References

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• 1952Portfolio Selection4,609 cited
• 1998Robust Convex Optimization2,606 cited
• 2000Robust solutions of Linear Programming problems contaminated with uncertain data1,745 cited
• 1991Mean-Absolute Deviation Portfolio Optimization Model and Its Applications to Tokyo Stock Market1,516 cited
• 2000Heuristics for cardinality constrained portfolio optimisation927 cited
• 2003Robust Portfolio Selection Problems897 cited
• 2003Worst-Case Value-At-Risk and Robust Portfolio Optimization: A Conic Programming Approach663 cited
• 2004Robust Asset Allocation388 cited
• 2007AN OLD‐NEW CONCEPT OF CONVEX RISK MEASURES: THE OPTIMIZED CERTAINTY EQUIVALENT351 cited
• 2006Portfolio optimization with linear and fixed transaction costs350 cited
• 1999Heuristic algorithms for the portfolio selection problem with minimum transaction lots272 cited
• 2001Portfolio optimization problem under concave transaction costs and minimal transaction unit constraints193 cited
• 2000Selecting Portfolios with Fixed Costs and Minimum Transaction Lots162 cited
• 2011Theory and Applications of Robust Optimization134 cited