Citation analysis for Journal of Asset Management / Palgrave Macmillan

Citation Profile [Updated: 2026-07-12 11:58:33]

5 Years H Index

Impact Factor (IF)

0.11

5 Years IF

0.13

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
2000	0	0.34	0.14	0	14	14	93	1	2	0		0			0	1	0.07	0.16
2001	0	0.38	0	0	39	53	67		2	14		14			0		0	0.17
2002	0.09	0.39	0.06	0.09	29	82	106	5	7	53	5	53	5		0		0	0.21
2003	0.1	0.43	0.13	0.09	33	115	71	15	22	68	7	82	7		0		0	0.21
2004	0.02	0.47	0.03	0.04	31	146	119	5	27	62	1	115	5		0		0	0.21
2005	0.05	0.51	0.07	0.08	37	183	221	13	40	64	3	146	12		0		0	0.23
2006	0.04	0.5	0.08	0.1	36	219	187	18	58	68	3	169	17		0		0	0.22
2007	0.08	0.44	0.11	0.12	47	266	205	28	86	73	6	166	20	15	53.6	2	0.04	0.2
2008	0.13	0.47	0.16	0.13	38	304	116	49	135	83	11	184	23	10	20.4	3	0.08	0.22
2009	0.14	0.46	0.15	0.13	32	336	116	49	184	85	12	189	25	7	14.3	2	0.06	0.23
2010	0.19	0.46	0.22	0.21	31	367	69	81	265	70	13	190	39	14	17.3	4	0.13	0.2
2011	0.17	0.5	0.19	0.17	42	409	135	78	343	63	11	184	31	34	43.6		0	0.23
2012	0.05	0.5	0.22	0.16	34	443	83	97	440	73	4	190	30	26	26.8	5	0.15	0.21
2013	0.08	0.53	0.21	0.11	33	476	60	100	540	76	6	177	20	15	15		0	0.23
2014	0.16	0.52	0.21	0.15	29	505	120	106	646	67	11	172	25	13	12.3	1	0.03	0.22
2015	0.15	0.52	0.19	0.2	1	506	0	95	742	62	9	169	34		0		0	0.22
2016	0.27	0.49	0.21	0.19	38	544	88	114	857	30	8	139	26	17	14.9	8	0.21	0.2
2017	0.08	0.51	0.21	0.16	38	582	63	121	978	39	3	135	21	12	9.9	2	0.05	0.2
2018	0.21	0.52	0.21	0.21	44	626	374	130	1108	76	16	139	29	12	9.2		0	0.22
2019	0.28	0.53	0.22	0.23	43	669	154	145	1253	82	23	150	35	12	8.3	4	0.09	0.21
2020	0.75	0.63	0.32	0.48	45	714	317	231	1484	87	65	164	78	27	11.7	6	0.13	0.3
2021	0.69	0.72	0.37	0.63	46	760	189	282	1766	88	61	208	131	27	9.6	9	0.2	0.26
2022	0.98	0.71	0.42	0.83	44	804	97	337	2103	91	89	216	179	14	4.2	2	0.05	0.21
2023	0.8	0.66	0.39	0.88	44	848	75	331	2434	90	72	222	195	21	6.3	3	0.07	0.19
2024	0.69	0.71	0.44	0.84	45	893	41	389	2823	88	61	222	186	28	7.2	8	0.18	0.21
2025	0.71	0.94	0.4	0.84	51	944	10	377	3200	89	63	224	188	32	8.5	3	0.06	0.27
2026	0.11		0.1	0.13	22	966	0	93	3293	96	11	230	30	11	11.8		0

