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Cited by

• 2005Efficient fund of hedge funds construction under downside risk measures71 cited
• 2009Scenario Reduction Techniques in Stochastic Programming66 cited
• 2007Fractals or I.I.D.: Evidence of long-range dependence and heavy tailedness from modeling German equity market returns47 cited
• 2018Competitive facility location with random attractiveness41 cited
• 2007Optimal asset allocation aid system: From “one-size” vs “tailor-made” performance ratio41 cited
• 2011Option Pricing and Estimation of Financial Models with R31 cited
• 2007Indifference pricing of pure endowments and life annuities under stochastic hazard and interest rates30 cited