[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]
IF | AIF | CIF | IF5 | DOC | CDO | CIT | NCI | CCU | D2Y | C2Y | D5Y | C5Y | SC | %SC | CiY | II | AII | |
1990 | 0 | 0.09 | 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 | 0.11 | 0 | 0 | 13 | 44 | 3 | 0 | 20 | 31 | 0 | 0 | 0.05 | |||||
1994 | 0.04 | 0.12 | 0.04 | 0.05 | 13 | 57 | 8 | 2 | 2 | 25 | 1 | 44 | 2 | 2 | 100 | 0 | 0.06 | |
1995 | 0.08 | 0.19 | 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 | 0.22 | 0 | 0 | 12 | 96 | 12 | 9 | 27 | 65 | 0 | 0 | 0.09 | |||||
1998 | 0 | 0.26 | 0.01 | 0 | 7 | 103 | 4 | 1 | 10 | 22 | 65 | 1 | 100 | 0 | 0.12 | |||
1999 | 0 | 0.27 | 0.01 | 0 | 7 | 110 | 8 | 1 | 11 | 19 | 59 | 1 | 100 | 0 | 0.13 | |||
2000 | 0 | 0.32 | 0.03 | 0 | 8 | 118 | 70 | 3 | 15 | 14 | 53 | 0 | 1 | 0.13 | 0.14 | |||
2001 | 0.07 | 0.35 | 0.02 | 0.02 | 12 | 130 | 33 | 1 | 17 | 15 | 1 | 44 | 1 | 0 | 0 | 0.15 | ||
2002 | 0.15 | 0.37 | 0.04 | 0.11 | 0 | 130 | 0 | 5 | 22 | 20 | 3 | 46 | 5 | 0 | 0 | 0.19 | ||
2003 | 0.17 | 0.4 | 0.05 | 0.12 | 5 | 135 | 12 | 7 | 29 | 12 | 2 | 34 | 4 | 0 | 0 | 0.19 | ||
2004 | 0 | 0.44 | 0.03 | 0.09 | 8 | 143 | 24 | 4 | 33 | 5 | 32 | 3 | 1 | 25 | 0 | 0.2 | ||
2005 | 0 | 0.45 | 0.05 | 0.18 | 2 | 145 | 1 | 7 | 40 | 13 | 33 | 6 | 0 | 0 | 0.21 | |||
2006 | 0.2 | 0.46 | 0.08 | 0.26 | 8 | 153 | 17 | 12 | 53 | 10 | 2 | 27 | 7 | 2 | 16.7 | 0 | 0.2 | |
2007 | 0 | 0.42 | 0.05 | 0.04 | 6 | 159 | 8 | 8 | 61 | 10 | 23 | 1 | 0 | 0 | 0.18 | |||
2008 | 0.29 | 0.44 | 0.07 | 0.28 | 9 | 168 | 23 | 11 | 72 | 14 | 4 | 29 | 8 | 0 | 0 | 0.2 | ||
2009 | 0.27 | 0.43 | 0.15 | 0.18 | 11 | 179 | 12 | 26 | 98 | 15 | 4 | 33 | 6 | 0 | 0 | 0.21 | ||
2010 | 0.1 | 0.43 | 0.07 | 0.06 | 10 | 189 | 14 | 13 | 111 | 20 | 2 | 36 | 2 | 1 | 7.7 | 0 | 0.18 | |
2011 | 0.05 | 0.45 | 0.07 | 0.16 | 7 | 196 | 7 | 14 | 125 | 21 | 1 | 44 | 7 | 1 | 7.1 | 0 | 0.2 | |
2012 | 0.18 | 0.45 | 0.12 | 0.12 | 8 | 204 | 9 | 24 | 149 | 17 | 3 | 43 | 5 | 2 | 8.3 | 0 | 0.19 | |
2013 | 0.07 | 0.5 | 0.1 | 0.18 | 11 | 215 | 15 | 21 | 170 | 15 | 1 | 45 | 8 | 2 | 9.5 | 0 | 0.21 | |
2014 | 0.05 | 0.51 | 0.1 | 0.13 | 24 | 239 | 25 | 23 | 193 | 19 | 1 | 47 | 6 | 1 | 4.3 | 2 | 0.08 | 0.2 |
2015 | 0.29 | 0.5 | 0.12 | 0.23 | 12 | 251 | 28 | 30 | 223 | 35 | 10 | 60 | 14 | 0 | 1 | 0.08 | 0.19 | |
2016 | 0.17 | 0.5 | 0.1 | 0.15 | 16 | 267 | 11 | 26 | 249 | 36 | 6 | 62 | 9 | 0 | 0 | 0.18 | ||
2017 | 0.07 | 0.5 | 0.06 | 0.08 | 20 | 287 | 19 | 16 | 265 | 28 | 2 | 71 | 6 | 0 | 0 | 0.18 | ||
2018 | 0.14 | 0.54 | 0.16 | 0.2 | 26 | 313 | 19 | 51 | 316 | 36 | 5 | 83 | 17 | 11 | 21.6 | 8 | 0.31 | 0.21 |
2019 | 0.26 | 0.58 | 0.12 | 0.17 | 31 | 344 | 22 | 40 | 357 | 46 | 12 | 98 | 17 | 13 | 32.5 | 13 | 0.42 | 0.21 |
2020 | 0.23 | 0.75 | 0.16 | 0.25 | 39 | 383 | 16 | 61 | 419 | 57 | 13 | 105 | 26 | 14 | 23 | 11 | 0.28 | 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 |
# | Year | Title | Cited |
---|---|---|---|
1 | 2000 | Decision 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 | 49 |
2 | 2015 | Financial 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 | 19 |
3 | 2004 | Conditional comonotonicity. (2004). NAPP, Clotilde ; Jouini, Ely̮̬s. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:27:y:2004:i:2:p:153-166. Full description at Econpapers || Download paper | 16 |
4 | 2000 | Normal 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 | 12 |
5 | 2019 | Does market attention affect Bitcoin returns and volatility?. (2019). Patacca, Marco ; Figa-Talamanca, Gianna. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:42:y:2019:i:1:d:10.1007_s10203-019-00258-7. Full description at Econpapers || Download paper | 10 |
6 | 2001 | A 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 | 10 |
7 | 2013 | Pricing 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 | 9 |
8 | 2008 | Unawareness, 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 | 8 |
9 | 2008 | Optimal 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 |
10 | 1996 | On 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 |
11 | 2009 | A 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 | 7 |
12 | 2007 | Linear 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 |
13 | 1997 | Twenty years of fuzzy preference structures (1978ââ¬â1997). (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 |
14 | 2001 | Efficient Monte Carlo pricing of European optionsöusing 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 |