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

#	Year	Title	Cited
1	2018	Are green bonds priced differently from conventional bonds?. (2018). Schiereck, Dirk ; Hachenberg, Britta. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:6:d:10.1057_s41260-018-0088-5. Full description at Econpapers \|\| Download paper	221
2	2005	A refinement to the Sharpe ratio and information ratio. (2005). Israelsen, Craig. In: Journal of Asset Management. RePEc:pal:assmgt:v:5:y:2005:i:6:d:10.1057_palgrave.jam.2240158. Full description at Econpapers \|\| Download paper	86
3	2019	Stock market reaction to green bond issuance. (2019). Baulkaran, Vishaal. In: Journal of Asset Management. RePEc:pal:assmgt:v:20:y:2019:i:5:d:10.1057_s41260-018-00105-1. Full description at Econpapers \|\| Download paper	68
4	2006	Incorporating estimation errors into portfolio selection: Robust portfolio construction. (2006). Ceria, Sebastian ; Stubbs, Robert A. In: Journal of Asset Management. RePEc:pal:assmgt:v:7:y:2006:i:2:d:10.1057_palgrave.jam.2240207. Full description at Econpapers \|\| Download paper	68
5	2020	ESG controversies and controversial ESG: about silent saints and small sinners. (2020). Dorfleitner, Gregor ; Sparrer, Christian ; Kreuzer, Christian. In: Journal of Asset Management. RePEc:pal:assmgt:v:21:y:2020:i:5:d:10.1057_s41260-020-00178-x. Full description at Econpapers \|\| Download paper	65
6	2007	Comparing Sharpe ratios: So where are the p-values?. (2007). Opdyke, John Douglas. In: Journal of Asset Management. RePEc:pal:assmgt:v:8:y:2007:i:5:d:10.1057_palgrave.jam.2250084. Full description at Econpapers \|\| Download paper	57
7	2020	Integrating sustainability risks in asset management: the role of ESG exposures and ESG ratings. (2020). Scholz, Hendrik ; Hubel, Benjamin. In: Journal of Asset Management. RePEc:pal:assmgt:v:21:y:2020:i:1:d:10.1057_s41260-019-00139-z. Full description at Econpapers \|\| Download paper	54
8	2004	Empirical evidence on corporate governance in Europe: The effect on stock returns, firm value and performance. (2004). Otten, Roger ; Bauer, Rob ; Guenster, Nadja. In: Journal of Asset Management. RePEc:pal:assmgt:v:5:y:2004:i:2:d:10.1057_palgrave.jam.2240131. Full description at Econpapers \|\| Download paper	52
9	2020	Covid-19 and asset management in EU: a preliminary assessment of performance and investment styles. (2020). Mirza, Nawazish ; Abbas, Syed Kumail ; Naqvi, Bushra ; Rahat, Birjees. In: Journal of Asset Management. RePEc:pal:assmgt:v:21:y:2020:i:4:d:10.1057_s41260-020-00172-3. Full description at Econpapers \|\| Download paper	47
10	2000	A demystification of the BlackâLitterman model: Managing quantitative and traditional portfolio construction. (2000). Satchell, S ; Scowcroft, A. In: Journal of Asset Management. RePEc:pal:assmgt:v:1:y:2000:i:2:d:10.1057_palgrave.jam.2240011. Full description at Econpapers \|\| Download paper	44
11	2014	Are they any good at all? A financial and ethical analysis of socially responsible mutual funds. (2014). Utz, Sabastian ; Wimmer, Maximillian. In: Journal of Asset Management. RePEc:pal:assmgt:v:15:y:2014:i:1:d:10.1057_jam.2014.8. Full description at Econpapers \|\| Download paper	41
12	2011	Returns in trading versus non-trading hours: The difference is day and night. (2011). Kelly, Michael ; Clark, Steven P. In: Journal of Asset Management. RePEc:pal:assmgt:v:12:y:2011:i:2:d:10.1057_jam.2011.2. Full description at Econpapers \|\| Download paper	38
13	2005	Cointegration portfolios of European equities for index tracking and market neutral strategies. (2005). Ho, Richard ; Dunis, Christian L. In: Journal of Asset Management. RePEc:pal:assmgt:v:6:y:2005:i:1:d:10.1057_palgrave.jam.2240164. Full description at Econpapers \|\| Download paper	31
14	2007	Can robust portfolio optimisation help to build better portfolios?. (2007). Scherer, Bernd. In: Journal of Asset Management. RePEc:pal:assmgt:v:7:y:2007:i:6:d:10.1057_palgrave.jam.2250049. Full description at Econpapers \|\| Download paper	30
15	2020	The effect of environmental sustainability on credit risk. (2020). Klein, Christian ; Zwergel, Bernhard ; Hock, Andre ; Landau, Alexander. In: Journal of Asset Management. RePEc:pal:assmgt:v:21:y:2020:i:2:d:10.1057_s41260-020-00155-4. Full description at Econpapers \|\| Download paper	30
16	2002	Performance clustering and incentives in the UK pension fund industry. (2002). Blake, David ; Lehmann, B N ; Timmermann, A. In: Journal of Asset Management. RePEc:pal:assmgt:v:3:y:2002:i:2:d:10.1057_palgrave.jam.2240073. Full description at Econpapers \|\| Download paper	29
