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Risk Management / Palgrave Macmillan

Citation Profile [Updated: 2020-06-03 07:38:54]
5 Years H
3
Impact Factor
0.27
5 Years IF
0.23
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
1990 0 0.08 0 0 0 0 0 0 0 0 0 0 0.04
1991 0 0.08 0 0 0 0 0 0 0 0 0 0 0.04
1992 0 0.09 0 0 0 0 0 0 0 0 0 0 0.04
1993 0 0.1 0 0 0 0 0 0 0 0 0 0 0.05
1994 0 0.11 0 0 0 0 0 0 0 0 0 0 0.06
1995 0 0.2 0 0 0 0 0 0 0 0 0 0 0.08
1996 0 0.22 0 0 0 0 0 0 0 0 0 0 0.1
1997 0 0.23 0 0 0 0 0 0 0 0 0 0 0.1
1998 0 0.27 0 0 0 0 0 0 0 0 0 0 0.12
1999 0 0.29 0 0 0 0 0 0 0 0 0 0 0.14
2000 0 0.34 0 0 0 0 0 0 0 0 0 0 0.15
2001 0 0.36 0 0 0 0 0 0 0 0 0 0 0.16
2002 0 0.4 0 0 0 0 0 0 0 0 0 0 0.21
2003 0 0.41 0 0 0 0 0 0 0 0 0 0 0.2
2004 0 0.46 0 0 0 0 0 0 0 0 0 0 0.21
2005 0 0.47 0 0 0 0 0 0 0 0 0 0 0.22
2006 0 0.47 0 0 0 0 0 0 0 0 0 0 0.21
2007 0 0.42 0 0 0 0 0 0 0 0 0 0 0.19
2008 0 0.45 0 0 0 0 0 0 0 0 0 0 0.21
2009 0 0.44 0 0 0 0 0 0 0 0 0 0 0.21
2010 0 0.44 0 0 0 0 0 0 0 0 0 0 0.18
2011 0 0.46 0 0 0 0 0 0 0 0 0 0 0.21
2012 0 0.47 0 0 0 0 0 0 0 0 0 0 0.19
2013 0 0.53 0 0 0 0 0 0 0 0 0 0 0.22
2014 0 0.55 0 0 0 0 0 0 0 0 0 0 0.21
2015 0 0.55 0 0 0 0 0 0 0 0 0 0 0.21
2016 0 0.56 0 0 13 13 7 0 0 0 0 0 0.2
2017 0.23 0.58 0.14 0.23 15 28 10 4 4 13 3 13 3 2 50 1 0.07 0.21
2018 0.14 0.7 0.14 0.14 15 43 6 6 10 28 4 28 4 5 83.3 2 0.13 0.28
2019 0.27 0.88 0.41 0.23 13 56 5 23 33 30 8 43 10 13 56.5 5 0.38 0.33
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
CIF: Cumulative impact factor
IF5: 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
12017Kappa ratios and (higher-order) stochastic dominance. (2017). Wong, Wing-Keung ; Xu, Qunfang ; Niu, Cuizhen. In: Risk Management. RePEc:pal:risman:v:19:y:2017:i:3:d:10.1057_s41283-017-0020-1.

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4
22017Risk quantification in turmoil markets. (2017). Mora-Valencia, Andrés ; Garcia-Donato, Gonzalo ; Diaz, Antonio. In: Risk Management. RePEc:pal:risman:v:19:y:2017:i:3:d:10.1057_s41283-017-0018-8.

Full description at Econpapers || Download paper

3
32016Bank risk shifting and diversification in an emerging market. (2016). Vo, Xuan Vinh ; Batten, Jonathan. In: Risk Management. RePEc:pal:risman:v:18:y:2016:i:4:d:10.1057_s41283-016-0008-2.

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3
42017Dynamic forecasting of financial distress: the hybrid use of incremental bagging and genetic algorithm—empirical study of Chinese listed corporations. (2017). Wu, Chong ; Liu, Jiaming. In: Risk Management. RePEc:pal:risman:v:19:y:2017:i:1:d:10.1057_s41283-016-0012-6.

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2
52016Managerial risk preference and its influencing factors: analysis of large state-owned enterprises management personnel in China. (2016). Xu, Yingjun ; Shao, Wei ; Luan, Hui ; Zhang, Yingyu. In: Risk Management. RePEc:pal:risman:v:18:y:2016:i:2:d:10.1057_s41283-016-0001-9.

