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[50 most relevant papers]
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| IF | AIF | CIF | IF5 | DOC | CDO | CIT | NCI | CCU | D2Y | C2Y | D5Y | C5Y | SC | %SC | CiY | II | AII | |
| 1990 | 0 | 0.11 | 0 | 0 | 11 | 11 | 1 | 0 | 0 | 0 | 0 | 0 | 0.05 | |||||
| 1991 | 0 | 0.11 | 0 | 0 | 8 | 19 | 3 | 0 | 11 | 11 | 0 | 0 | 0.06 | |||||
| 1992 | 0 | 0.12 | 0 | 0 | 12 | 31 | 7 | 0 | 19 | 19 | 0 | 0 | 0.06 | |||||
| 1993 | 0 | 0.13 | 0 | 0 | 13 | 44 | 4 | 0 | 20 | 31 | 0 | 0 | 0.06 | |||||
| 1994 | 0.04 | 0.14 | 0.04 | 0.05 | 13 | 57 | 9 | 2 | 2 | 25 | 1 | 44 | 2 | 2 | 100 | 0 | 0.06 | |
| 1995 | 0.08 | 0.22 | 0.04 | 0.04 | 17 | 74 | 5 | 2 | 5 | 26 | 2 | 57 | 2 | 1 | 50 | 0 | 0.09 | |
| 1996 | 0 | 0.25 | 0.05 | 0.02 | 10 | 84 | 8 | 4 | 9 | 30 | 63 | 1 | 1 | 25 | 1 | 0.1 | 0.11 | |
| 1997 | 0 | 0.24 | 0 | 0 | 12 | 96 | 18 | 9 | 27 | 65 | 0 | 0 | 0.11 | |||||
| 1998 | 0 | 0.27 | 0.01 | 0 | 7 | 103 | 5 | 1 | 10 | 22 | 65 | 1 | 100 | 0 | 0.13 | |||
| 1999 | 0 | 0.29 | 0.01 | 0 | 6 | 109 | 15 | 1 | 11 | 19 | 59 | 1 | 100 | 0 | 0.14 | |||
| 2000 | 0 | 0.34 | 0.04 | 0 | 8 | 117 | 84 | 4 | 16 | 13 | 52 | 0 | 1 | 0.13 | 0.16 | |||
| 2001 | 0.07 | 0.38 | 0.02 | 0.02 | 12 | 129 | 49 | 1 | 18 | 14 | 1 | 43 | 1 | 0 | 0 | 0.17 | ||
| 2003 | 0.17 | 0.43 | 0.06 | 0.12 | 5 | 134 | 14 | 8 | 31 | 12 | 2 | 33 | 4 | 0 | 0 | 0.21 | ||
| 2004 | 0 | 0.47 | 0.06 | 0.19 | 8 | 142 | 32 | 8 | 39 | 5 | 31 | 6 | 2 | 25 | 0 | 0.21 | ||
| 2005 | 0 | 0.5 | 0.06 | 0.18 | 2 | 144 | 1 | 8 | 47 | 13 | 33 | 6 | 0 | 0 | 0.23 | |||
| 2006 | 0.2 | 0.49 | 0.11 | 0.37 | 8 | 152 | 25 | 15 | 63 | 10 | 2 | 27 | 10 | 2 | 13.3 | 0 | 0.22 | |
| 2007 | 0 | 0.44 | 0.06 | 0.13 | 6 | 158 | 19 | 10 | 73 | 10 | 23 | 3 | 1 | 10 | 0 | 0.2 | ||
| 2008 | 0.29 | 0.47 | 0.08 | 0.28 | 9 | 167 | 33 | 13 | 86 | 14 | 4 | 29 | 8 | 0 | 1 | 0.11 | 0.22 | |
| 2009 | 0.4 | 0.46 | 0.18 | 0.24 | 11 | 178 | 16 | 32 | 118 | 15 | 6 | 33 | 8 | 0 | 0 | 0.23 | ||
| 2010 | 0.1 | 0.46 | 0.09 | 0.06 | 10 | 188 | 20 | 17 | 135 | 20 | 2 | 36 | 2 | 2 | 11.8 | 0 | 0.2 | |
| 2011 | 0.05 | 0.51 | 0.08 | 0.16 | 7 | 195 | 18 | 16 | 151 | 21 | 1 | 44 | 7 | 1 | 6.3 | 0 | 0.24 | |
| 2012 | 0.29 | 0.5 | 0.15 | 0.19 | 8 | 203 | 11 | 29 | 181 | 17 | 5 | 43 | 8 | 2 | 6.9 | 0 | 0.21 | |
| 2013 | 0.27 | 0.54 | 0.12 | 0.27 | 11 | 214 | 45 | 26 | 207 | 15 | 4 | 45 | 12 | 2 | 7.7 | 0 | 0.24 | |
| 2014 | 0.11 | 0.53 | 0.12 | 0.15 | 24 | 238 | 44 | 28 | 235 | 19 | 2 | 47 | 7 | 3 | 10.7 | 3 | 0.13 | 0.22 |
| 2015 | 0.4 | 0.53 | 0.14 | 0.3 | 12 | 250 | 49 | 35 | 270 | 35 | 14 | 60 | 18 | 0 | 1 | 0.08 | 0.22 | |
| 2016 | 0.17 | 0.5 | 0.14 | 0.19 | 13 | 263 | 27 | 36 | 306 | 36 | 6 | 62 | 12 | 0 | 0 | 0.2 | ||
| 2017 | 0.12 | 0.52 | 0.08 | 0.13 | 20 | 283 | 39 | 23 | 329 | 25 | 3 | 68 | 9 | 0 | 0 | 0.21 | ||
| 2018 | 0.15 | 0.53 | 0.19 | 0.26 | 26 | 309 | 52 | 60 | 389 | 33 | 5 | 80 | 21 | 13 | 21.7 | 10 | 0.38 | 0.22 |
| 2019 | 0.3 | 0.54 | 0.19 | 0.24 | 31 | 340 | 89 | 63 | 453 | 46 | 14 | 95 | 23 | 13 | 20.6 | 16 | 0.52 | 0.21 |
| 2020 | 0.35 | 0.64 | 0.26 | 0.37 | 39 | 379 | 65 | 95 | 550 | 57 | 20 | 102 | 38 | 21 | 22.1 | 18 | 0.46 | 0.3 |
| 2021 | 0.47 | 0.74 | 0.28 | 0.44 | 56 | 435 | 115 | 123 | 673 | 70 | 33 | 129 | 57 | 23 | 18.7 | 23 | 0.41 | 0.27 |
| 2022 | 0.45 | 0.74 | 0.23 | 0.43 | 23 | 458 | 13 | 105 | 778 | 95 | 43 | 172 | 74 | 4 | 3.8 | 0 | 0.22 | |
| 2023 | 0.37 | 0.7 | 0.22 | 0.35 | 28 | 486 | 6 | 106 | 884 | 79 | 29 | 175 | 61 | 14 | 13.2 | 1 | 0.04 | 0.2 |
| 2024 | 0.08 | 0.82 | 0.15 | 0.27 | 27 | 513 | 1 | 76 | 960 | 51 | 4 | 177 | 47 | 6 | 7.9 | 0 | 0.24 |
| 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 | 58 |
| 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 | 30 |
| 3 | 2019 | Markovian lifts of positive semidefinite affine Volterra-type processes. (2019). Teichmann, Josef ; Cuchiero, Christa. 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 | 29 |