17	2002	Hedge fund survival lifetimes. (2002). Gregoriou, G N. In: Journal of Asset Management. RePEc:pal:assmgt:v:3:y:2002:i:3:d:10.1057_palgrave.jam.2240078. Full description at Econpapers \|\| Download paper	28
18	2018	Robo Advisors: quantitative methods inside the robots. (2018). Beketov, Mikhail ; Wittke, Manuel ; Lehmann, Kevin. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:6:d:10.1057_s41260-018-0092-9. Full description at Econpapers \|\| Download paper	28
19	2000	Performance of UK equity unit trusts. (2000). Sinquefield, R A ; Quigley, G. In: Journal of Asset Management. RePEc:pal:assmgt:v:1:y:2000:i:1:d:10.1057_palgrave.jam.2240006. Full description at Econpapers \|\| Download paper	28
20	2021	Green bonds: shades of green and brown. (2021). Immel, Moritz ; Kiesel, Florian ; Schiereck, Dirk ; Hachenberg, Britta. In: Journal of Asset Management. RePEc:pal:assmgt:v:22:y:2021:i:2:d:10.1057_s41260-020-00192-z. Full description at Econpapers \|\| Download paper	27
21	2005	Emerging markets of South-East and Central Asia: Do they still offer a diversification benefit?. (2005). Shannon, Gary ; Dunis, Christian L. In: Journal of Asset Management. RePEc:pal:assmgt:v:6:y:2005:i:3:d:10.1057_palgrave.jam.2240174. Full description at Econpapers \|\| Download paper	26
22	2009	Price volatility and tracking ability of ETFs. (2009). Can, Luc ; Aber, Jack W ; Li, Dan. In: Journal of Asset Management. RePEc:pal:assmgt:v:10:y:2009:i:4:d:10.1057_jam.2009.13. Full description at Econpapers \|\| Download paper	26
23	2012	Theory of social returns in portfolio choice with application to microfinance. (2012). Leidl, Michaela ; Reeder, Johannes ; Dorfleitner, Gregor. In: Journal of Asset Management. RePEc:pal:assmgt:v:13:y:2012:i:6:d:10.1057_jam.2012.18. Full description at Econpapers \|\| Download paper	26
24	2020	ESG integration: value, growth and momentum. (2020). Kaiser, Lars. In: Journal of Asset Management. RePEc:pal:assmgt:v:21:y:2020:i:1:d:10.1057_s41260-019-00148-y. Full description at Econpapers \|\| Download paper	26
25	2020	Cashing in on innovation: a taxonomy of FinTech. (2020). Imerman, Michael B ; Fabozzi, Frank J. In: Journal of Asset Management. RePEc:pal:assmgt:v:21:y:2020:i:3:d:10.1057_s41260-020-00163-4. Full description at Econpapers \|\| Download paper	26
26	2003	The performance of value and momentum investment portfolios: Recent experience in the major European markets. (2003). Bird, Ron ; Whitaker, Jonathan. In: Journal of Asset Management. RePEc:pal:assmgt:v:4:y:2003:i:4:d:10.1057_palgrave.jam.2240105. Full description at Econpapers \|\| Download paper	25
27	2021	Empirical asset pricing via machine learning: evidence from the European stock market. (2021). Drobetz, Wolfgang ; Otto, Tizian. In: Journal of Asset Management. RePEc:pal:assmgt:v:22:y:2021:i:7:d:10.1057_s41260-021-00237-x. Full description at Econpapers \|\| Download paper	24
28	2006	To sin or not to sin? Now thats the question. (2006). Her, Monica ; Phillips, Michael G ; Chong, James. In: Journal of Asset Management. RePEc:pal:assmgt:v:6:y:2006:i:6:d:10.1057_palgrave.jam.2240191. Full description at Econpapers \|\| Download paper	23
29	2014	Portfolio selection in the presence of systemic risk. (2014). Ortobelli, Sergio ; Fabozzi, Frank J ; Biglova, Almira. In: Journal of Asset Management. RePEc:pal:assmgt:v:15:y:2014:i:5:d:10.1057_jam.2014.30. Full description at Econpapers \|\| Download paper	23
30	2007	Can mutual funds time investment styles?. (2007). Swinkels, Laurens ; Tjong, Liam. In: Journal of Asset Management. RePEc:pal:assmgt:v:8:y:2007:i:2:d:10.1057_palgrave.jam.2250066. Full description at Econpapers \|\| Download paper	23
31	2011	Markov-switching asset allocation: Do profitable strategies exist?. (2011). Mergner, Sascha ; Bulla, Jan ; Chesneau, Christophe ; Sesboue, Andre. In: Journal of Asset Management. RePEc:pal:assmgt:v:12:y:2011:i:5:d:10.1057_jam.2010.27. Full description at Econpapers \|\| Download paper	22
32	2007	Refinements to the Sharpe ratio: Comparing alternatives for bear markets. (2007). Scholz, Hendrik. In: Journal of Asset Management. RePEc:pal:assmgt:v:7:y:2007:i:5:d:10.1057_palgrave.jam.2250040. Full description at Econpapers \|\| Download paper	22
33	2021	Human capital efficiency, performance, market, and volatility timing of asian equity funds during COVID-19 outbreak. (2021). Mirza, Nawazish ; Abbas, Syed Kumail ; Reddy, Krishna ; Hasnaoui, Jamila Abaidi ; Naqvi, Bushra. In: Journal of Asset Management. RePEc:pal:assmgt:v:22:y:2021:i:5:d:10.1057_s41260-021-00228-y. Full description at Econpapers \|\| Download paper	22
