| # | Title | Journal | Year | Citations |
|---|
|
| 1 | Virtual currency, tangible return: Portfolio diversification with bitcoin | Journal of Asset Management | 2015 | 491 |
| 2 | Empirical evidence on corporate governance in Europe: The effect on stock returns, firm value and performance | Journal of Asset Management | 2004 | 328 |
| 3 | Are green bonds priced differently from conventional bonds? | Journal of Asset Management | 2018 | 300 |
| 4 | Measuring the level and risk of corporate responsibility – An empirical comparison of different ESG rating approaches | Journal of Asset Management | 2015 | 270 |
| 5 | A demystification of the Black–Litterman model: Managing quantitative and traditional portfolio construction | Journal of Asset Management | 2000 | 172 |
| 6 | A refinement to the Sharpe ratio and information ratio | Journal of Asset Management | 2005 | 169 |
| 7 | Incorporating estimation errors into portfolio selection: Robust portfolio construction | Journal of Asset Management | 2006 | 141 |
| 8 | Comparing Sharpe ratios: So where are the p-values? | Journal of Asset Management | 2007 | 131 |
| 9 | Covid-19 and asset management in EU: a preliminary assessment of performance and investment styles | Journal of Asset Management | 2020 | 119 |
| 10 | Best-practice pension fund governance | Journal of Asset Management | 2008 | 115 |
| 11 | Hedge fund survival lifetimes | Journal of Asset Management | 2002 | 103 |
| 12 | Generalised style analysis of hedge funds | Journal of Asset Management | 2000 | 98 |
| 13 | Stock market reaction to green bond issuance | Journal of Asset Management | 2019 | 98 |
| 14 | Integrating sustainability risks in asset management: the role of ESG exposures and ESG ratings | Journal of Asset Management | 2020 | 92 |
| 15 | ESG controversies and controversial ESG: about silent saints and small sinners | Journal of Asset Management | 2020 | 89 |
| 16 | Robo Advisors: quantitative methods inside the robots | Journal of Asset Management | 2018 | 76 |
| 17 | Returns in trading versus non-trading hours: The difference is day and night | Journal of Asset Management | 2011 | 71 |
| 18 | Performance of UK equity unit trusts | Journal of Asset Management | 2000 | 70 |
| 19 | To sin or not to sin? Now that's the question | Journal of Asset Management | 2006 | 70 |
| 20 | Mean–variance versus full-scale optimisation: In and out of sample | Journal of Asset Management | 2007 | 69 |
| 21 | Selecting a risk-adjusted shareholder performance measure | Journal of Asset Management | 2003 | 67 |
| 22 | Are they any good at all? A financial and ethical analysis of socially responsible mutual funds | Journal of Asset Management | 2014 | 66 |
| 23 | Impact of fund size on hedge fund performance | Journal of Asset Management | 2005 | 62 |
| 24 | Benefits and risks of alternative investment strategies | Journal of Asset Management | 2003 | 59 |
| 25 | Cointegration portfolios of European equities for index tracking and market neutral strategies | Journal of Asset Management | 2005 | 59 |
| 26 | Can robust portfolio optimisation help to build better portfolios? | Journal of Asset Management | 2007 | 59 |
| 27 | Performance clustering and incentives in the UK pension fund industry | Journal of Asset Management | 2002 | 56 |
| 28 | Emerging markets of South-East and Central Asia: Do they still offer a diversification benefit? | Journal of Asset Management | 2005 | 56 |
| 29 | ESG integration: value, growth and momentum | Journal of Asset Management | 2020 | 55 |
| 30 | Measuring investor sentiment in equity markets | Journal of Asset Management | 2006 | 52 |
| 31 | Cashing in on innovation: a taxonomy of FinTech | Journal of Asset Management | 2020 | 51 |
| 32 | Can mutual funds time investment styles? | Journal of Asset Management | 2007 | 50 |
| 33 | Price volatility and tracking ability of ETFs | Journal of Asset Management | 2009 | 49 |
| 34 | The effect of environmental sustainability on credit risk | Journal of Asset Management | 2020 | 48 |
| 35 | Equity performance of segregated pension funds in the UK | Journal of Asset Management | 2001 | 46 |
| 36 | Fundamental indexation: An active value strategy in disguise | Journal of Asset Management | 2008 | 46 |
| 37 | Country-specific ETFs: An efficient approach to global asset allocation | Journal of Asset Management | 2007 | 45 |
| 38 | Fundamental indexation in Europe | Journal of Asset Management | 2008 | 45 |
| 39 | Markov-switching asset allocation: Do profitable strategies exist? | Journal of Asset Management | 2011 | 40 |
| 40 | Theory of social returns in portfolio choice with application to microfinance | Journal of Asset Management | 2012 | 39 |
| 41 | Do hedge funds add value to a passive portfolio? Correcting for non-normal returns and disappearing funds | Journal of Asset Management | 2003 | 38 |
| 42 | Constructing 130/30-portfolios with the Omega ratio | Journal of Asset Management | 2011 | 38 |
| 43 | An anatomy of calendar effects | Journal of Asset Management | 2012 | 38 |
| 44 | Refinements to the Sharpe ratio: Comparing alternatives for bear markets | Journal of Asset Management | 2007 | 36 |
| 45 | Tracking errors of exchange traded funds | Journal of Asset Management | 2009 | 36 |
| 46 | Green bonds: shades of green and brown | Journal of Asset Management | 2021 | 36 |
| 47 | The real-life performance of market timing with moving average and time-series momentum rules | Journal of Asset Management | 2014 | 35 |
| 48 | Cryptocurrencies from the perspective of euro investors: a re-examination of diversification benefits and a new day-of-the-week effect | Journal of Asset Management | 2018 | 35 |
| 49 | The performance of value and momentum investment portfolios: Recent experience in the major European markets | Journal of Asset Management | 2003 | 34 |
| 50 | Decomposing the price-earnings ratio | Journal of Asset Management | 2006 | 34 |
