[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 | |
1978 | 0 | 13 | 13 | 0 | 0 | |||||||||||||
1979 | 0 | 6 | 19 | 0 | 0 | |||||||||||||
1990 | 0 | 0.1 | 0 | 0 | 11 | 30 | 1 | 0 | 0 | 0 | 0 | 0 | 0.05 | |||||
1991 | 0 | 0.1 | 0 | 0 | 8 | 38 | 3 | 0 | 11 | 11 | 0 | 0 | 0.05 | |||||
1992 | 0 | 0.11 | 0 | 0 | 12 | 50 | 6 | 0 | 19 | 19 | 0 | 0 | 0.05 | |||||
1993 | 0 | 0.13 | 0 | 0 | 13 | 63 | 4 | 0 | 20 | 31 | 0 | 0 | 0.06 | |||||
1994 | 0.04 | 0.14 | 0.03 | 0.05 | 13 | 76 | 9 | 2 | 2 | 25 | 1 | 44 | 2 | 2 | 100 | 0 | 0.06 | |
1995 | 0.08 | 0.22 | 0.03 | 0.04 | 17 | 93 | 4 | 2 | 5 | 26 | 2 | 57 | 2 | 1 | 50 | 0 | 0.1 | |
1996 | 0 | 0.25 | 0.04 | 0.02 | 10 | 103 | 8 | 4 | 9 | 30 | 63 | 1 | 1 | 25 | 1 | 0.1 | 0.12 | |
1997 | 0 | 0.24 | 0 | 0 | 12 | 115 | 17 | 9 | 27 | 65 | 0 | 0 | 0.11 | |||||
1998 | 0 | 0.28 | 0.01 | 0 | 7 | 122 | 4 | 1 | 10 | 22 | 65 | 1 | 100 | 0 | 0.13 | |||
1999 | 0 | 0.3 | 0.02 | 0.02 | 7 | 129 | 15 | 2 | 12 | 19 | 59 | 1 | 2 | 100 | 0 | 0.15 | ||
2000 | 0 | 0.35 | 0.04 | 0 | 8 | 137 | 76 | 4 | 17 | 14 | 53 | 0 | 1 | 0.13 | 0.16 | |||
2001 | 0.07 | 0.38 | 0.01 | 0.02 | 12 | 149 | 47 | 1 | 19 | 15 | 1 | 44 | 1 | 0 | 0 | 0.17 | ||
2003 | 0.17 | 0.44 | 0.05 | 0.12 | 5 | 154 | 14 | 8 | 32 | 12 | 2 | 34 | 4 | 0 | 0 | 0.22 | ||
2004 | 0 | 0.49 | 0.05 | 0.19 | 8 | 162 | 28 | 8 | 40 | 5 | 32 | 6 | 2 | 25 | 0 | 0.22 | ||
2005 | 0 | 0.5 | 0.05 | 0.18 | 2 | 164 | 1 | 8 | 48 | 13 | 33 | 6 | 0 | 0 | 0.23 | |||
2006 | 0.2 | 0.5 | 0.09 | 0.33 | 8 | 172 | 22 | 14 | 63 | 10 | 2 | 27 | 9 | 2 | 14.3 | 0 | 0.23 | |
2007 | 0 | 0.46 | 0.06 | 0.13 | 6 | 178 | 15 | 10 | 73 | 10 | 23 | 3 | 1 | 10 | 0 | 0.2 | ||
2008 | 0.29 | 0.49 | 0.07 | 0.28 | 9 | 187 | 26 | 13 | 86 | 14 | 4 | 29 | 8 | 0 | 1 | 0.11 | 0.23 | |
2009 | 0.4 | 0.47 | 0.16 | 0.24 | 11 | 198 | 14 | 32 | 118 | 15 | 6 | 33 | 8 | 0 | 0 | 0.23 | ||
2010 | 0.1 | 0.48 | 0.08 | 0.06 | 10 | 208 | 20 | 17 | 135 | 20 | 2 | 36 | 2 | 2 | 11.8 | 0 | 0.21 | |
2011 | 0.05 | 0.52 | 0.07 | 0.16 | 7 | 215 | 15 | 16 | 151 | 21 | 1 | 44 | 7 | 1 | 6.3 | 0 | 0.24 | |
2012 | 0.29 | 0.51 | 0.13 | 0.19 | 8 | 223 | 10 | 28 | 180 | 17 | 5 | 43 | 8 | 2 | 7.1 | 0 | 0.22 | |
2013 | 0.27 | 0.56 | 0.11 | 0.27 | 11 | 234 | 39 | 26 | 206 | 15 | 4 | 45 | 12 | 2 | 7.7 | 0 | 0.24 | |
2014 | 0.11 | 0.55 | 0.11 | 0.17 | 24 | 258 | 39 | 29 | 235 | 19 | 2 | 47 | 8 | 3 | 10.3 | 3 | 0.13 | 0.23 |
2015 | 0.4 | 0.55 | 0.13 | 0.3 | 12 | 270 | 41 | 35 | 270 | 35 | 14 | 60 | 18 | 0 | 1 | 0.08 | 0.23 | |
2016 | 0.17 | 0.53 | 0.12 | 0.18 | 13 | 283 | 18 | 33 | 303 | 36 | 6 | 62 | 11 | 0 | 0 | 0.21 | ||
2017 | 0.12 | 0.55 | 0.08 | 0.13 | 20 | 303 | 24 | 23 | 326 | 25 | 3 | 68 | 9 | 0 | 0 | 0.21 | ||
2018 | 0.15 | 0.57 | 0.18 | 0.26 | 26 | 329 | 35 | 60 | 386 | 33 | 5 | 80 | 21 | 13 | 21.7 | 10 | 0.38 | 0.24 |
2019 | 0.3 | 0.6 | 0.18 | 0.24 | 31 | 360 | 57 | 63 | 450 | 46 | 14 | 95 | 23 | 13 | 20.6 | 16 | 0.52 | 0.24 |
2020 | 0.33 | 0.73 | 0.24 | 0.36 | 39 | 399 | 24 | 94 | 546 | 57 | 19 | 102 | 37 | 21 | 22.3 | 18 | 0.46 | 0.34 |
2021 | 0.47 | 1.02 | 0.27 | 0.44 | 56 | 455 | 41 | 124 | 670 | 70 | 33 | 129 | 57 | 23 | 18.5 | 23 | 0.41 | 0.38 |
IF: | Two years Impact Factor: C2Y / D2Y |
AIF: | Average Impact Factor for all series in RePEc in year y |
CIF: | Cumulative impact factor |
IF5: | Five years 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 | 52 |
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 | 26 |
3 | 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 | 26 |
4 | 2019 | Markovian lifts of positive semidefinite affine Volterra-type processes. (2019). Cuchiero, Christa ; Teichmann, Josef. 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 | 19 |
5 | 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 | 17 |
6 | 2004 | Conditional 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 | 17 |
7 | 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 | 13 |
8 | 2019 | Does market attention affect Bitcoin returns and volatility?. (2019). FigÃÂ -Talamanca, Gianna ; 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 | 13 |
9 | 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 |
