References

• 1952PORTFOLIO SELECTION*13,480 cited
• 1968THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–19644,330 cited
• 1966Mutual Fund Performance3,932 cited
• 1991Mean-Absolute Deviation Portfolio Optimization Model and Its Applications to Tokyo Stock Market1,516 cited
• 1989Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings1,349 cited
• 2000Heuristics for cardinality constrained portfolio optimisation927 cited
• 1993Performance Measurement without Benchmarks: An Examination of Mutual Fund Returns816 cited
• 1998A Minimax Portfolio Selection Rule with Linear Programming Solution406 cited
• 1997Efficiency of mutual funds and portfolio performance measurement: A non-parametric approach360 cited
• 1999Heuristic algorithms for the portfolio selection problem with minimum transaction lots272 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
• 2000Multiple criteria linear programming model for portfolio selection175 cited
• 2000Selecting Portfolios with Fixed Costs and Minimum Transaction Lots162 cited