| 4 | 2013 | Pricing VIX options with stochastic volatility and random jumps. (2013). Zhu, Song-Ping ; Lian, Guang-Hua. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:36:y:2013:i:1:p:71-88. Full description at Econpapers || Download paper | 28 |
| 5 | 2021 | Investigating the relationship between volatilities of cryptocurrencies and other financial assets. (2021). Jeribi, Ahmed ; Ghorbel, Achraf. 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 | 25 |
| 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 | 20 |
| 7 | 2019 | Does market attention affect Bitcoin returns and volatility?. (2019). Patacca, Marco ; Figà -Talamanca, Gianna ; 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 | 19 |
| 8 | 2001 | A note on mixture sets in decision theory. (2001). . 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 |
| 9 | 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 | 15 |
| 10 | 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 |
| 11 | 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 | 11 |
| 12 | 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 | 10 |
| 13 | 2021 | Fundamental ratios as predictors of ESG scores: a machine learning approach. (2021). Damato, Valeria ; Levantesi, Susanna ; Decclesia, Rita. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:2:d:10.1007_s10203-021-00364-5. Full description at Econpapers || Download paper | 10 |
| 14 | 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 | 10 |
| 15 | 2006 | On the relationship between absolute prudence and absolute risk aversion. (2006). Menegatti, Mario ; Magnani, Umberto ; Maggi, Mario. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:29:y:2006:i:2:p:155-160. Full description at Econpapers || Download paper | 9 |
| 16 | 2018 | Steady states, stability and bifurcations in multi-asset market models. (2018). Westerhoff, Frank ; Dieci, Roberto ; Schmitt, Noemi. 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 | 9 |
| 17 | 2017 | Approximating exact expected utility via portfolio efficient frontiers. (2017). Ricci, Jacopo Maria ; Cesarone, Francesco ; Gheno, Andrea ; Carleo, Alessandra. 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 | 9 |
| 18 | 2015 | Gambling in contests modelled with diffusions. (2015). Feng, Han ; Hobson, David. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:38:y:2015:i:1:p:21-37. Full description at Econpapers || Download paper | 9 |
| 19 | 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 |
| 20 | 2017 | Genetic 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. Full description at Econpapers || Download paper | 8 |
| 21 | 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 | 8 |
| 22 | 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 | 8 |
| 23 | 2022 | Long 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. Full description at Econpapers || Download paper | 8 |
| 24 | 2013 | The firm under uncertainty: real and financial decisions. (2013). Broll, Udo ; Wong, Kit. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:36:y:2013:i:2:p:125-136. Full description at Econpapers || Download paper | 8 |
| 25 | 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 | 8 |
| 26 | 2008 | Path 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. Full description at Econpapers || Download paper | 8 |
| 27 | 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 | 8 |
| 28 | 2021 | The rise and fall of cryptocurrency coins and tokens. (2021). Moore, Tyler ; Gandal, Neil ; Vasek, Marie ; 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 | 7 |
| 29 | 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 |
| 30 | 1997 | Twenty years of fuzzy preference structures (1978â1997). (1997). Fodor, Janos ; Baets, Bernard. 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 |
| 31 | 2008 | Optimal consumption and investment under partial information. (2008). Putschogl, Wolfgang ; Sass, Jorn. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:31:y:2008:i:2:p:137-170. Full description at Econpapers || Download paper | 7 |
| 32 | 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 |
