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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:

Portfolio optimization with behavioural preferences and investor memory
Richard Harris, Murat Mazibaş
European Journal of Operational Research (2021) Vol. 296, Iss. 1, pp. 368-387
Open Access | Times Cited: 21

Showing 21 citing articles:

An integrated generalized TODIM model for portfolio selection based on financial performance of firms
Qun Wu, Xinwang Liu, Jindong Qin, et al.
Knowledge-Based Systems (2022) Vol. 249, pp. 108794-108794
Closed Access | Times Cited: 64
Portfolio Selection Models Considering Fuzzy Preference Relations of Decision Makers
Weiwei Guo, Wei-Guo Zhang, Xiaoqing Chen
IEEE Transactions on Systems Man and Cybernetics Systems (2024) Vol. 54, Iss. 4, pp. 2254-2265
Closed Access | Times Cited: 7
Stock market optimization amidst the COVID-19 pandemic: Technical analysis, K-means algorithm, and mean-variance model (TAKMV) approach
Maricar M. Navarro, Michael Nayat Young, Yogi Tri Prasetyo, et al.
Heliyon (2023) Vol. 9, Iss. 7, pp. e17577-e17577
Open Access | Times Cited: 15
Behavioral Dynamic Portfolio Selection via Epsilon-Contaminations
Andrea Cinfrignini, Davide Petturiti, Barbara Vantaggi
Lecture notes in networks and systems (2025), pp. 182-194
Closed Access
Behavioral dynamic portfolio selection with S-shaped utility and epsilon-contaminations
Andrea Cinfrignini, Davide Petturiti, Barbara Vantaggi
European Journal of Operational Research (2025)
Open Access
Knowledge-based Black-Litterman Asset Allocation with High-Dimensional Realized Covariance
Xinyu Huang, David Newton, Emmanouil Platanakis, et al.
(2025)
Closed Access
Behavioural perspectives in forex portfolio value analysis
Kofi Agyarko Ababio, Necati Alp Erilli, Eric Nkansah, et al.
Cogent Economics & Finance (2025) Vol. 13, Iss. 1
Open Access
Market memory, advance reaction, and retail investor herding
Xuchu Sun, Tangrong Li, Hongliang Zhu, et al.
Pacific-Basin Finance Journal (2024) Vol. 83, pp. 102251-102251
Closed Access | Times Cited: 3
Multiobjective portfolio optimization: Forecasting and evaluation under investment horizon heterogeneity
Xingyu Dai, Dongna Zhang, Chi Keung Marco Lau, et al.
Journal of Forecasting (2023) Vol. 42, Iss. 8, pp. 2167-2196
Closed Access | Times Cited: 9
BERT’s sentiment score for portfolio optimization: a fine-tuned view in Black and Litterman model
Francesco Colasanto, Luca Grilli, Domenico Santoro, et al.
Neural Computing and Applications (2022) Vol. 34, Iss. 20, pp. 17507-17521
Open Access | Times Cited: 14
The impact of ambiguity on dynamic portfolio selection in the epsilon-contaminated binomial market model
Davide Petturiti, Barbara Vantaggi
European Journal of Operational Research (2023) Vol. 314, Iss. 3, pp. 1029-1039
Open Access | Times Cited: 7
Portfolio optimization using elliptic entropy and semi-entropy of coherent fuzzy numbers
Pankaj Gupta
Information Sciences (2022) Vol. 614, pp. 240-262
Closed Access | Times Cited: 11
Dynamic portfolio allocation for financial markets: A perspective of competitive-cum-compensatory strategy
Cheng Zhang, Xiaomin Gong, Jingshu Zhang, et al.
Journal of International Financial Markets Institutions and Money (2023) Vol. 84, pp. 101737-101737
Closed Access | Times Cited: 6
Use of neural networks for investment analysis problems
Oleksandra Manziy, Y. Senyk, Vitalii Pelekh, et al.
Galician economic journal (2024) Vol. 87, Iss. 2, pp. 163-174
Open Access | Times Cited: 1
Portfolio management of ESG-labeled energy companies based on PTV and ESG factors
Antonio Díaz, Carlos Esparcia, Daniel Alonso, et al.
Energy Economics (2024) Vol. 134, pp. 107545-107545
Open Access | Times Cited: 1
Dynamic consumption and portfolio choice considering information learning and stochastic interest rate
Minna Zhou, Yongjun Liu
Finance research letters (2024) Vol. 65, pp. 105494-105494
Closed Access
Median-adaptive portfolios: a minimum criteria approach to asset allocation
Foteini Kyriazi, Sophia Tarani, Dimitrios D. Thomakos
Annals of Operations Research (2023)
Open Access | Times Cited: 1
Optimal investment problem under behavioral setting: A Lagrange duality perspective
Xiuchun Bi, Zhenyu Cui, Jiacheng Fan, et al.
Journal of Economic Dynamics and Control (2023) Vol. 156, pp. 104751-104751
Open Access | Times Cited: 1
Prospect theory and asset allocation
Ines Fortin, Jaroslava Hlouskova
The Quarterly Review of Economics and Finance (2024) Vol. 94, pp. 214-240
Open Access
Dynamic Asset Allocation under Disappointment Aversion Preferences
Vasileios E. Kontosakos, Soosung Hwang, Vasileios Kallinterakis, et al.
SSRN Electronic Journal (2018)
Closed Access | Times Cited: 2
Indian institutional investor's portfolio concentration decision: skill and performance
Amit Pandey, Anil K. Sharma
Journal of Advances in Management Research (2023) Vol. 21, Iss. 1, pp. 66-95
Closed Access
A Multi-stage Operation Loop Decision-Making Method Based on Prospect Theory with Dynamic Reference Point
Luyao Wang, Libin Chen, Minghao Li, et al.
(2022), pp. 20-28
Closed Access
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