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ICER Working Papers - Applied Mathematics Series / ICER - International Centre for Economic Research

Citation Profile [Updated: 2023-11-03 08:28:08]
5 Years H Index
17
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
2001 0 0.49 1.42 0 12 12 148 14 17 0 0 13 92.9 14 1.17 0.27
2002 0.67 0.54 1.73 0.67 10 22 114 36 55 12 8 12 8 32 88.9 10 1 0.31
2003 0.86 0.53 4.35 0.86 15 37 185 161 216 22 19 22 19 149 92.5 49 3.27 0.3
2004 0.72 0.6 2.8 0.78 7 44 20 123 339 25 18 37 29 99 80.5 6 0.86 0.36
2005 0.45 0.6 0.48 0.52 6 50 54 24 363 22 10 44 23 4 16.7 0 0.36
2006 0.54 0.59 0.47 0.5 7 57 18 27 390 13 7 50 25 2 7.4 0 0.34
2007 0.77 0.52 0.52 0.6 14 71 30 37 427 13 10 45 27 5 13.5 1 0.07 0.29
2008 0.29 0.59 0.46 0.53 10 81 33 37 464 21 6 49 26 2 5.4 0 0.29
2009 0.29 0.58 0.42 0.23 5 86 4 36 500 24 7 44 10 1 2.8 0 0.33
2010 0.33 0.52 0.37 0.29 4 90 4 33 533 15 5 42 12 1 3 1 0.25 0.3
2011 0.22 0.61 0.41 0.25 1 91 3 37 570 9 2 40 10 0 0 0.37
2012 0.6 0.68 0.45 0.29 1 92 0 41 611 5 3 34 10 1 2.4 0 0.36
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
#YearTitleCited
12001Risk, ambiguity, and the separation of utility and beliefs.. (2001). Marinacci, Massimo ; Ghirardato, Paolo. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:21-2001.

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81
22002Optimal investment strategies and risk measures in defined contribution pension schemes.. (2002). Vigna, Elena ; Haberman, Steven. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:09-2002.

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61
32003A smooth model of decision making under ambiguity.. (2003). Mukerji, Sujoy ; Marinacci, Massimo ; Klibanoff, Peter. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:11-2003.

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58
42005Non mean reverting affine processes for stochastic mortality.. (2005). luciano, elisa ; Vigna, Elena. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:4-2005.

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40
52003Positive value of information in games.. (2003). Zamir, Shmuel ; Scarsini, Marco ; Gossner, Olivier ; Bassan, Bruno . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:26-2003.

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35
62001On Fragility of Bubbles in Equilibrium Asset Pricing Models of Lucas-Type.. (2001). Privileggi, Fabio ; Montrucchio, Luigi. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:05-2001.

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35
72002Insurance Premia Consistent with the Market.. (2002). Marinacci, Massimo ; Maccheroni, Fabio ; Castagnoli, Erio . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:24-2002.

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32
82003Ultramodular functions.. (2003). Montrucchio, Luigi ; Marinacci, Massimo. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:13-2003.

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30
92002Multivariate Option Pricing with Copulas.. (2002). luciano, elisa ; Cherubini, Umberto . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:05-2002.

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24
102001A subjective spin on roulette wheels.. (2001). Siniscalchi, Marciano ; Marinacci, Massimo ; Maccheroni, Fabio ; Ghirardato, Paolo. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:17-2001.

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23
112003Unequal uncertainties and uncertain inequalities: an axiomatic approach.. (2003). Maurin, Eric ; Gajdos, Thibault. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:15-2003.

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23
122003Decision Making with Imprecise Probabilistic Information.. (2003). Vergnaud, Jean-Christophe ; Tallon, Jean-Marc ; Gajdos, Thibault. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:18-2003.

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22
132001Expected utility theory without the completeness axiom.. (2001). Maccheroni, Fabio ; Dubra, Juan ; Oki, Efe. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:11-2001.

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21
142002Ambiguity from the Differential Viewpoint.. (2002). Marinacci, Massimo ; Maccheroni, Fabio ; Ghirardato, Paolo. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:17-2002.

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21
152001Optimal two-object auctions with synergies.. (2001). Menicucci, Domenico. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:18-2001.

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20
162003Monotone Continuous Multiple Priors.. (2003). Tallon, Jean-Marc ; Marinacci, Massimo ; Maccheroni, Fabio ; Chateauneuf, Alain. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:30-2003.

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19
172001Credit rationing, wealth inequality, and allocation of talent.. (2001). Morelli, Massimo ; Ghatak, Maitreesh ; Sjostrom, Tomas. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:23-2001.

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18
182003Multidimensional generalized Gini indices.. (2003). Weymark, John ; Gajdos, Thibault. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:16-2003.

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16
192006A Multivariate Time-Changed Lévy Model for Financial Applications. (2006). Semeraro, Patrizia. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:10-2006.

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16
202007Modeling Long Memory and Structural Breaks in Conditional Variances: an Adaptive FIGARCH Approach. (2007). MORANA, CLAUDIO ; Baillie, Richard T.. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:11-2007.

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15
212003Archimedean Copulae and Positive Dependence.. (2003). Scarsini, Marco ; Müller, Alfred. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:25-2003.

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14
222002Pricing Vulnerable Options with Copulas.. (2002). luciano, elisa ; Cherubini, Umberto . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:06-2002.

