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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:

Closed-form portfolio optimization under GARCH models
Marcos Escobar‐Anel, Maximilian Gollart, Rudi Zagst
Operations Research Perspectives (2021) Vol. 9, pp. 100216-100216
Open Access | Times Cited: 11

Showing 11 citing articles:

Multivariate Affine GARCH in portfolio optimization. Analytical solutions and applications
Marcos Escobar‐Anel, Y. Jeffrey Yang, Rudi Zagst
The North American Journal of Economics and Finance (2025), pp. 102376-102376
Closed Access
Data-Based Parametrization for Affine GARCH Models Across Multiple Time Scales—Roughness Implications
Marcos Escobar‐Anel, Sebastián Ferrando, F. Y. Li, et al.
Econometrics (2025) Vol. 13, Iss. 1, pp. 6-6
Open Access
A Novel Black-Litterman Model with Time-Varying Covariance for Optimal Asset Allocation of Pension Funds
Yuqin Sun, Yungao Wu, Gejirifu De
Mathematics (2023) Vol. 11, Iss. 6, pp. 1476-1476
Open Access | Times Cited: 9
Optimal consumption and investment in general affine GARCH models
Marcos Escobar‐Anel, Ben Spies, Rudi Zagst
OR Spectrum (2024) Vol. 46, Iss. 3, pp. 987-1026
Closed Access | Times Cited: 2
Expected Utility Theory on General Affine GARCH Models
Marcos Escobar‐Anel, Ben Spies, Rudi Zagst
Applied Mathematical Finance (2021) Vol. 28, Iss. 6, pp. 477-507
Open Access | Times Cited: 10
Interest rate risk of Chinese commercial banks based on the GARCH-EVT model
Xin Chen, Zhangming Shan, Decai Tang, et al.
Humanities and Social Sciences Communications (2023) Vol. 10, Iss. 1
Open Access | Times Cited: 3
Mean–variance optimization under affine GARCH: A utility-based solution
Marcos Escobar‐Anel, Ben Spies, Rudi Zagst
Finance research letters (2023) Vol. 59, pp. 104749-104749
Closed Access | Times Cited: 3
Multivariate Affine GARCH in portfolio optimization
Marcos Escobar‐Anel, Yu Jung Yang, Rudi Zagst
SSRN Electronic Journal (2024)
Closed Access
Bayesian Learning in an Affine GARCH Model with Application to Portfolio Optimization
Marcos Escobar‐Anel, Max Speck, Rudi Zagst
Mathematics (2024) Vol. 12, Iss. 11, pp. 1611-1611
Open Access
Do jumps matter in discrete-time portfolio optimization?
Marcos Escobar‐Anel, Ben Spies, Rudi Zagst
Operations Research Perspectives (2024) Vol. 13, pp. 100312-100312
Open Access
Data Based Parametrization for Affine GARCH Models Across Multiple Time Scales. Roughness Implications
Marcos Escobar‐Anel, Sebastián Ferrando, F. Y. Li, et al.
(2024)
Closed Access
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