| 33 | 1997 | Su Una Estensione Bidimensionale del Teorema di Scomposizione di Peccati. (1997). Stucchi, Patrizia ; Pressacco, Flavio. 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 |
| 34 | 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 | 7 |
| 35 | 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 |
| 36 | 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 |
| 37 | 2021 | Common dynamic factors for cryptocurrencies and multiple pair-trading statistical arbitrages. (2021). Patacca, Marco ; Figà -Talamanca, Gianna ; Focardi, Sergio ; Figa-Talamanca, Gianna. 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 | 6 |
| 38 | 2018 | Competition 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. Full description at Econpapers || Download paper | 6 |
| 39 | 2014 | Existence of financial equilibria with endogenous short selling restrictions and real assets. (2014). Gori, Michele ; Pireddu, Marina ; Villanacci, Antonio. 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 |
| 40 | 2020 | Market attention and Bitcoin price modeling: theory, estimation and option pricing. (2020). Patacca, Marco ; Figà -Talamanca, Gianna ; Figa-Talamanca, Gianna ; Cretarola, Alessandra. 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 |
| 41 | 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 |
| 42 | 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 | 6 |
| 43 | 2011 | Utility indifference valuation for jump risky assets. (2011). Ceci, Claudia ; Gerardi, Anna. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:34:y:2011:i:2:p:85-120. Full description at Econpapers || Download paper | 6 |
| 44 | 2017 | Reaching nirvana with a defaultable asset?. (2017). De Donno, Marzia ; Battauz, Anna ; Sbuelz, Alessandro. 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 | 6 |
| 45 | 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 |
| 46 | 2019 | Moment explosions in the rough Heston model. (2019). Gerhold, Stefan ; Gerstenecker, Christoph ; Pinter, Arpad. 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 | 6 |
| 47 | 2020 | Optimal 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. Full description at Econpapers || Download paper | 6 |
| 48 | 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 | 5 |
| 49 | 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 |
| 50 | 2021 | Can fiat currencies really hedge Bitcoin? Evidence from dynamic short-term perspective. (2021). ben Sassi, Salim ; Majdoub, Jihed ; Bejaoui, Azza. 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 | 5 |
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2021 | Investigating the relationship between volatilities of cryptocurrencies and other financial assets. (2021). Jeribi, Ahmed ; Ghorbel, Achraf. 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 | 11 |
| 2 | 2021 | Fundamental ratios as predictors of ESG scores: a machine learning approach. (2021). Damato, Valeria ; Levantesi, Susanna ; Decclesia, Rita. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:2:d:10.1007_s10203-021-00364-5. Full description at Econpapers || Download paper | 10 |
| 3 | 2019 | Markovian lifts of positive semidefinite affine Volterra-type processes. (2019). Teichmann, Josef ; Cuchiero, Christa. 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 | 10 |
| 4 | 2022 | Long 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. Full description at Econpapers || Download paper | 8 |
| 5 | 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 | 6 |
| 6 | 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 | 5 |
| 7 | 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 | 5 |
| 8 | 2020 | Constructing dynamic life tables with a single-factor model. (2020). Navarro, Eliseo ; Atance, David ; Balbas, Alejandro. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:43:y:2020:i:2:d:10.1007_s10203-020-00308-5. Full description at Econpapers || Download paper | 4 |
| 9 | 2008 | Path 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. Full description at Econpapers || Download paper | 4 |
