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• 2006Neural network-based mean–variance–skewness model for portfolio selection128 cited
• 2004Testing Asset Pricing Models With Coskewness110 cited
• 1983On the Distributional Conditions for a Consumption-Oriented Three Moment CAPM106 cited
• 1975EFFECTS OF UNCERTAIN INFLATION ON THE INVESTMENT AND FINANCING DECISIONS OF A FIRM105 cited
• 2006Mean-Variance-Skewness-Kurtosis-based Portfolio Optimization97 cited
• 2012Do mutual fund managers time market liquidity?86 cited
• 1976Nonmarketable Assets, Market Segmentation, and the Level of Asset Prices83 cited
• 2015Estimation Error and Portfolio Optimization: A Resampling Solution81 cited
• 1993Equilibrium in a Reinsurance Syndicate; Existence, Uniqueness and Characterization78 cited
• 1975On the optimality of international capital market integration75 cited
• 1993Mean-risk analysis of risk aversion and wealth effects on optimal portfolios with multiple investment opportunities65 cited
• 2009Measuring the Timing Ability and Performance of Bond Mutual Funds56 cited
• 2000Conditional Performance Measurement Using Portfolio Weights: Evidence for Pension Funds54 cited
• 1977THE STRONG CASE FOR THE GENERALIZED LOGARITHMIC UTILITY MODEL AS THE PREMIER MODEL OF FINANCIAL MARKETS