34	2007	Country-specific ETFs: An efficient approach to global asset allocation. (2007). Miffre, Joelle. In: Journal of Asset Management. RePEc:pal:assmgt:v:8:y:2007:i:2:d:10.1057_palgrave.jam.2250065. Full description at Econpapers \|\| Download paper	21
35	2019	Fine wine returns: a review of the literature. (2019). Outreville, Jean-Franois ; le Fur, Eric. In: Journal of Asset Management. RePEc:pal:assmgt:v:20:y:2019:i:3:d:10.1057_s41260-019-00116-6. Full description at Econpapers \|\| Download paper	21
36	2008	Optimal asset allocation for sovereign wealth funds. (2008). Scherer, Bernd ; Gintschel, Andreas. In: Journal of Asset Management. RePEc:pal:assmgt:v:9:y:2008:i:3:d:10.1057_jam.2008.19. Full description at Econpapers \|\| Download paper	20
37	2018	Cryptocurrencies from the perspective of euro investors: a re-examination of diversification benefits and a new day-of-the-week effect. (2018). Dorfleitner, Gregor ; Lung, Carina. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:7:d:10.1057_s41260-018-0093-8. Full description at Econpapers \|\| Download paper	19
38	2000	Generalised style analysis of hedge funds. (2000). Agarwal, V ; Naik, N Y. In: Journal of Asset Management. RePEc:pal:assmgt:v:1:y:2000:i:1:d:10.1057_palgrave.jam.2240007. Full description at Econpapers \|\| Download paper	19
39	2001	Equity performance of segregated pension funds in the UK. (2001). Tonks, Ian ; Thomas, A. In: Journal of Asset Management. RePEc:pal:assmgt:v:1:y:2001:i:4:d:10.1057_palgrave.jam.2240025. Full description at Econpapers \|\| Download paper	19
40	2008	Fundamental indexation in Europe. (2008). Puttonen, Vesa ; Hemminki, Julius. In: Journal of Asset Management. RePEc:pal:assmgt:v:8:y:2008:i:6:d:10.1057_palgrave.jam.2250090. Full description at Econpapers \|\| Download paper	19
41	2016	Investor sentiment and oil prices. (2016). Du, Ding ; Zhao, Xiaobing ; Gunderson, Ronald J. In: Journal of Asset Management. RePEc:pal:assmgt:v:17:y:2016:i:2:d:10.1057_jam.2015.39. Full description at Econpapers \|\| Download paper	18
42	2006	Measuring investor sentiment in equity markets. (2006). Bandopadhyaya, Arindam ; Jones, Anne Leah. In: Journal of Asset Management. RePEc:pal:assmgt:v:7:y:2006:i:3:d:10.1057_palgrave.jam.2240214. Full description at Econpapers \|\| Download paper	18
43	2013	Robust portfolio optimization with Value-at-Risk-adjusted Sharpe ratios. (2013). Dulaney, Tim ; Wang, Olivia ; Deng, Geng ; McCann, Craig. In: Journal of Asset Management. RePEc:pal:assmgt:v:14:y:2013:i:5:d:10.1057_jam.2013.21. Full description at Econpapers \|\| Download paper	18
44	2018	Can gold be used as a hedge against the risks of Sharia-compliant securities? Application for Islamic portfolio management. (2018). Maghyereh, Aktham ; Awartani, Basel ; Hassan, Abul. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:6:d:10.1057_s41260-018-0090-y. Full description at Econpapers \|\| Download paper	17
45	2016	Investment flows: Retail versus institutional mutual funds. (2016). Salganik-Shoshan, Galla. In: Journal of Asset Management. RePEc:pal:assmgt:v:17:y:2016:i:1:d:10.1057_jam.2015.38. Full description at Econpapers \|\| Download paper	17
46	2010	The predictive power of value-at-risk models in commodity futures markets. (2010). FÃ¼ss, Roland ; Adams, Zeno ; Fuss, Roland ; Kaiser, Dieter G. In: Journal of Asset Management. RePEc:pal:assmgt:v:11:y:2010:i:4:d:10.1057_jam.2009.21. Full description at Econpapers \|\| Download paper	17
47	2008	Fundamental indexation: An active value strategy in disguise. (2008). Swinkels, Laurens ; Blitz, David. In: Journal of Asset Management. RePEc:pal:assmgt:v:9:y:2008:i:4:d:10.1057_jam.2008.23. Full description at Econpapers \|\| Download paper	17
48	2022	Pricing climate change risk in corporate bonds. (2022). Allman, Elsa. In: Journal of Asset Management. RePEc:pal:assmgt:v:23:y:2022:i:7:d:10.1057_s41260-022-00294-w. Full description at Econpapers \|\| Download paper	16
49	2021	Portfolio management and dependence structure between cryptocurrencies and traditional assets: evidence from FIEGARCH-EVT-Copula. (2021). Fakhfekh, Mohamed ; Jeribi, Ahmed. In: Journal of Asset Management. RePEc:pal:assmgt:v:22:y:2021:i:3:d:10.1057_s41260-021-00211-7. Full description at Econpapers \|\| Download paper	16
50	2004	Momentum investing: A survey. (2004). Swinkels, Laurens. In: Journal of Asset Management. RePEc:pal:assmgt:v:5:y:2004:i:2:d:10.1057_palgrave.jam.2240133. Full description at Econpapers \|\| Download paper	16

