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Cited by

• 2006Optimization Methods in Finance348 cited
• 2009Robust portfolios: contributions from operations research and finance246 cited
• 2011RCMARS: Robustification of CMARS with different scenarios under polyhedral uncertainty set139 cited
• 2013Pareto Efficiency in Robust Optimization135 cited
• 2017Portfolio selection problems with Markowitz’s mean–variance framework: a review of literature130 cited
• 2009Portfolio selection under distributional uncertainty: A relative robust CVaR approach120 cited
• 2017Robust multiobjective portfolio optimization: A minimax regret approach90 cited
• 2010Robust portfolio optimization with derivative insurance guarantees84 cited
• 2007Portfolio selection with uncertain exit time: A robust CVaR approach81 cited
• 2013Recent Developments in Robust Portfolios with a Worst-Case Approach80 cited
• 2020Robust portfolio optimization: a categorized bibliographic review80 cited
• 2019A decision support framework for robust R&D budget allocation using machine learning and optimization79 cited
• 2019Portfolio allocation with the TODIM method78 cited
• 2016The robust Merton problem of an ambiguity averse investor78 cited