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Journal of Financial Engineering (JFE) / World Scientific Publishing Co. Pte. Ltd.

Citation Profile [Updated: 2025-11-20 18:08:17]
5 Years H Index
6
Impact Factor (IF)
0
5 Years IF
0
Data available in this report

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators
Raw Data

 

IF AIF CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
2014 0 0.53 0.21 0 38 38 126 8 8 0 0 1 12.5 8 0.21 0.22
2015 0.29 0.53 0.23 0.29 9 47 15 11 19 38 11 38 11 0 0 0.22
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
12014Nonlinear consistent valuation of CCP cleared or CSA bilateral trades with initial margins under credit, funding and wrong-way risks. (2014). Pallavicini, Andrea ; Brigo, Damiano. In: Journal of Financial Engineering (JFE). RePEc:wsi:jfexxx:v:01:y:2014:i:01:n:s2345768614500019.

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47
22014Affine 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.

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14
32015Optimal derivative liquidation timing under path-dependent risk penalties. (2015). Shirai, Yoshihiro ; Leung, Tim. In: Journal of Financial Engineering (JFE). RePEc:wsi:jfexxx:v:02:y:2015:i:01:n:s234576861550004x.

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10
42014Expected shortfall or median shortfall. (2014). Peng, Xianhua ; Kou, Steven. In: Journal of Financial Engineering (JFE). RePEc:wsi:jfexxx:v:01:y:2014:i:01:n:s234576861450007x.

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10
52014Monotone schemes for fully nonlinear parabolic path dependent PDEs. (2014). Zhuo, Jia ; Zhang, Jianfeng. In: Journal of Financial Engineering (JFE). RePEc:wsi:jfexxx:v:01:y:2014:i:01:n:s2345768614500056.

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10
62014Liquidation risk in the presence of Chapters 7 and 11 of the US bankruptcy code. (2014). Wang, Lihe ; Zhou, Xiaowen ; Tang, Qihe ; Li, Bin. In: Journal of Financial Engineering (JFE). RePEc:wsi:jfexxx:v:01:y:2014:i:03:n:s2345768614500238.

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10
72014Optimal 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.

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6
82015Regulatory hypothesis and bank dividend payouts: Empirical evidence from Italian banking sector. (2015). Kamal, Muhammad ; Ashraf, Badar Nadeem ; Rahman, Mohammad Morshedur ; Khan, Khalid ; Arshad, Sidra. In: Journal of Financial Engineering (JFE). RePEc:wsi:jfexxx:v:02:y:2015:i:01:n:s2345768615500099.

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5
92014First-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.

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4
102014The changing landscape for derivatives. (2014). Hull, John. In: Journal of Financial Engineering (JFE). RePEc:wsi:jfexxx:v:01:y:2014:i:03:n:s2345768614500214.

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4
112014The economic default time and the arcsine law. (2014). Jarrow, Robert ; Guo, Xin ; De Larrard, Adrien . In: Journal of Financial Engineering (JFE). RePEc:wsi:jfexxx:v:01:y:2014:i:03:n:s2345768614500251.

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3
122014Pricing 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.

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2
132014The impact of free cash flows and agency costs on firm performance — 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.

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2
142014Accounting 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.

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2
152015Comparison 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.

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2
162014Game option models of convertible bonds: Determinants of call policies. (2014). Kwok, Yue Kuen. In: Journal of Financial Engineering (JFE). RePEc:wsi:jfexxx:v:01:y:2014:i:04:n:s2345768614500299.

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2
172014Application of the algorithm based on the PSO and improved SVDD for the personal credit rating. (2014). Pang, Sulin ; Li, Shuqing ; Xiao, Jinwang. In: Journal of Financial Engineering (JFE). RePEc:wsi:jfexxx:v:01:y:2014:i:04:n:s2345768614500378.

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2
182014On the optimal wealth process in a log-normal market: Applications to risk management. (2014). Zariphopoulou, Thaleia ; Monin, Phillip. In: Journal of Financial Engineering (JFE). RePEc:wsi:jfexxx:v:01:y:2014:i:02:n:s2345768614500135.

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2
192014Intercorporate 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.

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1
202014Credit 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.

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1
212014Equity-credit modeling under affine jump-diffusion models with jump-to-default. (2014). Kwok, Yue Kuen ; Chung, Tsz Kin. In: Journal of Financial Engineering (JFE). RePEc:wsi:jfexxx:v:01:y:2014:i:02:n:s2345768614500172.

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1
222014CDS 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.

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1
232015Bilateral counterparty risk valuation adjustment with wrong way risk on collateralized commodity counterparty. (2015). Fabozzi, Frank ; Yang, Yifan ; Bianchi, Michele Leonardo. In: Journal of Financial Engineering (JFE). RePEc:wsi:jfexxx:v:02:y:2015:i:01:n:s2345768615500014.

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1
242014A 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.

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1
252014The 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.

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1
262014Dynamic alpha-stable method for CDO pricing. (2014). Chen, Weina ; Guo, LI ; Zhao, Jianbin ; Li, Hua ; Yuan, George. In: Journal of Financial Engineering (JFE). RePEc:wsi:jfexxx:v:01:y:2014:i:03:n:s2345768614500287.

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1
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12014Liquidation risk in the presence of Chapters 7 and 11 of the US bankruptcy code. (2014). Wang, Lihe ; Zhou, Xiaowen ; Tang, Qihe ; Li, Bin. In: Journal of Financial Engineering (JFE). RePEc:wsi:jfexxx:v:01:y:2014:i:03:n:s2345768614500238.

Full description at Econpapers || Download paper

6
22014Nonlinear consistent valuation of CCP cleared or CSA bilateral trades with initial margins under credit, funding and wrong-way risks. (2014). Pallavicini, Andrea ; Brigo, Damiano. In: Journal of Financial Engineering (JFE). RePEc:wsi:jfexxx:v:01:y:2014:i:01:n:s2345768614500019.

Full description at Econpapers || Download paper

5
32014Monotone schemes for fully nonlinear parabolic path dependent PDEs. (2014). Zhuo, Jia ; Zhang, Jianfeng. In: Journal of Financial Engineering (JFE). RePEc:wsi:jfexxx:v:01:y:2014:i:01:n:s2345768614500056.

Full description at Econpapers || Download paper

3
Citing documents used to compute impact factor:
YearTitle
Recent citations