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Tracking Errors, Regret, and Tactical Asset Allocation
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  • 2013Enhanced indexation based on second-order stochastic dominance103 cited
  • 1995A Behavioral Framework for Dollar-Cost Averaging102 cited
  • 2006Index Changes and Losses to Index Fund Investors87 cited
  • 2002The Threshold Accepting Heuristic for Index Tracking73 cited
  • 1997The Mean–Variance-Optimization Puzzle: Security Portfolios and Food Portfolios70 cited
  • 2013When do stop-loss rules stop losses?69 cited
  • 2017How to select a promising enterprise for venture capitalists with prospect theory under intuitionistic fuzzy circumstance?64 cited
  • 2001Tracking error: Ex ante versus ex post measures58 cited
  • 2001The Psychophysiology of Real-Time Financial Risk Processing56 cited
  • 2011A mixed 0–1 LP for index tracking problem with CVaR risk constraints44 cited
  • 1998Measuring the relative efficiency of fund management strategies in New Zealand using a spreadsheet-based stochastic data envelopment analysis model42 cited
  • 2008Index Tracking by Means of Optimized Sampling42 cited
  • 2000The Concept of Investment Efficiency and its Application to Investment Management Structures41 cited
  • 2008Tracking error: a multistage portfolio model41 cited

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  • 2017Risk pricing inefficiency in public–private partnerships40 cited
  • 2012Investor Sentiment and Assets Valuation33 cited