Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

SUB-ADDITIVE RECURSIVE "MATCHING" NOISE AND BIASES IN RISK-WEIGHTED INDEX CALCULATION METHODS IN INCOMPLETE MARKETS WITH PARTIALLY OBSERVABLE MULTI-ATTRIBUTE PREFERENCES

16 references·2 citing·41 second hop

FromToDepth

this work references cited by second hop

References

2006The Cross‐Section of Volatility and Expected Returns4,576 cited
2007Optimal Versus Naive Diversification: How Inefficient is the 1/ N Portfolio Strategy?3,193 cited
1997Evidence on the Characteristics of Cross Sectional Variation in Stock Returns1,665 cited
1993The Effect of Errors in Means, Variances, and Covariances on Optimal Portfolio Choice1,158 cited
2004Does Net Buying Pressure Affect the Shape of Implied Volatility Functions?991 cited
2006The conditional CAPM does not explain asset-pricing anomalies☆931 cited
1997Evidence on the Characteristics of Cross Sectional Variation in Stock Returns773 cited
1983Biases in computed returns771 cited
1995A Critique of Size-Related Anomalies763 cited
1999On Portfolio Optimization: Forecasting Covariances and Choosing the Risk Model569 cited
2008Toward Maximum Diversification527 cited
1984Mean-Variance Versus Direct Utility Maximization527 cited
1993Long-Term Market Overreaction or Biases in Computed Returns?488 cited
2005Relationships Between Implied Volatility Indexes and Stock Index Returns432 cited
2009Recursive smooth ambiguity preferences395 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

2006Minimum-Variance Portfolios in the U.S. Equity Market387 cited

Cited by

2015Failure of the Dodd-Frank Act31 cited
2019Perception-Based Decisions, Strategic Alliances and Optimal Financial Contracting: Auctions, Strategic Alliances and a Critique of Third-Generation Prospect Theory and Related Approaches0 cited