Quantitative Finance web
Pontos Posição
CEF.UP+NIPE (average of all rankings) (2012) 22.32 202/501
ABS (2010) 50.0 234/288
Australian RC (2010) 50.0 331/479
CNRS (2008) 40.0 276/336
Ideas discounted recursive impact factor (2012) 1.15 229/396
ISI, JCR SSE, Article Influence Score (2010) 5.88 171/316
ISI, JCR SSE, Impact Factor (2010) 7.94 276/388
Kalaitzidakis et al (2010) 0.37 118/196
Qualis (2008) 75.0 110/200
Source Normalized Impact per Paper (SNIP) (2011) 8.75 294/476
Count 1.0 416/632
SJR (2016) 0.57 276/470
Artigos 22:

Unveiling Investor-Induced Channels of Financial Contagion in the 2008 Financial Crisis Using Copulas
Paulo Horta, Sérgio Lagoa, Luis Martins
vol. 16, 2016, p. 625-637.

Valuation of Forward Start Options under Affine Jump-Diffusion Models
João Pedro Vidal Nunes, Tiago Ramalho Viegas Alcaria
vol. 16, 2016, p. 727-747.

Is Market Impact a Measure of the Information Value of Trades? Market Response to Liquidity vs. Informed Metaorders
Carla Gomes, Henri Waelbroeck
vol. 15, 2015, p. 773-793.

Pricing and Static Hedging of European-Style Double Barrier Options under the Jump to Default Extended CEV Model
José Carlos Dias, João Pedro Vidal Nunes, João Pedro Ruas
vol. 15, 2015, p. 1995-2010.

What Is the Impact of Wealth Shocks on Asset Allocation?
Ricardo Sousa
vol. 15, 2015, p. 493-508.

Clustering Financial Time Series with Variance Ratio Statistics
João Bastos, Jorge Caiado
vol. 14, 2014, p. 2121-2133.

Discrete Dividends and the FTSE-100 Index Options Valuation
Nelson Areal, Artur Rodrigues
vol. 14, 2014, p. 1765-1784.

On a Continuous Time Stock Price Model with Regime Switching, Delay, and Threshold
Pedro Palhinhas Mota, Manuel L. Esquível
vol. 14, 2014, p. 1479-1488.

The Exit Decision in the European Venture Capital Market
Elisabete Gomes Santana Félix, Cesaltina Pires, Mohamed Azzim Gulamhussen
vol. 14, 2014, p. 1115-1130.

On the Computation of Option Prices and Greeks under the CEV Model
José Carlos Dias, Manuela Larguinho, Carlos A. Braumann
vol. 13, 2013, p. 907-917.

Monitoring the Board: Should Shareholders Have Direct Proxy Access?
Gilberto Loureiro
vol. 12, 2012, p. 943-950.

Mortgage Valuation: A Quasi-closed-Form Solution
José Azevedo Pereira, Cristina Viegas
vol. 12, 2012, p. 993-1001.

Time Varying Betas and the Unconditional Distribution of Asset Returns
Maria Céu Cortez, Manuel Rocha Armada, Florinda Silva, Christopher J. Adcock
vol. 12, 2012, p. 951-967.

Riding on the Smiles
José da Fonseca, Martino Grasselli
vol. 11, 2011, p. 1609-1632.

An Empirical Study of Liquidity Dynamics and Resistance and Support Levels
Carla Gomes, Henri Waelbroeck
vol. 10, 2010, p. 1099-1107.

Dynamic Complex Hedging in Additive Markets
Jose M. Corcuera, Joao M. E. Guerra
vol. 10, 2010, p. 1023-1037.

Financial Literacy and Portfolio Diversification
Margarida Abreu, Victor Mendes
vol. 10, 2010, p. 515-528.

Identifying Common Dynamic Features in Stock Returns
Jorge Caiado, Nuno Crato
vol. 10, 2010, p. 797-807.

A Two-Part Fractional Regression Model for the Financial Leverage Decisions of Micro, Small, Medium and Large Firms
Joaquim Ramalho, Jacinto Vidigal da Silva
vol. 9, 2009, p. 621-636.

The Geometry of Crashes: A Measure of the Dynamics of Stock Market Crises
Tanya Araújo, Francisco Louçã
vol. 7, 2007, p. 63-74.

Probability Distributions and Leveraged Trading Strategies: An Application of Gaussian Mixture Models to the Morgan Stanley Technology Index Tracking Fund
Andreas Lindemann, Christian L. Dunis, Paulo Lisboa
vol. 5, 2005, p. 459-474.

Dependence Structures for Multivariate High-Frequency Data in Finance
Wolfgang Breymann, Alexandra Dias, Paul Embrechts
vol. 3, 2003, p. 1-14.