this work references cited by second hopReferences
- 1979Prospect Theory: An Analysis of Decision under Risk48,459 cited
- 1988Prospect theory: An analysis of decision under risk32,475 cited
- 1959Portfolio Selection: Efficient Diversification of Investments5,535 cited
- 1952Portfolio Selection4,609 cited
- 1966Mutual Fund Performance3,932 cited
- 2002Conditional value-at-risk for general loss distributions3,847 cited
- 1994The Sharpe Ratio2,542 cited
- 1952Safety First and the Holding of Assets2,537 cited
- 2002Correlation and Dependence in Risk Management: Properties and Pitfalls1,992 cited
- 1975Mean-Risk Analysis with Risk Associated with Below-Target Returns1,215 cited
- 1994Performance Measurement in a Downside Risk Framework899 cited
- 1975Optimal rules for ordering uncertain prospects860 cited
- 1991Downside risk604 cited
- 2002A Universal Performance Measure590 cited
- 2006On Distributionally Robust Chance-Constrained Linear Programs509 cited
- 2002Mean-Modified Value-at-Risk Optimization with Hedge Funds378 cited
Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work