Example of Journal of Risk and Uncertainty format
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Example of Journal of Risk and Uncertainty format Example of Journal of Risk and Uncertainty format Example of Journal of Risk and Uncertainty format Example of Journal of Risk and Uncertainty format Example of Journal of Risk and Uncertainty format Example of Journal of Risk and Uncertainty format Example of Journal of Risk and Uncertainty format Example of Journal of Risk and Uncertainty format Example of Journal of Risk and Uncertainty format Example of Journal of Risk and Uncertainty format Example of Journal of Risk and Uncertainty format Example of Journal of Risk and Uncertainty format Example of Journal of Risk and Uncertainty format Example of Journal of Risk and Uncertainty format Example of Journal of Risk and Uncertainty format Example of Journal of Risk and Uncertainty format Example of Journal of Risk and Uncertainty format Example of Journal of Risk and Uncertainty format
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open access Open Access

Journal of Risk and Uncertainty — Template for authors

Publisher: Springer
Categories Rank Trend in last 3 yrs
Finance #75 of 288 down down by 33 ranks
Economics and Econometrics #188 of 661 down down by 56 ranks
Accounting #49 of 155 down down by 16 ranks
journal-quality-icon Journal quality:
Good
calendar-icon Last 4 years overview: 88 Published Papers | 261 Citations
indexed-in-icon Indexed in: Scopus
last-updated-icon Last updated: 24/06/2020
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Related Journals

open access Open Access
recommended Recommended

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Quality:  
High
CiteRatio: 5.3
SJR: 4.657
SNIP: 3.034
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Elsevier

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CiteRatio: 9.6
SJR: 11.673
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Elsevier

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Wiley

Quality:  
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CiteRatio: 3.2
SJR: 1.064
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Journal Performance & Insights

Impact Factor

CiteRatio

Determines the importance of a journal by taking a measure of frequency with which the average article in a journal has been cited in a particular year.

A measure of average citations received per peer-reviewed paper published in the journal.

1.756

17% from 2018

Impact factor for Journal of Risk and Uncertainty from 2016 - 2019
Year Value
2019 1.756
2018 2.122
2017 1.886
2016 1.298
graph view Graph view
table view Table view

3.0

CiteRatio for Journal of Risk and Uncertainty from 2016 - 2020
Year Value
2020 3.0
2019 3.0
2018 3.0
2017 2.9
2016 2.7
graph view Graph view
table view Table view

insights Insights

  • Impact factor of this journal has decreased by 17% in last year.
  • This journal’s impact factor is in the top 10 percentile category.

insights Insights

  • This journal’s CiteRatio is in the top 10 percentile category.

SCImago Journal Rank (SJR)

Source Normalized Impact per Paper (SNIP)

Measures weighted citations received by the journal. Citation weighting depends on the categories and prestige of the citing journal.

Measures actual citations received relative to citations expected for the journal's category.

1.165

44% from 2019

SJR for Journal of Risk and Uncertainty from 2016 - 2020
Year Value
2020 1.165
2019 2.064
2018 3.449
2017 1.471
2016 1.449
graph view Graph view
table view Table view

1.798

26% from 2019

SNIP for Journal of Risk and Uncertainty from 2016 - 2020
Year Value
2020 1.798
2019 1.423
2018 1.535
2017 1.634
2016 1.333
graph view Graph view
table view Table view

insights Insights

  • SJR of this journal has decreased by 44% in last years.
  • This journal’s SJR is in the top 10 percentile category.

insights Insights

  • SNIP of this journal has increased by 26% in last years.
  • This journal’s SNIP is in the top 10 percentile category.