10 | 2001 | Efficient 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 | 10 |
11 | 2021 | Investigating the relationship between volatilities of cryptocurrencies and other financial assets. (2021). Ghorbel, Achraf ; Jeribi, Ahmed. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:2:d:10.1007_s10203-020-00312-9. Full description at Econpapers || Download paper | 9 |
12 | 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 |
13 | 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 | 8 |
14 | 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 | 8 |
15 | 1997 | Twenty years of fuzzy preference structures (1978â1997). (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 |
16 | 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 | 7 |
17 | 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 | 7 |
18 | 2001 | Arbitrage, 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 | 7 |
19 | 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 |
20 | 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 | 7 |
21 | 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 | 7 |
22 | 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 | 7 |
23 | 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 |
24 | 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 | 7 |
25 | 2013 | The firm under uncertainty: real and financial decisions. (2013). Wong, Kit ; Broll, Udo. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:36:y:2013:i:2:p:125-136. Full description at Econpapers || Download paper | 7 |
26 | 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 | 6 |
27 | 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 | 6 |
28 | 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 |
29 | 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 | 6 |
30 | 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 | 5 |
31 | 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 | 5 |
32 | 2019 | Semi-analytical prices for lookback and barrier options under the Heston model. (2019). de Gennaro, Luca ; Bernard, Carole. 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 | 5 |
33 | 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 | 5 |
34 | 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 | 5 |
35 | 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 | 5 | |
36 | 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 | 5 |
37 | 2001 | Option pricing by large risk aversion utility¶under transaction costs. (2001). Ðабанов, ЮÑий ; 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 |
38 | 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 | 5 |
39 | 2018 | Some reflections on past and future of nonlinear dynamics in economics and finance. (2018). Tramontana, Fabio ; Radi, Davide ; Anufriev, Mikhail. 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 | 5 |
40 | 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 | 5 |
41 | 2011 | Utility indifference valuation for jump risky assets. (2011). Gerardi, Anna ; Ceci, Claudia. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:34:y:2011:i:2:p:85-120. Full description at Econpapers || Download paper | 5 |
42 | 2021 | The rise and fall of cryptocurrency coins and tokens. (2021). Gandal, Neil ; Vasek, Marie ; Moore, Tyler ; Hamrick, J T. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:2:d:10.1007_s10203-021-00329-8. Full description at Econpapers || Download paper | 4 |
43 | 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 |
44 | 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 | 4 |
45 | 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 | 4 |
46 | 2019 | Moment explosions in the rough Heston model. (2019). Gerhold, Stefan ; Pinter, Arpad ; Gerstenecker, Christoph. 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 | 4 |
47 | 2018 | Oligopoly models with different learning and production time scales. (2018). Naimzada, Ahmad ; Cavalli, Fausto ; Sodini, Mauro. 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 |
