Citation of paper, Sparse and stable Markowitz portfolios

Authors Citing This Paper

AuthorCiting PapersAuthor's PapersAuthor's CitationsAuthor's IF
Sandra Paterlini9457572
Chi Seng Pun4293162.7
Ansgar Steland4713470.7
Zhifeng Dai3395535
Stefania Corsaro321920.9
Yongjae Lee39220.8
Hoi Ying Wong3991,1451.6
Vasyl Golosnoy2353281
Peter Nystrup2161923.5
Luitgard Anna Maria Veraart2153453.6
Henrik Madsen21064,0275
Margherita Giuzio25241.3
Giovanni Bonaccolto213661.7
R P Brito25240.9
Xiaojun Chen21464,1052.8
Erik A Lindström2292881.9
Ebenezer Fiifi Emire Atta Mills211622
Deepayan Chakrabarti2312,5194.8
Stepan M Mazur2141152.2
Małgorzata Bogdan2275562.6
Matteo Marsili21574,6311.9
Zelda Marino216440.9
10
Athanasios Arsenlis1614,5996.4
Mykola Pechenizkiy1963,3524.2
Hui Zou18318,76915.3
Seyoung Park111661.9
Alberto Suárez1651,5651.8
Sergei P Sidorov148610.4
Domenico Giannone1593,9918.1
Branislav Brutovsky116310.2
Kristiaan Hj Kerstens1762,3132.5
Andrea Rigamonti1210.3
Fenghua Wen11022,4036.9
10
Bernardo K Pagnoncelli1301871.3
Zhihua Zhao15271.5
Pedro Godinho1413772.1
Nestor Parolya1211812.5
Hongbo Dong14120.8
Franz Rendl1211,0983.5
Enzo Busseti14251.2
Maillet Bertrand1272971.2
Luis Nunes Vicente1592,3213.1
Philip Schniter11296,7206.1
Hosik Choi1250.8
You-Wei Wen1348602.2
Rosella Giacometti1372821
Xavier Mestre1871,2751.4
Zhi-Ping Chen1879541.9

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SSRN Electronic Journal561
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IEEE Transactions on Signal Processing54.8★★
SIAM Journal on Financial Mathematics41.4★★
Financial Markets and Portfolio Management41.3★★
Computational Optimization and Applications41.4★★
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Journal of Statistical Mechanics: Theory and Experiment41.9
Lecture Notes in Computer Science40.9★★
Journal of Business and Economic Statistics33.8★★
Journal of Banking and Finance32.6★★
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Bayesian Analysis22.3★★
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IFIP Advances in Information and Communication Technology20.5★★
Operations Research Letters21★★
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Applied Soft Computing Journal27.5★★
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Sustainability23.6
Wiley Series in Probability and Statistics11.3★★
Izvestiya of Saratov University New Series Series: Mathematics Mechanics Informatics10.9
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Applied Economics Letters11★★
Foundations and Trends® in Optimization11.5
IMF Working Papers12
SIAM Journal on Mathematics of Data Science13.1
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