| 10 | 2019 | Lévy CARMA models for shocks in mortality. (2019). Mercuri, Lorenzo ; Rroji, Edit ; Hitaj, Asmerilda. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:42:y:2019:i:1:d:10.1007_s10203-019-00248-9. Full description at Econpapers || Download paper | 4 |
| 11 | 2021 | Gaussian process regression for pricing variable annuities with stochastic volatility and interest rate. (2021). Goudenege, Ludovic ; Zanette, Antonino ; Molent, Andrea. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:1:d:10.1007_s10203-020-00287-7. Full description at Econpapers || Download paper | 4 |
| 12 | 2019 | Does market attention affect Bitcoin returns and volatility?. (2019). Patacca, Marco ; Figà -Talamanca, Gianna ; 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 | 4 |
| 13 | 2017 | Approximating exact expected utility via portfolio efficient frontiers. (2017). Ricci, Jacopo Maria ; Cesarone, Francesco ; Gheno, Andrea ; Carleo, Alessandra. 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 | 4 |
| 14 | 2015 | Gambling in contests modelled with diffusions. (2015). Feng, Han ; Hobson, David. 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 |
| 15 | 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 |
| 16 | 2020 | Groundwater extraction among overlapping generations: a differential game approach. (2020). Biancardi, Marta ; Maddalena, Lucia ; Villani, Giovanni. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:43:y:2020:i:2:d:10.1007_s10203-020-00292-w. Full description at Econpapers || Download paper | 3 |
| 17 | 2021 | Common dynamic factors for cryptocurrencies and multiple pair-trading statistical arbitrages. (2021). Patacca, Marco ; Figà -Talamanca, Gianna ; Focardi, Sergio ; Figa-Talamanca, Gianna. 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 |
| 18 | 2021 | The rise and fall of cryptocurrency coins and tokens. (2021). Moore, Tyler ; Gandal, Neil ; Vasek, Marie ; 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 | 3 |
| 19 | 2017 | Genetic 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. Full description at Econpapers || Download paper | 3 |
| 20 | 2021 | Longevity risk and economic growth in sub-populations: evidence from Italy. (2021). Menzietti, Massimiliano ; Levantesi, Susanna ; Bozzo, Giuseppina. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:1:d:10.1007_s10203-020-00275-x. Full description at Econpapers || Download paper | 3 |
| 21 | 2021 | Can fiat currencies really hedge Bitcoin? Evidence from dynamic short-term perspective. (2021). ben Sassi, Salim ; Majdoub, Jihed ; Bejaoui, Azza. 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 | 3 |
| 22 | 2018 | Competition 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. Full description at Econpapers || Download paper | 3 |
| 23 | 2020 | Optimal 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. Full description at Econpapers || Download paper | 3 |
| 24 | 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 | 2 |
| 25 | 2020 | Interactive consistency correction in the analytic hierarchy process to preserve ranks. (2020). Siraj, Sajid ; Ishizaka, Alessio. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:43:y:2020:i:2:d:10.1007_s10203-020-00309-4. Full description at Econpapers || Download paper | 2 |
| 26 | 2020 | A special issue on the mathematics of subjective probability. (2020). Vantaggi, Barbara ; Cassese, Gianluca ; 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 |
| 27 | 2021 | Optimal switch from a fossil-fueled to an electric vehicle. (2021). Falbo, Paolo ; Schmeck, Maren Diane ; Rizzini, Giorgio ; Ferrari, Giorgio. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:2:d:10.1007_s10203-021-00359-2. Full description at Econpapers || Download paper | 2 |
| 28 | 2021 | Gaussian clustering and jump-diffusion models of electricity prices: a deep learning analysis. (2021). Mari, Emiliano. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:2:d:10.1007_s10203-021-00332-z. Full description at Econpapers || Download paper | 2 |
