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Cited by

• 1970The Fundamental Approximation Theorem of Portfolio Analysis in terms of Means, Variances and Higher Moments731 cited
• 1983On the Class of Elliptical Distributions and their Applications to the Theory of Portfolio Choice372 cited
• 1978Mutual fund separation in financial theory—The separating distributions345 cited
• 1976THE STRONG CASE FOR THE GENERALIZED LOGARITHMIC UTILITY MODEL AS THE PREMIER MODEL OF FINANCIAL MARKETS295 cited
• 2003Capital Markets: Theory and Evidence284 cited
• 2011Portfolio performance evaluation with loss aversion61 cited
• 2023Fifty years of portfolio optimization51 cited
• 1977THE STRONG CASE FOR THE GENERALIZED LOGARITHMIC UTILITY MODEL AS THE PREMIER MODEL OF FINANCIAL MARKETS50 cited
• 1975Stochastic dominance and portfolio analysis36 cited
• 1976Multiperiod Portfolio Analysis And The Inefficiency Of The Market Portfolio33 cited
• 2009The Choice of Performance Measure Does Influence the Evaluation of Hedge Funds30 cited
• 2003A new foundation for the mean–variance analysis30 cited
• 1982Chapter 13 On the microeconomic theory of investment under uncertainty28 cited
• 1973International Short-Term Capital Movements: A Survey of Theory and Empirical Analysis (Les mouvements internationaux de capitaux a court terme: etude de theorie et d'analyse empirique) (Movimientos internacionales de capital a corto plazo: panorama de la teoria y el analisis empirico)