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Cited by

• 2019Portfolio optimization by improved NSGA-II and SPEA 2 based on different risk measures79 cited
• 2011Pricing insurance contracts under Cumulative Prospect Theory65 cited
• 2012Investing with Momentum: The Past, Present, and Future53 cited
• 2019Equity portfolio management with cardinality constraints and risk parity control using multi-objective particle swarm optimization50 cited
• 2015Value, Size, Momentum, Dividend Yield, and Volatility in China’s A-Share Market44 cited
• 2014Asset Allocation: Risk Models for Alternative Investments42 cited
• 2013Controlling portfolio skewness and kurtosis without directly optimizing third and fourth moments42 cited
• 2020A further analysis of robust regression modeling and data mining corrections testing in global stocks41 cited
• 2017The valuation of social impact bonds: An introductory perspective with the Peterborough SIB26 cited
• 2011Risk Contribution Is Exposure Times Volatility Times Correlation: Decomposing Risk Using the X-Sigma-Rho Formula26 cited
• 2013Global Stock Selection Modeling and Efficient Portfolio Construction and Management22 cited