| 29 | 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 | 2 |
| 30 | 2019 | Moment explosions in the rough Heston model. (2019). Gerhold, Stefan ; Gerstenecker, Christoph ; Pinter, Arpad. 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 | 2 |
| 31 | 2020 | A notion of conditional probability and some of its consequences. (2020). Rigo, Pietro ; Berti, Patrizia ; 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 |
| 32 | 2022 | A flexible lattice framework for valuing options on assets paying discrete dividends and variable annuities embedding GMWB riders. (2022). Marchis, Roberto ; Angelis, Paolo ; Russo, Emilio ; Martire, Antonio L. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:45:y:2022:i:1:d:10.1007_s10203-022-00371-0. Full description at Econpapers || Download paper | 2 |
| 33 | 2020 | A three-system approach that integrates DEA, BSC, and AHP for museum evaluation. (2020). Funari, Stefania ; Basso, Antonella. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:43:y:2020:i:2:d:10.1007_s10203-020-00298-4. Full description at Econpapers || Download paper | 2 |
| 34 | 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 | 2 |
| 35 | 2019 | Variable annuities with a threshold fee: valuation, numerical implementation and comparative static analysis. (2019). Zoccolan, Ivan ; Bacinello, Anna Rita. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:42:y:2019:i:1:d:10.1007_s10203-019-00255-w. Full description at Econpapers || Download paper | 2 |
| 36 | 2017 | Reaching nirvana with a defaultable asset?. (2017). De Donno, Marzia ; Battauz, Anna ; Sbuelz, Alessandro. 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 |
| 37 | 2023 | Locally-coherent multi-population mortality modelling via neural networks. (2023). Scognamiglio, Salvatore ; Perla, Francesca. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:46:y:2023:i:1:d:10.1007_s10203-022-00382-x. Full description at Econpapers || Download paper | 2 |
| 38 | 2020 | Underestimation functions for a rank-two partitioning method. (2020). Cambini, Riccardo. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:43:y:2020:i:2:d:10.1007_s10203-020-00288-6. Full description at Econpapers || Download paper | 2 |
| 39 | 2021 | Breaking ties in collective decision-making. (2021). Gori, Michele ; Bubboloni, Daniela. 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 |
| 40 | 2021 | Cardinality-constrained portfolio optimization with short selling and risk-neutral interest rate. (2021). Khodamoradi, Tahereh ; Salahi, Maziar ; Najafi, Alireza. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:1:d:10.1007_s10203-020-00293-9. Full description at Econpapers || Download paper | 2 |
| 41 | 2020 | Multi-criteria and medical diagnosis for application to health insurance systems: a general approach through non-additive measures. (2020). Giove, Silvio ; Anzilli, Luca. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:43:y:2020:i:2:d:10.1007_s10203-020-00302-x. Full description at Econpapers || Download paper | 2 |
| 42 | 2021 | Responsible investments reduce market risks. (2021). Decclesia, Rita ; Morelli, Giacomo. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:2:d:10.1007_s10203-021-00351-w. Full description at Econpapers || Download paper | 2 |
| 43 | 2021 | Cross-section instability in financial markets: impatience, extrapolation, and switching. (2021). He, Xuezhong (Tony) ; Dieci, Roberto. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:2:d:10.1007_s10203-021-00348-5. Full description at Econpapers || Download paper | 2 |
| 44 | 2013 | Option-based risk management of a bond portfolio under regime switching interest rates. (2013). Ramponi, Alessandro ; Scarlatti, Sergio ; Antonelli, Fabio. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:36:y:2013:i:1:p:47-70. Full description at Econpapers || Download paper | 2 |
| 45 | 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 | 2 |
