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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 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

Showing 13 citing articles:

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
On Optimal Tracking Portfolio in Incomplete Markets: The Reinforcement Learning Approach
Lijun Bo, Yijie Huang, Xiang Yu
SIAM Journal on Control and Optimization (2025) Vol. 63, Iss. 1, pp. 321-348
Open Access
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
Across-time risk-aware strategies for outperforming a benchmark
Pieter M. van Staden, Peter Forsyth, Yuying Li
European Journal of Operational Research (2023) Vol. 313, Iss. 2, pp. 776-800
Closed Access | Times Cited: 4
Neural network approach to portfolio optimization with leverage constraints: a case study on high inflation investment
Chendi Ni, Yuying Li, Peter Forsyth
Quantitative Finance (2024) Vol. 24, Iss. 6, pp. 753-777
Open Access | Times Cited: 1
Stochastic Control Problems with State Reflections Arising from Relaxed Benchmark Tracking
Lijun Bo, Yijie Huang, Xiang Yu
Mathematics of Operations Research (2024)
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
A discrete-time benchmark tracking problem in two markets subject to random environments
Héctor Jasso-Fuentes, Gladys Denisse Salgado Suárez
OR Spectrum (2024) Vol. 46, Iss. 4, pp. 1265-1294
Closed Access
Centralized systemic risk control in the interbank system: Weak formulation and Gamma-convergence
Lijun Bo, Tongqing Li, Xiang Yu
Stochastic Processes and their Applications (2022) Vol. 150, pp. 622-654
Open Access | Times Cited: 2
Optimal consumption with loss aversion and reference to past spending maximum
Xun Li, Xiang Yu, Qinyi Zhang
arXiv (Cornell University) (2021)
Open Access | Times Cited: 1
Optimal active lifetime investment
Lin Xu, Linlin Wang, Liu Xiao, et al.
International Journal of Control (2021) Vol. 96, Iss. 1, pp. 48-57
Closed Access | Times Cited: 1
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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