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Citation Profile [Updated: 2023-11-03 08:28:08]
5 Years H Index
10
Impact Factor (IF)
0.45
5 Years IF
0.44
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
1978 0 13 13 0 0
1979 0 6 19 0 0
1990 0 0.11 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 0.07
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 5 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 0.36 0.04 0 8 137 81 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 30 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 24 14 63 10 2 27 9 2 14.3 0 0.22
2007 0 0.46 0.06 0.13 6 178 17 10 73 10 23 3 1 10 0 0.2
2008 0.29 0.49 0.07 0.28 9 187 30 13 86 14 4 29 8 0 1 0.11 0.23
2009 0.4 0.47 0.16 0.24 11 198 15 32 118 15 6 33 8 0 0 0.24
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 17 16 151 21 1 44 7 1 6.3 0 0.24
2012 0.29 0.52 0.13 0.19 8 223 11 29 181 17 5 43 8 2 6.9 0 0.22
2013 0.27 0.56 0.11 0.27 11 234 41 26 207 15 4 45 12 2 7.7 0 0.24
2014 0.11 0.55 0.11 0.17 24 258 41 29 236 19 2 47 8 3 10.3 3 0.13 0.23
2015 0.4 0.55 0.13 0.3 12 270 43 35 271 35 14 60 18 0 1 0.08 0.23
2016 0.17 0.53 0.12 0.19 13 283 22 35 306 36 6 62 12 0 0 0.21
2017 0.12 0.54 0.08 0.13 20 303 31 23 329 25 3 68 9 0 0 0.22
2018 0.15 0.56 0.18 0.26 26 329 43 59 388 33 5 80 21 13 22 10 0.38 0.24
2019 0.3 0.58 0.18 0.24 31 360 71 63 452 46 14 95 23 13 20.6 16 0.52 0.23
2020 0.37 0.7 0.25 0.38 39 399 44 96 550 57 21 102 39 21 21.9 18 0.46 0.33
2021 0.47 0.87 0.27 0.44 56 455 69 124 674 70 33 129 57 23 18.5 23 0.41 0.32
2022 0.45 1 0.22 0.44 23 478 4 105 779 95 43 172 75 4 3.8 0 0.31
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
12000Decision 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.

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56
22015Financial 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.

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28
32013Pricing 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.

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27
42019Markovian 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.

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25
52004Conditional comonotonicity. (2004). NAPP, Clotilde ; Jouini, Elyès. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:27:y:2004:i:2:p:153-166.

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18
62001A 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.

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17
72021Investigating 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.

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16
82019Does market attention affect Bitcoin returns and volatility?. (2019). Figà-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.

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16
92007Linear 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.

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15
102000Normal 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.

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12
112001Efficient 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.

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10
122013The 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.

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8
132008Unawareness, priors and posteriors. (2008). modica, salvatore. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:31:y:2008:i:2:p:81-94.

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8
142014One-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.

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8
152016Diversification 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.

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8
162006On 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.

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8
171997Su 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.

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7
181996On 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.

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7
192010Dynamic 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.

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7
202018Steady 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.

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7
211999A 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.

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7
222017Approximating 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.

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7
231997Twenty years of fuzzy preference structures (1978–1997). (1997). Baets, Bernard ; Fodor, Janos. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:20:y:1997:i:1:p:45-66.

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7
242001Arbitrage, 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.

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7
252009A 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.

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7
261994Recent 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.

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7
272011Utility 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.

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6
282016The 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.

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6
292008Path dependent volatility. (2008). Pascucci, Andrea ; Foschi, Paolo. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:31:y:2008:i:1:p:13-32.

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6
302003Notes 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.

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6
312020Market attention and Bitcoin price modeling: theory, estimation and option pricing. (2020). Figà-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.

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6
322018Some 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.

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6
332008Optimal 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.

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6
342017Genetic 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.

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6
352014Existence 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.

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6
362021The 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.

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6
372020On 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.

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6
382014Hedging 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.

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6
392011Real 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.

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5
402019A realized volatility approach to option pricing with continuous and jump variance components. (2019). Alitab, Dario ; Majewski, Adam A ; Corsi, Fulvio ; Bormetti, Giacomo. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:42:y:2019:i:2:d:10.1007_s10203-019-00241-2.