48 | 2018 | A piecewise linear model of credit traps and credit cycles: a complete characterization. (2018). Matsuyama, Kiminori ; Gardini, Laura ; Sushko, Iryna. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:41:y:2018:i:2:d:10.1007_s10203-018-0220-5. Full description at Econpapers || Download paper | 4 |
49 | 1999 | Stress testing techniques and value-at-risk measures: A unified approach. (1999). Lunga, Giovanni ; Cherubini, Umberto. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:22:y:1999:i:1:p:77-99. Full description at Econpapers || Download paper | 4 |
50 | 2017 | Reaching nirvana with a defaultable asset?. (2017). De Donno, Marzia ; Sbuelz, Alessandro ; Battauz, Anna. 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 | 4 |
# | Year | Title | Cited |
---|---|---|---|
1 | 2019 | Markovian lifts of positive semidefinite affine Volterra-type processes. (2019). Cuchiero, Christa ; Teichmann, Josef. 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 | 16 |
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 | 13 |
3 | 2019 | Does market attention affect Bitcoin returns and volatility?. (2019). FigÃÂ -Talamanca, Gianna ; 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 | 12 |
4 | 2021 | Investigating the relationship between volatilities of cryptocurrencies and other financial assets. (2021). Ghorbel, Achraf ; Jeribi, Ahmed. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:2:d:10.1007_s10203-020-00312-9. Full description at Econpapers || Download paper | 9 |
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 | 9 |
6 | 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 | 5 |
7 | 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 | 5 |
8 | 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 |
9 | 2019 | Semi-analytical prices for lookback and barrier options under the Heston model. (2019). de Gennaro, Luca ; Bernard, Carole. 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 | 4 |
10 | 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 | 4 |
11 | 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 | 4 |
12 | 2020 | Market attention and Bitcoin price modeling: theory, estimation and option pricing. (2020). FigÃÂ -Talamanca, Gianna ; Cretarola, Alessandra ; Patacca, Marco ; Figa-Talamanca, Gianna. 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 | 4 |
13 | 2018 | Some reflections on past and future of nonlinear dynamics in economics and finance. (2018). Tramontana, Fabio ; Radi, Davide ; Anufriev, Mikhail. 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 | 4 |
14 | 2021 | The rise and fall of cryptocurrency coins and tokens. (2021). Gandal, Neil ; Vasek, Marie ; Moore, Tyler ; Hamrick, J T. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:2:d:10.1007_s10203-021-00329-8. Full description at Econpapers || Download paper | 4 |
15 | 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 | 4 |
16 | 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 | 3 |
17 | 2019 | Kyle equilibrium under random price pressure. (2019). Fajardo, José ; 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 | 3 |
18 | 2018 | A piecewise linear model of credit traps and credit cycles: a complete characterization. (2018). Matsuyama, Kiminori ; Gardini, Laura ; Sushko, Iryna. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:41:y:2018:i:2:d:10.1007_s10203-018-0220-5. Full description at Econpapers || Download paper | 3 |
19 | 2013 | The firm under uncertainty: real and financial decisions. (2013). Wong, Kit ; Broll, Udo. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:36:y:2013:i:2:p:125-136. Full description at Econpapers || Download paper | 3 |
20 | 2011 | Utility indifference valuation for jump risky assets. (2011). Gerardi, Anna ; Ceci, Claudia. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:34:y:2011:i:2:p:85-120. Full description at Econpapers || Download paper | 3 |
21 | 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 | 3 |
22 | 2021 | Speculative asset price dynamics and wealth taxes. (2021). Westerhoff, Frank ; Tramontana, Fabio ; Mignot, Sarah. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:2:d:10.1007_s10203-021-00340-z. Full description at Econpapers || Download paper | 3 |