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2
62019Farinelli and Tibiletti ratio and stochastic dominance. (2019). Wong, Wing-Keung ; Niu, Cuizhen ; Guo, XU. In: Risk Management. RePEc:pal:risman:v:21:y:2019:i:3:d:10.1057_s41283-019-00050-2.

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2
72018The two-moment decision model with additive risks. (2018). Wong, Wing-Keung ; Zhu, Lixing ; Wagener, Andreas ; Guo, XU. In: Risk Management. RePEc:pal:risman:v:20:y:2018:i:1:d:10.1057_s41283-017-0028-6.

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2
82017Credit default prediction modeling: an application of support vector machine. (2017). Abedin, Mohammad Zoynul ; Guotai, Chi ; Moula, Fahmida E. In: Risk Management. RePEc:pal:risman:v:19:y:2017:i:2:d:10.1057_s41283-017-0016-x.

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2
92019Equity fund flows, market returns, and market risk: evidence from China. (2019). Qureshi, Saba ; Khan, Habib Hussain ; Kutan, Ali M. In: Risk Management. RePEc:pal:risman:v:21:y:2019:i:1:d:10.1057_s41283-018-0042-3.

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2
102016Does enterprise risk management influence market value – A long-term perspective. (2016). Marc, Mojca ; Evi, Eljko ; Agar, Marina Mein ; Spri, Danijela Milo . In: Risk Management. RePEc:pal:risman:v:18:y:2016:i:2:d:10.1057_rm.2016.3.

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2
112017The turn-of-the-year effect in mutual fund flows. (2017). Seok, Sangik ; Ryu, Doojin ; Choi, Hyung-Suk. In: Risk Management. RePEc:pal:risman:v:19:y:2017:i:2:d:10.1057_s41283-017-0015-y.

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2
122018Numerical comparison of multivariate models to forecasting risk measures. (2018). Righi, Marcelo Brutti ; Muller, Fernanda Maria . In: Risk Management. RePEc:pal:risman:v:20:y:2018:i:1:d:10.1057_s41283-017-0026-8.

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2
132018Risk and return of a trend-chasing application in financial markets: an empirical test. (2018). Ilomaki, Jukka. In: Risk Management. RePEc:pal:risman:v:20:y:2018:i:3:d:10.1057_s41283-018-0036-1.

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1
142016Armed conflict and financial and economic risk: evidence from Colombia. (2016). YAYA, MEHMET ; Kutan, Ali M. In: Risk Management. RePEc:pal:risman:v:18:y:2016:i:2:d:10.1057_s41283-016-0003-7.

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1
152019Modeling and pricing of space weather derivatives. (2019). Unger, Stephan ; Lemmerer, Birgit. In: Risk Management. RePEc:pal:risman:v:21:y:2019:i:4:d:10.1057_s41283-019-00052-0.

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1
162018Testing alternative versions of the Fama–French five-factor model in the UK. (2018). Foye, James. In: Risk Management. RePEc:pal:risman:v:20:y:2018:i:2:d:10.1057_s41283-018-0034-3.

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1
172017Exchange rate exposure and financial crises: evidence from emerging Asian markets. (2017). Jeon, Bang ; Zheng, Dazhi ; Zhu, Lei. In: Risk Management. RePEc:pal:risman:v:19:y:2017:i:1:d:10.1057_s41283-016-0011-7.

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1
182016A comparative cross-regime analysis on the performance of GARCH-based value-at-risk models: Evidence from the Johannesburg stock exchange. (2016). Huang, Chun-Sung ; Panulo, Barry ; Mwangi, Patrick ; Elenjical, Timmy. In: Risk Management. RePEc:pal:risman:v:18:y:2016:i:2:d:10.1057_rm.2016.4.

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1
192018The impact of international factors on Spanish company returns: a quantile regression approach. (2018). Jareño, Francisco ; Jareo, Francisco ; Sevillano, Caridad M. In: Risk Management. RePEc:pal:risman:v:20:y:2018:i:1:d:10.1057_s41283-017-0027-7.

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1
202019Relationship banking and information technology: the role of artificial intelligence and FinTech. (2019). Marin, Matej ; Jaki, Marko. In: Risk Management. RePEc:pal:risman:v:21:y:2019:i:1:d:10.1057_s41283-018-0039-y.

