Most cited articles
| Article title | Authors | Year of publication | Number of citations |
|---|---|---|---|
| Behavioral portfolio selection in continuous time | Jin, HQ; Zhou, XY | 2008 | 188 |
| Home bias in global bond and equity markets: The role of real exchange rate volatility | Fidora, M; Fratzscher, M; Thimann, C | 2007 | 169 |
| Cost-sensitive boosted tree for loan evaluation in peer-to-peer lending | Xia, YF; Liu, CZ; Liu, NN | 2017 | 132 |
| Do commodities add value in multi-asset portfolios? An out-of-sample analysis for different investment strategies | Bessler W.; Wolff D | 2015 | 106 |
| Multi-asset portfolio optimization and out-of-sample performance: an evaluation of Black–Litterman, mean-variance, and naïve diversification approaches | Bessler W.; Opfer H.; Wolff D | 2017 | 74 |
| Portfolio selection with monotone mean-variance preferences | Maccheroni, F; Marinacci, M; Rustichini, A; Taboga, M | 2009 | 47 |
| Interval portfolio selection models within the framework of uncertainty theory | Li X.; Qin Z | 2014 | 42 |
| Markov-switching asset allocation: Do profitable strategies exist | Bulla J.; Mergner S.; Bulla I.; Sesboüé A.; Chesneau C | 2011 | 40 |
| Stable distributions in the Black-Litterman approach to asset allocation | Giacometti R.; Bertocchi M.; Rachev S.T.; Fabozzi F.J. | 2007 | 36 |
| Data-driven robust mean-CVaR portfolio selection under distribution ambiguity | Kang, ZL; Li, X; Li, ZF; Zhu, SS | 2019 | 35 |
| Article title | Authors | Year of publication | Number of citations |
|---|---|---|---|
| Behavioral portfolio selection in continuous time | Jin, HQ; Zhou, XY | 2008 | 188 |
| Home bias in global bond and equity markets: The role of real exchange rate volatility | Fidora, M; Fratzscher, M; Thimann, C | 2007 | 169 |
| Cost-sensitive boosted tree for loan evaluation in peer-to-peer lending | Xia, YF; Liu, CZ; Liu, NN | 2017 | 132 |
| Do commodities add value in multi-asset portfolios? An out-of-sample analysis for different investment strategies | Bessler W.; Wolff D | 2015 | 106 |
| Multi-asset portfolio optimization and out-of-sample performance: an evaluation of Black–Litterman, mean-variance, and naïve diversification approaches | Bessler W.; Opfer H.; Wolff D | 2017 | 74 |
| Portfolio selection with monotone mean-variance preferences | Maccheroni, F; Marinacci, M; Rustichini, A; Taboga, M | 2009 | 47 |
| Interval portfolio selection models within the framework of uncertainty theory | Li X.; Qin Z | 2014 | 42 |
| Markov-switching asset allocation: Do profitable strategies exist | Bulla J.; Mergner S.; Bulla I.; Sesboüé A.; Chesneau C | 2011 | 40 |
| Stable distributions in the Black-Litterman approach to asset allocation | Giacometti R.; Bertocchi M.; Rachev S.T.; Fabozzi F.J. | 2007 | 36 |
| Data-driven robust mean-CVaR portfolio selection under distribution ambiguity | Kang, ZL; Li, X; Li, ZF; Zhu, SS | 2019 | 35 |
Sharing content requires targeting cookies to be enabled. Please update your cookie preferences to use this feature.