15 | 1994 | Recent 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 |
16 | 2018 | Steady 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 |
17 | 2006 | On 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 | 6 |
18 | 2003 | Notes 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 | 6 |
19 | 2010 | Dynamic 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 | 6 |
20 | 2016 | Diversification 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 | 5 |
21 | 2014 | Existence 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 | 5 |
22 | 2001 | Arbitrage, linear programming and martingalesöin 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 | 5 |
23 | 2001 | Option pricing by large risk aversion utilityöunder transaction costs. (2001). Úðñðýþò, îÃâ¬Ã¸Ã¹ ; 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 |
24 | 2014 | One-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 | 5 |
25 | Optimal strategy for a fund manager with option compensation. (2018). nicolosi, marco. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:41:y:2018:i:1:d:10.1007_s10203-017-0204-x. Full description at Econpapers || Download paper | 4 | |
26 | 2017 | Genetic algorithm versus classical methods in sparse index tracking. (2017). Giuzio, Margherita. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:40:y:2017:i:1:d:10.1007_s10203-017-0191-y. Full description at Econpapers || Download paper | 4 |
27 | 1999 | Existence 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 |
28 | 2001 | Optimality 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 |
29 | 2004 | A 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 | 4 |
30 | 2014 | Expectations 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 |
31 | 1999 | A 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 |
32 | 2003 | Income 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 |
33 | 2018 | Oligopoly 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 | 4 |
34 | 2011 | Real 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 |
35 | 1998 | A 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 |
36 | 2017 | Reaching 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 | 3 |
37 | 2020 | Market attention and Bitcoin price modeling: theory, estimation and option pricing. (2020). Patacca, Marco ; Figa-Talamanca, Gianna ; Cretarola, Alessandra. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:43:y:2020:i:1:d:10.1007_s10203-019-00262-x. Full description at Econpapers || Download paper | 3 |
38 | 2003 | Representing 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 |
39 | 2001 | Homothetic 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 |
40 | 2004 | Arbitrage 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 |
41 | 1997 | Su 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 |
42 | 2006 | Notes and Comments: Stochastic demand correspondences and their aggregation properties. (2006). Alcantud, Jos̮̩. 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 |
43 | 2012 | Portfolio 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 | 3 |
44 | 2020 | A notion of conditional probability and some of its consequences. (2020). Rigo, Pietro ; Dreassi, Emanuela ; Berti, Patrizia. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:43:y:2020:i:1:d:10.1007_s10203-019-00256-9. Full description at Econpapers || Download paper | 3 |
45 | 2000 | Measuring 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 |
46 | 2010 | Optimal 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 |
47 | 2019 | Markovian 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 | 3 |
48 | 2017 | Approximating exact expected utility via portfolio efficient frontiers. (2017). Carleo, Alessandra ; Ricci, Jacopo Maria ; Gheno, Andrea ; Cesarone, Francesco . In: Decisions in Economics and Finance. RePEc:spr:decfin:v:40:y:2017:i:1:d:10.1007_s10203-017-0201-0. Full description at Econpapers || Download paper | 3 |
49 | 2020 | On the construction of optimal payoffs. (2020). Vanduffel, Steven ; Ruschendorf, L. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:43:y:2020:i:1:d:10.1007_s10203-019-00272-9. Full description at Econpapers || Download paper | 3 |
50 | 2014 | Hedging 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 |
# | Year | Title | Cited |
---|---|---|---|
