Citation analysis for Statistics & Risk Modeling / De Gruyter

Citation Profile [Updated: 2022-01-09 21:43:50]

5 Years H

Impact Factor

0.17

5 Years IF

0.15

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	0.02	0.09	0.04	0.01	24	24	4	1	1	53	1	124	1		0		0	0.04
1991	0.02	0.08	0.05	0.02	20	44	4	2	3	48	1	126	2		0		0	0.04
1992	0	0.09	0.03	0.02	27	71	20	2	5	44		121	2		0		0	0.04
1993	0.04	0.11	0.04	0.02	25	96	8	4	9	47	2	124	3		0		0	0.05
1994	0.04	0.12	0.03	0.02	28	124	15	4	13	52	2	120	2		0		0	0.06
1995	0.04	0.19	0.04	0.02	26	150	20	6	19	53	2	124	3		0		0	0.08
1996	0.02	0.22	0.05	0.03	23	173	31	8	27	54	1	126	4		0		0	0.1
1997	0.02	0.22	0.09	0.06	25	198	9	18	45	49	1	129	8		0	1	0.04	0.09
1998	0.02	0.26	0.04	0.02	23	221	17	8	54	48	1	127	3		0	1	0.04	0.12
1999	0.02	0.27	0.03	0.03	23	244	6	7	61	48	1	125	4		0		0	0.13
2000	0.04	0.32	0.06	0.04	20	264	11	17	78	46	2	120	5		0	1	0.05	0.14
2001	0	0.35	0.06	0.04	23	287	21	18	96	43		114	4	1	5.6		0	0.15
2002	0.02	0.37	0.03	0.01	23	310	2	8	104	43	1	114	1		0		0	0.19
2003	0.02	0.4	0.04	0.02	21	331	52	14	118	46	1	112	2	1	7.1		0	0.19
2004	0.02	0.44	0.03	0.05	19	350	11	12	130	44	1	110	5		0		0	0.2
2005	0.05	0.45	0.05	0.05	23	373	42	19	149	40	2	106	5		0		0	0.21
2006	0.26	0.46	0.1	0.14	36	409	129	39	189	42	11	109	15	2	5.1	5	0.14	0.2
2007	0.12	0.42	0.07	0.08	15	424	9	31	220	59	7	122	10		0		0	0.18
2008	0.27	0.44	0.11	0.23	10	434	18	49	269	51	14	114	26		0		0	0.2
2009	0.12	0.43	0.09	0.14	28	462	9	40	309	25	3	103	14	2	5		0	0.21
2010	0.03	0.43	0.08	0.15	0	462	0	37	346	38	1	112	17		0		0	0.18
2011	0.04	0.45	0.07	0.11	20	482	24	33	379	28	1	89	10	4	12.1		0	0.2
2012	0.15	0.45	0.13	0.15	16	498	8	63	442	20	3	73	11		0		0	0.19
2013	0.17	0.5	0.1	0.16	19	517	12	54	496	36	6	74	12		0	1	0.05	0.21
2014	0.06	0.51	0.08	0.13	14	531	5	42	538	35	2	83	11	6	14.3		0	0.2
2015	0.06	0.5	0.06	0.04	7	538	0	30	568	33	2	69	3		0		0	0.19
2016	0	0.5	0.02	0.07	11	549	16	10	578	21		76	5		0	1	0.09	0.18
2017	0.33	0.5	0.04	0.13	9	558	7	25	603	18	6	67	9		0		0	0.18
2018	0.05	0.54	0.03	0.02	8	566	1	17	620	20	1	60	1		0	1	0.13	0.21
2019	0.12	0.58	0.04	0.1	4	570	1	21	641	17	2	49	5		0		0	0.21
2020	0.17	0.75	0.02	0.15	5	575	0	14	655	12	2	39	6		0		0	0.29