| 46 | 2020 | Incoherence measures and relations between coherence conditions for pairwise comparisons. (2020). Brunelli, Matteo ; Cavallo, Bice. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:43:y:2020:i:2:d:10.1007_s10203-020-00291-x. Full description at Econpapers || Download paper | 2 |
| 47 | 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 | 2 |
| 48 | 2021 | Blockchain and cryptocurrencies: economic and financial research. (2021). Figà -Talamanca, Gianna ; Figa-Talamanca, Gianna ; Grunspan, Cyril ; Cretarola, Alessandra. 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 | 2 |
| 49 | 2021 | Reverse mortgages through artificial intelligence: new opportunities for the actuaries. (2021). Sibillo, Marilena ; Tizzano, Roberto ; Piscopo, Gabriella ; Lorenzo, Emilia. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:1:d:10.1007_s10203-020-00274-y. Full description at Econpapers || Download paper | 2 |
| 50 | 2018 | Effects of fixed and continuously distributed delays in a monopoly model with constant price elasticity. (2018). Pecora, Nicolo ; Sodini, Mauro ; Guerrini, Luca. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:41:y:2018:i:2:d:10.1007_s10203-018-0222-3. Full description at Econpapers || Download paper | 2 |
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| 2024 | Reconciling rough volatility with jumps. (2024). de Carvalho, Nathan ; Jaber, Eduardo Abi. In: Papers. RePEc:arx:papers:2303.07222. Full description at Econpapers || Download paper | |
| 2024 | Reconciling rough volatility with jumps. (2024). de Carvalho, Nathan ; Jaber, Eduardo Abi. In: Post-Print. RePEc:hal:journl:hal-04295416. Full description at Econpapers || Download paper | |
| 2024 | Enhancing diagnostic of stochastic mortality models leveraging contrast trees: an application on Italian data. (2024). Nigri, Andrea ; Lizzi, Matteo ; Levantesi, Susanna. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:58:y:2024:i:2:d:10.1007_s11135-023-01711-x. Full description at Econpapers || Download paper | |
| 2024 | Stochastic mortality model with respect to mixed fractional Poisson process: Calibration and empirical analysis of long-range dependence in actuarial valuation. (2024). Jiang, Haoran ; Zhu, Xiaojun ; Zhang, Zhehao. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:119:y:2024:i:c:p:64-92. Full description at Econpapers || Download paper |
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| 2021 | Regime switches and commonalities of the cryptocurrencies asset class. (2021). Patacca, Marco ; Figà -Talamanca, Gianna ; Focardi, Sergio ; Figa-Talamanca, Gianna. 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). Ahmed, 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 ; Tayachi, Tahar ; Chemkha, Rahma ; Ghorbel, Ahmed ; Bensaida, Ahmed. 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). Umar, Zaghum ; Jareño, Francisco ; De, Maria ; Jareo, Francisco. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:172:y:2021:i:c:s0040162521004571. Full description at Econpapers || Download paper | |
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| 2021 | Are Cryptocurrencies a Backstop for the Stock Market in a COVID-19-Led Financial Crisis? Evidence from the NARDL Approach. (2021). Jena, Sangram Keshari ; Lahiani, Amine ; Jeribi, Ahmed. In: IJFS. RePEc:gam:jijfss:v:9:y:2021:i:3:p:33-:d:579737. Full description at Econpapers || Download paper | |
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| 2021 | A machine learning-based price state prediction model for agricultural commodities using external factors. (2021). Knobloch, Robert ; Korn, Ralf ; Oktoviany, Prilly. 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 | |
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| 2021 | Using Householderâs method to improve the accuracy of the closed-form formulas for implied volatility. (2021). Lin, Xenos Chang-Shuo ; 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 | |
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| 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 | |
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