Journal

Name:
International Journal Of Theoretical And Applied Finance web
Rankings:
Points Position
CEF.UP+NIPE (average of all rankings) (2012) 16.92 272/501
ABS (2010) 50.0 213/288
Australian RC (2010) 50.0 301/479
Ideas discounted recursive impact factor (2012) 0.34 318/396
Qualis (2008) 50.0 158/200
Source Normalized Impact per Paper (SNIP) (2011) 7.57 326/476
Count 1.0 309/632
SJR (2016) 0.63 257/470
Articles 3:

Hedging (Co)variance Risk with Variance Swaps
José da Fonseca, Martino Grasselli, Florian Ielpo
vol. 14, 2011, p. 899-943.

A Process-Reconstruction Analysis of Market Fluctuations
Rui Vilela Mendes, Ricardo Lima, Tanya Araújo
vol. 5, 2002, p. 797-821.

Market Power and Feedback Effects from Hedging Derivatives
João Amaro de Matos, João Sobral do Rosário
vol. 5, 2002, p. 845-875.

Back