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

#	Year	Title	Cited
1	2006	Risk measurement with equivalent utility principles. (2006). Laeven, Roger ; Goovaerts, Marc ; Dhaene, Jan ; Michel, Denuit ; Roger, Laeven ; Rob, Kaas ; Marc, Goovaerts ; Jan, Dhaene . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:24:y:2006:i:1/2006:p:25:n:1. Full description at Econpapers \|\| Download paper	35
2	2006	Risk measurement with equivalent utility principles. (2006). Laeven, Roger ; Dhaene, Jan ; Roger, Laeven ; Rob, Kaas ; Marc, Goovaerts ; Jan, Dhaene ; Michel, Denuit . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:24:y:2006:i:1:p:1-25:n:2. Full description at Econpapers \|\| Download paper	32
3	2003	On arbitrage and replication in the fractional BlackÃ¢â¬âScholes pricing model. (2003). Sottinen, Tommi ; Tommi, Sottinen ; Esko, Valkeila . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:21:y:2003:i:2/2003:p:93-108:n:7. Full description at Econpapers \|\| Download paper	24
4	2006	Convex risk measures and the dynamics of their penalty functions. (2006). Hans, Follmer ; Irina, Penner . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:24:y:2006:i:1/2006:p:36:n:9. Full description at Econpapers \|\| Download paper	20
5	2006	Robust utility maximization in a stochastic factor model. (2006). Alexander, Schied ; Daniel, Hernandez-Hernandez . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:24:y:2006:i:1:p:109-125:n:5. Full description at Econpapers \|\| Download paper	19
6	2006	Law invariant concave utility functions and optimization problems with monotonicity and comonotonicity constraints. (2006). Dana, Rose-Anne ; Guillaume, Carlier ; Rose-anne, Dana. In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:24:y:2006:i:1/2006:p:26:n:3. Full description at Econpapers \|\| Download paper	17
7	2006	Robust utility maximization in a stochastic factor model. (2006). Daniel, Hernandez-Hernandez ; Alexander, Schied . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:24:y:2006:i:1/2006:p:17:n:2. Full description at Econpapers \|\| Download paper	15
8	2016	Leveraging the network: A stress-test framework based on DebtRank. (2016). battiston, stefano ; Stefano, Battiston ; Marco, Derrico ; Guido, Caldarelli . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:33:y:2016:i:3-4:p:117-138:n:2. Full description at Econpapers \|\| Download paper	15
9	2006	On the optimal risk allocation problem. (2006). Christian, Burgert ; Ludger, Ruschendorf. In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:24:y:2006:i:1/2006:p:19:n:4. Full description at Econpapers \|\| Download paper	14
10	2005	Duality theory for optimal investments under model uncertainty. (2005). Alexander, Schied ; Ching-Tang, Wu. In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:23:y:2005:i:3/2005:p:199-217:n:3. Full description at Econpapers \|\| Download paper	14
11	2001	ESTIMATION OF THE DENSITY AND THE REGRESSION FUNCTION UNDER MIXING CONDITIONS. (2001). Liebscher E., . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:19:y:2001:i:1:p:9-26:n:8. Full description at Econpapers \|\| Download paper	13
12	2005	Optimal consumption strategies under model uncertainty. (2005). Ludger, Ruschendorf ; Christian, Burgert . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:23:y:2005:i:1:p:1-14:n:1. Full description at Econpapers \|\| Download paper	13
13	1987	INADMISSIBILITY OF THE BEST EQUIVARIANT ESTIMATORS OF THE VARIANCE-COVARIANCE MATRIX, THE PRECISION MATRIX, AND THE GENERALIZED VARIANCE UNDER ENTROPY LOSS. (1987). Ghosh M., ; Sinha B. K., . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:5:y:1987:i:3-4:p:201-228:n:1. Full description at Econpapers \|\| Download paper	10
14	2008	Nonparametric nearest neighbor based empirical portfolio selection strategies. (2008). Udina, Frederic ; Laszlo, Gyorfi ; Harro, Walk ; Frederic, Udina . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:26:y:2008:i:2:p:145-157:n:5. Full description at Econpapers \|\| Download paper	10
15	2003	Variational sums and power variation: a unifying approach to model selection and estimation in semimartingale models. (2003). Woerner Jeannette H. C., . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:21:y:2003:i:1/2003:p:47-68:n:6. Full description at Econpapers \|\| Download paper	10
16	2011	On the maximization of financial performance measures within mixture models. (2011). Prigent, Jean-Luc ; Rania, Hentati ; Jean-Luc, Prigent . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:28:y:2011:i:1:p:63-80:n:5. Full description at Econpapers \|\| Download paper	9
