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Journal of Financial Engineering (JFE) / World Scientific Publishing Co. Pte. Ltd.

Citation Profile [Updated: 2022-01-09 21:43:50]
5 Years H
4
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 0.09 0 0 0 0 0 0 0 0 0 0 0.04
1991 0 0.08 0 0 0 0 0 0 0 0 0 0 0.04
1992 0 0.09 0 0 0 0 0 0 0 0 0 0 0.04
1993 0 0.11 0 0 0 0 0 0 0 0 0 0 0.05
1994 0 0.12 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 0.08
1996 0 0.22 0 0 0 0 0 0 0 0 0 0 0.1
1997 0 0.22 0 0 0 0 0 0 0 0 0 0 0.09
1998 0 0.26 0 0 0 0 0 0 0 0 0 0 0.12
1999 0 0.27 0 0 0 0 0 0 0 0 0 0 0.13
2000 0 0.32 0 0 0 0 0 0 0 0 0 0 0.14
2001 0 0.35 0 0 0 0 0 0 0 0 0 0 0.15
2002 0 0.37 0 0 0 0 0 0 0 0 0 0 0.19
2003 0 0.4 0 0 0 0 0 0 0 0 0 0 0.19
2004 0 0.44 0 0 0 0 0 0 0 0 0 0 0.2
2005 0 0.45 0 0 0 0 0 0 0 0 0 0 0.21
2006 0 0.46 0 0 0 0 0 0 0 0 0 0 0.2
2007 0 0.42 0 0 0 0 0 0 0 0 0 0 0.18
2008 0 0.44 0 0 0 0 0 0 0 0 0 0 0.2
2009 0 0.43 0 0 0 0 0 0 0 0 0 0 0.21
2010 0 0.43 0 0 0 0 0 0 0 0 0 0 0.18
2011 0 0.45 0 0 0 0 0 0 0 0 0 0 0.2
2012 0 0.45 0 0 0 0 0 0 0 0 0 0 0.19
2013 0 0.5 0 0 0 0 0 0 0 0 0 0 0.21
2014 0 0.51 0 0 38 38 48 0 0 0 0 0 0.2
2015 0.13 0.5 0.11 0.13 9 47 9 5 5 38 5 38 5 0 0 0.19
2016 0.09 0.5 0.11 0.09 0 47 0 5 10 47 4 47 4 0 0 0.18
2017 0.33 0.5 0.13 0.13 0 47 0 6 16 9 3 47 6 0 0 0.18
2018 0 0.54 0.21 0.17 0 47 0 10 26 0 47 8 0 0 0.21
2019 0 0.58 0.19 0.19 0 47 0 9 35 0 47 9 0 0 0.21
2020 0 0.75 0.32 0 0 47 0 15 50 0 9 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
#YearTitleCited
12014Nonlinear consistent valuation of CCP cleared or CSA bilateral trades with initial margins under credit, funding and wrong-way risks. (2014). Brigo, Damiano ; Pallavicini, Andrea. In: Journal of Financial Engineering (JFE). RePEc:wsi:jfexxx:v:01:y:2014:i:01:n:s2345768614500019.

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15
22015Optimal derivative liquidation timing under path-dependent risk penalties. (2015). Leung, Tim ; Shirai, Yoshihiro . In: Journal of Financial Engineering (JFE). RePEc:wsi:jfexxx:v:02:y:2015:i:01:n:s234576861550004x.

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6
32014Optimal trade execution under displaced diffusions dynamics across different risk criteria. (2014). Brigo, Damiano ; di Graziano, Giuseppe. In: Journal of Financial Engineering (JFE). RePEc:wsi:jfexxx:v:01:y:2014:i:02:n:s2345768614500184.

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5
42014Monotone schemes for fully nonlinear parabolic path dependent PDEs. (2014). Zhang, Jianfeng ; Zhuo, Jia. In: Journal of Financial Engineering (JFE). RePEc:wsi:jfexxx:v:01:y:2014:i:01:n:s2345768614500056.

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4
52014Liquidation risk in the presence of Chapters 7 and 11 of the US bankruptcy code. (2014). Li, Bin ; Zhou, Xiaowen ; Wang, Lihe ; Tang, Qihe. In: Journal of Financial Engineering (JFE). RePEc:wsi:jfexxx:v:01:y:2014:i:03:n:s2345768614500238.

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4
62015Regulatory hypothesis and bank dividend payouts: Empirical evidence from Italian banking sector. (2015). Ashraf, Badar Nadeem ; Khan, Khalid ; Kamal, Muhammad Abdul ; Rahman, Mohammad Morshedur ; Arshad, Sidra. In: Journal of Financial Engineering (JFE). RePEc:wsi:jfexxx:v:02:y:2015:i:01:n:s2345768615500099.

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4
72014First-order calculus and option pricing. (2014). Carr, Peter. In: Journal of Financial Engineering (JFE). RePEc:wsi:jfexxx:v:01:y:2014:i:01:n:s2345768614500093.

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4
82014Expected shortfall or median shortfall. (2014). Kou, Steven ; Peng, Xianhua . In: Journal of Financial Engineering (JFE). RePEc:wsi:jfexxx:v:01:y:2014:i:01:n:s234576861450007x.