Journal of Risk and Uncertainty

Guideline source: View

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Springer

Journal of Risk and Uncertainty

The Journal of Risk and Uncertainty welcomes original manuscripts, both theoretical and empirical, dealing with the analysis of risk-bearing behavior and decision making under uncertainty. The topics covered in the journal include, but are not limited to, decision theory and t...... Read More

Finance

Accounting

Economics and Econometrics

Economics, Econometrics and Finance

i
Last updated on
24 Jun 2020
i
ISSN
0895-5646
i
Impact Factor
High - 1.254
i
Open Access
No
i
Sherpa RoMEO Archiving Policy
Green faq
i
Plagiarism Check
Available via Turnitin
i
Endnote Style
Download Available
i
Bibliography Name
SPBASIC
i
Citation Type
Author Year
(Blonder et al, 1982)
i
Bibliography Example
Beenakker CWJ (2006) Specular andreev reflection in graphene. Phys Rev Lett 97(6):067,007, URL 10.1103/PhysRevLett.97.067007

Top papers written in this journal

Journal Article DOI: 10.1007/BF00122574
Advances in prospect theory: cumulative representation of uncertainty
Amos Tversky1, Daniel Kahneman2

Abstract:

We develop a new version of prospect theory that employs cumulative rather than separable decision weights and extends the theory in several respects. This version, called cumulative prospect theory, applies to uncertain as well as to risky prospects with any number of outcomes, and it allows different weighting functions for... We develop a new version of prospect theory that employs cumulative rather than separable decision weights and extends the theory in several respects. This version, called cumulative prospect theory, applies to uncertain as well as to risky prospects with any number of outcomes, and it allows different weighting functions for gains and for losses. Two principles, diminishing sensitivity and loss aversion, are invoked to explain the characteristic curvature of the value function and the weighting functions. A review of the experimental evidence and the results of a new experiment confirm a distinctive fourfold pattern of risk attitudes: risk aversion for gains and risk seeking for losses of high probability; risk seeking for gains and risk aversion for losses of low probability. Expected utility theory reigned for several decades as the dominant normative and descriptive model of decision making under uncertainty, but it has come under serious question in recent years. There is now general agreement that the theory does not provide an adequate description of individual choice: a substantial body of evidence shows that decision makers systematically violate its basic tenets. Many alternative models have been proposed in response to this empirical challenge (for reviews, see Camerer, 1989; Fishburn, 1988; Machina, 1987). Some time ago we presented a model of choice, called prospect theory, which explained the major violations of expected utility theory in choices between risky prospects with a small number of outcomes (Kahneman and Tversky, 1979; Tversky and Kahneman, 1986). The key elements of this theory are 1) a value function that is concave for gains, convex for losses, and steeper for losses than for gains, read more read less

Topics:

Prospect theory (74%)74% related to the paper, Cumulative prospect theory (72%)72% related to the paper, Loss aversion (66%)66% related to the paper, Generalized expected utility (66%)66% related to the paper, Rank-dependent expected utility (66%)66% related to the paper
View PDF
13,433 Citations
Journal Article DOI: 10.1007/BF00055564
Status quo bias in decision making
William Samuelson1, Richard J. Zeckhauser2

Abstract:

Most real decisions, unlike those of economics texts, have a status quo alternative—that is, doing nothing or maintaining one's current or previous decision. A series of decision-making experiments shows that individuals disproportionately stick with the status quo. Data on the selections of health plans and retirement progra... Most real decisions, unlike those of economics texts, have a status quo alternative—that is, doing nothing or maintaining one's current or previous decision. A series of decision-making experiments shows that individuals disproportionately stick with the status quo. Data on the selections of health plans and retirement programs by faculty members reveal that the status quo bias is substantial in important real decisions. Economics, psychology, and decision theory provide possible explanations for this bias. Applications are discussed ranging from marketing techniques, to industrial organization, to the advance of science. read more read less

Topics:

Status quo bias (76%)76% related to the paper, Status quo (63%)63% related to the paper, Omission bias (55%)55% related to the paper, Behavioral economics (52%)52% related to the paper, Experimental economics (51%)51% related to the paper
View PDF
4,817 Citations
open accessOpen access Book Chapter DOI: 10.1007/978-94-017-1406-8_2
The Effects of Financial Incentives in Experiments: A Review and Capital-Labor-Production Framework
Colin F. Camerer1, Robin M. Hogarth2

Abstract:

We review 74 experiments with no, low, or high performance-based financial incentives. The modal result has no effect on mean performance (though variance is usually reduced by higher payment). Higher incentive does improve performance often, typically judgment tasks that are responsive to better effort. Incentives also reduc... We review 74 experiments with no, low, or high performance-based financial incentives. The modal result has no effect on mean performance (though variance is usually reduced by higher payment). Higher incentive does improve performance often, typically judgment tasks that are responsive to better effort. Incentives also reduce “presentation” effects (e.g., generosity and risk-seeking). Incentive effects are comparable to effects of other variables, particularly “cognitive capital” and task “production” demands, and interact with those variables, so a narrow-minded focus on incentives alone is misguided. We also note that no replicated study has made rationality violations disappear purely by raising incentives. read more read less

Topics:

Incentive (60%)60% related to the paper, Experimental economics (52%)52% related to the paper
View PDF
1,938 Citations
Journal Article DOI: 10.1007/BF00122575
Recent developments in modeling preferences: Uncertainty and ambiguity
Colin F. Camerer1, Martin Weber2

Abstract:

In subjective expected utility (SEU), the decision weights people attach to events are their beliefs about the likelihood of events. Much empirical evidence, inspired by Ellsberg (1961) and others, shows that people prefer to bet on events they know more about, even when their beliefs are held constant. (They are averse to am... In subjective expected utility (SEU), the decision weights people attach to events are their beliefs about the likelihood of events. Much empirical evidence, inspired by Ellsberg (1961) and others, shows that people prefer to bet on events they know more about, even when their beliefs are held constant. (They are averse to ambiguity, or uncertainty about probability.) We review evidence, recent theoretical explanations, and applications of research on ambiguity and SEU. read more read less

Topics:

Ellsberg paradox (72%)72% related to the paper, Ambiguity aversion (70%)70% related to the paper, Subjective expected utility (61%)61% related to the paper, Ambiguity (58%)58% related to the paper
1,702 Citations
Journal Article DOI: 10.1007/BF00057884
Preference and belief: Ambiguity and competence in choice under uncertainty
Chip Heath1, Amos Tversky1

Abstract:

We investigate the relation between judgments of probability and preferences between bets. A series of experiments provides support for the competence hypothesis that people prefer betting on their own judgment over an equiprobable chance event when they consider themselves knowledgeable, but not otherwise. They even pay a si... We investigate the relation between judgments of probability and preferences between bets. A series of experiments provides support for the competence hypothesis that people prefer betting on their own judgment over an equiprobable chance event when they consider themselves knowledgeable, but not otherwise. They even pay a significant premium to bet on their judgments. These data connot be explained by aversion to ambiguity, because judgmental probabilities are more ambiguous than chance events. We interpret the results in terms of the attribution of credit and blame. The possibility of inferring beliefs from preferences is questioned.1 read more read less

Topics:

Ambiguity (53%)53% related to the paper
View PDF
1,584 Citations
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3. Can I cite my article in multiple styles in Journal of Risk and Uncertainty?

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12. Is Journal of Risk and Uncertainty's impact factor high enough that I should try publishing my article there?

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13. What is Sherpa RoMEO Archiving Policy for Journal of Risk and Uncertainty?

SHERPA/RoMEO Database

We extracted this data from Sherpa Romeo to help researchers understand the access level of this journal in accordance with the Sherpa Romeo Archiving Policy for Journal of Risk and Uncertainty. The table below indicates the level of access a journal has as per Sherpa Romeo's archiving policy.

RoMEO Colour Archiving policy
Green Can archive pre-print and post-print or publisher's version/PDF
Blue Can archive post-print (ie final draft post-refereeing) or publisher's version/PDF
Yellow Can archive pre-print (ie pre-refereeing)
White Archiving not formally supported
FYI:
  1. Pre-prints as being the version of the paper before peer review and
  2. Post-prints as being the version of the paper after peer-review, with revisions having been made.

14. What are the most common citation types In Journal of Risk and Uncertainty?

The 5 most common citation types in order of usage for Journal of Risk and Uncertainty are:.

S. No. Citation Style Type
1. Author Year
2. Numbered
3. Numbered (Superscripted)
4. Author Year (Cited Pages)
5. Footnote

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16. Can I download Journal of Risk and Uncertainty in Endnote format?

Yes, SciSpace provides this functionality. After signing up, you would need to import your existing references from Word or Bib file to SciSpace. Then SciSpace would allow you to download your references in Journal of Risk and Uncertainty Endnote style according to Elsevier guidelines.

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