17	2006	Law invariant convex risk measures for portfolio vectors. (2006). Ludger, Ruschendorf. In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:24:y:2006:i:1/2006:p:12:n:10. Full description at Econpapers \|\| Download paper	9
18	1996	ESTIMATORS AND TESTS FOR CHANGE IN VARIANCES. (1996). Horvath, Lajos ; Edit, Gombay ; Marie, Huskova ; Lajos, Horvath . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:14:y:1996:i:2:p:145-160:n:4. Full description at Econpapers \|\| Download paper	9
19	2006	Parametric and semiparametric inference for shape: the role of the scale functional. (2006). Hallin, Marc ; Marc, Hallin ; Davy, Paindaveine . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:24:y:2006:i:3:p:24:n:2. Full description at Econpapers \|\| Download paper	8
20	2005	Optimal consumption strategies under model uncertainty. (2005). Christian, Burgert ; Ludger, Ruschendorf. In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:23:y:2005:i:1/2005:p:1-14:n:1. Full description at Econpapers \|\| Download paper	7
21	2012	Bounds for joint portfolios of dependent risks. (2012). Giovanni, Puccetti ; Ludger, Ruschendorf. In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:29:y:2012:i:2:p:107-132:n:4. Full description at Econpapers \|\| Download paper	7
22	1996	ON SOME ASPECTS OF RANKED SET SAMPLING FOR ESTIMATION OF NORMAL AND EXPONENTIAL PARAMETERS. (1996). Sumitra, Purkayastha ; Sinha Bimal K., ; Sinha Bikas K., . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:14:y:1996:i:3:p:223-240:n:2. Full description at Econpapers \|\| Download paper	7
23	1995	PARTITIONING-ESTIMATES OF A REGRESSION FUNCTION UNDER RANDOM CENSORING. (1995). Carbonez A., ; Meulen E. C. van der, ; Gyorfi L., . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:13:y:1995:i:1:p:21-38:n:2. Full description at Econpapers \|\| Download paper	7
24	2008	Optimal portfolios with Haezendonck risk measures. (2008). Fabio, Bellini ; Emanuela, Rosazza Gianin . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:26:y:2008:i:2:p:89-108:n:3. Full description at Econpapers \|\| Download paper	7
25	1989	EMPIRICAL BAYES SUBSET ESTIMATION IN REGRESSION MODELS. (1989). Ghosh M., ; Sen P. K., ; Saleh A. K. Md. E., . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:7:y:1989:i:1-2:p:15-36:n:4. Full description at Econpapers \|\| Download paper	6
26	1996	ON LEAST SQUARES ESTIMATES OF AN EXPONENTIAL TAIL COEFFICIENT. (1996). Schultze J., ; Steinebach J., . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:14:y:1996:i:4:p:353-372:n:3. Full description at Econpapers \|\| Download paper	6
27	1987	ON ADAPTIVE ESTIMATION IN AUTOREGRESSIVE MODELS WHEN THERE ARE NUISANCE FUNCTIONS. (1987). Jens-Peter, Kreiss . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:5:y:1987:i:1-2:p:59-76:n:12. Full description at Econpapers \|\| Download paper	6
28	2007	Estimating the error distribution function in semiparametric regression. (2007). Muller Ursula U., ; Wolfgang, Wefelmeyer ; Anton, Schick . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:25:y:2007:i:1/2007:p:18:n:1. Full description at Econpapers \|\| Download paper	6
29	1985	ON THE LIMITING DISTRIBUTION OF AND CRITICAL VALUES FOR THE HOEFFDING, BLUM, KIEFER, ROSENBLATT INDEPENDENCE CRITERION. (1985). Derek, Cotterill ; Miklos, Csorgo . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:3:y:1985:i:1-2:p:1-48:n:1. Full description at Econpapers \|\| Download paper	6
30	2011	Robust replication in H-self-similar Gaussian market models under uncertainty. (2011). Sottinen, Tommi ; Pavel, Gapeev ; Esko, Valkeila ; Tommi, Sottinen . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:28:y:2011:i:1:p:37-50:n:3. Full description at Econpapers \|\| Download paper	5
31	1998	WEAK AND STRONG UNIVERSAL CONSISTENCY OF SEMI-RECURSIVE KERNEL AND PARTITIONING REGRESSION ESTIMATES. (1998). Gyorfi L., ; Walk H., ; Kohler M., . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:16:y:1998:i:1:p:1-18:n:1. Full description at Econpapers \|\| Download paper	5
32	1997	EXPANSION OF BAYES RISK FOR ENTROPY LOSS AND REFERENCE PRIOR IN NONREGULAR CASES. (1997). Subhashis, Ghosal ; Tapas, Samanta . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:15:y:1997:i:2:p:129-140:n:2. Full description at Econpapers \|\| Download paper	5
33	1989	FREQUENTIST BEHAVIOR OF ROBUST BAYES ESTIMATES OF NORMAL MEANS. (1989). DasGupta A., ; Studden W. J., . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:7:y:1989:i:4:p:333-362:n:3. Full description at Econpapers \|\| Download paper	5
