description at Econpapers || Download paper

3
52019Markovian lifts of positive semidefinite affine Volterra-type processes. (2019). Teichmann, Josef ; Cuchiero, Christa. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:42:y:2019:i:2:d:10.1007_s10203-019-00268-5.

Full description at Econpapers || Download paper

2
62016Diversification preferences in the theory of choice. (2016). Mahmoud, Ola ; De Giorgi, Enrico. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:39:y:2016:i:2:d:10.1007_s10203-016-0182-4.

Full description at Econpapers || Download paper

2
72018Oligopoly models with different learning and production time scales. (2018). Naimzada, Ahmad ; Sodini, Mauro ; Cavalli, Fausto. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:41:y:2018:i:2:d:10.1007_s10203-018-0225-0.

Full description at Econpapers || Download paper

2
82012Portfolio optimization in a defaultable market under incomplete information. (2012). Callegaro, Giorgia ; Runggaldier, Wolfgang ; Jeanblanc, Monique. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:35:y:2012:i:2:p:91-111.

Full description at Econpapers || Download paper

2
92006The completion of security markets. (2006). Kountzakis, Christos ; Polyrakis, Ioannis. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:29:y:2006:i:1:p:1-21.

Full description at Econpapers || Download paper

2
101994Recent progresses in Multicriteria Decision-Aid. (1994). Vincke, Philippe . In: Decisions in Economics and Finance. RePEc:spr:decfin:v:17:y:1994:i:2:p:21-32.

Full description at Econpapers || Download paper

2
112018An evolutionary model with best response and imitative rules. (2018). Naimzada, Ahmad ; Baiardi, Lorenzo Cerboni. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:41:y:2018:i:2:d:10.1007_s10203-018-0219-y.

Full description at Econpapers || Download paper

2
122015Using Value-at-Risk to reconcile limited liability and the moral-hazard problem. (2015). Weinrich, Gerd ; Tulli, Vanda. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:38:y:2015:i:1:p:93-118.

Full description at Econpapers || Download paper

2
132017Reaching nirvana with a defaultable asset?. (2017). Battauz, Anna ; Sbuelz, Alessandro ; Donno, Marzia. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:40:y:2017:i:1:d:10.1007_s10203-017-0192-x.

Full description at Econpapers || Download paper

2
142008Optimal consumption and investment under partial information. (2008). Sass, Jorn ; Putschogl, Wolfgang. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:31:y:2008:i:2:p:137-170.

Full description at Econpapers || Download paper

2
Citing documents used to compute impact factor: 12
YearTitle
2019A risk-gain dominance maximization approach to enhanced index tracking. (2019). Sagratella, Simone ; Lampariello, Lorenzo ; Cesarone, Francesco. In: Finance Research Letters. RePEc:eee:finlet:v:29:y:2019:i:c:p:231-238.

Full description at Econpapers || Download paper

2019Stocks for the log-run and constant relative risk aversion preferences. (2019). Levy, Moshe. In: European Journal of Operational Research. RePEc:eee:ejores:v:277:y:2019:i:3:p:1163-1168.

Full description at Econpapers || Download paper

2019Dynamic portfolio choice with return predictability and transaction costs. (2019). Siu, Chi Chung ; Ma, Guiyuan ; Zhu, Song-Ping. In: European Journal of Operational Research. RePEc:eee:ejores:v:278:y:2019:i:3:p:976-988.

Full description at Econpapers || Download paper

2019Un-diversifying during crises: Is it a good idea?. (2019). Paterlini, Sandra ; Giuzio, Margherita. In: Computational Management Science. RePEc:spr:comgts:v:16:y:2019:i:3:d:10.1007_s10287-018-0340-y.

Full description at Econpapers || Download paper

2019
2019Housing markets, expectation formation and interest rates. (2019). Westerhoff, Frank ; Schmitt, Noemi ; Martin, Carolin. In: BERG Working Paper Series. RePEc:zbw:bamber:142.

Full description at Econpapers || Download paper

2019Asymmetric competition, risk, and return distribution. (2019). Oh, Ilfan ; Mundt, Philipp. In: BERG Working Paper Series. RePEc:zbw:bamber:145.

Full description at Econpapers || Download paper

2019Animal spirits, risk premia and monetary policy at the zero lower bound. (2019). Proaño, Christian ; Lojak, Benjamin ; Acosta, Christian Proao. In: BERG Working Paper Series. RePEc:zbw:bamber:148.

Full description at Econpapers || Download paper

2019Topology and formation of production input interlinkages: Evidence from Japanese microdata. (2019). Mundt, Philipp ; Arata, Yoshiyuki. In: BERG Working Paper Series. RePEc:zbw:bamber:152.

Full description at Econpapers || Download paper

2019The perks of being in the smaller team: Incentives in overlapping contests. (2019). March, Christoph ; Sahm, Marco. In: BERG Working Paper Series. RePEc:zbw:bamber:155.

Full description at Econpapers || Download paper

2019An evolutionary Cournot oligopoly model with imitators and perfect foresight best responders. (2019). Naimzada, Ahmad ; Ahmad, Naimzada ; Lorenzo, Cerboni Baiardi. In: Working Papers. RePEc:mib:wpaper:407.

Full description at Econpapers || Download paper

2019A general equilibrium evolutionary model with generic utility functions and generic bell-shaped attractiveness maps, generating fashion cycle dynamics. (2019). Naimzada, Ahmad ; Marina, Pireddu. In: Working Papers. RePEc:mib:wpaper:401.

Full description at Econpapers || Download paper

Recent citations
Recent citations received in 2019

YearCiting document
2019The Laplace transform of the integrated Volterra Wishart process. (2019). Jaber, Eduardo Abi. In: Working Papers. RePEc:hal:wpaper:hal-02367200.

Full description at Econpapers || Download paper

2019Volatility and volatility-linked derivatives: estimation, modeling, and pricing. (2019). Wang, Tai-Ho ; Mancino, Maria Elvira ; Alos, Elisa. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:42:y:2019:i:2:d:10.1007_s10203-019-00271-w.

Full description at Econpapers || Download paper

Recent citations received in 2018

YearCiting document
2018Some reflections on past and future of nonlinear dynamics in economics and finance. (2018). Anufriev, Mikhail ; Tramontana, Fabio ; Radi, Davide. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:41:y:2018:i:2:d:10.1007_s10203-018-0229-9.

Full description at Econpapers || Download paper

Recent citations received in 2017

YearCiting document

Recent citations received in 2016

YearCiting document