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5
412008The optimal capital structure of the firm with stable Lévy assets returns. (2008). Quittard-Pinon, Franois ; le Courtois, Olivier. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:31:y:2008:i:1:p:51-72.

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5
422001Option pricing by large risk aversion utility¶under transaction costs. (2001). Кабанов, Юрий ; 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.

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5
432014Expectations 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.

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5
441999Existence 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.

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5
452018Oligopoly 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.

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5
46Optimal 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.

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5
472015Gambling 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.

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5
482018A 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.

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5
491998A 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.

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5
502015A 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.

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5
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12019Markovian 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
22021Investigating 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

15
32015Financial 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

12
42019Does market attention affect Bitcoin returns and volatility?. (2019). Figà-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.

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11
52020Market attention and Bitcoin price modeling: theory, estimation and option pricing. (2020). Figà-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

6
62021The 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

6
72021Common 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.

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5
82020On 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

5
92018Some 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.

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5
102013Pricing 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

5
112017Approximating 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

5
122016The 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.

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5
132019Semi-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.

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4
142000Decision 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.

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4
152014One-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.

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4
162021Cross-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.

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4
172017Genetic 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.

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4
182021Can 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.

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4
192013The 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.

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4
202022Long versus short time scales: the rough dilemma and beyond. (2022). Garcin, Matthieu ; Grasselli, Martino. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:45:y:2022:i:1:d:10.1007_s10203-021-00358-3.

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3
212015Gambling 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.

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3
222021Wage 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.

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3
232021Temporal 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.

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3
242018A 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.

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252020Pricing and hedging defaultable participating contracts with regime switching and jump risk. (2020). le Courtois, Olivier ; Su, Xiaoshan ; Quittard-Pinon, Franois. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:43:y:2020:i:1:d:10.1007_s10203-020-00276-w.

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262018Optimal 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.

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272018Competition and cooperation in the exploitation of the groundwater resource. (2018). Biancardi, Marta ; Maddalena, Lucia. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:41:y:2018:i:2:d:10.1007_s10203-018-0217-0.

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282015A 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.

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292021Speculative 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.

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302019Kyle 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.

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312020A 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.

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322020Groundwater extraction among overlapping generations: a differential game approach. (2020). Biancardi, Marta ; Villani, Giovanni ; Maddalena, Lucia. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:43:y:2020:i:2:d:10.1007_s10203-020-00292-w.

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332016Diversification 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.

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342021Breaking 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.

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352001A 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.

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362021Challenges in approximating the Black and Scholes call formula with hyperbolic tangents. (2021). Orlando, Giuseppe ; Taglialatela, Giovanni ; Mininni, Michele. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:1:d:10.1007_s10203-020-00305-8.

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372019Moment 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.

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382020Optimal reinsurance and investment in a diffusion model. (2020). Brachetta, Matteo ; Schmidli, Hanspeter. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:43:y:2020:i:1:d:10.1007_s10203-019-00265-8.

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392020A 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.

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402019Coherent modeling of mortality patterns for age-specific subgroups. (2019). Giordano, Giuseppe ; Russolillo, Maria ; Haberman, Steven. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:42:y:2019:i:1:d:10.1007_s10203-019-00245-y.

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412021A 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.

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422008Path dependent volatility. (2008). Pascucci, Andrea ; Foschi, Paolo. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:31:y:2008:i:1:p:13-32.

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432019Robust calibration and arbitrage-free interpolation of SSVI slices. (2019). Corbetta, Jacopo ; Martini, Claude ; Laachir, Ismail ; Cohort, Pierre. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:42:y:2019:i:2:d:10.1007_s10203-019-00249-8.

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442006Homogeneous semi-Markov reliability models for credit risk management*. (2006). Damico, Guglielmo ; Manca, Raimondo ; Janssen, Jacques. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:28:y:2006:i:2:p:79-93.

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452021Asian options with zero cost-of-carry: EEX options on freight and iron ore futures. (2021). Haug, Espen Gaarder. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:1:d:10.1007_s10203-020-00283-x.