23 | 2019 | Moment explosions in the rough Heston model. (2019). Gerhold, Stefan ; Pinter, Arpad ; Gerstenecker, Christoph. 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 | 3 |
24 | 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 | 3 |
25 | 2021 | Cross-listings of blockchain-based tokens issued through initial coin offerings: Do liquidity and specific cryptocurrency exchanges matter?. (2021). Ante, Lennart ; Meyer, Andre. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:2:d:10.1007_s10203-021-00323-0. Full description at Econpapers || Download paper | 3 |
26 | 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 |
27 | 2018 | Fast and accurate calculation of American option prices. (2018). Ballestra, Luca Vincenzo. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:41:y:2018:i:2:d:10.1007_s10203-018-0224-1. Full description at Econpapers || Download paper | 3 |
28 | 2021 | Common dynamic factors for cryptocurrencies and multiple pair-trading statistical arbitrages. (2021). Figa-Talamanca, Gianna ; Patacca, Marco ; Focardi, Sergio. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:2:d:10.1007_s10203-021-00318-x. Full description at Econpapers || Download paper | 3 |
29 | 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 | 3 |
30 | 2019 | Volatility and volatility-linked derivatives: estimation, modeling, and pricing. (2019). Mancino, Maria Elvira ; Wang, Tai-Ho ; 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 | 3 |
31 | 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 | 3 |
32 | 2020 | A note on rational inattention and rate distortion theory. (2020). Montrucchio, Luigi ; Marinacci, Massimo ; Denti, Tommaso. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:43:y:2020:i:1:d:10.1007_s10203-019-00243-0. Full description at Econpapers || Download paper | 3 |
33 | 2021 | Can fiat currencies really hedge Bitcoin? Evidence from dynamic short-term perspective. (2021). Majdoub, Jihed ; Bejaoui, Azza ; ben Sassi, Salim. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:2:d:10.1007_s10203-020-00314-7. Full description at Econpapers || Download paper | 2 |
34 | 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 |
35 | 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 | 2 |
36 | 2020 | Inconsistency evaluation in pairwise comparison using norm-based distances. (2020). Fedrizzi, Michele ; Critch, Andrew ; Civolani, Nino. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:43:y:2020:i:2:d:10.1007_s10203-020-00304-9. Full description at Econpapers || Download paper | 2 |
37 | 2020 | Pricing electricity forwards under future information on the stochastic mean-reversion level. (2020). Hess, Markus. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:43:y:2020:i:2:d:10.1007_s10203-020-00307-6. Full description at Econpapers || Download paper | 2 |
38 | 2017 | A set optimization approach to utility maximization under transaction costs. (2017). Calder-Wang, Sophie ; Hamel, Andreas H. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:40:y:2017:i:1:d:10.1007_s10203-017-0195-7. Full description at Econpapers || Download paper | 2 |
39 | 2021 | Delay dynamics in nonlinear monopoly with gradient adjustment. (2021). Matsumoto, Akio ; Szidarovszky, Ferenc. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:2:d:10.1007_s10203-021-00342-x. Full description at Econpapers || Download paper | 2 |
40 | 2021 | Temporal mixture ensemble models for probabilistic forecasting of intraday cryptocurrency volume. (2021). Antulov-Fantulin, Nino ; Lillo, Fabrizio ; Guo, Tian. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:2:d:10.1007_s10203-021-00344-9. Full description at Econpapers || Download paper | 2 |
41 | 2017 | Reaching nirvana with a defaultable asset?. (2017). De Donno, Marzia ; Sbuelz, Alessandro ; Battauz, Anna. 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 |
