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:
Maximizing the Out-of-Sample Sharpe Ratio
Nathan Lassance
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 8
Nathan Lassance
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 8
Showing 8 citing articles:
The M6 forecasting competition: Bridging the gap between forecasting and investment decisions
Spyros Makridakis, Evangelos Spiliotis, Ross Hollyman, et al.
International Journal of Forecasting (2024)
Open Access | Times Cited: 7
Spyros Makridakis, Evangelos Spiliotis, Ross Hollyman, et al.
International Journal of Forecasting (2024)
Open Access | Times Cited: 7
Why Naive Diversification Is Not So Naive, and How to Beat It?
Ming Yuan, Guofu Zhou
Journal of Financial and Quantitative Analysis (2023), pp. 1-32
Closed Access | Times Cited: 6
Ming Yuan, Guofu Zhou
Journal of Financial and Quantitative Analysis (2023), pp. 1-32
Closed Access | Times Cited: 6
Limiting out-of-sample performance of optimal unconstrained portfolios
Luis Chávez–Bedoya, John R. Birge
Finance research letters (2024) Vol. 67, pp. 105886-105886
Closed Access | Times Cited: 1
Luis Chávez–Bedoya, John R. Birge
Finance research letters (2024) Vol. 67, pp. 105886-105886
Closed Access | Times Cited: 1
Why Naive 1/N Diversification is Not so Naive, and How to Beat it?
Ming Yuan, Guofu Zhou
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 4
Ming Yuan, Guofu Zhou
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 4
Tail mean-variance portfolio selection with estimation risk
Zhenzhen Huang, Pengyu Wei, Chengguo Weng
Insurance Mathematics and Economics (2024) Vol. 116, pp. 218-234
Closed Access
Zhenzhen Huang, Pengyu Wei, Chengguo Weng
Insurance Mathematics and Economics (2024) Vol. 116, pp. 218-234
Closed Access
Tail Mean-Variance Portfolio Selection with Estimation Risk
Zhenzhen Huang, Pengyu Wei, Chengguo Weng
(2023)
Closed Access
Zhenzhen Huang, Pengyu Wei, Chengguo Weng
(2023)
Closed Access
Winning Probability Weighted Combined Portfolio
Zhenzhen Huang, Pengyu Wei, Chengguo Weng, et al.
SSRN Electronic Journal (2023)
Closed Access
Zhenzhen Huang, Pengyu Wei, Chengguo Weng, et al.
SSRN Electronic Journal (2023)
Closed Access
Why Naive 1/N Diversification Is Not So Naive, and How to Beat It?
Ming Yuan, Guofu Zhou
SSRN Electronic Journal (2021)
Closed Access
Ming Yuan, Guofu Zhou
SSRN Electronic Journal (2021)
Closed Access