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462021Betting on bitcoin: a profitable trading between directional and shielding strategies. (2021). Angelis, Paolo ; Oliva, Immacolata ; Martire, Antonio Luciano ; Marino, Mario ; Marchis, Roberto. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:2:d:10.1007_s10203-021-00324-z.

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472007Linear 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.

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482018Poverty trap, boom and bust periods and growth. A nonlinear model for non-developed and developing countries. (2018). Grassetti, Francesca ; Michetti, Elisabetta ; Mammana, Cristiana. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:41:y:2018:i:2:d:10.1007_s10203-018-0211-6.

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492020Pricing 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.

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502010Dynamic 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.

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Citing documents used to compute impact factor: 43
YearTitle
2022On the relationship between comparisons of risk aversion of different orders. (2022). Menegatti, Mario ; de Donno, Marzia. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:102:y:2022:i:c:s0304406822000854.

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2022Inverse Options in a Black-Scholes World. (2021). Imeraj, Arben ; Alexander, Carol. In: Papers. RePEc:arx:papers:2107.12041.

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2022Robust drivers of Bitcoin price movements: An extreme bounds analysis. (2022). , Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s106294082200078x.

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2022The role of investor attention in global asset price variation during the invasion of Ukraine. (2022). Horvath, Matu ; Staek, Daniel ; Halouskova, Martina. In: Finance Research Letters. RePEc:eee:finlet:v:50:y:2022:i:c:s1544612322004755.

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2022Equilibrium mean–variance reinsurance and investment strategies for a general insurance company under smooth ambiguity. (2022). Hu, Xiang ; Guan, Guohui. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001310.

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2022.

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2022Beyond death: The impact of a population-wide health shock on life insurance. (2022). Cheng, Chunli. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001589.

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2022The consumer’s demand functions defined to study contingent consumption plans. (2022). Maturo, Fabrizio ; Angelini, Pierpaolo. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:56:y:2022:i:3:d:10.1007_s11135-021-01170-2.

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2022Groundwater Exploitation and Illegal Behaviors in a Differential Game. (2022). Villani, Giovanni ; Iannucci, Gianluca ; Biancardi, Marta. In: Dynamic Games and Applications. RePEc:spr:dyngam:v:12:y:2022:i:3:d:10.1007_s13235-022-00436-0.

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2022Generalized robust window data envelopment analysis approach for dynamic performance measurement under uncertain panel data. (2022). Peykani, Pejman ; Gheidar-Kheljani, Jafar ; Saen, Reza Farzipoor ; Mohammadi, Emran. In: Operational Research. RePEc:spr:operea:v:22:y:2022:i:5:d:10.1007_s12351-022-00729-7.

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2022Characterization of tie-breaking plurality rules. (2022). Saitoh, Hiroki . In: Social Choice and Welfare. RePEc:spr:sochwe:v:59:y:2022:i:1:d:10.1007_s00355-021-01382-3.

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2022Anonymous and neutral social choice: a unified framework for existence results, maximal domains and tie-breaking. (2022). Giritligil, Aya Ebru ; Doan, Onur. In: Review of Economic Design. RePEc:spr:reecde:v:26:y:2022:i:3:d:10.1007_s10058-021-00269-0.

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2022A survey of supply chain operation and finance with Fintech: Research framework and managerial insights. (2022). Wang, Shouyang ; He, Zhou ; Li, Jian. In: International Journal of Production Economics. RePEc:eee:proeco:v:247:y:2022:i:c:s092552732200024x.

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2022Newton Raphson Emulation Network for Highly Efficient Computation of Numerous Implied Volatilities. (2022). Huh, Jeonggyu ; Kim, Hyun-Gyoon ; Lee, Geon . In: Papers. RePEc:arx:papers:2210.15969.

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2022The dynamics of working hours and wages under implicit contracts. (2022). Giribone, Pier Giuseppe ; Guerrazzi, Marco. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:74:y:2022:i:4:p:1075-1094.

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2022Cue the volatility spillover in the cryptocurrency markets during the COVID-19 pandemic: evidence from DCC-GARCH and wavelet analysis. (2022). Özdemir, Onur. In: Financial Innovation. RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-021-00319-0.

