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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:

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

Showing 1-25 of 65 citing articles:

Operational Research: methods and applications
Fotios Petropoulos, Gilbert Laporte, Emel Aktaş, et al.
Journal of the Operational Research Society (2023) Vol. 75, Iss. 3, pp. 423-617
Open Access | Times Cited: 33
Presenting a self-adjusting algorithm for optimizing the stock portfolio according to the fundamental index and technical analysis
Hamed Asgari, J. Behnamian
Journal of Modelling in Management (2025)
Closed Access
Robust Portfolio Selection Under Model Ambiguity Using Deep Learning
S.M. Miri, Erfan Salavati, M. Shamsi
International Journal of Financial Studies (2025) Vol. 13, Iss. 1, pp. 38-38
Open Access
Robust time-inconsistent stochastic control problems
Chi Seng Pun
Automatica (2018) Vol. 94, pp. 249-257
Open Access | Times Cited: 44
DeepSets and Their Derivative Networks for Solving Symmetric PDEs
Maximilien Germain, Mathieu Laurière, Huyên Pham, et al.
Journal of Scientific Computing (2022) Vol. 91, Iss. 2
Open Access | Times Cited: 16
Dynamic multi-period sparse portfolio selection model with asymmetric investors’ sentiments
Ju Wei, Yongxin Yang, Mingzhu Jiang, et al.
Expert Systems with Applications (2021) Vol. 177, pp. 114945-114945
Closed Access | Times Cited: 23
Markov decision processes under model uncertainty
Ariel Neufeld, Julian Sester, Mario Šikić
Mathematical Finance (2023) Vol. 33, Iss. 3, pp. 618-665
Open Access | Times Cited: 7
G-expected utility maximization with ambiguous equicorrelation
Chi Seng Pun
Quantitative Finance (2020) Vol. 21, Iss. 3, pp. 403-419
Closed Access | Times Cited: 18
Markowitz Portfolio Selection for Multivariate Affine and Quadratic Volterra Models
Eduardo Abi Jaber, Enzo Miller, Huyên Pham
SIAM Journal on Financial Mathematics (2021) Vol. 12, Iss. 1, pp. 369-409
Open Access | Times Cited: 16
Hesitant fuzzy linguistic portfolio model with variable risk appetite and its application in the investment ratio calculation
Wei Zhou, Zeshui Xu
Applied Soft Computing (2019) Vol. 84, pp. 105719-105719
Closed Access | Times Cited: 18
BAYESIAN LEARNING FOR THE MARKOWITZ PORTFOLIO SELECTION PROBLEM
Carmine De Franco, Johann Nicolle, Huyên Pham
International Journal of Theoretical and Applied Finance (2019) Vol. 22, Iss. 07, pp. 1950037-1950037
Open Access | Times Cited: 16
Duality theory for robust utility maximisation
Daniel Bartl, Michael Kupper, Ariel Neufeld
Finance and Stochastics (2021) Vol. 25, Iss. 3, pp. 469-503
Open Access | Times Cited: 14
Analysis and computation of an optimality equation arising in an impulse control problem with discrete and costly observations
Hidekazu Yoshioka, Motoh Tsujimura
Journal of Computational and Applied Mathematics (2019) Vol. 366, pp. 112399-112399
Open Access | Times Cited: 14
Portfolio diversification and model uncertainty: A robust dynamic mean‐variance approach
Huyên Pham, Xiaoli Wei, Chao Zhou
Mathematical Finance (2021) Vol. 32, Iss. 1, pp. 349-404
Open Access | Times Cited: 12
Robust Consumption-Investment with Return Ambiguity: A Dual Approach with Volatility Ambiguity
Kyunghyun Park, Hoi Ying Wong
SIAM Journal on Financial Mathematics (2022) Vol. 13, Iss. 3, pp. 802-843
Closed Access | Times Cited: 8
Optimal investment and consumption problems under correlation ambiguity
Bingyan Han, Hoi Ying Wong
IMA Journal of Management Mathematics (2019) Vol. 31, Iss. 1, pp. 69-89
Closed Access | Times Cited: 13
An Extended McKean–Vlasov Dynamic Programming Approach to Robust Equilibrium Controls Under Ambiguous Covariance Matrix
Qian Lei, Chi Seng Pun
Applied Mathematics & Optimization (2023) Vol. 88, Iss. 3
Closed Access | Times Cited: 4
Robust utility maximization of terminal wealth with drift and volatility uncertainty
Kerem Uğurlu
Optimization (2020) Vol. 70, Iss. 10, pp. 2081-2102
Closed Access | Times Cited: 10
Robust state-dependent mean–variance portfolio selection: a closed-loop approach
Bingyan Han, Chi Seng Pun, Hoi Ying Wong
Finance and Stochastics (2021) Vol. 25, Iss. 3, pp. 529-561
Closed Access | Times Cited: 9
Robust consumption portfolio optimization with stochastic differential utility
Jiangyan Pu, Qi Zhang
Automatica (2021) Vol. 133, pp. 109835-109835
Open Access | Times Cited: 9
A data-driven stochastic decision support system to investment portfolio problem under uncertainty
Amir Yousefli, Majeed Heydari, Reza Norouzi
Soft Computing (2022) Vol. 26, Iss. 11, pp. 5283-5296
Closed Access | Times Cited: 6
Hedging gas in a multi-frequency semiparametric CVaR portfolio
Dejan Živkov, Suzana Balaban, Milica Simić
Research in International Business and Finance (2023) Vol. 67, pp. 102149-102149
Closed Access | Times Cited: 3
Mean-Variance Portfolio Selection with Tracking Error Penalization
Willliam Lefebvre, Grégoire Loeper, Huyên Pham
Mathematics (2020) Vol. 8, Iss. 11, pp. 1915-1915
Open Access | Times Cited: 8
Deep learning for efficient frontier calculation in finance
Xavier Warin
The Journal of Computational Finance (2022)
Open Access | Times Cited: 5
Dynamic sparse portfolio rebalancing model: A perspective of investors’ behavior-related decisions
Ju Wei, Xipeng Liu, Weiguo Fan
Knowledge-Based Systems (2022) Vol. 251, pp. 109224-109224
Closed Access | Times Cited: 5
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