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1
212016On the modelling of prognosis from delinquency to normal performance on retail consumer loans. (2016). Bravo, Jorge ; Chamboko, Richard. In: Risk Management. RePEc:pal:risman:v:18:y:2016:i:4:d:10.1057_s41283-016-0006-4.

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1
222017The Chief Risk Officer: a study of roles and responsibilities. (2017). Rosso, Mark A ; Karanja, Erastus. In: Risk Management. RePEc:pal:risman:v:19:y:2017:i:2:d:10.1057_s41283-017-0014-z.

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1
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12016Bank risk shifting and diversification in an emerging market. (2016). Vo, Xuan Vinh ; Batten, Jonathan. In: Risk Management. RePEc:pal:risman:v:18:y:2016:i:4:d:10.1057_s41283-016-0008-2.

Full description at Econpapers || Download paper

3
22017Kappa ratios and (higher-order) stochastic dominance. (2017). Wong, Wing-Keung ; Xu, Qunfang ; Niu, Cuizhen. In: Risk Management. RePEc:pal:risman:v:19:y:2017:i:3:d:10.1057_s41283-017-0020-1.

Full description at Econpapers || Download paper

3
32017Risk quantification in turmoil markets. (2017). Mora-Valencia, Andrés ; Garcia-Donato, Gonzalo ; Diaz, Antonio. In: Risk Management. RePEc:pal:risman:v:19:y:2017:i:3:d:10.1057_s41283-017-0018-8.

Full description at Econpapers || Download paper

3
42017Credit default prediction modeling: an application of support vector machine. (2017). Abedin, Mohammad Zoynul ; Guotai, Chi ; Moula, Fahmida E. In: Risk Management. RePEc:pal:risman:v:19:y:2017:i:2:d:10.1057_s41283-017-0016-x.

Full description at Econpapers || Download paper

2
52016Managerial risk preference and its influencing factors: analysis of large state-owned enterprises management personnel in China. (2016). Xu, Yingjun ; Shao, Wei ; Luan, Hui ; Zhang, Yingyu. In: Risk Management. RePEc:pal:risman:v:18:y:2016:i:2:d:10.1057_s41283-016-0001-9.

Full description at Econpapers || Download paper

2
62018Numerical comparison of multivariate models to forecasting risk measures. (2018). Righi, Marcelo Brutti ; Muller, Fernanda Maria . In: Risk Management. RePEc:pal:risman:v:20:y:2018:i:1:d:10.1057_s41283-017-0026-8.

Full description at Econpapers || Download paper

2
72019Equity fund flows, market returns, and market risk: evidence from China. (2019). Qureshi, Saba ; Khan, Habib Hussain ; Kutan, Ali M. In: Risk Management. RePEc:pal:risman:v:21:y:2019:i:1:d:10.1057_s41283-018-0042-3.

Full description at Econpapers || Download paper

2
82019Farinelli and Tibiletti ratio and stochastic dominance. (2019). Wong, Wing-Keung ; Niu, Cuizhen ; Guo, XU. In: Risk Management. RePEc:pal:risman:v:21:y:2019:i:3:d:10.1057_s41283-019-00050-2.

Full description at Econpapers || Download paper

2
92018The two-moment decision model with additive risks. (2018). Wong, Wing-Keung ; Zhu, Lixing ; Wagener, Andreas ; Guo, XU. In: Risk Management. RePEc:pal:risman:v:20:y:2018:i:1:d:10.1057_s41283-017-0028-6.

Full description at Econpapers || Download paper

2
102017Dynamic forecasting of financial distress: the hybrid use of incremental bagging and genetic algorithm—empirical study of Chinese listed corporations. (2017). Wu, Chong ; Liu, Jiaming. In: Risk Management. RePEc:pal:risman:v:19:y:2017:i:1:d:10.1057_s41283-016-0012-6.

Full description at Econpapers || Download paper

2
112017The turn-of-the-year effect in mutual fund flows. (2017). Seok, Sangik ; Ryu, Doojin ; Choi, Hyung-Suk. In: Risk Management. RePEc:pal:risman:v:19:y:2017:i:2:d:10.1057_s41283-017-0015-y.

Full description at Econpapers || Download paper

2
Citing documents used to compute impact factor: 8
YearTitle
2019Equity fund flows, market returns, and market risk: evidence from China. (2019). Qureshi, Saba ; Khan, Habib Hussain ; Kutan, Ali M. In: Risk Management. RePEc:pal:risman:v:21:y:2019:i:1:d:10.1057_s41283-018-0042-3.