34	1985	RANK ESTIMATORS OF SCORES FOR TESTING INDEPENDENCE. (1985). Konrad, Behnen ; Georg, Neuhaus ; Marie, Hukova . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:3:y:1985:i:3-4:p:239-262:n:4. Full description at Econpapers \|\| Download paper	5
35	2005	Perpetual convertible bonds in jump-diffusion models. (2005). Pavel, Gapeev ; Christoph, Kuhn . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:23:y:2005:i:1/2005:p:15-31:n:2. Full description at Econpapers \|\| Download paper	5
36	1998	THE EXACT RISK OF A WEIGHTED AVERAGE ESTIMATOR OF THE OLS AND STEIN-RULE ESTIMATORS IN REGRESSION UNDER BALANCED LOSS. (1998). Kazuhiro, Ohtani . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:16:y:1998:i:1:p:35-46:n:5. Full description at Econpapers \|\| Download paper	4
37	2014	Central clearing of OTC derivatives: Bilateral vs multilateral netting. (2014). Rama, Cont ; Thomas, Kokholm . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:31:y:2014:i:1:p:20:n:1. Full description at Econpapers \|\| Download paper	4
38	2006	Estimating market risk with neural networks. (2006). Mabouba, Diagne ; Jurgen, Franke . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:24:y:2006:i:2:p:21:n:2. Full description at Econpapers \|\| Download paper	4
39	2013	Bernstein estimator for unbounded copula densities. (2013). Taamouti, Abderrahim ; Taoufik, Bouezmarni ; Abderrahim, Taamouti ; El, Ghouch . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:30:y:2013:i:4:p:343-360:n:3. Full description at Econpapers \|\| Download paper	4
40	1989	ESTIMATING ORDERED LOCATION AND SCALE PARAMETERS. (1989). Cohen A., ; Kushary D., . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:7:y:1989:i:3:p:201-214:n:1. Full description at Econpapers \|\| Download paper	4
41	1996	DECISION THEORETIC ESTIMATION OF THE VARIANCE RATIO. (1996). Ghosh M., ; Kundu S., . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:14:y:1996:i:2:p:161-176:n:5. Full description at Econpapers \|\| Download paper	4
42	2004	Quantization of probability distributions under norm-based distortion measures. (2004). Sylvain, Delattre ; Gilles, Pages ; Harald, Luschgy ; Siegfried, Graf . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:22:y:2004:i:4/2004:p:261-282:n:2. Full description at Econpapers \|\| Download paper	4
43	2003	Parameter estimation for some non-recurrent solutions of SDE. (2003). Dietz Hans M., ; Kutoyants Yury A., . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:21:y:2003:i:1/2003:p:29-46:n:4. Full description at Econpapers \|\| Download paper	4
44	2017	A double clustering algorithm for financial time series based on extreme events. (2017). Luca, DE ; Paola, Zuccolotto . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:34:y:2017:i:1-2:p:1-12:n:2. Full description at Econpapers \|\| Download paper	4
45	1985	ESTIMATION OF LINEAR PARAMETRIC FUNCTIONS FOR SEVERAL EXPONENTIAL SAMPLES. (1985). , Rukhin . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:3:y:1985:i:3-4:p:225-238:n:3. Full description at Econpapers \|\| Download paper	3
46	2005	Quantile hedging and its application to life insurance. (2005). Alexander, Melnikov ; Victoria, Skornyakova . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:23:y:2005:i:4/2005:p:301-316:n:3. Full description at Econpapers \|\| Download paper	3
47	2003	On the construction of efficient estimators in semiparametric models. (2003). Forrester Jeffrey S., ; Anton, Schick ; Hanxiang, Peng ; Hooper William J., . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:21:y:2003:i:2/2003:p:109-138:n:2. Full description at Econpapers \|\| Download paper	3
48	1992	GEOMETRIC STABLE DISTRIBUTIONS AND LAPLACE-WEIBULL MIXTURES. (1992). Rachev S. T., ; SenGupta A., . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:10:y:1992:i:3:p:251-272:n:4. Full description at Econpapers \|\| Download paper	3
49	2005	On stationary multiplier methods for the rounding of probabilities and the limiting law of the Sainte-LaguÃÂ« divergence. (2005). Lothar, Heinrich ; Udo, Schwingenschlogl ; Friedrich, Pukelsheim . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:23:y:2005:i:2/2005:p:117-129:n:2. Full description at Econpapers \|\| Download paper	3
50	2011	Optimal dividend-payout in random discrete time. (2011). Hansjorg, Albrecher ; Stefan, Thonhauser ; Nicole, Bauerle . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:28:y:2011:i:3:p:251-276:n:2. Full description at Econpapers \|\| Download paper	3

