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:
On the mean and variance of the estimated tangency portfolio weights for small samples
Gustav Alfelt, Stepan Mazur
Modern Stochastics Theory and Applications (2022), pp. 453-482
Open Access | Times Cited: 7
Gustav Alfelt, Stepan Mazur
Modern Stochastics Theory and Applications (2022), pp. 453-482
Open Access | Times Cited: 7
Showing 7 citing articles:
Minimum VaR and minimum CVaR optimal portfolios: The case of singular covariance matrix
Mårten Gulliksson, Stepan Mazur, Anna Oleynik
Results in Applied Mathematics (2025) Vol. 26, pp. 100557-100557
Closed Access
Mårten Gulliksson, Stepan Mazur, Anna Oleynik
Results in Applied Mathematics (2025) Vol. 26, pp. 100557-100557
Closed Access
Tangency portfolio weights under a skew-normal model in small and large dimensions
Farrukh Javed, Stepan Mazur, Erik Thorsén
Journal of the Operational Research Society (2023) Vol. 75, Iss. 7, pp. 1395-1406
Open Access | Times Cited: 5
Farrukh Javed, Stepan Mazur, Erik Thorsén
Journal of the Operational Research Society (2023) Vol. 75, Iss. 7, pp. 1395-1406
Open Access | Times Cited: 5
A test on the location of tangency portfolio for small sample size and singular covariance matrix
Svitlana Drin, Stepan Mazur, Stanislas Muhinyuza
Modern Stochastics Theory and Applications (2024), pp. 1-17
Open Access | Times Cited: 1
Svitlana Drin, Stepan Mazur, Stanislas Muhinyuza
Modern Stochastics Theory and Applications (2024), pp. 1-17
Open Access | Times Cited: 1
Statistical inference for the tangency portfolio in high dimension
Sune Karlsson, Stepan Mazur, Stanislas Muhinyuza
Statistics (2021) Vol. 55, Iss. 3, pp. 532-560
Open Access | Times Cited: 7
Sune Karlsson, Stepan Mazur, Stanislas Muhinyuza
Statistics (2021) Vol. 55, Iss. 3, pp. 532-560
Open Access | Times Cited: 7
Smart betas, return models and the tangency portfolio weights
Jan Lennartsson, Claes Ekman
PLoS ONE (2024) Vol. 19, Iss. 6, pp. e0305736-e0305736
Open Access
Jan Lennartsson, Claes Ekman
PLoS ONE (2024) Vol. 19, Iss. 6, pp. e0305736-e0305736
Open Access
Optimum Portföy Seçimi: Konno-Yamazaki Modeli ve Tanjant Portföyü Karşılaştırması (Optimum Portfolio Selection: Comparison between Konno-Yamazaki Model and Tangency Portfolio)
Burhan Toptaş, Sinan Aytekin
Turk Turizm Arastirmalari Dergisi (2024)
Open Access
Burhan Toptaş, Sinan Aytekin
Turk Turizm Arastirmalari Dergisi (2024)
Open Access
The famous American economist H. Markowitz and mathematical overview of his portfolio selection theory
Ignas Gasparavičius, Andrius Grigutis
Lithuanian Mathematical Journal (2024)
Closed Access
Ignas Gasparavičius, Andrius Grigutis
Lithuanian Mathematical Journal (2024)
Closed Access