50 most relevant documents in this series (papers most cited in the last two years)

#	Year	Title	Cited
1	2018	Are green bonds priced differently from conventional bonds?. (2018). Schiereck, Dirk ; Hachenberg, Britta. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:6:d:10.1057_s41260-018-0088-5. Full description at Econpapers \|\| Download paper	53
2	2020	ESG controversies and controversial ESG: about silent saints and small sinners. (2020). Dorfleitner, Gregor ; Sparrer, Christian ; Kreuzer, Christian. In: Journal of Asset Management. RePEc:pal:assmgt:v:21:y:2020:i:5:d:10.1057_s41260-020-00178-x. Full description at Econpapers \|\| Download paper	23
3	2019	Stock market reaction to green bond issuance. (2019). Baulkaran, Vishaal. In: Journal of Asset Management. RePEc:pal:assmgt:v:20:y:2019:i:5:d:10.1057_s41260-018-00105-1. Full description at Econpapers \|\| Download paper	21
4	2020	Integrating sustainability risks in asset management: the role of ESG exposures and ESG ratings. (2020). Scholz, Hendrik ; Hubel, Benjamin. In: Journal of Asset Management. RePEc:pal:assmgt:v:21:y:2020:i:1:d:10.1057_s41260-019-00139-z. Full description at Econpapers \|\| Download paper	16
5	2020	The effect of environmental sustainability on credit risk. (2020). Klein, Christian ; Zwergel, Bernhard ; Hock, Andre ; Landau, Alexander. In: Journal of Asset Management. RePEc:pal:assmgt:v:21:y:2020:i:2:d:10.1057_s41260-020-00155-4. Full description at Econpapers \|\| Download paper	14
6	2021	Green bonds: shades of green and brown. (2021). Immel, Moritz ; Kiesel, Florian ; Schiereck, Dirk ; Hachenberg, Britta. In: Journal of Asset Management. RePEc:pal:assmgt:v:22:y:2021:i:2:d:10.1057_s41260-020-00192-z. Full description at Econpapers \|\| Download paper	11
7	2022	Pricing climate change risk in corporate bonds. (2022). Allman, Elsa. In: Journal of Asset Management. RePEc:pal:assmgt:v:23:y:2022:i:7:d:10.1057_s41260-022-00294-w. Full description at Econpapers \|\| Download paper	11
8	2023	Greenium, credit rating, and the COVID-19 pandemic. (2023). Kiesel, Florian ; Arat, Emre ; Schiereck, Dirk ; Hachenberg, Britta. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:7:d:10.1057_s41260-023-00320-5. Full description at Econpapers \|\| Download paper	8
9	2020	ESG integration: value, growth and momentum. (2020). Kaiser, Lars. In: Journal of Asset Management. RePEc:pal:assmgt:v:21:y:2020:i:1:d:10.1057_s41260-019-00148-y. Full description at Econpapers \|\| Download paper	7
10	2021	Empirical asset pricing via machine learning: evidence from the European stock market. (2021). Drobetz, Wolfgang ; Otto, Tizian. In: Journal of Asset Management. RePEc:pal:assmgt:v:22:y:2021:i:7:d:10.1057_s41260-021-00237-x. Full description at Econpapers \|\| Download paper	6
11	2018	Robo Advisors: quantitative methods inside the robots. (2018). Beketov, Mikhail ; Wittke, Manuel ; Lehmann, Kevin. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:6:d:10.1057_s41260-018-0092-9. Full description at Econpapers \|\| Download paper	5
12	2022	Evolution of infrastructure as an asset class: a systematic literature review and thematic analysis. (2022). Gupta, Surbhi ; Sharma, Anil Kumar. In: Journal of Asset Management. RePEc:pal:assmgt:v:23:y:2022:i:3:d:10.1057_s41260-022-00255-3. Full description at Econpapers \|\| Download paper	5
13	2020	Cashing in on innovation: a taxonomy of FinTech. (2020). Imerman, Michael B ; Fabozzi, Frank J. In: Journal of Asset Management. RePEc:pal:assmgt:v:21:y:2020:i:3:d:10.1057_s41260-020-00163-4. Full description at Econpapers \|\| Download paper	5
14	2024	Do ESG fund managers pump and dump the stocks in their portfolios? European evidence. (2024). Papathanasiou, Spyros ; Kenourgios, Dimitris ; Koutsokostas, Drosos. In: Journal of Asset Management. RePEc:pal:assmgt:v:25:y:2024:i:3:d:10.1057_s41260-024-00351-6. Full description at Econpapers \|\| Download paper	5
15	2024	Do weather patterns effect investment decisions in the stock market? A South Asian perspective. (2024). Chowdhury, Emon Kalyan. In: Journal of Asset Management. RePEc:pal:assmgt:v:25:y:2024:i:2:d:10.1057_s41260-023-00334-z. Full description at Econpapers \|\| Download paper	5
16	2022	Comparing SRI funds to conventional funds using a PCA methodology. (2022). Tantisantiwong, Nongnuch ; Helliar, Christine ; Petracci, Barbara. In: Journal of Asset Management. RePEc:pal:assmgt:v:23:y:2022:i:7:d:10.1057_s41260-022-00264-2. Full description at Econpapers \|\| Download paper	5
17	2007	Can robust portfolio optimisation help to build better portfolios?. (2007). Scherer, Bernd. In: Journal of Asset Management. RePEc:pal:assmgt:v:7:y:2007:i:6:d:10.1057_palgrave.jam.2250049. Full description at Econpapers \|\| Download paper	5
18	2007	Comparing Sharpe ratios: So where are the p-values?. (2007). Opdyke, John Douglas. In: Journal of Asset Management. RePEc:pal:assmgt:v:8:y:2007:i:5:d:10.1057_palgrave.jam.2250084. Full description at Econpapers \|\| Download paper	5
19	2023	Portfolio diversification and sustainable assets from new perspectives. (2023). Kanamura, Takashi. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:7:d:10.1057_s41260-023-00336-x. Full description at Econpapers \|\| Download paper	4
20	2020	Improving CAT bond pricing models via machine learning. (2020). Gotze, Tobias ; Gurtler, Marc ; Witowski, Eileen. In: Journal of Asset Management. RePEc:pal:assmgt:v:21:y:2020:i:5:d:10.1057_s41260-020-00167-0. Full description at Econpapers \|\| Download paper	4
21	2022	ESG and impact investing. (2022). Rocco, Steve ; Jong, Marielle. In: Journal of Asset Management. RePEc:pal:assmgt:v:23:y:2022:i:7:d:10.1057_s41260-022-00297-7. Full description at Econpapers \|\| Download paper	4
22	2016	Investor sentiment and oil prices. (2016). Du, Ding ; Zhao, Xiaobing ; Gunderson, Ronald J. In: Journal of Asset Management. RePEc:pal:assmgt:v:17:y:2016:i:2:d:10.1057_jam.2015.39. Full description at Econpapers \|\| Download paper	4
23	2012	An anatomy of calendar effects. (2012). Swinkels, Laurens ; van Vliet, Pim. In: Journal of Asset Management. RePEc:pal:assmgt:v:13:y:2012:i:4:d:10.1057_jam.2012.9. Full description at Econpapers \|\| Download paper	3
24	2024	Deconstructing ESG scores: investing at the category score level. (2024). Ehlers, Torsten ; Elsenhuber, Ulrike ; Jondeau, Eric ; Jegarasasingam, Anandakumar. In: Journal of Asset Management. RePEc:pal:assmgt:v:25:y:2024:i:3:d:10.1057_s41260-024-00356-1. Full description at Econpapers \|\| Download paper	3
25	2020	A robust framework for risk parity portfolios. (2020). Kwon, Roy ; Costa, Giorgio. In: Journal of Asset Management. RePEc:pal:assmgt:v:21:y:2020:i:5:d:10.1057_s41260-020-00179-w. Full description at Econpapers \|\| Download paper	3
