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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:

Correlation Risk and Optimal Portfolio Choice
Andrea Buraschi, Paolo Porchia, Fabio Trojani
The Journal of Finance (2010) Vol. 65, Iss. 1, pp. 393-420
Open Access | Times Cited: 254

Showing 1-25 of 254 citing articles:

Affine processes on positive semidefinite matrices
Christa Cuchiero, Damir Filipović, Eberhard Mayerhofer, et al.
The Annals of Applied Probability (2011) Vol. 21, Iss. 2
Open Access | Times Cited: 150
International correlation risk
Philippe Mueller, Andreas Stathopoulos, Andrea Vedolin
Journal of Financial Economics (2017) Vol. 126, Iss. 2, pp. 270-299
Open Access | Times Cited: 112
Information in the Term Structure of Yield Curve Volatility
Anna Cieślak, Pavol Povala
The Journal of Finance (2016) Vol. 71, Iss. 3, pp. 1393-1436
Open Access | Times Cited: 95
Volatility of aggregate volatility and hedge fund returns
Vikas Agarwal, Yakup Eser Arısoy, Narayan Y. Naik
Journal of Financial Economics (2017) Vol. 125, Iss. 3, pp. 491-510
Open Access | Times Cited: 94
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
When There Is No Place to Hide: Correlation Risk and the Cross-Section of Hedge Fund Returns
Andrea Buraschi, Robert Kosowski, Fabio Trojani
Review of Financial Studies (2013) Vol. 27, Iss. 2, pp. 581-616
Closed Access | Times Cited: 91
Option-Implied Correlations and the Price of Correlation Risk
Grigory Vilkov, Joost Driessen, Pascal J. Maenhout
SSRN Electronic Journal (2020)
Closed Access | Times Cited: 64
Should Long-Term Investors Time Volatility?
Alan Moreira, Tyler Muir
Journal of Financial Economics (2018) Vol. 131, Iss. 3, pp. 507-527
Closed Access | Times Cited: 62
On strong solutions for positive definite jump diffusions
Eberhard Mayerhofer, Oliver Pfaffel, Robert Stelzer
Stochastic Processes and their Applications (2011) Vol. 121, Iss. 9, pp. 2072-2086
Open Access | Times Cited: 68
Pricing Multi-Strike Quanto Call Options on Multiple Assets with Stochastic Volatility, Correlation, and Exchange Rates
Boris Ter-Avanesov, Günter Meißner
Applied Mathematics (2025) Vol. 16, Iss. 01, pp. 113-142
Open Access
Portfolios and risk premia for the long run
Paolo Guasoni, Scott Robertson
The Annals of Applied Probability (2012) Vol. 22, Iss. 1
Open Access | Times Cited: 57
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
When There is No Place to Hide - Correlation Risk and the Cross-Section of Hedge Fund Returns
Andrea Buraschi, Robert Kosowski, Fabio Trojani
SSRN Electronic Journal (2012)
Closed Access | Times Cited: 48
Measuring systemic risk using vine-copula
Armin Pourkhanali, Jong‐Min Kim, Laleh Tafakori, et al.
Economic Modelling (2015) Vol. 53, pp. 63-74
Closed Access | Times Cited: 48
Option-Implied Correlations and the Price of Correlation Risk
Joost Driessen, Pascal J. Maenhout, Grigory Vilkov
SSRN Electronic Journal (2013)
Closed Access | Times Cited: 48
Bayesian semiparametric multivariate GARCH modeling
Mark J. Jensen, John M. Maheu
Journal of Econometrics (2013) Vol. 176, Iss. 1, pp. 3-17
Open Access | Times Cited: 45
Realized Wishart-GARCH: A Score-driven Multi-Asset Volatility Model*
Paolo Gorgi, Peter Reinhard Hansen, P. Janus, et al.
Journal of Financial Econometrics (2018) Vol. 17, Iss. 1, pp. 1-32
Open Access | Times Cited: 44
Oil shocks and financial systemic stress: International evidence
Qin Xiao
Energy Economics (2020) Vol. 92, pp. 104945-104945
Closed Access | Times Cited: 38
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
Wage risk and portfolio choice: The role of correlated returns
Johannes König, Maximilian Longmuir
International Review of Financial Analysis (2025) Vol. 100, pp. 103985-103985
Closed Access
The Benefit of Being Central: Stock Network Centrality and Stock Price Crashes
Chuangxia Huang, Yanchen Deng, Xiaoguang Yang, et al.
Journal of Systems Science and Complexity (2025)
Closed Access
HEDGING (CO)VARIANCE RISK WITH VARIANCE SWAPS
José Da Fonseca, Martino Grasselli, Florian Ielpo
International Journal of Theoretical and Applied Finance (2011) Vol. 14, Iss. 06, pp. 899-943
Open Access | Times Cited: 40
An analytical review of volatility metrics for bubbles and crashes
Harold L. Vogel, Richard A. Werner
International Review of Financial Analysis (2014) Vol. 38, pp. 15-28
Open Access | Times Cited: 38
Mean–variance asset–liability management with asset correlation risk and insurance liabilities
Mei Choi Chiu, Hoi Ying Wong
Insurance Mathematics and Economics (2014) Vol. 59, pp. 300-310
Closed Access | Times Cited: 36
The Duration Puzzle in Life-Cycle Investment*
Servaas van Bilsen, Ilja Boelaars, A.L. Bovenberg
Review of Finance (2020) Vol. 24, Iss. 6, pp. 1271-1311
Closed Access | Times Cited: 30
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