Full description at Econpapers || Download paper

2019Credit rating and microfinance lending decisions based on loss given default (LGD). (2019). Wu, BI ; Zhao, Xue ; Shi, Baofeng ; Dong, Yizhe. In: Finance Research Letters. RePEc:eee:finlet:v:30:y:2019:i:c:p:124-129.

Full description at Econpapers || Download paper

2019
2019Mean–variance, mean–VaR, and mean–CVaR models for portfolio selection with background risk. (2019). Wong, Wing-Keung ; Zhu, Lixing ; Chan, Raymond H ; Guo, XU. In: Risk Management. RePEc:pal:risman:v:21:y:2019:i:2:d:10.1057_s41283-018-0043-2.

Full description at Econpapers || Download paper

2019Farinelli and Tibiletti ratio and stochastic dominance. (2019). Wong, Wing-Keung ; Niu, Cuizhen ; Guo, XU. In: Risk Management. RePEc:pal:risman:v:21:y:2019:i:3:d:10.1057_s41283-019-00050-2.

Full description at Econpapers || Download paper

2019A multivariate approach for the simultaneous modelling of market risk and credit risk for cryptocurrencies. (2019). Fantazzini, Dean ; Zimin, Stephan. In: MPRA Paper. RePEc:pra:mprapa:95988.

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2019Dynamic prediction of relative financial distress based on imbalanced data stream: from the view of one industry. (2019). Li, Hui ; Ai, Wenguo ; Zhou, Mengjie ; Sun, Jie. In: Risk Management. RePEc:pal:risman:v:21:y:2019:i:4:d:10.1057_s41283-018-0047-y.

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2019The impact of financial and economic factors on Islamic mutual fund performance: Evidence from multiple fund categories. (2019). Uddin, Gazi ; Troster, Victor ; Yoon, Seong-Min ; Labidi, Chiraz ; Hernandez, Jose Arreola. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:52-53:y:2019:i::s1042444x19301653.

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Recent citations
Recent citations received in 2019
YearCiting document
2019Optimal Solution Techniques in Decision Sciences A Review. (2019). Wong, Wing-Keung ; Ho, Thi Diem-Chinh ; Tran, Tuan-Kiet ; Pho, Kim-Hung. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:23:y:2019:i:1:p:114-161.

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2019MOMENT GENERATING FUNCTION, EXPECTATION AND VARIANCE OF UBIQUITOUS DISTRIBUTIONS WITH APPLICATIONS IN DECISION SCIENCES: A REVIEW. (2019). Wong, Wing-Keung ; Tran, Tuan-Kiet ; Ho, Thi Diem-Chinh ; Pho, Kim-Hung. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:23:y:2019:i:2:p:65-150.

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2019The Impact of Space Weather on Human Health. (2019). Unger, Stephan. In: Biomedical Journal of Scientific & Technical Research. RePEc:abf:journl:v:22:y:2019:i:1:p:16442-16443.

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2019Dynamics of mutual funds and stock markets in Asian developing economies. (2019). Qureshi, Zeeshan ; Khan, Habib Hussain ; Ghafoor, Abdul ; Kutan, Ali M. In: Journal of Asian Economics. RePEc:eee:asieco:v:65:y:2019:i:c:s1049007818302896.

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2019Open-End Funds for Sustainable Economic Growth in China: The Relationship between Load Fees, Performance, and Flows. (2019). Xie, Ting ; Qiao, Haishu ; Xiao, Yaping. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:22:p:6514-:d:288501.

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Recent citations received in 2018
YearCiting document
2018Long Run Returns Predictability and Volatility with Moving Averages. (2018). McAleer, Michael ; Chang, Chia-Lin ; Laurila, Hannu ; Ilomaki, Jukka. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:4:p:105-:d:171554.

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2018Testing alternative versions of the Fama–French five-factor model in the UK. (2018). Foye, James. In: Risk Management. RePEc:pal:risman:v:20:y:2018:i:2:d:10.1057_s41283-018-0034-3.

Full description at Econpapers || Download paper

Recent citations received in 2017
YearCiting document
2017Stochastic Dominance and Omega Ratio: Measures to Examine Market Efficiency, Arbitrage Opportunity, and Anomaly. (2017). Wong, Wing-Keung ; Guo, Xu ; Jiang, Xuejun. In: Economies. RePEc:gam:jecomi:v:5:y:2017:i:4:p:38-:d:115667.

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Recent citations received in 2016
YearCiting document