1 | 2019 | Does market attention affect Bitcoin returns and volatility?. (2019). Patacca, Marco ; Figa-Talamanca, Gianna. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:42:y:2019:i:1:d:10.1007_s10203-019-00258-7. Full description at Econpapers || Download paper | 10 |
2 | 2015 | Financial 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 | 10 |
3 | 2018 | Steady 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 | 5 |
4 | 2017 | Genetic algorithm versus classical methods in sparse index tracking. (2017). Giuzio, Margherita. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:40:y:2017:i:1:d:10.1007_s10203-017-0191-y. Full description at Econpapers || Download paper | 4 |
5 | 2013 | Pricing 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 |
6 | 2020 | Market attention and Bitcoin price modeling: theory, estimation and option pricing. (2020). Patacca, Marco ; Figa-Talamanca, Gianna ; Cretarola, Alessandra. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:43:y:2020:i:1:d:10.1007_s10203-019-00262-x. Full description at Econpapers || Download paper | 3 |
7 | 2019 | Markovian 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 | 3 |
8 | 2006 | The 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 | 3 |
9 | 2017 | Reaching 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 | 3 |
10 | 2020 | On the construction of optimal payoffs. (2020). Vanduffel, Steven ; Ruschendorf, L. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:43:y:2020:i:1:d:10.1007_s10203-019-00272-9. Full description at Econpapers || Download paper | 3 |
11 | 2018 | Optimal strategy for a fund manager with option compensation. (2018). nicolosi, marco. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:41:y:2018:i:1:d:10.1007_s10203-017-0204-x. Full description at Econpapers || Download paper | 3 |
12 | 2018 | Oligopoly 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 | 3 |
13 | 2017 | Approximating exact expected utility via portfolio efficient frontiers. (2017). Carleo, Alessandra ; Ricci, Jacopo Maria ; Gheno, Andrea ; Cesarone, Francesco . In: Decisions in Economics and Finance. RePEc:spr:decfin:v:40:y:2017:i:1:d:10.1007_s10203-017-0201-0. Full description at Econpapers || Download paper | 3 |
14 | 2001 | A 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 | 3 |
15 | 2021 | Wage bargaining as an optimal control problem: a dynamic version of the efficient bargaining model. (2021). Guerrazzi, Marco. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:1:d:10.1007_s10203-021-00326-x. Full description at Econpapers || Download paper | 2 |
16 | 2015 | Risk management under a prudential policy. (2015). Assa, Hirbod. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:38:y:2015:i:2:p:217-230. Full description at Econpapers || Download paper | 2 |
17 | 2009 | A 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 | 2 |
18 | 2000 | Normal 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 | 2 |
19 | 2016 | Diversification 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 |
20 | 2020 | Optimal markov strategies. (2020). Sudderth, William D. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:43:y:2020:i:1:d:10.1007_s10203-019-00235-0. Full description at Econpapers || Download paper | 2 |
21 | 2017 | A differential game in a duopoly with instantaneous incentives. (2017). Grilli, Luca ; Bisceglia, Michele. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:40:y:2017:i:1:d:10.1007_s10203-017-0189-5. Full description at Econpapers || Download paper | 2 |
22 | 2020 | A notion of conditional probability and some of its consequences. (2020). Rigo, Pietro ; Dreassi, Emanuela ; Berti, Patrizia. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:43:y:2020:i:1:d:10.1007_s10203-019-00256-9. Full description at Econpapers || Download paper | 2 |
23 | 2014 | Portfolio optimization for an investor with a benchmark. (2014). Lindberg, C. ; Korn, R.. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:37:y:2014:i:2:p:373-384. Full description at Econpapers || Download paper | 2 |
24 | 2017 | A migration equilibrium model with uncertain data and movement costs. (2017). Causa, A ; Raciti, F ; Jadamba, B. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:40:y:2017:i:1:d:10.1007_s10203-017-0198-4. Full description at Econpapers || Download paper | 2 |