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13
232001Random correspndences as bundles of random variables.. (2001). Marinacci, Massimo ; Castaldo, Adriana. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:12-2001.

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13
242008Bayesian nonparametric estimators derived from conditional Gibbs structures. (2008). Lijoi, Antonio ; Walker, Stephen G. ; Pruenster, Igor . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:06-2008.

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13
252002Coherence without Additivity.. (2002). Maccheroni, Fabio ; Diecidue, Enrico. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:10-2002.

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12
262001Yaari dual theory without the completeness axiom.. (2001). Maccheroni, Fabio. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:30-2001.

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12
272002Wealth Polarization and Pulverization in Fractal Societies.. (2002). Privileggi, Fabio ; Cozzi, Guido. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:39-2002.

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11
282002Certainty Independence and the Separation of Utility and Beliefs.. (2002). Marinacci, Massimo ; Maccheroni, Fabio ; Ghirardato, Paolo. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:40-2002.

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10
292003Cores and stable sets of finite dimensional games.. (2003). Montrucchio, Luigi ; Marinacci, Massimo. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:07-2003.

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10
302005A Multivariate Jump-Driven Financial Asset Model.. (2005). luciano, elisa ; Schoutens, Wim. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:6-2005.

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10
312003Choquet insurance pricing: a caveat.. (2003). Marinacci, Massimo ; Maccheroni, Fabio ; Castagnoli, Erio . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:14-2003.

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9
322003Existence of solutions and asset pricing bubbles in general equilibrium models.. (2003). Mattalia, Claudio . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:02-2003.

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9
332008Backward Stochastic PDEs Related to the Utility Maximization Problem. (2008). Mania, Michael ; Tevzadze, Revaz . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:07-2008.

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8
342004Variational representation of preferences under ambiguity.. (2004). Rustichini, Aldo ; Marinacci, Massimo ; Maccheroni, Fabio. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:05-2004.

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8
352003Zonoids, Linear Dependence, and Size-Biased Distributions on the Simplex.. (2003). Scarsini, Marco ; DallAglio, Marco . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:27-2003.

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8
362003The convexity-cone approach to comparative risk and downside risk.. (2003). Scarsini, Marco ; modica, salvatore. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:01-2003.

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8
372003A folk theorem for minority games.. (2003). Scarsini, Marco ; Renault, Jérôme ; Scarlatti, Sergio . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:10-2003.

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8
382007A Bayesian Nonparametric Method for Prediction in EST Analysis. (2007). Lijoi, Antonio ; Mena, Ramses H. ; Prunster, Igor. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:16-2007.

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7
392001Subcalculus for set functions and cores of TU games.. (2001). Montrucchio, Luigi ; Marinacci, Massimo. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:09-2001.

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7
402003Some Counterexamples in Positive Dependence.. (2003). Scarsini, Marco ; Müller, Alfred ; Hu, Taizhong. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:28-2003.

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6
412008Updating Choquet Integrals , Consequentialism and Dynamic Consistency. (2008). Lapied, André ; Toquebeuf, Pascal ; Kast, Robert . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:04-2008.

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5
422004Portfolio Selection with Monotone Mean-Variance Preferences.. (2004). Taboga, Marco ; Rustichini, Aldo ; Marinacci, Massimo ; Maccheroni, Fabio. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:27-2004.

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5
432004Contributions to the understanding of Bayesian consistency.. (2004). Lijoi, Antonio ; Walker, Stephen G. ; Prunster, Igor. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:13-2004.

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5
442007Bank Efficiency and Banking Sector Development: the Case of Italy. (2007). Regis, Luca ; luciano, elisa. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:5-2007.

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5
452002How to cut a pizza fairly: fair division with descreasing marginal evaluations.. (2002). Marinacci, Massimo ; Maccheroni, Fabio. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:23-2002.

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5
462010The Great Recession: US dynamics and spillovers to the world economy. (2010). MORANA, CLAUDIO ; Bagliano, Fabio. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:34-2010.

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4
472011Delta and Gamma hedging of mortality and interest rate risk. (2011). Regis, Luca ; luciano, elisa ; Vigna, Elena. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:01-2011.

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4
482004A strong law of large numbers for capacities.. (2004). Marinacci, Massimo ; Maccheroni, Fabio. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:28-2004.

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4
492005Bayesian Inference via Classes of Normalized Random Measures.. (2005). Lijoi, Antonio ; James, Lancelot F. ; Pruenster, Igor . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:5-2005.

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3
502006Credit risk in pure jump structural models. (2006). luciano, elisa ; Fiorani, Filo. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:6-2006.

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3
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12001Risk, ambiguity, and the separation of utility and beliefs.. (2001). Marinacci, Massimo ; Ghirardato, Paolo. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:21-2001.

Full description at Econpapers || Download paper

14
22002Insurance Premia Consistent with the Market.. (2002). Marinacci, Massimo ; Maccheroni, Fabio ; Castagnoli, Erio . In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:24-2002.

Full description at Econpapers || Download paper

5
32002Optimal investment strategies and risk measures in defined contribution pension schemes.. (2002). Vigna, Elena ; Haberman, Steven. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:09-2002.

Full description at Econpapers || Download paper

4
42005Non mean reverting affine processes for stochastic mortality.. (2005). luciano, elisa ; Vigna, Elena. In: ICER Working Papers - Applied Mathematics Series. RePEc:icr:wpmath:4-2005.

Full description at Econpapers || Download paper

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