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2022.

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2022Stock market and cryptocurrency market volatility. (2022). Peresetsky, Anatoly ; Pogorelova, Polina ; Manevich, Vyacheslav. In: Applied Econometrics. RePEc:ris:apltrx:0439.

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2022Time and frequency dynamics of connectedness between cryptocurrencies and commodity markets. (2022). Zheng, Liping ; Meng, Juan ; Mo, Bin. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722001799.

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2022Do Stock Market Volatility and Cybercrime Affect Cryptocurrency Returns? Evidence from South African Economy. (2022). Eita, Joel ; Sanusi, Kazeem Abimbola ; Mthembu, Nosipho. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:12:p:589-:d:996256.

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2022Modeling Covid-19 contagious effect between asset markets and commodity futures in India. (2022). Nandan, Tanuj ; Soni, Rajat Kumar. In: Resources Policy. RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722005049.

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2022Portfolio Diversification, Hedge and Safe-Haven Properties in Cryptocurrency Investments and Financial Economics: A Systematic Literature Review. (2022). Gonalves, Tiago Cruz ; Almeida, Jose. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2022:i:1:p:3-:d:1009730.

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2022Investigating the role of central banks in the interconnection between financial markets and cryptoassets. (2022). Kostika, Eleftheria ; Pelagidis, Theodore. In: Economia e Politica Industriale: Journal of Industrial and Business Economics. RePEc:spr:epolin:v:49:y:2022:i:3:d:10.1007_s40812-022-00227-z.

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2022Testing for asymmetric non-linear short- and long-run relationships between crypto-currencies and stock markets. (2022). Manzli, Yasmine Snene ; Frikha, Wajdi ; Ghorbel, Achraf. In: Eurasian Economic Review. RePEc:spr:eurase:v:12:y:2022:i:3:d:10.1007_s40822-022-00206-8.

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2022An application of a TVP-VAR extended joint connected approach to explore connectedness between WTI crude oil, gold, stock and cryptocurrencies during the COVID-19 health crisis. (2022). Hong, Nguyen Thi ; Ha, Le Thanh. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:183:y:2022:i:c:s0040162522004322.

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2022On the predictive power of tweet sentiments and attention on bitcoin. (2022). Suardi, Sandy ; Liu, Bin ; Rasel, Atiqur Rahman. In: International Review of Economics & Finance. RePEc:eee:reveco:v:79:y:2022:i:c:p:289-301.

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2022Initial coin offerings (ICOs) success: Conceptualization, theories and systematic analysis of empirical studies. (2022). Tajeddin, Mahdi ; Bagheri, Afsaneh ; Chitsazan, Hasti. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:180:y:2022:i:c:s0040162522002554.

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2022Privatization, entry and corporate social responsibility with consumer cognition. (2022). , Leonard ; Diao, YU ; Wen, Jun ; Sun, JI. In: MPRA Paper. RePEc:pra:mprapa:115169.

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2022Linkages between DeFi assets and conventional currencies: Evidence from the COVID-19 pandemic. (2022). Gubareva, Mariya ; Nekhili, Ramzi ; Yousaf, Imran. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000539.

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2022Crypto Coins and Credit Risk: Modelling and Forecasting their Probability of Death. (2022). Fantazzini, Dean. In: MPRA Paper. RePEc:pra:mprapa:113744.

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2022Crypto-Coins and Credit Risk: Modelling and Forecasting Their Probability of Death. (2022). Fantazzini, Dean. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:7:p:304-:d:860084.

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2022Production delays, technology choice and cyclical cobweb dynamics. (2022). Westerhoff, Frank ; Mignot, Sarah ; Dieci, Roberto. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:156:y:2022:i:c:s0960077922000078.

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2022Optimal accuracy of unbiased Tullock contests with two heterogeneous players. (2022). Sahm, Marco. In: BERG Working Paper Series. RePEc:zbw:bamber:175.

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2022The chaotic monopolist revisited with bounded rationality and delay dynamics. (2022). Szidarovszky, Ferenc ; Matsumoto, Akio. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:159:y:2022:i:c:s0960077922003526.

