References

• 1992Global Portfolio Optimization1,846 cited
• 1976SKEWNESS PREFERENCE AND THE VALUATION OF RISK ASSETS*1,808 cited
• 1972Portfolio Theory and Capital Markets.1,221 cited
• 1980On The Direction of Preference for Moments of Higher Order Than The Variance737 cited
• 1960Portfolio Selection: Efficient Diversification of Investments.582 cited
• 2010Portfolio selection with higher moments535 cited
• 2002The Statistical Properties of Hedge Fund Index Returns and Their Implications for Investors426 cited
• 1993Estimating Market Values from Appraised Values without Assuming an Efficient Market420 cited
• 1997Portfolio selection and skewness: Evidence from international stock markets384 cited
• 2002Mean-Modified Value-at-Risk Optimization with Hedge Funds378 cited
• 1989The Rationale of the Mean-Standard Deviation Analysis, Skewness Preference, and the Demand for Money349 cited
• 2003Hedge Fund Performance 1990-2000: Do the "Money Machines" Really Add Value?334 cited
• 1991Portfolio selection with skewness: A multiple-objective approach258 cited
• 2002Selecting a portfolio with skewness: Recent evidence from US, European, and Latin American equity markets219 cited
• 2001The Statistical Properties of Hedge Fund Index Returns and Their Implications for Investors