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3
92014On the optimal wealth process in a log-normal market: Applications to risk management. (2014). Monin, Phillip ; Zariphopoulou, Thaleia. In: Journal of Financial Engineering (JFE). RePEc:wsi:jfexxx:v:01:y:2014:i:02:n:s2345768614500135.

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2
102014The changing landscape for derivatives. (2014). Hull, John. In: Journal of Financial Engineering (JFE). RePEc:wsi:jfexxx:v:01:y:2014:i:03:n:s2345768614500214.

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2
112014Accounting for earnings announcements in the pricing of equity options. (2014). Leung, Tim ; Santoli, Marco . In: Journal of Financial Engineering (JFE). RePEc:wsi:jfexxx:v:01:y:2014:i:04:n:s2345768614500317.

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2
122014CDS pricing with long memory via fractional Lévy processes. (2014). Fink, Holger ; Scherr, Christian . In: Journal of Financial Engineering (JFE). RePEc:wsi:jfexxx:v:01:y:2014:i:04:n:s2345768614500305.

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1
132014Equity-credit modeling under affine jump-diffusion models with jump-to-default. (2014). Chung, TszKin ; Kwok, Yue Kuen. In: Journal of Financial Engineering (JFE). RePEc:wsi:jfexxx:v:01:y:2014:i:02:n:s2345768614500172.

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1
142015Comparison of commodity future pricing approaches with cointegration techniques. (2015). Stepanek, Christian. In: Journal of Financial Engineering (JFE). RePEc:wsi:jfexxx:v:02:y:2015:i:01:n:s2345768615500026.

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1
152014Dynamic alpha-stable method for CDO pricing. (2014). Li, Hua ; Zhao, Jianbin ; Guo, LI ; Chen, Weina ; Yuan, George . In: Journal of Financial Engineering (JFE). RePEc:wsi:jfexxx:v:01:y:2014:i:03:n:s2345768614500287.

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1
162014A law of the iterated logarithm under sublinear expectations. (2014). Chen, Zengjing ; Hu, Feng. In: Journal of Financial Engineering (JFE). RePEc:wsi:jfexxx:v:01:y:2014:i:02:n:s2345768614500159.

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1
172014Application of the algorithm based on the PSO and improved SVDD for the personal credit rating. (2014). Pang, Sulin ; Xiao, Jinwang ; Li, Shuqing. In: Journal of Financial Engineering (JFE). RePEc:wsi:jfexxx:v:01:y:2014:i:04:n:s2345768614500378.

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1
182014Affine long term yield curves: An application of the Ramsey rule with progressive utility. (2014). el Karoui, Nicole ; Mrad, Mohamed ; Hillairet, Caroline. In: Journal of Financial Engineering (JFE). RePEc:wsi:jfexxx:v:01:y:2014:i:01:n:s2345768614500032.

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1
192014Pricing European options in a delay model with jumps. (2014). Imdad, Zaheer ; Zhang, Tusheng. In: Journal of Financial Engineering (JFE). RePEc:wsi:jfexxx:v:01:y:2014:i:04:n:s2345768614500329.

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1
202014Credit coordinate ratings with corresponding credit rating agencies and regulations. (2014). Li, Weiping. In: Journal of Financial Engineering (JFE). RePEc:wsi:jfexxx:v:01:y:2014:i:01:n:s2345768614500020.

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1
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12014Nonlinear consistent valuation of CCP cleared or CSA bilateral trades with initial margins under credit, funding and wrong-way risks. (2014). Brigo, Damiano ; Pallavicini, Andrea. In: Journal of Financial Engineering (JFE). RePEc:wsi:jfexxx:v:01:y:2014:i:01:n:s2345768614500019.

Full description at Econpapers || Download paper

12
22014Expected shortfall or median shortfall. (2014). Kou, Steven ; Peng, Xianhua . In: Journal of Financial Engineering (JFE). RePEc:wsi:jfexxx:v:01:y:2014:i:01:n:s234576861450007x.

Full description at Econpapers || Download paper

3
32014First-order calculus and option pricing. (2014). Carr, Peter. In: Journal of Financial Engineering (JFE). RePEc:wsi:jfexxx:v:01:y:2014:i:01:n:s2345768614500093.

Full description at Econpapers || Download paper

2
42014The changing landscape for derivatives. (2014). Hull, John. In: Journal of Financial Engineering (JFE). RePEc:wsi:jfexxx:v:01:y:2014:i:03:n:s2345768614500214.

Full description at Econpapers || Download paper

2
52014Monotone schemes for fully nonlinear parabolic path dependent PDEs. (2014). Zhang, Jianfeng ; Zhuo, Jia. In: Journal of Financial Engineering (JFE). RePEc:wsi:jfexxx:v:01:y:2014:i:01:n:s2345768614500056.

Full description at Econpapers || Download paper

2
62014Liquidation risk in the presence of Chapters 7 and 11 of the US bankruptcy code. (2014). Li, Bin ; Zhou, Xiaowen ; Wang, Lihe ; Tang, Qihe. In: Journal of Financial Engineering (JFE). RePEc:wsi:jfexxx:v:01:y:2014:i:03:n:s2345768614500238.

Full description at Econpapers || Download paper

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