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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:

How Can 'Smart Beta' Go Horribly Wrong?
Robert D. Arnott, Noah Beck, Vitali Kalesnik, et al.
SSRN Electronic Journal (2016)
Closed Access | Times Cited: 58

Showing 1-25 of 58 citing articles:

Forecasting: theory and practice
Fotios Petropoulos, Daniele Apiletti, Vassilios Assimakopoulos, et al.
International Journal of Forecasting (2022) Vol. 38, Iss. 3, pp. 705-871
Open Access | Times Cited: 551
Reports of Value’s Death May Be Greatly Exaggerated
Robert D. Arnott, Campbell R. Harvey, Vitali Kalesnik, et al.
Financial Analysts Journal (2021) Vol. 77, Iss. 1, pp. 44-67
Open Access | Times Cited: 84
Factor-Based Investing: The Long-Term Evidence
Elroy Dimson, Paul Marsh, Mike Staunton
The Journal of Portfolio Management (2017) Vol. 43, Iss. 5, pp. 15-37
Closed Access | Times Cited: 56
Contrarian Factor Timing is Deceptively Difficult
Clifford S. Asness, Swati Chandra, Antti Ilmanen, et al.
The Journal of Portfolio Management (2017) Vol. 43, Iss. 5, pp. 72-87
Closed Access | Times Cited: 55
Alice’s Adventures in Factorland: Three Blunders That Plague Factor Investing
Rob Arnott, Campbell R. Harvey, Vitali Kalesnik, et al.
The Journal of Portfolio Management (2019) Vol. 45, Iss. 4, pp. 18-36
Closed Access | Times Cited: 50
Factor Timing in Asset Management: A Literature Review
Sebastian Hotze, Britta Hachenberg, Dirk Schiereck
Credit and Capital Markets – Kredit und Kapital (2025), pp. 1-50
Open Access
Factor Timing with Cross-Sectional and Time-Series Predictors
Philip Hodges, Ked Hogan, Justin R. Peterson, et al.
The Journal of Portfolio Management (2017) Vol. 44, Iss. 1, pp. 30-43
Closed Access | Times Cited: 46
INVITED EDITORIAL COMMENT
Clifford S. Asness
The Journal of Portfolio Management (2016) Vol. 42, Iss. 5, pp. 1-6
Closed Access | Times Cited: 44
Optimal Timing and Tilting of Equity Factors
Hubert Dichtl, Wolfgang Drobetz, Harald Lohre, et al.
Financial Analysts Journal (2019) Vol. 75, Iss. 4, pp. 84-102
Closed Access | Times Cited: 40
The Volatility Effect Revisited
David Blitz, Pim van Vliet, Guido Baltussen
The Journal of Portfolio Management (2019) Vol. 46, Iss. 2, pp. 45-63
Closed Access | Times Cited: 37
Forecasting: theory and practice
Fotios Petropoulos, Daniele Apiletti, Vassilios Assimakopoulos, et al.
arXiv (Cornell University) (2020)
Closed Access | Times Cited: 27
The Siren Song of Factor Timing
Clifford S. Asness
SSRN Electronic Journal (2016)
Closed Access | Times Cited: 24
Long-Horizon Predictability: A Cautionary Tale
Jacob Boudoukh, Ronen Israel, Matthew Richardson
Financial Analysts Journal (2019) Vol. 75, Iss. 1, pp. 17-30
Open Access | Times Cited: 23
Factor investing and asset allocation strategies: a comparison of factor versus sector optimization
Wolfgang Bessler, Georgi Taushanov, Dominik Wolff
Journal of Asset Management (2021) Vol. 22, Iss. 6, pp. 488-506
Open Access | Times Cited: 17
My Factor Philippic
Clifford S. Asness
SSRN Electronic Journal (2016)
Closed Access | Times Cited: 15
Crowding, Capacity, and Valuation of Minimum Volatility Strategies
Andrew Ang, Ananth Madhavan, Aleksander Sobczyk
The Journal of Index Investing (2017) Vol. 7, Iss. 4, pp. 41-50
Closed Access | Times Cited: 16
Smart beta, smart money
Qinhua Chen, Yeguang Chi
Journal of Empirical Finance (2018) Vol. 49, pp. 19-38
Closed Access | Times Cited: 15
A novel dynamic asset allocation system using Feature Saliency Hidden Markov models for smart beta investing
Elizabeth Fons, P Dawson, Jeffrey M. Yau, et al.
Expert Systems with Applications (2020) Vol. 163, pp. 113720-113720
Open Access | Times Cited: 13
Factors Timing Factors
Wai Lee
The Journal of Portfolio Management (2017) Vol. 43, Iss. 5, pp. 66-71
Closed Access | Times Cited: 10
The Incredible Shrinking Factor Return
Robert D. Arnott, Vitali Kalesnik, Lillian Wu
SSRN Electronic Journal (2017)
Closed Access | Times Cited: 10
The Volatility Effect Revisited
David Blitz, Pim van Vliet, Guido Baltussen
SSRN Electronic Journal (2019)
Closed Access | Times Cited: 10
Climate adaptation and resilience indices for the Caribbean region: an assessment of four leading indices
Richard Grant, Shouraseni Sen Roy, Camilla Jimenez Zablah, et al.
Climate and Development (2023), pp. 1-11
Closed Access | Times Cited: 3
Fact and Fiction about Low-Risk Investing
Ron Alquist, Andrea Frazzini, Antti Ilmanen, et al.
The Journal of Portfolio Management (2020) Vol. 46, Iss. 6, pp. 72-92
Closed Access | Times Cited: 8
Defensive Factor Timing
Kristin Fergis, Katelyn Gallagher, Philip Hodges, et al.
The Journal of Portfolio Management (2019) Vol. 45, Iss. 3, pp. 50-68
Closed Access | Times Cited: 8
Pricing models of shares of Russian companies and their practical application
Alexander E. Abramov, Alexander Radygin, Maria Chernovà
Voprosy Ekonomiki (2019), Iss. 3, pp. 48-76
Closed Access | Times Cited: 7
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