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OpenAlex Citation Counts

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OpenAlex is a bibliographic catalogue of scientific papers, authors and institutions accessible in open access mode, named after the Library of Alexandria. It's citation coverage is excellent and I hope you will find utility in this listing of citing articles!

If you click the article title, you'll navigate to the article, as listed in CrossRef. If you click the Open Access links, you'll navigate to the "best Open Access location". Clicking the citation count will open this listing for that article. Lastly at the bottom of the page, you'll find basic pagination options.

Requested Article:

Robust optimization of mixed CVaR STARR ratio using copulas
Anubha Goel, Amita Sharma, Aparna Mehra
Journal of Computational and Applied Mathematics (2018) Vol. 347, pp. 62-83
Open Access | Times Cited: 20

Showing 20 citing articles:

Robust portfolio optimization: a categorized bibliographic review
Panos Xidonas, Ralph E. Steuer, Christis Hassapis
Annals of Operations Research (2020) Vol. 292, Iss. 1, pp. 533-552
Closed Access | Times Cited: 58
Robust portfolio selection problems: a comprehensive review
Alireza Ghahtarani, Ahmed Saif, Alireza Ghasemi
Operational Research (2022) Vol. 22, Iss. 4, pp. 3203-3264
Open Access | Times Cited: 25
Data-driven robust portfolio optimization with semi mean absolute deviation via support vector clustering
Ruchika Sehgal, P. Jagadesh
Expert Systems with Applications (2023) Vol. 224, pp. 120000-120000
Closed Access | Times Cited: 13
Multi-period portfolio selection under the coherent fuzzy environment with dynamic risk-tolerance and expected-return levels
Xiaomin Gong, Liangyu Min, Changrui Yu
Applied Soft Computing (2021) Vol. 114, pp. 108104-108104
Closed Access | Times Cited: 28
Distributionally Robust Portfolio Optimization under Marginal and Copula Ambiguity
Zhengyang Fan, Ran Ji, Miguel A. Lejeune
Journal of Optimization Theory and Applications (2024)
Open Access | Times Cited: 2
A novel reliability analysis method for a dependent system by copula model: a case study in operation tunnels maintenance
Wenli Liu, Ang Li, Elton J. Chen, et al.
Journal of Civil Structural Health Monitoring (2022) Vol. 12, Iss. 5, pp. 1133-1155
Closed Access | Times Cited: 8
Robust Portfolio Optimization Based on Semi-Parametric ARMA-TGARCH-EVT Model with Mixed Copula Using WCVaR
Xue Deng, Ying Liang
Computational Economics (2021) Vol. 61, Iss. 1, pp. 267-294
Closed Access | Times Cited: 6
An Adjustable Robust Economic Energy and Reserve Dispatch Problem Incorporating Large-Scale Wind Farms
Hossein Khorramdel, Mohsen Gitizadeh, C. Y. Chung, et al.
IEEE Access (2022) Vol. 10, pp. 73969-73987
Open Access | Times Cited: 4
CVaR-LASSO Enhanced Index Replication (CLEIR): outperforming by minimizing downside risk
Brian Gendreau, Yong Jin, Mahendrarajah Nimalendran, et al.
Applied Economics (2019) Vol. 51, Iss. 52, pp. 5637-5651
Open Access | Times Cited: 5
Comparison of Value Risk Models and Coppola-CVaR in Portfolio Optimization in Tehran Stock Exchange
Afsaneh Sina, Mirfeiz Fallah
Chashm/andāz-i mudīriyyat-i mālī (2020) Vol. 10, Iss. 29, pp. 125-146
Open Access | Times Cited: 5
Robust Omega ratio optimization using regular vines
Anubha Goel, Aparna Mehra
Optimization Letters (2020) Vol. 15, Iss. 6, pp. 2067-2108
Closed Access | Times Cited: 5
Scenario generation in stochastic programming using principal component analysis based on moment-matching approach
Isha Chopra, Dharmaraja Selvamuthu
OPSEARCH (2019) Vol. 57, Iss. 1, pp. 190-201
Closed Access | Times Cited: 4
A novel ARMA- GARCH-Sent-EVT-Copula Portfolio model with investor sentiment
Xue Deng, Wen Zhou, Fengting Geng, et al.
Soft Computing (2024)
Closed Access
Diversification benefits of green bonds in China: a dynamic robust optimization approach
Yingwei Han, Ping Li, Jie Li, et al.
Review of Quantitative Finance and Accounting (2024)
Closed Access
Modelling and forecasting COVID-19 stock returns using asymmetric GARCH-ICAPM with mixture and heavy-tailed distributions
Rewat Khanthaporn, Nuttanan Wichitaksorn
Applied Economics (2022) Vol. 55, Iss. 51, pp. 6042-6061
Closed Access | Times Cited: 2
A hybrid approach to the discrepancy in financial performance’s robustness
Sally Giuseppe Arcidiacono, Damiano Rossello
Operational Research (2022) Vol. 22, Iss. 5, pp. 5441-5476
Open Access | Times Cited: 1
Distributionally Robust Portfolio Optimization under Marginal and Copula Ambiguity
Zhengyang Fan, Ran Ji, Miguel A. Lejeune
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 1
Multi-Period Portfolio Optimization with Cone Constraints and Discrete Decisions
Ümit Sağlam, Hande Y. Benson
SSRN Electronic Journal (2018)
Closed Access
A Novel ARMA- GARCH-Sent-EVT-Copula Portfolio Model with Investor Sentiment
Xue Deng, Fengting Geng, Yuan Lu
Research Square (Research Square) (2022)
Open Access
Modeling Stock Returns Using Asymmetric Garch-Icapm with Mixture and Heavy-Tailed Distributions: An Application to COVID-19 Pandemic Forecasts
Rewat Khanthaporn, Nuttanan Wichitaksorn
SSRN Electronic Journal (2021)
Closed Access
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