25 | 2019 | Semi-analytical prices for lookback and barrier options under the Heston model. (2019). Bernard, Carole ; de Gennaro, Luca. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:42:y:2019:i:2:d:10.1007_s10203-019-00254-x. Full description at Econpapers || Download paper | 2 |
26 | 2015 | A model of information flows and confirmatory bias in financial markets. (2015). Bowden, Mark. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:38:y:2015:i:2:p:197-215. Full description at Econpapers || Download paper | 2 |
27 | 2001 | Arbitrage, linear programming and martingalesöin 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 | 2 |
28 | 2019 | Kyle equilibrium under random price pressure. (2019). Fajardo, Jose ; Nunno, Giulia ; Corcuera, Jose Manuel . In: Decisions in Economics and Finance. RePEc:spr:decfin:v:42:y:2019:i:1:d:10.1007_s10203-019-00231-4. Full description at Econpapers || Download paper | 2 |
29 | 2020 | Changes in multiplicative risks and optimal portfolio choice: new interpretations and results. (2020). Menegatti, Mario ; Magnani, Marco ; Donno, Marzia. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:43:y:2020:i:1:d:10.1007_s10203-019-00250-1. Full description at Econpapers || Download paper | 2 |
30 | 2019 | A realized volatility approach to option pricing with continuous and jump variance components. (2019). Corsi, Fulvio ; Bormetti, Giacomo ; Alitab, Dario ; Majewski, Adam A. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:42:y:2019:i:2:d:10.1007_s10203-019-00241-2. Full description at Econpapers || Download paper | 2 |
31 | 2019 | Estimation of volatility in a high-frequency setting: a short review. (2019). Jacod, Jean. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:42:y:2019:i:2:d:10.1007_s10203-019-00253-y. Full description at Econpapers || Download paper | 2 |
32 | 2016 | The link between the Shapley value and the beta factor. (2016). Ortmann, Karl Michael . In: Decisions in Economics and Finance. RePEc:spr:decfin:v:39:y:2016:i:2:d:10.1007_s10203-016-0178-0. Full description at Econpapers || Download paper | 2 |
33 | 2010 | Dynamic 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 | 2 |
34 | 2019 | Moment explosions in the rough Heston model. (2019). Pinter, Arpad ; Gerstenecker, Christoph ; Gerhold, Stefan. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:42:y:2019:i:2:d:10.1007_s10203-019-00267-6. Full description at Econpapers || Download paper | 2 |
35 | 2012 | Risk aversion and risk vulnerability in the continuous and discrete case. (2012). Gelles, Gregory ; Bohner, Martin. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:35:y:2012:i:1:p:1-28. Full description at Econpapers || Download paper | 2 |
36 | 2017 | Robust games: theory and application to a Cournot duopoly model. (2017). Crespi, Giovanni Paolo ; Rocca, Matteo ; Radi, Davide. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:40:y:2017:i:1:d:10.1007_s10203-017-0199-3. Full description at Econpapers || Download paper | 2 |
37 | 2015 | Gambling in contests modelled with diffusions. (2015). Hobson, David ; Feng, Han . In: Decisions in Economics and Finance. RePEc:spr:decfin:v:38:y:2015:i:1:p:21-37. Full description at Econpapers || Download paper | 2 |
38 | 2014 | One-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 |
39 | 2018 | Some 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 | 2 |
40 | 2019 | From volatility smiles to the volatility of volatility. (2019). luciano, elisa ; Dumas, Bernard. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:42:y:2019:i:2:d:10.1007_s10203-019-00263-w. Full description at Econpapers || Download paper | 2 |
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2020 | Implicit Incentives for Fund Managers with Partial Information. (2020). Colaneri, Katia ; Angelini, Flavio ; Nicolosi, Marco ; Herzel, Stefano. In: Papers. RePEc:arx:papers:2011.07871. Full description at Econpapers || Download paper | |
2020 | Survival and the ergodicity of corporate profitability. (2020). MilakoviÄ, Mishael ; Alfarano, Simone ; Mundt, Philipp. In: BERG Working Paper Series. RePEc:zbw:bamber:162. Full description at Econpapers || Download paper | |
2020 | A general equilibrium evolutionary model with two groups of agents, generating fashion cycle dynamics. (2020). Naimzada, Ahmad ; Pireddu, Marina. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:43:y:2020:i:1:d:10.1007_s10203-020-00280-0. Full description at Econpapers || Download paper | |
