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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:

Shortfall aversion
Paolo Guasoni, Gur Huberman, Dan Ren
Mathematical Finance (2020) Vol. 30, Iss. 3, pp. 869-920
Open Access | Times Cited: 18

Showing 18 citing articles:

Portfolio choice with sustainable spending: A model of reaching for yield
John Y. Campbell, Roman Sigalov
Journal of Financial Economics (2021) Vol. 143, Iss. 1, pp. 188-206
Open Access | Times Cited: 58
Optimal Consumption with Loss Aversion and Reference to Past Spending Maximum
Xun Li, Xiang Yu, Qinyi Zhang
SIAM Journal on Financial Mathematics (2024) Vol. 15, Iss. 1, pp. 121-160
Open Access | Times Cited: 5
Shortfall Aversion on a Finite Horizon
Dan Ren
SIAM Journal on Financial Mathematics (2025) Vol. 16, Iss. 2, pp. 310-357
Closed Access
Optimal consumption with reference to past spending maximum
Shuoqing Deng, Xun Li, Huyên Pham, et al.
Finance and Stochastics (2022) Vol. 26, Iss. 2, pp. 217-266
Open Access | Times Cited: 18
Optimal Tracking Portfolio with a Ratcheting Capital Benchmark
Lijun Bo, Huafu Liao, Xiang Yu
SIAM Journal on Control and Optimization (2021) Vol. 59, Iss. 3, pp. 2346-2380
Open Access | Times Cited: 13
A central limit theorem, loss aversion and multi-armed bandits
Zengjing Chen, Larry G. Epstein, Guodong Zhang
Journal of Economic Theory (2023) Vol. 209, pp. 105645-105645
Open Access | Times Cited: 5
Optimal Consumption and Portfolio Rules with Dynamic Adjustment of Consumption Bounds
Junkee Jeon, Kexin Chen, Hyeng Keun Koo
SSRN Electronic Journal (2024)
Closed Access | Times Cited: 1
A mean field game approach to equilibrium consumption under external habit formation
Lijun Bo, Shihua Wang, Xiang Yu
Stochastic Processes and their Applications (2024) Vol. 178, pp. 104461-104461
Open Access | Times Cited: 1
Optimal consumption under a drawdown constraint over a finite horizon
Xiaoshan Chen, Xun Li, Fahuai Yi, et al.
Automatica (2024) Vol. 173, pp. 112034-112034
Closed Access | Times Cited: 1
Optimal consumption and life insurance under shortfall aversion and a drawdown constraint
Xun Li, Xiang Yu, Qinyi Zhang
Insurance Mathematics and Economics (2022) Vol. 108, pp. 25-45
Open Access | Times Cited: 6
Consumption-investment decisions with endogenous reference point and drawdown constraint
Zongxia Liang, Xiaodong Luo, Fengyi Yuan
Mathematics and Financial Economics (2023) Vol. 17, Iss. 2, pp. 285-334
Open Access | Times Cited: 3
Portfolio selection with drawdown constraint on consumption: a generalization model
Junkee Jeon, Kyunghyun Park
Mathematical Methods of Operations Research (2021) Vol. 93, Iss. 2, pp. 243-289
Closed Access | Times Cited: 7
Optimal Consumption with Reference to Past Spending Maximum
Shuoqing Deng, Xun Li, Huyên Pham, et al.
SSRN Electronic Journal (2020)
Open Access | Times Cited: 4
Time‐average stochastic control based on a singular local Lévy model for environmental project planning under habit formation
Hidekazu Yoshioka, Motoh Tsujimura, Kunihiko Hamagami, et al.
Mathematical Methods in the Applied Sciences (2023) Vol. 46, Iss. 9, pp. 10572-10601
Closed Access | Times Cited: 1
Dynamic Asset Allocation and Retirement Decision with Consumption Ratcheting and Effort Choice
Geonwoo Kim, Junkee Jeon
Mathematics (2024) Vol. 12, Iss. 23, pp. 3821-3821
Open Access
A Generalization of Model for Portfolio Selection with Drawdown Constraint on Consumption
Junkee Jeon, Kyunghyun Park
SSRN Electronic Journal (2019)
Closed Access
Portfolio Choice with Sustainable Spending: A Model of Reaching for Yield
John Y. Campbell, Roman Sigalov
SSRN Electronic Journal (2020)
Open Access
Optimal Consumption and Life Insurance Under Shortfall Aversion and a Drawdown Constraint
Xun Li, Xiang Yu, Qinyi Zhang
SSRN Electronic Journal (2022)
Open Access
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