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2022Ask Who, Not What: Bitcoin Volatility Forecasting with Twitter Data. (2021). Kaempf, Killian ; Erkul, Mert ; Akbiyik, Eren M ; Antulov-Fantulin, Nino ; Vasiliauskaite, Vaiva. In: Papers. RePEc:arx:papers:2110.14317.

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2022Statistical arbitrage and risk contagion. (2022). Ladley, Daniel ; Gao, Xing. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:144:y:2022:i:c:s0165188922002329.

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2022Fast simulation of tempered stable Ornstein–Uhlenbeck processes. (2022). Petroni, Nicola Cufaro ; Sabino, Piergiacomo. In: Computational Statistics. RePEc:spr:compst:v:37:y:2022:i:5:d:10.1007_s00180-022-01205-8.

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2022Supervised Machine Learning Classification for Short Straddles on the S&P500. (2022). Larcher, Gerhard ; Kofler, Johannes ; Desmettre, Sascha ; Seidl, Philipp ; Brunhuemer, Alexander. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:12:p:235-:d:999165.

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2022Application of hybrid artificial intelligent models to predict deliverability of underground natural gas storage sites. (2022). Hemeng, Zhang ; Ashraf, Umar ; Safaei-Farouji, Majid ; Zamanyad, Aiyoub ; Vo, Hung. In: Renewable Energy. RePEc:eee:renene:v:200:y:2022:i:c:p:169-184.

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2022Journey of Cryptocurrency in India In View of Financial Budget 2022-23. (2022). Chaturvedi, Atul ; Misra, Manoj Kumar ; Shukla, Varun. In: Papers. RePEc:arx:papers:2203.12606.

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Recent citations received in 2021

YearCiting document
2021Analysis of stability and bifurcation for two heterogeneous triopoly games with the isoelastic demand. (2021). Li, Xiaoliang. In: Papers. RePEc:arx:papers:2112.05950.

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2021Regime switches and commonalities of the cryptocurrencies asset class. (2021). Figà-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.

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2021How 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.

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2021Hedge 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.

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2021The 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.

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2021Ownership, 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.

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2021Are 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.

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2021Empirical Evidences on the Interconnectedness between Sampling and Asset Returns’ Distributions. (2021). Orlando, Giuseppe ; Bufalo, Michele. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:5:p:88-:d:550538.

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2021A 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.

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2021Blockchain 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.

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2021Using Householder’s 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.

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2021Dynamic 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.

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2021Market 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.

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2021A network approach to consumption. (2021). Mayerhoffer, Daniel M ; Schulz, Jan. In: BERG Working Paper Series. RePEc:zbw:bamber:173.

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2021Production delays, technology choice and cyclical cobweb dynamics. (2021). Westerhoff, Frank ; Mignot, Sarah ; Dieci, Roberto. In: BERG Working Paper Series. RePEc:zbw:bamber:174.

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2021The Dynamics of Working Hours and Wages Under Implicit Contracts. (2021). Guerrazzi, Marco ; Giribone, Pier Giuseppe. In: GLO Discussion Paper Series. RePEc:zbw:glodps:818.

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Recent citations received in 2020

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2020Ultimatum Bargaining with Rational Inattention. (2020). Ravid, Doron. In: American Economic Review. RePEc:aea:aecrev:v:110:y:2020:i:9:p:2948-63.

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2020Optimal Payoff under the Generalized Dual Theory of Choice. (2020). He, Xue Dong ; Jiang, Zhaoli. In: Papers. RePEc:arx:papers:2012.00345.

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2020.

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2020Some 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.

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2020A 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.

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2020A 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.

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Recent citations received in 2019

YearCiting document
2019From microscopic price dynamics to multidimensional rough volatility models. (2019). Rosenbaum, Mathieu ; Tomas, Mehdi. In: Papers. RePEc:arx:papers:1910.13338.

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2019Infinite dimensional polynomial processes. (2019). Svaluto-Ferro, Sara ; Cuchiero, Christa. In: Papers. RePEc:arx:papers:1911.02614.

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2019FinTech 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.

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2019Model-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.

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2019Volatility 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.

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