42 | 2016 | The pricing of lookback options and binomial approximation. (2016). Heuwelyckx, Fabien ; Grosse-Erdmann, Karl . In: Decisions in Economics and Finance. RePEc:spr:decfin:v:39:y:2016:i:1:d:10.1007_s10203-016-0171-7. Full description at Econpapers || Download paper | 2 |
43 | 2001 | Efficient 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 | 2 |
44 | 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 |
45 | 2021 | Breaking ties in collective decision-making. (2021). Bubboloni, Daniela ; Gori, Michele. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:1:d:10.1007_s10203-020-00294-8. Full description at Econpapers || Download paper | 2 |
46 | 2000 | Volatility estimation from observed option prices. (2000). Thangaraj, Draviam ; Boyle, Phelim P.. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:23:y:2000:i:1:p:31-52. Full description at Econpapers || Download paper | 2 |
47 | 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 | 2 |
48 | 2020 | A notion of conditional probability and some of its consequences. (2020). Berti, Patrizia ; Rigo, Pietro ; Dreassi, Emanuela. 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 |
49 | 2018 | Technology choice in an evolutionary oligopoly game. (2018). Tuinstra, Jan ; Negriu, Anghel ; la Mantia, Fabio ; Lamantia, Fabio. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:41:y:2018:i:2:d:10.1007_s10203-018-0215-2. Full description at Econpapers || Download paper | 2 |
50 | 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 |
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2021 | Clustering-Based Extensions of the Common Age Effect Multi-Population Mortality Model. (2021). Korn, Ralf ; Kleinow, Torsten ; Schnurch, Simon. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:3:p:45-:d:508525. Full description at Econpapers || Download paper | |
2021 | On pricing rules and optimal strategies in general Kyle-Back models. (2018). Danilova, Albina ; Ccetin, Umut. In: Papers. RePEc:arx:papers:1812.07529. Full description at Econpapers || Download paper | |
2021 | On pricing rules and optimal strategies in general Kyle-Back models. (2021). Cetin, Umut ; Danilova, Albina. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:113003. Full description at Econpapers || Download paper | |
2021 | Regime switches and commonalities of the cryptocurrencies asset class. (2021). FigÃÂ -Talamanca, Gianna ; Focardi, Sergio ; Figa-Talamanca, Gianna ; Patacca, Marco. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000577. Full description at Econpapers || Download paper | |
2021 | The time-varying causal relationship between the Bitcoin market and internet attention. (2021). Wang, Shouyang ; Tao, Rui ; Lu, Fengbin ; Zhang, Xun. In: Financial Innovation. RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-021-00275-9. Full description at Econpapers || Download paper | |
2021 | Common dynamic factors for cryptocurrencies and multiple pair-trading statistical arbitrages. (2021). Figa-Talamanca, Gianna ; Patacca, Marco ; Focardi, Sergio. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:2:d:10.1007_s10203-021-00318-x. Full description at Econpapers || Download paper | |
2021 | Complexity traits and synchrony of cryptocurrencies price dynamics. (2021). Baggio, Rodolfo ; Provenzano, Davide. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:2:d:10.1007_s10203-021-00319-w. Full description at Econpapers || Download paper | |
2021 | Investigating the diversifying or hedging nexus of cannabis cryptocurrencies with major digital currencies. (2021). Kyriazis, Nikolaos A. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:2:d:10.1007_s10203-021-00356-5. Full description at Econpapers || Download paper | |
2021 | Blockchain and cryptocurrencies: economic and financial research. (2021). Cretarola, Alessandra ; Grunspan, Cyril ; Figa-Talamanca, Gianna. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:2:d:10.1007_s10203-021-00366-3. Full description at Econpapers || Download paper | |
2021 | The Determinants of the Volatility in Cryptocurrency Markets: The Bitcoin Case. (2021). Akkaya, Murat. In: Bogazici Journal, Review of Social, Economic and Administrative Studies. RePEc:boz:journl:v:35:y:2021:i:1:p:87-97. Full description at Econpapers || Download paper | |
