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:
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
Jesper Lund Pedersen, Goran Peškir
SIAM Journal on Control and Optimization (2018) Vol. 56, Iss. 2, pp. 1342-1357
Open Access | Times Cited: 9
Showing 9 citing articles:
On Finding Equilibrium Stopping Times for Time-Inconsistent Markovian Problems
Sören Christensen, Kristoffer Lindensjö
SIAM Journal on Control and Optimization (2018) Vol. 56, Iss. 6, pp. 4228-4255
Open Access | Times Cited: 50
Sören Christensen, Kristoffer Lindensjö
SIAM Journal on Control and Optimization (2018) Vol. 56, Iss. 6, pp. 4228-4255
Open Access | Times Cited: 50
Dynamic Optimal Mean-Variance Portfolio Selection with a 3/2 Stochastic Volatility
Yumo Zhang
Risks (2021) Vol. 9, Iss. 4, pp. 61-61
Open Access | Times Cited: 8
Yumo Zhang
Risks (2021) Vol. 9, Iss. 4, pp. 61-61
Open Access | Times Cited: 8
Moment-constrained optimal dividends: precommitment and consistent planning
Sören Christensen, Kristoffer Lindensjö
Advances in Applied Probability (2022) Vol. 54, Iss. 2, pp. 404-432
Closed Access | Times Cited: 5
Sören Christensen, Kristoffer Lindensjö
Advances in Applied Probability (2022) Vol. 54, Iss. 2, pp. 404-432
Closed Access | Times Cited: 5
Dynamic Optimal Mean-Variance Investment with Mispricing in the Family of 4/2 Stochastic Volatility Models
Yumo Zhang
Mathematics (2021) Vol. 9, Iss. 18, pp. 2293-2293
Open Access | Times Cited: 7
Yumo Zhang
Mathematics (2021) Vol. 9, Iss. 18, pp. 2293-2293
Open Access | Times Cited: 7
Constrained mean-variance portfolio optimization for jump-diffusion process under partial information
Caibin Zhang, Zhibin Liang
Stochastic Models (2023) Vol. 39, Iss. 4, pp. 741-771
Closed Access | Times Cited: 2
Caibin Zhang, Zhibin Liang
Stochastic Models (2023) Vol. 39, Iss. 4, pp. 741-771
Closed Access | Times Cited: 2
Dynamic optimal mean-variance portfolio selection with stochastic volatility and stochastic interest rate
Yumo Zhang
Annals of Finance (2022) Vol. 18, Iss. 4, pp. 511-544
Closed Access | Times Cited: 2
Yumo Zhang
Annals of Finance (2022) Vol. 18, Iss. 4, pp. 511-544
Closed Access | Times Cited: 2
Dynamic optimality in optimal variance stopping problems
Bruno Buonaguidi
Statistics & Probability Letters (2018) Vol. 141, pp. 103-108
Closed Access | Times Cited: 1
Bruno Buonaguidi
Statistics & Probability Letters (2018) Vol. 141, pp. 103-108
Closed Access | Times Cited: 1
Moment constrained optimal dividends: precommitment \& consistent planning
Sören Christensen, Kristoffer Lindensjö
arXiv (Cornell University) (2019)
Closed Access
Sören Christensen, Kristoffer Lindensjö
arXiv (Cornell University) (2019)
Closed Access
OPTIMAL MEAN–VARIANCE PORTFOLIO SELECTION WITH NO-SHORT-SELLING CONSTRAINT
Jingsi Xu
International Journal of Theoretical and Applied Finance (2020) Vol. 23, Iss. 08, pp. 2050054-2050054
Closed Access
Jingsi Xu
International Journal of Theoretical and Applied Finance (2020) Vol. 23, Iss. 08, pp. 2050054-2050054
Closed Access
