Revista

Nome:
International Journal Of Theoretical And Applied Finance web
Rankings:
Pontos Posição
CEF.UP+NIPE (average of all rankings) (2012) 16.92 272/501
ABS (2010) 50.0 199/288
Australian RC (2010) 50.0 302/479
Ideas discounted recursive impact factor (2012) 0.34 317/396
Qualis (2008) 50.0 147/200
Source Normalized Impact per Paper (SNIP) (2011) 7.57 326/476
SJR - Scimago (2019) 0.39 392/549
Count (2020) 1.0 99/641
Artigos 6:

Pricing Double Barrier Options on Homogeneous Diffusions: A Neumann Series of Bessel Functions Representation
Igor V. Kravchenko, Vladislav V. Kravchenko, Sergii M. Torba, José Carlos Dias
vol. 22, 2019, p. 1-24.

A Liquidation Risk Adjustment for Value at Risk and Expected Shortfall
Lakshithe Wagalath , Jorge P. Zubelli
vol. 21, 2018, p. 1-21.

Out-of-Sample Stock Return Prediction Using Higher-Order Moments
José Afonso Faias, Tiago Castel-Branco
vol. 21, 2018, p. 1-27.

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.

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