Open Access Helper

OpenAlex Citation Counts

OpenAlex Citations Logo

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:

Dynamic Hedging in Incomplete Markets: A Simple Solution
Suleyman Basak, Georgy Chabakauri
Review of Financial Studies (2012) Vol. 25, Iss. 6, pp. 1845-1896
Open Access | Times Cited: 53

Showing 1-25 of 53 citing articles:

Dynamic Mean-Variance Asset Allocation
Suleyman Basak, Georgy Chabakauri
Review of Financial Studies (2010) Vol. 23, Iss. 8, pp. 2970-3016
Closed Access | Times Cited: 566
A Dynamic Mean-Variance Analysis for Log Returns
Min Dai, Hanqing Jin, Steven Kou, et al.
Management Science (2020) Vol. 67, Iss. 2, pp. 1093-1108
Open Access | Times Cited: 69
Integrated Commodity Inventory Management and Financial Hedging: A Dynamic Mean‐Variance Analysis
Panos Kouvelis, Zhan Pang, Qing Ding
Production and Operations Management (2018) Vol. 27, Iss. 6, pp. 1052-1073
Closed Access | Times Cited: 45
Option prices and costly short-selling
Adem Atmaz, Suleyman Basak
Journal of Financial Economics (2019) Vol. 134, Iss. 1, pp. 1-28
Open Access | Times Cited: 34
Market efficiency and information flow between the crude palm oil and crude oil futures markets
Minhyuk Jeong, Sung-Chun Kim, Eojin Yi, et al.
Energy Strategy Reviews (2022) Vol. 45, pp. 101008-101008
Open Access | Times Cited: 16
Buy now and price later: Supply contracts with time-consistent mean–variance financial hedging
Qiang Li, Baozhuang Niu, Lap-Keung Chu, et al.
European Journal of Operational Research (2018) Vol. 268, Iss. 2, pp. 582-595
Closed Access | Times Cited: 24
Time consistent vs. time inconsistent dynamic asset allocation: Some utility cost calculations for mean variance preferences
Abraham Lioui
Journal of Economic Dynamics and Control (2013) Vol. 37, Iss. 5, pp. 1066-1096
Closed Access | Times Cited: 25
Quadratic hedging schemes for non-Gaussian GARCH models
Alexandru Badescu, Robert J. Elliott, Juan‐Pablo Ortega
Journal of Economic Dynamics and Control (2014) Vol. 42, pp. 13-32
Open Access | Times Cited: 23
Cross-hedging minimum return guarantees: Basis and liquidity risks
Stefan Ankirchner, Judith C. Schneider, Nikolaus Schweizer
Journal of Economic Dynamics and Control (2014) Vol. 41, pp. 93-109
Closed Access | Times Cited: 16
A utility adjusted newsvendor model with stochastic demand
Farzad Alavi Fard, Jian He, Dmitry Ivanov, et al.
International Journal of Production Economics (2019) Vol. 211, pp. 154-165
Closed Access | Times Cited: 14
DYNAMIC HEDGING OF LONGEVITY RISK: THE EFFECT OF TRADING FREQUENCY
Hong Li
Astin Bulletin (2017) Vol. 48, Iss. 1, pp. 197-232
Closed Access | Times Cited: 14
Pricing American Options under High-Dimensional Models with Recursive Adaptive Sparse Expectations*
Simon Scheidegger, Adrien Treccani
Journal of Financial Econometrics (2018) Vol. 19, Iss. 2, pp. 258-290
Closed Access | Times Cited: 11
Near-optimal asset allocation in financial markets with trading constraints
Thijs Kamma, Antoon Pelsser
European Journal of Operational Research (2021) Vol. 297, Iss. 2, pp. 766-781
Open Access | Times Cited: 9
Dynamic changes and multi-dimensional evolution of portfolio optimization
Wei Zhou, Wenqiang Zhu, Yan Chen, et al.
Economic Research-Ekonomska Istraživanja (2021) Vol. 35, Iss. 1, pp. 1431-1456
Open Access | Times Cited: 9
A discrete-time hedging framework with multiple factors and fat tails: On what matters
Maciej Augustyniak, Alexandru Badescu, Jean‐François Bégin
Journal of Econometrics (2021) Vol. 232, Iss. 2, pp. 416-444
Closed Access | Times Cited: 9
Constrained Dynamic Optimality and Binomial Terminal Wealth
Jesper Lund Pedersen, Goran Peškir
SIAM Journal on Control and Optimization (2018) Vol. 56, Iss. 2, pp. 1342-1357
Open Access | Times Cited: 9
Asset Pricing with Dynamically Inconsistent Agents
Mariana Khapko
SSRN Electronic Journal (2015)
Closed Access | Times Cited: 8
Dynamic conic hedging for competitiveness
Dilip B. Madan, Martijn Pistorius, Wim Schoutens
Mathematics and Financial Economics (2016) Vol. 10, Iss. 4, pp. 405-439
Open Access | Times Cited: 7
HEDGING OPTIONS IN A DOUBLY MARKOV-MODULATED FINANCIAL MARKET VIA STOCHASTIC FLOWS
Tak Kuen Siu, Robert J. Elliott
International Journal of Theoretical and Applied Finance (2019) Vol. 22, Iss. 08, pp. 1950047-1950047
Closed Access | Times Cited: 7
Volatility Uncertainty, Time Decay, and Option Bid-Ask Spreads in an Incomplete Market
PeiLin Billy Hsieh, Robert A. Jarrow
Management Science (2017) Vol. 65, Iss. 4, pp. 1833-1854
Closed Access | Times Cited: 7
Option overlay strategies
Dilip B. Madan, Yazid M. Sharaiha
Quantitative Finance (2015) Vol. 15, Iss. 7, pp. 1175-1190
Closed Access | Times Cited: 5
Optimal hedging through limit orders
Rossella Agliardi
Stochastic Models (2016) Vol. 32, Iss. 4, pp. 593-605
Closed Access | Times Cited: 4
Robust hedging in incomplete markets
Sally Shen, Antoon Pelsser, Peter C. Schotman
Journal of Pensions Economics and Finance (2018) Vol. 18, Iss. 3, pp. 473-493
Open Access | Times Cited: 5
Portfolio Selection with Options and Transaction Costs
Semyon Malamud
SSRN Electronic Journal (2014)
Closed Access | Times Cited: 4
Pricing and Hedging in Incomplete Markets with Model Ambiguity
Anne Balter, Antoon Pelsser
SSRN Electronic Journal (2014)
Closed Access | Times Cited: 4
Page 1 - Next Page

Scroll to top