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OpenAlex Citation Counts

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OpenAlex is a bibliographic catalogue of scientific papers, authors and institutions accessible in open access mode, named after the Library of Alexandria. It's citation coverage is excellent and I hope you will find utility in this listing of citing articles!

If you click the article title, you'll navigate to the article, as listed in CrossRef. If you click the Open Access links, you'll navigate to the "best Open Access location". Clicking the citation count will open this listing for that article. Lastly at the bottom of the page, you'll find basic pagination options.

Requested Article:

A multi-period fuzzy mean-minimax risk portfolio model with investor’s risk attitude
Xingyu Yang, Weilong Liu, Si-Dou Chen, et al.
Soft Computing (2020) Vol. 25, Iss. 4, pp. 2949-2963
Closed Access | Times Cited: 20

Showing 20 citing articles:

Higher-order moments in portfolio selection problems: A comprehensive literature review
Pawan Kumar Mandal, Manoj Thakur
Expert Systems with Applications (2023) Vol. 238, pp. 121625-121625
Closed Access | Times Cited: 14
Supply chain finance-based payment scheme strategies in a pull supply chain
Chenyu Wang, Xun Xu, Xiangfeng Chen
International Journal of Production Research (2024), pp. 1-27
Closed Access | Times Cited: 5
An automatic trading system for fuzzy portfolio optimization problem with sell orders
Zhang Yon, Weilong Liu, Xingyu Yang
Expert Systems with Applications (2021) Vol. 187, pp. 115822-115822
Closed Access | Times Cited: 21
Credibilistic variance and skewness of trapezoidal fuzzy variable and mean–variance–skewness model for portfolio selection
Jagdish Kumar Pahade, Manoj Jha
Results in Applied Mathematics (2021) Vol. 11, pp. 100159-100159
Open Access | Times Cited: 18
An uncertainty theory based tri-objective behavioral portfolio selection model with loss aversion and reference level using a modified evolutionary root system growth algorithm
Yuefen Chen, Bo Li
Journal of Computational and Applied Mathematics (2024) Vol. 446, pp. 115859-115859
Closed Access | Times Cited: 2
Dynamic portfolio optimization using technical analysis‐based clustering
Ahmad Zaman Khan, Mukesh Kumar Mehlawat
International Journal of Intelligent Systems (2022) Vol. 37, Iss. 10, pp. 6978-7057
Open Access | Times Cited: 10
A Multi-period Fuzzy Portfolio Optimization Model with Short Selling Constraints
Xingyu Yang, Si-Dou Chen, Weilong Liu, et al.
International Journal of Fuzzy Systems (2022) Vol. 24, Iss. 6, pp. 2798-2812
Closed Access | Times Cited: 10
A multi-period fuzzy portfolio optimization model with investors’ loss aversion
Xingyu Yang, Jingui Chen, Weilong Liu, et al.
Soft Computing (2023) Vol. 27, Iss. 24, pp. 18829-18842
Open Access | Times Cited: 4
A Fuzzy Portfolio Model With Cardinality Constraints Based on Differential Evolution Algorithms
HE Jian-dong
International Journal of Data Warehousing and Mining (2024) Vol. 20, Iss. 1, pp. 1-14
Open Access | Times Cited: 1
Multi-period mean–variance portfolio selection with real constraints based on machine learning
Shulin Cui, Peng Zhang
International Journal of Machine Learning and Cybernetics (2024)
Closed Access | Times Cited: 1
Optimistic and Pessimistic Fuzzy Data Envelopment Analysis: Empirical Evidence from Tehran Stock Market
Pejman Peykani, Mohammad Namakshenas, Nasim Arabjazi, et al.
(2021) Vol. 2, Iss. 2, pp. 12-21
Closed Access | Times Cited: 9
Multi-period portfolio optimization based on credibilistic lower and upper VaR ratios
Xiu Jin, He Li, Yuting Hou
Journal of Intelligent & Fuzzy Systems (2023) Vol. 45, Iss. 3, pp. 4825-4845
Closed Access | Times Cited: 3
Quantum Finance and Fuzzy Reinforcement Learning-Based Multi-agent Trading System
Chi Vicky Cheng, Bingshen Chen, Ziting Xiao, et al.
International Journal of Fuzzy Systems (2024) Vol. 26, Iss. 7, pp. 2224-2245
Closed Access
A Multi Period Portfolio Optimization: Incorporating Stochastic Predictions and Heuristic Algorithms
Seyedeh Asra Ahmadi, Peiman Ghasemi
Applied Soft Computing (2024), pp. 112662-112662
Closed Access
Portfolio optimization with background risk and diversification based on uncertain random programming
Yuefen Chen, Bo Li
Journal of Industrial and Management Optimization (2024)
Open Access
The Weighted Lower and Upper Admissible Mean Downside Semi-variance Portfolio Selection
Peng Zhang, Shili Dang
International Journal of Fuzzy Systems (2021) Vol. 23, Iss. 6, pp. 1775-1788
Closed Access | Times Cited: 3
Solution to the Unconstrained Portfolio Optimisation Problem Using a Genetic Algorithm
Het Shah, Millie Pant
Lecture notes in networks and systems (2023), pp. 471-489
Closed Access
A multi-period fuzzy portfolio optimization model with investors' loss aversion
Xingyu Yang, Jingui Chen, Weilong Liu, et al.
Research Square (Research Square) (2023)
Open Access
Competitive Online Strategy Based on Improved Exponential Gradient Expert and Aggregating Method
Yong Zhang, Jiahao Li, Xingyu Yang, et al.
Computational Economics (2023) Vol. 64, Iss. 2, pp. 789-814
Closed Access
Modified variance incorporating high-order moments in risk measure with Gram-Charlier returns
Bernardo León-Camacho, Andrés Mora‐Valencia, Javier Perote
The Engineering Economist (2022) Vol. 67, Iss. 3, pp. 218-233
Open Access
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