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Cited by

• 2010Portfolio selection with higher moments535 cited
• 1999A Brief History of Downside Risk Measures308 cited
• 2008Portfolio Performance Evaluation with Generalized Sharpe Ratios: Beyond the Mean and Variance215 cited
• 2023Recent advances in reinforcement learning in finance211 cited
• 2020Human Capital Efficiency and Equity Funds’ Performance during the COVID-19 Pandemic193 cited
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• 2022Macroeconomic Attention and Announcement Risk Premia139 cited
• 2018Intelligent Asset Allocation via Market Sentiment Views130 cited
• 2005The Symmetric Downside-Risk Sharpe Ratio117 cited
• 2012Performance Analysis of Sustainable Investments in the Brazilian Stock Market: A Study About the Corporate Sustainability Index (ISE)114 cited
• 2012Beyond the Sharpe ratio: An application of the Aumann–Serrano index to performance measurement110 cited
• 2020A Cross-Sectional Machine Learning Approach for Hedge Fund Return Prediction and Selection