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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:

INVITED EDITORIAL COMMENT
Clifford S. Asness
The Journal of Portfolio Management (2016) Vol. 42, Iss. 5, pp. 1-6
Closed Access | Times Cited: 44

Showing 1-25 of 44 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
Machine Learning for Stock Selection
Keywan Christian Rasekhschaffe, Robert C. Jones
Financial Analysts Journal (2019) Vol. 75, Iss. 3, pp. 70-88
Closed Access | Times Cited: 180
Factor Momentum Everywhere
Tarun Gupta, Bryan Kelly
The Journal of Portfolio Management (2019) Vol. 45, Iss. 3, pp. 13-36
Closed Access | Times Cited: 109
Which uncertainty measure better predicts gold prices? New evidence from a CNN-LSTM approach
Wanhai You, Jianyong Chen, Haoqi Xie, et al.
The North American Journal of Economics and Finance (2025), pp. 102375-102375
Closed Access | Times Cited: 1
Factor Timing
Valentin Haddad, Serhiy Kozak, Shrihari Santosh
Review of Financial Studies (2020) Vol. 33, Iss. 5, pp. 1980-2018
Closed Access | Times Cited: 65
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
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
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 Promises and Pitfalls of Factor Timing
Jennifer Bender, Xiaole Sun, Ric Thomas, et al.
The Journal of Portfolio Management (2018) Vol. 44, Iss. 4, pp. 79-92
Closed Access | Times Cited: 30
Forecasting: theory and practice
Fotios Petropoulos, Daniele Apiletti, Vassilios Assimakopoulos, et al.
arXiv (Cornell University) (2020)
Closed Access | Times Cited: 27
The Impact of Crowding in Alternative Risk Premia Investing
Nick Baltas
Financial Analysts Journal (2019) Vol. 75, Iss. 3, pp. 89-104
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
A reexamination of factor momentum: How strong is it?
Minyou Fan, Youwei Li, Ming Liao, et al.
Financial Review (2022) Vol. 57, Iss. 3, pp. 585-615
Open Access | Times Cited: 9
Timing the Factor Zoo
Andreas Neuhierl, Otto Randl, Christoph Reschenhofer, et al.
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 5
Smart beta, smart money
Qinhua Chen, Yeguang Chi
Journal of Empirical Finance (2018) Vol. 49, pp. 19-38
Closed Access | Times Cited: 15
Factor-timing in the Chinese factor zoo: The role of economic policy uncertainty
Zhiyong Li, Yifan Wan, Tianyi Wang, et al.
Journal of International Financial Markets Institutions and Money (2023) Vol. 85, pp. 101782-101782
Closed Access | Times Cited: 4
Constructing inverse factor volatility portfolios: A risk-based asset allocation for factor investing
Hidehiko Shimizu, Takayuki Shiohama
International Review of Financial Analysis (2019) Vol. 68, pp. 101438-101438
Closed Access | Times Cited: 11
Factors Timing Factors
Wai Lee
The Journal of Portfolio Management (2017) Vol. 43, Iss. 5, pp. 66-71
Closed Access | Times Cited: 10
Academic, Practitioner, and Investor Perspectives on Factor Investing
Joseph A. Cerniglia, Frank J. Fabozzi
The Journal of Portfolio Management (2018) Vol. 44, Iss. 4, pp. 10-16
Closed Access | Times Cited: 8
Herding in Smart-Beta Investment Products
Eduard Krkoska, Klaus Reiner Schenk‐Hoppé
Journal of risk and financial management (2019) Vol. 12, Iss. 1, pp. 47-47
Open Access | Times Cited: 7
How to build a factor portfolio: Does the allocation strategy matter?
Hubert Dichtl, Wolfgang Drobetz, Viktoria‐Sophie Wendt
European Financial Management (2020) Vol. 27, Iss. 1, pp. 20-58
Open Access | Times Cited: 7
Fama–French factor timing: The long‐only integrated approach
Markus Leippold, Roger Rueegg
European Financial Management (2020) Vol. 27, Iss. 4, pp. 666-700
Closed Access | Times Cited: 6
Managing Risks Beyond Volatility
Mehdi Alighanbari, S. H. Doole, Dimitris Melas
The Journal of Index Investing (2017) Vol. 8, Iss. 2, pp. 68-76
Closed Access | Times Cited: 5
Dynamic Factor Rotation Strategy: A Business Cycle Approach
Dohyoung Kwon
International Journal of Financial Studies (2022) Vol. 10, Iss. 2, pp. 46-46
Open Access | Times Cited: 4
Long-Term Rewarded Equity Factors: What Can Investors Learn from Academic Research?
Noël Amenc, Felix Goltz
The Journal of Index Investing (2016) Vol. 7, Iss. 2, pp. 39-56
Closed Access | Times Cited: 3
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