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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:

Optimal Option Portfolio Strategies: Deepening the Puzzle of Index Option Mispricing
José Afonso Faias, Pedro Santa‐Clara
Journal of Financial and Quantitative Analysis (2017) Vol. 52, Iss. 1, pp. 277-303
Closed Access | Times Cited: 46

Showing 1-25 of 46 citing articles:

Stock Return Autocorrelations and Expected Option Returns
Yoontae Jeon, Raymond Kan, Gang Li
Management Science (2024)
Closed Access | Times Cited: 4
Alternatives to classical option pricing
W. Brent Lindquist, Svetlozar T. Rachev
Annals of Operations Research (2024)
Closed Access | Times Cited: 3
Hedging with an Edge: Parametric Currency Overlay
Pedro Barroso, Jurij‐Andrei Reichenecker, Marco J. Menichetti
Management Science (2021) Vol. 68, Iss. 1, pp. 669-689
Closed Access | Times Cited: 19
Risk-neutral moments in the crude oil market
Xinfeng Ruan, Jin E. Zhang
Energy Economics (2018) Vol. 72, pp. 583-600
Closed Access | Times Cited: 22
Risk Arbitrage Opportunities for Stock Index Options
Thierry Post, Iñaki R. Longarela
Operations Research (2020) Vol. 69, Iss. 1, pp. 100-113
Closed Access | Times Cited: 15
Index option returns and generalized entropy bounds
Yan Liu
Journal of Financial Economics (2020) Vol. 139, Iss. 3, pp. 1015-1036
Closed Access | Times Cited: 15
The Pricing of Volatility and Jump Risks in the Cross-Section of Index Option Returns
Guanglian Hu, Yuguo Liu
Journal of Financial and Quantitative Analysis (2022) Vol. 57, Iss. 6, pp. 2385-2411
Open Access | Times Cited: 7
Hedging crash risk in optimal portfolio selection
Shushang Zhu, Wei Zhu, Xi Pei, et al.
Journal of Banking & Finance (2020) Vol. 119, pp. 105905-105905
Open Access | Times Cited: 10
An intelligent trading mechanism based on the group trading strategy portfolio to reduce massive loss by the grouping genetic algorithm
Chun-Hao Chen, Yu‐Hsuan Chen, Vicente García‐Díaz, et al.
Electronic Commerce Research (2021) Vol. 23, Iss. 1, pp. 3-42
Open Access | Times Cited: 9
The diffusion of complex securities: The case of CAT bonds
José Afonso Faias, José Guedes
Insurance Mathematics and Economics (2019) Vol. 90, pp. 46-57
Closed Access | Times Cited: 9
Intelligent option portfolio model with perspective of shadow price and risk-free profit
Fengmin Xu, Jieao Ma
Financial Innovation (2023) Vol. 9, Iss. 1
Open Access | Times Cited: 3
Stochastic Arbitrage Opportunities for Stock Index Options
Thierry Post, Iñaki Rodríguez-Longarela
SSRN Electronic Journal (2018)
Closed Access | Times Cited: 8
Index Option Returns and Generalized Entropy Bounds
Yan Liu
SSRN Electronic Journal (2012)
Closed Access | Times Cited: 7
Anchoring-Adjusted Option Pricing Models
Hammad Siddiqi
Journal of Behavioral Finance (2019) Vol. 20, Iss. 2, pp. 139-153
Closed Access | Times Cited: 7
The relative efficiency of option hedging strategies using the third-order stochastic dominance
Margareta Gardijan Kedžo, Boško Šego
Computational Management Science (2021) Vol. 18, Iss. 4, pp. 477-504
Closed Access | Times Cited: 5
Portfolio Optimization for Binary Options Based on Relative Entropy
Peter Joseph Mercurio, Yuehua Wu, Hong Xie
Entropy (2020) Vol. 22, Iss. 7, pp. 752-752
Open Access | Times Cited: 4
Combined Custom Hedging: Optimal Design, Noninsurable Exposure, and Operational Risk Management
Paolo Guiotto, Andréa Roncoroni
Operations Research (2021) Vol. 70, Iss. 1, pp. 38-54
Open Access | Times Cited: 4
Structural Breaks in the Variance Process and the Pricing Kernel Puzzle
Tobias Sichert
SSRN Electronic Journal (2018)
Closed Access | Times Cited: 3
Risk minimisation using options and risky assets
Mohd Azdi Maasar, Diana Roman, Paresh Date
Operational Research (2020) Vol. 22, Iss. 1, pp. 485-506
Open Access | Times Cited: 3
Option Portfolio Selection with Generalized Entropic Portfolio Optimization
Peter Joseph Mercurio, Yuehua Wu, Hong Xie
Entropy (2020) Vol. 22, Iss. 8, pp. 805-805
Open Access | Times Cited: 3
Systemic risk of optioned portfolio: Controllability and optimization
Xiaochuan Pang, Shushang Zhu, Xueting Cui, et al.
Journal of Economic Dynamics and Control (2023) Vol. 153, pp. 104701-104701
Closed Access | Times Cited: 1
The Value of Economic Regularization for Stock Return Predictability
Yoontae Jeon, Laleh Samarbakhsh, Eric W. Wilson
SSRN Electronic Journal (2024)
Closed Access
An Empirical Assessment of Characteristics and Optimal Portfolios
Christopher G. Lamoureux, Huacheng Zhang
The Review of Asset Pricing Studies (2024) Vol. 14, Iss. 3, pp. 450-480
Open Access
Who Should Buy Structured Investment Products and Why?
Massimo Guidolin, Giacomo Leonetti, Manuela Pedio
SSRN Electronic Journal (2024)
Closed Access
The Pricing of Volatility and Jump Risks in the Cross-Section of Index Option Returns
Guanglian Hu, Yuguo Liu
SSRN Electronic Journal (2019)
Closed Access | Times Cited: 2
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