50 most relevant documents in this series (papers most cited in the last two years)

#	Year	Title	Cited
1	2016	Leveraging the network: A stress-test framework based on DebtRank. (2016). battiston, stefano ; Stefano, Battiston ; Marco, Derrico ; Guido, Caldarelli . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:33:y:2016:i:3-4:p:117-138:n:2. Full description at Econpapers \|\| Download paper	9
2	2006	Risk measurement with equivalent utility principles. (2006). Laeven, Roger ; Goovaerts, Marc ; Dhaene, Jan ; Michel, Denuit ; Roger, Laeven ; Rob, Kaas ; Marc, Goovaerts ; Jan, Dhaene . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:24:y:2006:i:1/2006:p:25:n:1. Full description at Econpapers \|\| Download paper	6
3	2006	Risk measurement with equivalent utility principles. (2006). Laeven, Roger ; Dhaene, Jan ; Roger, Laeven ; Rob, Kaas ; Marc, Goovaerts ; Jan, Dhaene ; Michel, Denuit . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:24:y:2006:i:1:p:1-25:n:2. Full description at Econpapers \|\| Download paper	5
4	2006	Robust utility maximization in a stochastic factor model. (2006). Alexander, Schied ; Daniel, Hernandez-Hernandez . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:24:y:2006:i:1:p:109-125:n:5. Full description at Econpapers \|\| Download paper	4
5	2003	On arbitrage and replication in the fractional BlackÃ¢â¬âScholes pricing model. (2003). Sottinen, Tommi ; Tommi, Sottinen ; Esko, Valkeila . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:21:y:2003:i:2/2003:p:93-108:n:7. Full description at Econpapers \|\| Download paper	4
6	2014	Central clearing of OTC derivatives: Bilateral vs multilateral netting. (2014). Rama, Cont ; Thomas, Kokholm . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:31:y:2014:i:1:p:20:n:1. Full description at Econpapers \|\| Download paper	3
7	2006	Law invariant concave utility functions and optimization problems with monotonicity and comonotonicity constraints. (2006). Dana, Rose-Anne ; Guillaume, Carlier ; Rose-anne, Dana. In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:24:y:2006:i:1/2006:p:26:n:3. Full description at Econpapers \|\| Download paper	3
8	2012	Bounds for joint portfolios of dependent risks. (2012). Giovanni, Puccetti ; Ludger, Ruschendorf. In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:29:y:2012:i:2:p:107-132:n:4. Full description at Econpapers \|\| Download paper	3
9	2004	Quantization of probability distributions under norm-based distortion measures. (2004). Sylvain, Delattre ; Gilles, Pages ; Harald, Luschgy ; Siegfried, Graf . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:22:y:2004:i:4/2004:p:261-282:n:2. Full description at Econpapers \|\| Download paper	2
10	2017	The effects of leverage requirements and fire sales on financial contagion via asset liquidation strategies in financial networks. (2017). Fatena, El-Masri ; Zachary, Feinstein. In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:34:y:2017:i:3-4:p:113-139:n:2. Full description at Econpapers \|\| Download paper	2
11	2006	Convex risk measures and the dynamics of their penalty functions. (2006). Hans, Follmer ; Irina, Penner . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:24:y:2006:i:1/2006:p:36:n:9. Full description at Econpapers \|\| Download paper	2
12	2008	Nonparametric nearest neighbor based empirical portfolio selection strategies. (2008). Udina, Frederic ; Laszlo, Gyorfi ; Harro, Walk ; Frederic, Udina . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:26:y:2008:i:2:p:145-157:n:5. Full description at Econpapers \|\| Download paper	2
13	2013	Bernstein estimator for unbounded copula densities. (2013). Taamouti, Abderrahim ; Taoufik, Bouezmarni ; Abderrahim, Taamouti ; El, Ghouch . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:30:y:2013:i:4:p:343-360:n:3. Full description at Econpapers \|\| Download paper	2
14	2019	Optimal retirement planning under partial information. (2019). An, Chen ; Nicole, Bauerle. In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:36:y:2019:i:1-4:p:37-55:n:1. Full description at Econpapers \|\| Download paper	2
15	2017	A double clustering algorithm for financial time series based on extreme events. (2017). Luca, DE ; Paola, Zuccolotto . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:34:y:2017:i:1-2:p:1-12:n:2. Full description at Econpapers \|\| Download paper	2