2021 | Detecting bubbles in Bitcoin price dynamics via market exuberance. (2021). FigÃÂ -Talamanca, Gianna ; Figa-Talamanca, Gianna ; Cretarola, Alessandra. In: Annals of Operations Research. RePEc:spr:annopr:v:299:y:2021:i:1:d:10.1007_s10479-019-03321-z. Full description at Econpapers || Download paper | |
2021 | Robust and accurate construction of the local volatility surface using the BlackâScholes equation. (2021). Kim, Junseok. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:150:y:2021:i:c:s0960077921004707. Full description at Econpapers || Download paper | |
2021 | Infinite-dimensional polynomial processes. (2021). Svaluto-Ferro, Sara ; Cuchiero, Christa. In: Finance and Stochastics. RePEc:spr:finsto:v:25:y:2021:i:2:d:10.1007_s00780-021-00450-x. Full description at Econpapers || Download paper | |
2021 | Measure-valued affine and polynomial diffusions. (2021). di Persio, Luca ; Guida, Francesco ; Cuchiero, Christa ; Svaluto-Ferro, Sara. In: Papers. RePEc:arx:papers:2112.15129. Full description at Econpapers || Download paper | |
2021 | Markowitz portfolio selection for multivariate affine and quadratic Volterra models. (2020). Jaber, Eduardo Abi ; Miller, Enzo ; Pham, Huyen. In: Post-Print. RePEc:hal:journl:hal-02877569. Full description at Econpapers || Download paper | |
2021 | Markowitz portfolio selection for multivariate affine and quadratic Volterra models. (2020). Miller, Enzo ; Jaber, Eduardo Abi ; Pham, Huyen. In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:hal-02877569. Full description at Econpapers || Download paper | |
2021 | Markowitz portfolio selection for multivariate affine and quadratic Volterra models. (2020). Miller, Enzo ; Jaber, Eduardo Abi ; Pham, Huyen. In: Papers. RePEc:arx:papers:2006.13539. Full description at Econpapers || Download paper | |
2021 | Dynamics of symmetric SSVI smiles and implied volatility bubbles. (2019). Martini, Claude ; Jacquier, Antoine ; el Amrani, Mehdi. In: Papers. RePEc:arx:papers:1909.10272. Full description at Econpapers || Download paper | |
2021 | No arbitrage SVI. (2020). Mingone, Arianna ; Martini, Claude. In: Papers. RePEc:arx:papers:2005.03340. Full description at Econpapers || Download paper | |
2021 | Pricing and Risk Analysis in Hyperbolic Local Volatility Model with Quasi Monte Carlo. (2021). Kucherenko, Sergei ; Hok, Julien. In: Papers. RePEc:arx:papers:2106.08421. Full description at Econpapers || Download paper | |
2021 | Pricing discretely monitored barrier options: When Malliavin calculus expansions meet Hilbert transforms. (2021). Shi, Chao ; Li, Chenxu ; Cai, Ning. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:127:y:2021:i:c:s0165188921000488. Full description at Econpapers || Download paper | |
2021 | Fast Hybrid Schemes for Fractional Riccati Equations (Rough Is Not So Tough). (2021). Grasselli, Martino ; Callegaro, Giorgia ; Paees, Gilles. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:46:y:2021:i:1:p:221-254. Full description at Econpapers || Download paper | |
2021 | Small?time, large?time, and H?0 asymptotics for the Rough Heston model. (2021). Smith, Benjamin ; Gerhold, Stefan ; Forde, Martin. In: Mathematical Finance. RePEc:bla:mathfi:v:31:y:2021:i:1:p:203-241. Full description at Econpapers || Download paper | |
2021 | . Full description at Econpapers || Download paper | |
2021 | Bayesian optimal investment and reinsurance with dependent financial and insurance risks. (2021). Leimcke, Gregor ; Bauerle, Nicole. In: Papers. RePEc:arx:papers:2103.05777. Full description at Econpapers || Download paper | |
2021 | Optimal Reinsurance and Investment under Common Shock Dependence Between Financial and Actuarial Markets. (2021). Ceci, Claudia ; Cretarola, Alessandra ; Colaneri, Katia. In: Papers. RePEc:arx:papers:2105.07524. Full description at Econpapers || Download paper | |
2021 | Law-invariant functionals that collapse to the mean: Beyond convexity. (2021). Munari, Cosimo ; Liebrich, Felix-Benedikt. In: Papers. RePEc:arx:papers:2106.01281. Full description at Econpapers || Download paper | |