2020 | A general continuous time Markov chain approximation for multi-asset option pricing with systems of correlated diffusions. (2020). Nguyen, Duy ; Kirkby, Lars J. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:386:y:2020:i:c:s0096300320304318. Full description at Econpapers || Download paper | |
2020 | Constructing dynamic life tables with a single-factor model. (2020). Balbas, Alejandro ; Atance, David ; Navarro, Eliseo . In: Decisions in Economics and Finance. RePEc:spr:decfin:v:43:y:2020:i:2:d:10.1007_s10203-020-00308-5. Full description at Econpapers || Download paper | |
2020 | The optimization of insurance contracts on the viatical market. (2020). Debicka, Joanna ; Heilpern, Stanislaw . In: Operations Research and Decisions. RePEc:wut:journl:v:2:y:2020:p:5-27:id:1494. Full description at Econpapers || Download paper | |
2020 | Market attention and Bitcoin price modeling: theory, estimation and option pricing. (2020). Patacca, Marco ; Figa-Talamanca, Gianna ; Cretarola, Alessandra. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:43:y:2020:i:1:d:10.1007_s10203-019-00262-x. Full description at Econpapers || Download paper | |
2020 | Bubble regime identification in an attention-based model for Bitcoin and Ethereum price dynamics. (2020). Figa-Talamanca, Gianna ; Cretarola, Alessandra. In: Economics Letters. RePEc:eee:ecolet:v:191:y:2020:i:c:s0165176519304203. Full description at Econpapers || Download paper | |
2020 | More heat than light: Investor attention and bitcoin price discovery. (2020). Rzayev, Khaladdin ; McGroarty, Frank ; Ibikunle, Gbenga. In: International Review of Financial Analysis. RePEc:eee:finana:v:69:y:2020:i:c:s1057521919306301. Full description at Econpapers || Download paper | |
2020 | The contribution of intraday jumps to forecasting the density of returns. (2020). Sevi, Benoit ; Ielpo, Florian ; Chorro, Christophe. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:113:y:2020:i:c:s0165188920300233. Full description at Econpapers || Download paper | |
2020 | An arbitrage-free interpolation of class $C^2$ for option prices. (2020). le Floc, Fabien. In: Papers. RePEc:arx:papers:2004.08650. Full description at Econpapers || Download paper | |
2020 | Inferring time non-homogeneous Ornstein Uhlenbeck type stochastic process. (2020). Giorno, V ; Albano, G. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:150:y:2020:i:c:s0167947320300992. Full description at Econpapers || Download paper | |
2020 | The 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 |
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2020 | Optimal Payoff under the Generalized Dual Theory of Choice. (2020). He, Xue Dong ; Jiang, Zhaoli. In: Papers. RePEc:arx:papers:2012.00345. Full description at Econpapers || Download paper | |
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2020 | Some conditions for the equivalence between risk aversion, prudence and temperance. (2020). de Donno, Marzia ; Menegatti, Mario. In: Theory and Decision. RePEc:kap:theord:v:89:y:2020:i:1:d:10.1007_s11238-020-09745-5. Full description at Econpapers || Download paper | |
2020 | A special issue on the mathematics of subjective probability. (2020). Cassese, Gianluca ; Vantaggi, Barbara ; Rigo, Pietro. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:43:y:2020:i:1:d:10.1007_s10203-020-00286-8. Full description at Econpapers || Download paper | |
2020 | A special issue on multi-criteria decision aiding. (2020). Fedrizzi, Michele ; Brunelli, Matteo ; Sowiski, Roman ; Figueira, Jose Rui ; Greco, Salvatore. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:43:y:2020:i:2:d:10.1007_s10203-020-00311-w. Full description at Econpapers || Download paper |
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2019 | FinTech and the future of financial services: What are the research gaps?. (2019). , Alistairmilne ; Milne, Alistair ; Kavuri, Anil Savio. In: CAMA Working Papers. RePEc:een:camaaa:2019-18. Full description at Econpapers || Download paper | |
2019 | Volatility 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 |
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2018 | Some 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 |
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