Citing documents used to compute impact factor: 2

Year	Title
2020	. Full description at Econpapers \|\| Download paper
2020	Responsabilidad Social Corporativa como la clave para las empresas exitosas. (2020). de la Vega, Jose Gerardo ; Herrera, Andrea Tolentino. In: Revista de InvestigaciÃ³n en ciencias contables y Administrativas. RePEc:snh:journl:v:6:y:2020:i:1:p:116-129. Full description at Econpapers \|\| Download paper

Recent citations

Recent citations received in 2019

Year	Citing document

Recent citations received in 2018

Year	Citing document
2018	A Credit-Risk Valuation under the Variance-Gamma Asset Return. (2018). Ivanov, Roman V. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:2:p:58-:d:147258. Full description at Econpapers \|\| Download paper

Recent citations received in 2017

Year	Citing document

10 most frequent citing series

#	Series	H	Cites
1	Papers / arXiv.org	65	33
2	Insurance: Mathematics and Economics / Elsevier	48	9
3	Finance and Stochastics / Springer	47	4
4	European Journal of Operational Research / Elsevier	108	3
5	Working Papers / HAL	39	3
6	Annals of Operations Research / Springer	37	3
7	Journal of Financial Stability / Elsevier	52	3
8	Econometrics / MDPI	15	2
9	Journal of the American Statistical Association / Taylor & Francis Journals	29	2
10	Statistics & Probability Letters / Elsevier	30	2
11	Annals of Finance / Springer	19	2