26	2011	Returns in trading versus non-trading hours: The difference is day and night. (2011). Kelly, Michael ; Clark, Steven P. In: Journal of Asset Management. RePEc:pal:assmgt:v:12:y:2011:i:2:d:10.1057_jam.2011.2. Full description at Econpapers \|\| Download paper	3
27	2006	Incorporating estimation errors into portfolio selection: Robust portfolio construction. (2006). Ceria, Sebastian ; Stubbs, Robert A. In: Journal of Asset Management. RePEc:pal:assmgt:v:7:y:2006:i:2:d:10.1057_palgrave.jam.2240207. Full description at Econpapers \|\| Download paper	3
28	2024	The cash-secured put-write strategy and the variance risk premium. (2024). Chadwick, Savannah ; Patel, Pratish ; Raquel, Andrew. In: Journal of Asset Management. RePEc:pal:assmgt:v:25:y:2024:i:1:d:10.1057_s41260-023-00333-0. Full description at Econpapers \|\| Download paper	3
29	2014	Portfolio selection in the presence of systemic risk. (2014). Ortobelli, Sergio ; Fabozzi, Frank J ; Biglova, Almira. In: Journal of Asset Management. RePEc:pal:assmgt:v:15:y:2014:i:5:d:10.1057_jam.2014.30. Full description at Econpapers \|\| Download paper	3
30	2020	Covid-19 and asset management in EU: a preliminary assessment of performance and investment styles. (2020). Mirza, Nawazish ; Abbas, Syed Kumail ; Naqvi, Bushra ; Rahat, Birjees. In: Journal of Asset Management. RePEc:pal:assmgt:v:21:y:2020:i:4:d:10.1057_s41260-020-00172-3. Full description at Econpapers \|\| Download paper	3
31	2014	Are they any good at all? A financial and ethical analysis of socially responsible mutual funds. (2014). Utz, Sabastian ; Wimmer, Maximillian. In: Journal of Asset Management. RePEc:pal:assmgt:v:15:y:2014:i:1:d:10.1057_jam.2014.8. Full description at Econpapers \|\| Download paper	3
32	2021	Correction to: Sustainability efforts, index recognition, and stock performance. (2021). Kang, Moonsoo ; White, Nancy A ; Viswanathan, K G ; Zychowicz, Edward J. In: Journal of Asset Management. RePEc:pal:assmgt:v:22:y:2021:i:2:d:10.1057_s41260-021-00216-2. Full description at Econpapers \|\| Download paper	3
33	2023	Greenlabelling: How valuable is the SFDR Art 9 label?. (2023). Hasaj, Milot ; Scherer, Bernd. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:7:d:10.1057_s41260-023-00319-y. Full description at Econpapers \|\| Download paper	3
34	2022	European sin stocks. (2022). Sagbakken, Siri Tronslien ; Zhang, Dan. In: Journal of Asset Management. RePEc:pal:assmgt:v:23:y:2022:i:1:d:10.1057_s41260-021-00247-9. Full description at Econpapers \|\| Download paper	3
35	2021	Expected and realized returns on stocks with high- and low-ESG exposure. (2021). Stotz, Olaf. In: Journal of Asset Management. RePEc:pal:assmgt:v:22:y:2021:i:2:d:10.1057_s41260-020-00203-z. Full description at Econpapers \|\| Download paper	3
36	2018	Cryptocurrencies from the perspective of euro investors: a re-examination of diversification benefits and a new day-of-the-week effect. (2018). Dorfleitner, Gregor ; Lung, Carina. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:7:d:10.1057_s41260-018-0093-8. Full description at Econpapers \|\| Download paper	3
37	2012	Approximating the numÃ©raire portfolio by naive diversification. (2012). Platen, Eckhard ; Rendek, Renata. In: Journal of Asset Management. RePEc:pal:assmgt:v:13:y:2012:i:1:d:10.1057_jam.2011.36. Full description at Econpapers \|\| Download paper	3
38	2009	Price volatility and tracking ability of ETFs. (2009). Can, Luc ; Aber, Jack W ; Li, Dan. In: Journal of Asset Management. RePEc:pal:assmgt:v:10:y:2009:i:4:d:10.1057_jam.2009.13. Full description at Econpapers \|\| Download paper	3
39	2021	Portfolio management and dependence structure between cryptocurrencies and traditional assets: evidence from FIEGARCH-EVT-Copula. (2021). Fakhfekh, Mohamed ; Jeribi, Ahmed. In: Journal of Asset Management. RePEc:pal:assmgt:v:22:y:2021:i:3:d:10.1057_s41260-021-00211-7. Full description at Econpapers \|\| Download paper	3
40	2006	To sin or not to sin? Now thats the question. (2006). Her, Monica ; Phillips, Michael G ; Chong, James. In: Journal of Asset Management. RePEc:pal:assmgt:v:6:y:2006:i:6:d:10.1057_palgrave.jam.2240191. Full description at Econpapers \|\| Download paper	3
41	2021	Sustainability efforts, index recognition, and stock performance. (2021). Kang, Moonsoo ; White, Nancy A ; Viswanathan, K G ; Zychowicz, Edward J. In: Journal of Asset Management. RePEc:pal:assmgt:v:22:y:2021:i:2:d:10.1057_s41260-020-00202-0. Full description at Econpapers \|\| Download paper	3
42	2017	Equal-weighted strategy: Why it outperforms value-weighted strategies? Theory and evidence. (2017). Malladi, Rama ; Fabozzi, Frank. In: Journal of Asset Management. RePEc:pal:assmgt:v:18:y:2017:i:3:d:10.1057_s41260-016-0033-4. Full description at Econpapers \|\| Download paper	3
43	2023	Can treasury inflation-protected securities safeguard investors from outward risk spillovers? A portfolio hedging strategy through the prism of COVID-19. (2023). Papathanasiou, Spyros ; Kenourgios, Dimitris ; Pergeris, Georgios ; Koutsokostas, Drosos. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:3:d:10.1057_s41260-022-00292-y. Full description at Econpapers \|\| Download paper	3
44	2016	On entropy and portfolio diversification. (2016). Pola, Gianni. In: Journal of Asset Management. RePEc:pal:assmgt:v:17:y:2016:i:4:d:10.1057_jam.2016.10. Full description at Econpapers \|\| Download paper	3
45	2024	Network Risk Parity: graph theory-based portfolio construction. (2024). Ciciretti, Vito ; Pallotta, Alberto. In: Journal of Asset Management. RePEc:pal:assmgt:v:25:y:2024:i:2:d:10.1057_s41260-023-00347-8. Full description at Econpapers \|\| Download paper	2
46	2008	Best-practice pension fund governance. (2008). Urwin, Roger ; Clark, Gordon L. In: Journal of Asset Management. RePEc:pal:assmgt:v:9:y:2008:i:1:d:10.1057_jam.2008.1. Full description at Econpapers \|\| Download paper	2
47	2021	Herding behaviour theory and oil price dispersion: a sectoral analysis of the Gulf Cooperation Council stock market. (2021). Medhioub, Imed ; Chaffai, Mustapha. In: Journal of Asset Management. RePEc:pal:assmgt:v:22:y:2021:i:1:d:10.1057_s41260-020-00197-8. Full description at Econpapers \|\| Download paper	2
48	2023	Trust me, I am a Robo-advisor. (2023). Lehner, Sebastian ; Scherer, Bernd. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:2:d:10.1057_s41260-022-00284-y. Full description at Econpapers \|\| Download paper	2
49	2007	Can mutual funds time investment styles?. (2007). Swinkels, Laurens ; Tjong, Liam. In: Journal of Asset Management. RePEc:pal:assmgt:v:8:y:2007:i:2:d:10.1057_palgrave.jam.2250066. Full description at Econpapers \|\| Download paper	2
50	2022	The ESG ETFs in the UK. (2022). Rompotis, Gerasimos G. In: Journal of Asset Management. RePEc:pal:assmgt:v:23:y:2022:i:2:d:10.1057_s41260-021-00251-z. Full description at Econpapers \|\| Download paper	2

