References

• 1982Modern Portfolio Theory and Investment Analysis.3,012 cited
• 1991Mean-Absolute Deviation Portfolio Optimization Model and Its Applications to Tokyo Stock Market1,516 cited
• 2000Heuristics for cardinality constrained portfolio optimisation927 cited
• 1999From stochastic dominance to mean-risk models: Semideviations as risk measures532 cited
• 2005Portfolio selection using neural networks310 cited
• 2001On consistency of stochastic dominance and mean–semideviation models257 cited
• 2008Mixed-integer programming approaches for index tracking and enhanced indexation244 cited
• 2001Computational aspects of alternative portfolio selection models in the presence of discrete asset choice constraints240 cited
• 2001Portfolio optimization problem under concave transaction costs and minimal transaction unit constraints193 cited
• 2002Portfolio optimization under D.C. transaction costs and minimal transaction unit constraints44 cited
• 2005Optimization of a Long-Short Portfolio under Nonconvex Transaction Cost43 cited
• 2005Global Optimization Versus Integer Programming in Portfolio Optimization under Nonconvex Transaction Costs37 cited

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