[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 | |
2014 | 0 | 0.55 | 0.21 | 0 | 38 | 38 | 120 | 8 | 8 | 0 | 0 | 1 | 12.5 | 8 | 0.21 | 0.23 | ||
2015 | 0.29 | 0.55 | 0.23 | 0.29 | 9 | 47 | 15 | 11 | 19 | 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 |
# | 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 | 46 |
2 | 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 | 12 |
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 | 10 |
4 | 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 |
5 | 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 | 9 |
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 | 8 |
7 | 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 |
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 | 5 |
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 | 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 | 3 |
12 | 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 |
13 | 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 |
14 | 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 | 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 | 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 |
17 | 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 | 2 |
18 | 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 |
19 | 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 |
20 | 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 |
21 | 2015 | Bilateral counterparty risk valuation adjustment with wrong way risk on collateralized commodity counterparty. (2015). Yang, Yifan ; Bianchi, Michele Leonardo ; Fabozzi, Frank J. In: Journal of Financial Engineering (JFE). RePEc:wsi:jfexxx:v:02:y:2015:i:01:n:s2345768615500014. Full description at Econpapers || Download paper | 1 |
22 | 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 |
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 | 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 |
25 | 2014 | Intercorporate default contagion from industry failures: Stress testing on creditee linkage networks of China. (2014). Cao, Zhigang ; Yang, Xiaoguang ; Gao, Haoyu . In: Journal of Financial Engineering (JFE). RePEc:wsi:jfexxx:v:01:y:2014:i:02:n:s2345768614500196. Full description at Econpapers || Download paper | 1 |
26 | 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 |
# | 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 | 8 |
2 | 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 | 6 |
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 | 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 | 2 |
5 | 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 |
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