Citing documents used to compute impact factor: 11

Year	Title
2026	The systemic footprint: revisiting risk mitigation in long/short and 60/40 portfolios through network connectedness. (2026). Papathanasiou, Spyros ; Koutsokostas, Drosos ; Magoutas, Anastasios. In: Review of Derivatives Research. RePEc:kap:revdev:v:29:y:2026:i:1:d:10.1007_s11147-025-09226-3. Full description at Econpapers \|\| Download paper
2026	Game-based modeling of delayed risk contagion in cryptocurrency exchanges. (2026). Ragni, Stefania ; Aliano, Mauro. In: Annals of Operations Research. RePEc:spr:annopr:v:356:y:2026:i:1:d:10.1007_s10479-025-06557-0. Full description at Econpapers \|\| Download paper
2026	How Recognition-Based Heuristics Bias Affect Investment Decision and Performance. A Serial Mediation of Familiarity Bias, Barnum Effect, and Fundamental and Technical Anomalies Complemented by Financial Literacy. (2026). Siddiqui, Danish Ahmed ; Arshad, Samra. In: EconStor Preprints. RePEc:zbw:esprep:341017. Full description at Econpapers \|\| Download paper
2026	Indian fund managersâ corporate and peer network centrality and fund performance. (2026). Majumdar, Sudipta ; Kundu, Sayantan. In: Journal of Asset Management. RePEc:pal:assmgt:v:27:y:2026:i:2:d:10.1057_s41260-026-00453-3. Full description at Econpapers \|\| Download paper
2026	Global market reactions to the 2024 Nikkei 225 stock market crash. (2026). Pandey, Dharen Kumar. In: Journal of Asset Management. RePEc:pal:assmgt:v:27:y:2026:i:2:d:10.1057_s41260-026-00449-z. Full description at Econpapers \|\| Download paper
2026	Geopolitical Conflict and Financial Market Reactions: Evidence from the 2026 USâIsraelâIran Crisis. (2026). Audi, Marc ; Ali, Amjad ; Kachalia, Muhammad Anas. In: MPRA Paper. RePEc:pra:mprapa:129143. Full description at Econpapers \|\| Download paper
2026	America first, markets last? Stock market effects of 2025 U.S. tariffs in middle-income countries. (2026). Afego, Pyemo ; Biktimirov, Ernest N. In: Finance Research Letters. RePEc:eee:finlet:v:87:y:2026:i:c:s1544612325021956. Full description at Econpapers \|\| Download paper
2026	Does financial development enhance the environmental benefits of technological progress? An empirical investigation. (2026). Sarker, Tapan ; Rahman, Mohammad Mafizur ; Gamage, Ambepitiya Wijethunga. In: Financial Innovation. RePEc:spr:fininn:v:12:y:2026:i:1:d:10.1186_s40854-026-00909-w. Full description at Econpapers \|\| Download paper
2026	Do Short Exposure and Systematic Risk Exposure Drive Asymmetries in the Disposition Effect?. (2026). Guizzardi, Andrea ; Ballestra, Luca Vincenzo ; Zanotti, Marco ; Mazzucchelli, Lorenzo. In: Papers. RePEc:arx:papers:2605.00016. Full description at Econpapers \|\| Download paper
2026	Beyond Shocks: How ESG Fundamentals Shape Geopolitical Risk Across Countries. (2026). LEOGRANDE, ANGELO ; Drago, Carlo ; Costantiello, Alberto ; Anobile, Fabio ; Arnone, Massimo. In: MPRA Paper. RePEc:pra:mprapa:127818. Full description at Econpapers \|\| Download paper
2026	Real-time return extensions of realized GARCH models for improved risk management in asset markets. (2026). Morimoto, Takayuki ; Tita, Faldy ; Susanto, Bambang ; Nugroho, Didit B. In: Journal of Asset Management. RePEc:pal:assmgt:v:27:y:2026:i:2:d:10.1057_s41260-026-00452-4. Full description at Econpapers \|\| Download paper

