Journal of Financial Engineering (JFE) / World Scientific Publishing Co. Pte. Ltd.
Citation Profile [Updated: 2023-01-07 21:26:51]
5 Years H Index
6
Impact Factor (IF)
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 | |
| 2014 | 0 | 0.55 | 0.16 | 0 | 38 | 38 | 91 | 6 | 6 | 0 | 0 | 0 | 6 | 0.16 | 0.23 | |||
| 2015 | 0.29 | 0.55 | 0.23 | 0.29 | 9 | 47 | 13 | 11 | 17 | 38 | 11 | 38 | 11 | 0 | 0 | 0.23 |
| 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 |
50 most cited documents in this series
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2014 | Nonlinear 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 | 33 |
| 2 | 2015 | Optimal 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. Full description at Econpapers || Download paper | 10 |
| 3 | 2014 | Expected 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 | 8 |
| 4 | 2014 | Affine 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. Full description at Econpapers || Download paper | 8 |
| 5 | 2014 | Optimal 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. Full description at Econpapers || Download paper | 6 |
| 6 | 2014 | Monotone 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 | 6 |
| 7 | 2014 | Liquidation 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 | 5 |
| 8 | 2015 | Regulatory 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. Full description at Econpapers || Download paper | 4 |
| 9 | 2014 | The 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 | 4 |
| 10 | 2014 | First-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 | 4 |
| 11 | 2014 | Pricing 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. Full description at Econpapers || Download paper | 2 |
| 12 | 2014 | Accounting 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. Full description at Econpapers || Download paper | 2 |
| 13 | 2014 | The economic default time and the arcsine law. (2014). Jarrow, Robert ; De Larrard, Adrien ; Guo, Xin. In: Journal of Financial Engineering (JFE). RePEc:wsi:jfexxx:v:01:y:2014:i:03:n:s2345768614500251. Full description at Econpapers || Download paper | 2 |
| 14 | 2015 | Comparison 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. Full description at Econpapers || Download paper | 2 |
| 15 | 2014 | On 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. Full description at Econpapers || Download paper | 2 |
| 16 | 2014 | Game option models of convertible bonds: Determinants of call policies. (2014). Kwok, YueKuen . In: Journal of Financial Engineering (JFE). RePEc:wsi:jfexxx:v:01:y:2014:i:04:n:s2345768614500299. Full description at Econpapers || Download paper | 2 |
| 17 | 2014 | Dynamic 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. Full description at Econpapers || Download paper | 1 |
| 18 | 2014 | Credit 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. Full description at Econpapers || Download paper | 1 |
| 19 | 2014 | The impact of free cash flows and agency costs on firm performance ââ¬â An empirical analysis of KSE listed companies of Pakistan. (2014). Khidmat, Waqas Bin ; Ur, Mobeen. In: Journal of Financial Engineering (JFE). RePEc:wsi:jfexxx:v:01:y:2014:i:03:n:s2345768614500275. Full description at Econpapers || Download paper | 1 |
| 20 | 2014 | Equity-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. Full description at Econpapers || Download paper | 1 |
| 21 | 2014 | A 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. Full description at Econpapers || Download paper | 1 |
| 22 | 2014 | CDS 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. Full description at Econpapers || Download paper | 1 |
| 23 | 2014 | The framework of systemic risk related to contagion, recovery rate and capital requirement in an interbank network. (2014). Ren, Xuemin ; Jiang, Lishang ; Yuan, George X. In: Journal of Financial Engineering (JFE). RePEc:wsi:jfexxx:v:01:y:2014:i:01:n:s2345768614500044. Full description at Econpapers || Download paper | 1 |
| 24 | 2014 | Application 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. Full description at Econpapers || Download paper | 1 |
50 most relevant documents in this series (papers most cited in the last two years)
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2014 | Nonlinear 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 | 15 |
| 2 | 2014 | Expected 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 | 4 |
| 3 | 2014 | Liquidation 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 | 3 |
| 4 | 2014 | Monotone 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 | 3 |
| 5 | 2014 | Affine 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. Full description at Econpapers || Download paper | 2 |
| 6 | 2014 | Pricing 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. Full description at Econpapers || Download paper | 2 |
Citing documents used to
compute impact factor:
| Year | Title |
|---|
Recent citations
10 most frequent citing series