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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:

Ambiguous Volatility and Asset Pricing in Continuous Time
Larry G. Epstein, Shaolin Ji
Review of Financial Studies (2013) Vol. 26, Iss. 7, pp. 1740-1786
Open Access | Times Cited: 229

Showing 1-25 of 229 citing articles:

Ambiguous volatility, possibility and utility in continuous time
Larry G. Epstein, Shaolin Ji
Journal of Mathematical Economics (2013) Vol. 50, pp. 269-282
Open Access | Times Cited: 149
Moral Hazard in Dynamic Risk Management
Jakša Cvitanić, Dylan Possamaï, Nizar Touzi
Management Science (2016) Vol. 63, Iss. 10, pp. 3328-3346
Open Access | Times Cited: 89
Portfolio Optimization with Ambiguous Correlation and Stochastic Volatilities
Jean‐Pierre Fouque, Chi Seng Pun, Hoi Ying Wong
SIAM Journal on Control and Optimization (2016) Vol. 54, Iss. 5, pp. 2309-2338
Closed Access | Times Cited: 88
A theoretical foundation of ambiguity measurement
Yehuda Izhakian
Journal of Economic Theory (2020) Vol. 187, pp. 105001-105001
Closed Access | Times Cited: 78
Financial markets with volatility uncertainty
Jörg Vorbrink
Journal of Mathematical Economics (2014) Vol. 53, pp. 64-78
Open Access | Times Cited: 90
Expected utility with uncertain probabilities theory
Yehuda Izhakian
Journal of Mathematical Economics (2016) Vol. 69, pp. 91-103
Closed Access | Times Cited: 80
Robust Markowitz mean‐variance portfolio selection under ambiguous covariance matrix
Amine Ismail, Huyên Pham
Mathematical Finance (2018) Vol. 29, Iss. 1, pp. 174-207
Open Access | Times Cited: 65
Ambiguity about volatility and investor behavior
Dimitrios Kostopoulos, Steffen Meyer, Charline Uhr
Journal of Financial Economics (2021) Vol. 145, Iss. 1, pp. 277-296
Closed Access | Times Cited: 42
How Aggregate Volatility-of-Volatility Affects Stock Returns*
Fabian Hollstein, Marcel Prokopczuk
The Review of Asset Pricing Studies (2017) Vol. 8, Iss. 2, pp. 253-292
Open Access | Times Cited: 53
Ambiguity Preferences and Portfolio Choices: Evidence from the Field
Milo Bianchi, Jean‐Marc Tallon
Management Science (2018) Vol. 65, Iss. 4, pp. 1486-1501
Open Access | Times Cited: 52
Improving Value-at-Risk Prediction Under Model Uncertainty
Shigē Péng, Shuzhen Yang, Jianfeng Yao
Journal of Financial Econometrics (2020) Vol. 21, Iss. 1, pp. 228-259
Open Access | Times Cited: 42
Delay-dependent Asymptotic Stability of Highly Nonlinear Stochastic Differential Delay Equations Driven by G-Brownian Motion
Chen Fei, Weiyin Fei, Xuerong Mao, et al.
Journal of the Franklin Institute (2022) Vol. 359, Iss. 9, pp. 4366-4392
Open Access | Times Cited: 23
Some empirical studies for the applications of fractional $ G $-Brownian motion in finance
Changhong Guo, Shaomei Fang, Yong He, et al.
Quantitative Finance and Economics (2025) Vol. 9, Iss. 1, pp. 1-39
Open Access
Maximum Principle for Stochastic Optimal Control Problem under Convex Expectation
Xiaojuan Li, Mingshang Hu
SIAM Journal on Control and Optimization (2025) Vol. 63, Iss. 1, pp. 524-545
Closed Access
Stochastic Calculus for Fractional G-Brownian Motion and its Application to Mathematical Finance
Changhong Guo, Fang Shan, Yanhu He, et al.
Markov Processes And Related Fields (2025), Iss. 2024 № 4 (30), pp. 477-524
Closed Access
Irreversible Investment under Volatility Ambiguity 
Wenbin Cao, Xiaowei Chen, Yinghui Ye, et al.
(2025)
Closed Access
Irreversible Adaptation and Knightian Climate Uncertainty
Dong Yan, Charles Sims
Environmental and Resource Economics (2025)
Closed Access
A Reminder that, in First-Best Equilibriums, Risk Premiums are not Directly Spanned by any of Uncertainty Risk, Volatility Risk, or Aggregate Risk
Oghenovo A. Obrimah
(2025)
Closed Access
Financial economics without probabilistic prior assumptions
Frank Riedel
Decisions in Economics and Finance (2014) Vol. 38, Iss. 1, pp. 75-91
Closed Access | Times Cited: 44
Does high-frequency crude oil futures data contain useful information for predicting volatility in the US stock market? New evidence
Jiqian Wang, Yisu Huang, Feng Ma, et al.
Energy Economics (2020) Vol. 91, pp. 104897-104897
Closed Access | Times Cited: 37
Superreplication under model uncertainty in discrete time
Marcel Nutz
Finance and Stochastics (2014) Vol. 18, Iss. 4, pp. 791-803
Closed Access | Times Cited: 41
A Stochastic Recursive Optimal Control Problem Under the G-expectation Framework
Mingshang Hu, Shaolin Ji, Shuzhen Yang
Applied Mathematics & Optimization (2014) Vol. 70, Iss. 2, pp. 253-278
Closed Access | Times Cited: 37
Robust reinsurance contracts in continuous time
Duni Hu, Shou Chen, Hailong Wang
Scandinavian Actuarial Journal (2016) Vol. 2018, Iss. 1, pp. 1-22
Closed Access | Times Cited: 34
Dynamic programming principle for stochastic recursive optimal control problem driven by a G-Brownian motion
Mingshang Hu, Shaolin Ji
Stochastic Processes and their Applications (2016) Vol. 127, Iss. 1, pp. 107-134
Open Access | Times Cited: 33
Affine processes under parameter uncertainty
Tolulope Fadina, Ariel Neufeld, Thorsten Schmidt
Probability Uncertainty and Quantitative Risk (2019) Vol. 4, Iss. 1
Open Access | Times Cited: 32
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