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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:

Better than pre-commitment mean-variance portfolio allocation strategies: A semi-self-financing Hamilton–Jacobi–Bellman equation approach
Duy‐Minh Dang, Peter Forsyth
European Journal of Operational Research (2015) Vol. 250, Iss. 3, pp. 827-841
Closed Access | Times Cited: 74

Showing 1-25 of 74 citing articles:

Non-zero-sum stochastic differential reinsurance and investment games with default risk
Chao Deng, Xudong Zeng, Huiming Zhu
European Journal of Operational Research (2017) Vol. 264, Iss. 3, pp. 1144-1158
Closed Access | Times Cited: 86
Multi-period mean–variance portfolio optimization based on Monte-Carlo simulation
Fei Cong, Cornelis W. Oosterlee
Journal of Economic Dynamics and Control (2016) Vol. 64, pp. 23-38
Open Access | Times Cited: 68
Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios
Mazin A. M. Al Janabi, José Arreola Hernández, Theo Berger, et al.
European Journal of Operational Research (2016) Vol. 259, Iss. 3, pp. 1121-1131
Open Access | Times Cited: 55
Behavioral mean-variance portfolio selection
Junna Bi, Hanqing Jin, Qingbin Meng
European Journal of Operational Research (2018) Vol. 271, Iss. 2, pp. 644-663
Open Access | Times Cited: 40
The surprising robustness of dynamic Mean-Variance portfolio optimization to model misspecification errors
Pieter M. van Staden, Duy‐Minh Dang, Peter Forsyth
European Journal of Operational Research (2020) Vol. 289, Iss. 2, pp. 774-792
Closed Access | Times Cited: 37
Time-consistent mean–variance portfolio optimization: A numerical impulse control approach
Pieter M. van Staden, Duy‐Minh Dang, Peter Forsyth
Insurance Mathematics and Economics (2018) Vol. 83, pp. 9-28
Open Access | Times Cited: 33
Discrete-time mean-CVaR portfolio selection and time-consistency induced term structure of the CVaR
Moris Simon Strub, Duan Li, Xiangyu Cui, et al.
Journal of Economic Dynamics and Control (2019) Vol. 108, pp. 103751-103751
Closed Access | Times Cited: 31
A data-driven neural network approach to optimal asset allocation for target based defined contribution pension plans
Yuying Li, Peter Forsyth
Insurance Mathematics and Economics (2019) Vol. 86, pp. 189-204
Closed Access | Times Cited: 28
On pre-commitment aspects of a time-consistent strategy for a mean-variance investor
Fei Cong, Cornelis W. Oosterlee
Journal of Economic Dynamics and Control (2016) Vol. 70, pp. 178-193
Open Access | Times Cited: 28
Optimal Asset Allocation for Retirement Saving: Deterministic Vs. Time Consistent Adaptive Strategies
Peter Forsyth, Kenneth R. Vetzal
Applied Mathematical Finance (2019) Vol. 26, Iss. 1, pp. 1-37
Closed Access | Times Cited: 28
A simplified stochastic optimization model for logistic dynamics with control-dependent carrying capacity
Hidekazu Yoshioka
Journal of Biological Dynamics (2019) Vol. 13, Iss. 1, pp. 148-176
Open Access | Times Cited: 26
The 4% strategy revisited: a pre-commitment mean-variance optimal approach to wealth management
Duy‐Minh Dang, Peter Forsyth, K.R. Vetzal
Quantitative Finance (2016) Vol. 17, Iss. 3, pp. 335-351
Closed Access | Times Cited: 26
Dynamic mean variance asset allocation: Tests for robustness
Peter Forsyth, Kenneth R. Vetzal
International Journal of Financial Engineering (2017) Vol. 04, Iss. 02n03, pp. 1750021-1750021
Closed Access | Times Cited: 25
Designing Stable Coins
Yizhou Cao, Min Dai, Steven Kou, et al.
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 19
Complete markets do not allow free cash flow streams
Nicole Bäuerle, Stefanie Grether
Mathematical Methods of Operations Research (2014) Vol. 81, Iss. 2, pp. 137-146
Closed Access | Times Cited: 23
Multiperiod Mean Conditional Value at Risk Asset Allocation: Is It Advantageous to Be Time Consistent?
Peter Forsyth
SIAM Journal on Financial Mathematics (2020) Vol. 11, Iss. 2, pp. 358-384
Closed Access | Times Cited: 20
Optimal asset allocation for outperforming a stochastic benchmark target
Chendi Ni, Yuying Li, Peter Forsyth, et al.
Quantitative Finance (2022) Vol. 22, Iss. 9, pp. 1595-1626
Open Access | Times Cited: 12
Portfolio selection with exploration of new investment assets
Luca De Gennaro Aquino, Didier Sornette, Moris Simon Strub
European Journal of Operational Research (2023) Vol. 310, Iss. 2, pp. 773-792
Closed Access | Times Cited: 7
ROBUST ASSET ALLOCATION FOR LONG-TERM TARGET-BASED INVESTING
Peter Forsyth, K.R. Vetzal
International Journal of Theoretical and Applied Finance (2017) Vol. 20, Iss. 03, pp. 1750017-1750017
Closed Access | Times Cited: 19
Management of Portfolio Depletion Risk through Optimal Life Cycle Asset Allocation
Peter Forsyth, Kenneth R. Vetzal, Graham Westmacott
North American Actuarial Journal (2019) Vol. 23, Iss. 3, pp. 447-468
Closed Access | Times Cited: 19
Is optimum always optimal? A revisit of the mean‐variance method under nonlinear measures of dependence and non‐normal liquidity constraints
Mazin A. M. Al Janabi
Journal of Forecasting (2020) Vol. 40, Iss. 3, pp. 387-415
Closed Access | Times Cited: 18
Beating a Benchmark: Dynamic Programming May Not Be the Right Numerical Approach
Pieter M. van Staden, Peter Forsyth, Yuying Li
SIAM Journal on Financial Mathematics (2023) Vol. 14, Iss. 2, pp. 407-451
Closed Access | Times Cited: 6
On the Distribution of Terminal Wealth under Dynamic Mean-Variance Optimal Investment Strategies
Pieter M. van Staden, Duy‐Minh Dang, Peter Forsyth
SIAM Journal on Financial Mathematics (2021) Vol. 12, Iss. 2, pp. 566-603
Closed Access | Times Cited: 14
Mean-Quadratic Variation Portfolio Optimization: A Desirable Alternative to Time-Consistent Mean-Variance Optimization?
Pieter M. van Staden, Duy‐Minh Dang, Peter Forsyth
SIAM Journal on Financial Mathematics (2019) Vol. 10, Iss. 3, pp. 815-856
Closed Access | Times Cited: 14
Understanding dynamic mean variance asset allocation
Abraham Lioui, Patrice Poncet
European Journal of Operational Research (2016) Vol. 254, Iss. 1, pp. 320-337
Closed Access | Times Cited: 14
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