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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:

Optimal Portfolio Diversification via Independent Component Analysis
Nathan Lassance, Victor DeMiguel, Frédéric Vrins
Operations Research (2021) Vol. 70, Iss. 1, pp. 55-72
Open Access | Times Cited: 33

Showing 1-25 of 33 citing articles:

Testing green finance portfolio performance
Enoch Quaye, Radu Tunaru, Diana Tunaru
Journal of the Operational Research Society (2025), pp. 1-15
Open Access
Portfolio selection with parsimonious higher comoments estimation
Nathan Lassance, Frédéric Vrins
Journal of Banking & Finance (2021) Vol. 126, pp. 106115-106115
Closed Access | Times Cited: 28
A two-stage adaptive affinity propagation clustering using the wtDTW distance: Application in portfolio optimization
Junting Zhang, Jieyu Zhang, Haifei Liu, et al.
Expert Systems with Applications (2025), pp. 126884-126884
Closed Access
The role of CDS spreads in explaining bond recovery rates
Matteo Barbagli, Pascal François, Geneviève Gauthier, et al.
Journal of Banking & Finance (2025), pp. 107414-107414
Closed Access
Asset Allocation with Factor-Based Covariance Matrices
Thomas Conlon, John Cotter, Iason Kynigakis
European Journal of Operational Research (2025)
Open Access
Benefits of diversification in EU capital markets: Evidence from stock portfolios
Jean‐Baptiste Gossé, Camille Jehle
Economic Modelling (2024) Vol. 135, pp. 106725-106725
Closed Access | Times Cited: 3
Portfolio selection: A target-distribution approach
Nathan Lassance, Frédéric Vrins
European Journal of Operational Research (2023) Vol. 310, Iss. 1, pp. 302-314
Closed Access | Times Cited: 7
Multi-objective portfolio selection considering expected and total utility
Xianhe Wang, Yuliang Ouyang, You Li, et al.
Finance research letters (2023) Vol. 58, pp. 104552-104552
Closed Access | Times Cited: 7
Incorporating different sources of information for Bayesian optimal portfolio selection
Olha Bodnar, Taras Bodnar, Vilhelm Niklasson
Journal of Business and Economic Statistics (2024), pp. 1-13
Open Access | Times Cited: 2
Characterizing Intercity Mobility Patterns for the Greater Bay Area in China
Yanzhong Yin, Qunyong Wu, Mengmeng Li
ISPRS International Journal of Geo-Information (2022) Vol. 12, Iss. 1, pp. 5-5
Open Access | Times Cited: 11
Constructing Bayesian tangency portfolios under short-selling restrictions
Olha Bodnar, Taras Bodnar, Vilhelm Niklasson
Finance research letters (2024) Vol. 62, pp. 105065-105065
Open Access | Times Cited: 1
A Fuzzy Entropy Approach for Portfolio Selection
Milena Bonacic, Héctor López-Ospina, Cristián Bravo, et al.
Mathematics (2024) Vol. 12, Iss. 13, pp. 1921-1921
Open Access | Times Cited: 1
Risk Budgeting Allocation for Dynamic Risk Measures
Sebastian Jaimungal, Silvana M. Pesenti, Yuri F. Saporito, et al.
SSRN Electronic Journal (2023)
Open Access | Times Cited: 3
Maximizing the Out-of-Sample Sharpe Ratio
Nathan Lassance
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 8
Dynamic portfolio selection with sector-specific regularization
Christian Hafner, Linqi Wang
Econometrics and Statistics (2022) Vol. 32, pp. 17-33
Closed Access | Times Cited: 5
Machine Learning and Factor-Based Portfolio Optimization
Thomas Conlon, John Cotter, Iason Kynigakis
SSRN Electronic Journal (2021)
Open Access | Times Cited: 6
The Role of CDS Spreads in Explaining Bond Recovery Rates
Matteo Barbagli, Pascal François, Geneviève Gauthier, et al.
SSRN Electronic Journal (2024)
Open Access
The Economic Value of Mean Squared Error: Evidence from Portfolio Selection
Zhaokun Cai, Zhenyu Cui, Nathan Lassance, et al.
(2024)
Closed Access
Generative Evolution Attacks Portfolio Selection
Chen Li, Zidong Han, Jinrong Jiang, et al.
2022 IEEE Congress on Evolutionary Computation (CEC) (2024), pp. 1-8
Closed Access
Risk Budgeting Allocation for Dynamic Risk Measures
Silvana M. Pesenti, Sebastian Jaimungal, Yuri F. Saporito, et al.
Operations Research (2024)
Open Access
Asset and Factor Risk Budgeting: a balanced approach
Adil Rengim Cetingoz, Olivier Guéant
Quantitative Finance (2024), pp. 1-15
Closed Access
Risk Budget Portfolios With Convex Non-negative Matrix Factorization
Bruno Spilak, Wolfgang Karl Härdle
SSRN Electronic Journal (2023)
Open Access | Times Cited: 1
First passage times in portfolio optimization: A novel nonparametric approach
Gabriel Zsurkis, Jo�ão Nicolau, Paulo M.M. Rodrigues
European Journal of Operational Research (2023) Vol. 312, Iss. 3, pp. 1074-1085
Open Access | Times Cited: 1
Risk budgeting using a generalized diversity index
Gilles Boevi Koumou
Journal of Asset Management (2023) Vol. 24, Iss. 6, pp. 443-458
Closed Access | Times Cited: 1
Portfolio Selection: A Target-Distribution Approach
Nathan Lassance, Frédéric Vrins
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 1
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