2021 | Distributionally robust goal-reaching optimization in the presence of background risk. (2021). Chi, Yichun ; Zhuang, Sheng Chao ; Xu, Zuo Quan. In: Papers. RePEc:arx:papers:2108.04464. Full description at Econpapers || Download paper | |
2021 | A machine learning-based price state prediction model for agricultural commodities using external factors. (2021). Oktoviany, Prilly ; Korn, Ralf ; Knobloch, Robert. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:2:d:10.1007_s10203-021-00354-7. Full description at Econpapers || Download paper | |
2021 | A survey of electricity spot and futures price models for risk management applications. (2021). Gruet, Pierre ; Feron, Olivier ; Deschatre, Thomas. In: Energy Economics. RePEc:eee:eneeco:v:102:y:2021:i:c:s0140988321003881. Full description at Econpapers || Download paper | |
2021 | Robustness of Farrell cost efficiency measurement under data perturbations: Evidence from a US manufacturing application. (2021). Arabmaldar, Aliasghar ; Hatami-Marbini, Adel. In: European Journal of Operational Research. RePEc:eee:ejores:v:295:y:2021:i:2:p:604-620. Full description at Econpapers || Download paper | |
2021 | On the Market-Consistent Valuation of Participating Life Insurance Heterogeneous Contracts under Longevity Risk. (2021). Sehner, Thorsten ; Chen, AN ; Bacinello, Anna Rita ; Millossovich, Pietro. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:1:p:20-:d:478258. Full description at Econpapers || Download paper | |
2021 | Robust portfolio selection with regime switching and asymmetric dependence. (2021). Bai, Manying ; Su, Xiaoshan ; Han, Yingwei. In: Economic Modelling. RePEc:eee:ecmode:v:99:y:2021:i:c:s0264999321000754. Full description at Econpapers || Download paper |
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2021 | Analysis of stability and bifurcation for two heterogeneous triopoly games with the isoelastic demand. (2021). Li, Xiaoliang. In: Papers. RePEc:arx:papers:2112.05950. Full description at Econpapers || Download paper | |
2021 | Regime switches and commonalities of the cryptocurrencies asset class. (2021). FigÃÂ -Talamanca, Gianna ; Focardi, Sergio ; Figa-Talamanca, Gianna ; Patacca, Marco. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000577. Full description at Econpapers || Download paper | |
2021 | How do Islamic equity markets respond to good and bad volatility of cryptocurrencies? The case of Bitcoin. (2021). , Walid. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:70:y:2021:i:c:s0927538x21001748. Full description at Econpapers || Download paper | |
2021 | Hedge and safe haven properties during COVID-19: Evidence from Bitcoin and gold. (2021). BenSaïda, Ahmed ; Ghorbel, Ahmed ; Bensaida, Ahmed ; Chemkha, Rahma ; Tayachi, Tahar. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:82:y:2021:i:c:p:71-85. Full description at Econpapers || Download paper | |
2021 | The impact of COVID-19-related media coverage on the return and volatility connectedness of cryptocurrencies and fiat currencies. (2021). De, Maria ; Jareo, Francisco ; Umar, Zaghum. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:172:y:2021:i:c:s0040162521004571. Full description at Econpapers || Download paper | |
2021 | Ownership, uses and perceptions of cryptocurrency: Results from a population survey. (2021). Fiedler, Ingo ; Ante, Lennart ; von Meduna, Marc ; Steinmetz, Fred. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:173:y:2021:i:c:s0040162521005059. Full description at Econpapers || Download paper | |
2021 | Are Cryptocurrencies a Backstop for the Stock Market in a COVID-19-Led Financial Crisis? Evidence from the NARDL Approach. (2021). Lahiani, Amine ; Jena, Sangram Keshari ; Jeribi, Ahmed. In: IJFS. RePEc:gam:jijfss:v:9:y:2021:i:3:p:33-:d:579737. Full description at Econpapers || Download paper | |