Recent citations

Recent citations received in 2025

Year	Citing document
2025	Risk-Aware Financial Forecasting Enhanced by Machine Learning and Intuitionistic Fuzzy Multi-Criteria Decision-Making. (2025). Erdougan, Serkan ; Turgay, Safiye ; Elma, Orhan Emre ; Baydacs, Mahmut ; Wang, Zhiyuan ; Stevi, Vzeljko ; Eren, Tevfik. In: Papers. RePEc:arx:papers:2512.17936. Full description at Econpapers \|\| Download paper
2025	Geopolitical risk and bond market dynamics: Assessing the impact of threats and realized events. (2025). Aslam, Adnan ; Newaz, Mohammad Khaleq. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:103:y:2025:i:c:s1062976925000730. Full description at Econpapers \|\| Download paper
2025	Sustainability of Urban Green Spaces: A Multidimensional Analysis. (2025). Leki, Julijana ; Gardaevi, Jovana ; Avlin, Miroslav ; Pavlovi, Aleksandra ; Prodanovi, Radivoj ; Tankosi, Jelena Vapa ; Ignjatijevi, Svetlana ; Dmitrovi, Veljko. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:9:p:4026-:d:1646072. Full description at Econpapers \|\| Download paper

Recent citations received in 2024

Year	Citing document
2024	Environmental, social and governance performance and equity mispricing: Does embedded information mediation matter?. (2024). Yang, Zhonghai ; Li, Yingmei ; Song, Pingting ; Xu, Meng. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324009528. Full description at Econpapers \|\| Download paper
2024	Fintechs impact on conventional and Islamic sustainable equities: Short- and long-term contributions of the digital financial ecosystem. (2024). Asl, Mahdi Ghaemi ; ben Jabeur, Sami ; Hosseini, Seyedeh Sana ; Riahi, Hamed Tajmir. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000942. Full description at Econpapers \|\| Download paper
2024	Navigating the complexities of GCC real state markets: An analysis of interlinkages amidst shocks and oil effects. (2024). Nagayev, Ruslan ; Fetais, Alanoud Hamad ; Aysan, Ahmet Faruk. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:74:y:2024:i:c:s1042444x24000240. Full description at Econpapers \|\| Download paper
2024	Cryptocurrency Scams: A Multi-Pronged Approach to Mitigating Risks Through Regulation, Enforcement, and Consumer Education. (2024). Akhter, Suraiya ; Nahar, Kamrun ; Hasan, Amena. In: MPRA Paper. RePEc:pra:mprapa:121215. Full description at Econpapers \|\| Download paper
2024	Building Trust, Fueling Growth: The Cornerstone Role of Capital Market Governance in Bangladesh. (2024). Khanam, Rifat Binte ; Rabeya, Jannatul Ferdous ; Hasan, Amena. In: MPRA Paper. RePEc:pra:mprapa:121449. Full description at Econpapers \|\| Download paper
2024	Capital Market Governance in Bangladesh: A Cornerstone for Growth. (2024). Chowdhury, Emon Kalyan. In: MPRA Paper. RePEc:pra:mprapa:121664. Full description at Econpapers \|\| Download paper
2024	The Financial Implications of Mandating Non-Financial Assurance. (2024). Pierro, Roberto ; Shaturaev, Jakhongir ; Stasi, Federer. In: MPRA Paper. RePEc:pra:mprapa:121883. Full description at Econpapers \|\| Download paper
2024	Role of Stock Exchanges in Regional Economic Progress: A South Asia Perspective. (2024). Chowdhury, Emon Kalyan. In: MPRA Paper. RePEc:pra:mprapa:123002. Full description at Econpapers \|\| Download paper

Recent citations received in 2023

Year	Citing document
2023	Leveraging Deep Learning and Online Source Sentiment for Financial Portfolio Management. (2023). Avramelou, Loukia ; Stefanidis, Kyriakos ; Tsampazis, Konstantinos ; Rodinos, Georgios ; Kirtas, Emmanouil ; Spanos, Dimitris ; Manousis, Theodoros ; Tsantekidis, Avraam ; Tosidis, Pavlos ; Tefas, Anastasios ; Passalis, Nikolaos ; Tzelepi, Maria. In: Papers. RePEc:arx:papers:2309.16679. Full description at Econpapers \|\| Download paper
2023	Strong vs. Stable: The Impact of ESG Ratings Momentum and their Volatility on the Cost of Equity Capital. (2023). Magnani, Monia ; Guidolin, Massimo ; Berk, Ian. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp23202. Full description at Econpapers \|\| Download paper
2023	Not So New Kid on the Block: Accounting and Valuation Aspects of Non-Fungible Tokens (NFTs). (2023). Jayasuriya, Dulani ; Sims, Alexandra. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:11:p:465-:d:1267328. Full description at Econpapers \|\| Download paper

10 most frequent citing series

#	Series	H	Cites
1	Journal of Asset Management / Palgrave Macmillan	25	106
2	Finance Research Letters / Elsevier	95	88
3	Papers / arXiv.org	99	79
4	International Review of Financial Analysis / Elsevier	94	60
5	International Review of Economics & Finance / Elsevier	68	54
6	Energy Economics / Elsevier	184	52
7	Research in International Business and Finance / Elsevier	60	46
8	Sustainability / MDPI	79	41
9	The North American Journal of Economics and Finance / Elsevier	54	29
10	Annals of Operations Research / Springer	56	29
11	Resources Policy / Elsevier	92	27