2021 | Empirical Evidences on the Interconnectedness between Sampling and Asset Returnsâ Distributions. (2021). Orlando, Giuseppe ; Bufalo, Michele. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:5:p:88-:d:550538. Full description at Econpapers || Download paper | |
2021 | A machine learning-based price state prediction model for agricultural commodities using external factors. (2021). Oktoviany, Prilly ; Korn, Ralf ; Knobloch, Robert. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:2:d:10.1007_s10203-021-00354-7. Full description at Econpapers || Download paper | |
2021 | Blockchain and cryptocurrencies: economic and financial research. (2021). Cretarola, Alessandra ; Grunspan, Cyril ; Figa-Talamanca, Gianna. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:2:d:10.1007_s10203-021-00366-3. Full description at Econpapers || Download paper | |
2021 | Using Householderâs method to improve the accuracy of the closed-form formulas for implied volatility. (2021). Lin, Chang-Yao ; Miao, Daniel Wei-Chung. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:94:y:2021:i:3:d:10.1007_s00186-021-00763-9. Full description at Econpapers || Download paper | |
2021 | Dynamic wage bargaining and labour market fluctuations: the role of productivity shocks. (2021). Guerrazzi, Marco ; Giribone, Pier Giuseppe. In: SN Business & Economics. RePEc:spr:snbeco:v:1:y:2021:i:8:d:10.1007_s43546-021-00098-x. Full description at Econpapers || Download paper | |
2021 | Market selection in global value chains. (2021). Vannuccini, Simone ; Savin, Ivan ; Mundt, Philipp ; Inoue, Hiroyasu ; Cantner, Uwe. In: BERG Working Paper Series. RePEc:zbw:bamber:170. Full description at Econpapers || Download paper | |
2021 | A network approach to consumption. (2021). Mayerhoffer, Daniel M ; Schulz, Jan. In: BERG Working Paper Series. RePEc:zbw:bamber:173. Full description at Econpapers || Download paper | |
2021 | Production delays, technology choice and cyclical cobweb dynamics. (2021). Westerhoff, Frank ; Mignot, Sarah ; Dieci, Roberto. In: BERG Working Paper Series. RePEc:zbw:bamber:174. Full description at Econpapers || Download paper | |
2021 | The Dynamics of Working Hours and Wages Under Implicit Contracts. (2021). Guerrazzi, Marco ; Giribone, Pier Giuseppe. In: GLO Discussion Paper Series. RePEc:zbw:glodps:818. Full description at Econpapers || Download paper |
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2020 | Ultimatum Bargaining with Rational Inattention. (2020). Ravid, Doron. In: American Economic Review. RePEc:aea:aecrev:v:110:y:2020:i:9:p:2948-63. Full description at Econpapers || Download paper | |
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 | |
2020 | . Full description at Econpapers || Download paper | |
2020 | . Full description at Econpapers || Download paper | |
2020 | Some conditions for the equivalence between risk aversion, prudence and temperance. (2020). Menegatti, Mario ; De Donno, Marzia. 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). Brunelli, Matteo ; Sowiski, Roman ; Figueira, Jose Rui ; Greco, Salvatore ; Fedrizzi, Michele. 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 | From microscopic price dynamics to multidimensional rough volatility models. (2019). Rosenbaum, Mathieu ; Tomas, Mehdi. In: Papers. RePEc:arx:papers:1910.13338. Full description at Econpapers || Download paper | |
2019 | Infinite dimensional polynomial processes. (2019). Svaluto-Ferro, Sara ; Cuchiero, Christa. In: Papers. RePEc:arx:papers:1911.02614. Full description at Econpapers || Download paper | |
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 | Model-Free Stochastic Collocation for an Arbitrage-Free Implied Volatility, Part II. (2019). Oosterlee, Cornelis ; le Floch, Fabien. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:1:p:30-:d:211431. Full description at Econpapers || Download paper | |
2019 | Volatility and volatility-linked derivatives: estimation, modeling, and pricing. (2019). Mancino, Maria Elvira ; Wang, Tai-Ho ; 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). Tramontana, Fabio ; Radi, Davide ; Anufriev, Mikhail. 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 |