Most significant research articles for practical investors with research perspectives
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I am an applied mathematician and recently I have decided to study the portfolio management theory. As a final objective, I want to manage my own portfolio and to try make some money on it using my mathematical background. But at the same time, I would like to have a general understanding of this field to be able to contribute at some stage.
In this connection, I would like to ask for the most significant research articles that are worth reading. I have already started with the great work (Markowitz, 1952) where the foundations of the modern portfolio theory were established and the next article in my list is (Sharpe, 1964) for the foundations of CAPM.
I already have some background in mathematical finance. At the university I had an course on financial mathematics where I had an assignment on pricing and hedging of European rainbow options using discrete-time models. But for me this remained disconnected from the real world.
portfolio-management modern-portfolio-theory reference-request asset-pricing
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I am an applied mathematician and recently I have decided to study the portfolio management theory. As a final objective, I want to manage my own portfolio and to try make some money on it using my mathematical background. But at the same time, I would like to have a general understanding of this field to be able to contribute at some stage.
In this connection, I would like to ask for the most significant research articles that are worth reading. I have already started with the great work (Markowitz, 1952) where the foundations of the modern portfolio theory were established and the next article in my list is (Sharpe, 1964) for the foundations of CAPM.
I already have some background in mathematical finance. At the university I had an course on financial mathematics where I had an assignment on pricing and hedging of European rainbow options using discrete-time models. But for me this remained disconnected from the real world.
portfolio-management modern-portfolio-theory reference-request asset-pricing
New contributor
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add a comment |
$begingroup$
I am an applied mathematician and recently I have decided to study the portfolio management theory. As a final objective, I want to manage my own portfolio and to try make some money on it using my mathematical background. But at the same time, I would like to have a general understanding of this field to be able to contribute at some stage.
In this connection, I would like to ask for the most significant research articles that are worth reading. I have already started with the great work (Markowitz, 1952) where the foundations of the modern portfolio theory were established and the next article in my list is (Sharpe, 1964) for the foundations of CAPM.
I already have some background in mathematical finance. At the university I had an course on financial mathematics where I had an assignment on pricing and hedging of European rainbow options using discrete-time models. But for me this remained disconnected from the real world.
portfolio-management modern-portfolio-theory reference-request asset-pricing
New contributor
$endgroup$
I am an applied mathematician and recently I have decided to study the portfolio management theory. As a final objective, I want to manage my own portfolio and to try make some money on it using my mathematical background. But at the same time, I would like to have a general understanding of this field to be able to contribute at some stage.
In this connection, I would like to ask for the most significant research articles that are worth reading. I have already started with the great work (Markowitz, 1952) where the foundations of the modern portfolio theory were established and the next article in my list is (Sharpe, 1964) for the foundations of CAPM.
I already have some background in mathematical finance. At the university I had an course on financial mathematics where I had an assignment on pricing and hedging of European rainbow options using discrete-time models. But for me this remained disconnected from the real world.
portfolio-management modern-portfolio-theory reference-request asset-pricing
portfolio-management modern-portfolio-theory reference-request asset-pricing
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A lot has happened since Markowitz and Sharpe. While their work is still considered foundational, the empirical/practical relevance of their models has been questioned by later work.
Here are a few more recent articles about portfolio theory, in no particular order (all accessible online):
Jorion: Bayes-Stein Estimation for Portfolio Analysis, JFQA, 1986
Ledoit, Wolf: Honey, I Shrunk the Sample Covariance Matrix, 2003
DeMiguel, Garlappi, Uppal: Optimal Versus Naive Diversification: How Inefficient is the 1/N Portfolio Strategy?, RFS, 2009
Fama, French: A Five-Factor Asset Pricing Model, 2014
Maillard, Roncalli, Teiletche: On the properties of equally-weighted risk contributions portfolios, 2009
He, Litterman: The Intuition Behind Black-Litterman Model Portfolios, GS, December 1999
Hurst, Johnson, Ooi: Undertanding Risk Parity, AQR Capital Management, Fall 2010
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Rank based on Number of Citation: 101:
A theory of bond portfolios Open Access Ekeland, I., Taflin, E. 2005 Annals of Applied Probability 15(2)
Number of Citation, as of March 4, 2019: 31
Rank based on Number of Citation: 102:
Advancing the conceptualization and operationalization of novelty in organizational research Rosenkopf, L., McGrath, P. 2011 Organization Science
22(5), pp. 1297-1311
Number of Citation, as of March 4, 2019: 30
Rank based on Number of Citation: 103:
Numerical Methods in Finance and Economics: A MATLAB-Based Introduction: Second Edition ( Book) Brandimarte, P. 2006 Numerical Methods in Finance and Economics: A MATLAB-Based Introduction: Second Edition
pp. 1-669
Number of Citation, as of March 4, 2019: 30
Rank based on Number of Citation: 104:
Risk-Sensitive ICAPM With Application to Fixed-Income Management Bielecki, T.R., Pliska, S.R. 2004 IEEE Transactions on Automatic Control
49(3), pp. 420-432
Number of Citation, as of March 4, 2019: 30
Rank based on Number of Citation: 105:
Decomposition and characterization of risk with a continuum of random variables Nabil, Ibraheem al-Najjar 1995 Econometrica
63(5), pp. 1195-1224
Number of Citation, as of March 4, 2019: 30
Rank based on Number of Citation: 106:
Efficient Portfolios in the Asset Liability Context
Open Access Keel, A., Müller, H.H. 1995 ASTIN Bulletin 25(1), pp. 33-48
Number of Citation, as of March 4, 2019: 30
Rank based on Number of Citation: 107:
Common stock portfolio selection: A multiple criteria decision making methodology and an application to the Athens Stock Exchange Xidonas, P., Askounis, D., Psarras, J. 2009 Operational Research
9(1), pp. 55-79
Number of Citation, as of March 4, 2019: 29
Rank based on Number of Citation: 108:
Using R&D portfolio management to deal with dynamic risk Floricel, S., Ibanescu, M. 2008 R and D Management
38(5), pp. 452-467
Number of Citation, as of March 4, 2019: 29
Rank based on Number of Citation: 109:
Risk management in a competitive electricity market Liu, M., Wu, F.F. 2007 International Journal of Electrical Power and Energy Systems
29(9), pp. 690-697
Number of Citation, as of March 4, 2019: 29
Rank based on Number of Citation: 110:
Delegated portfolio management: A survey of the theoretical literature Stracca, L. 2006 Journal of Economic Surveys
20(5), pp. 823-848
Number of Citation, as of March 4, 2019: 29
Rank based on Number of Citation: 111:
Occupier requirements in commercial real estate markets Lizieri, C.M. 2003 Urban Studies
40(5-6), pp. 1151-1169
Number of Citation, as of March 4, 2019: 29
Rank based on Number of Citation: 112:
Action-Oriented Portfolio Management: Strategy tables permit decision makers to build and evaluate R&D portfolios that focus on value-enhancing actions Spradlin, C.T., Kutoloski, D.M. 1999 Research Technology Management
42(2), pp. 26-32
Number of Citation, as of March 4, 2019: 29
Rank based on Number of Citation: 113:
Risk management of contract portfolios in IT services: The profit-at-risk approach Kauffman, R.J., Sougstad, R. 2008 Journal of Management Information Systems
25(1), pp. 17-48
Number of Citation, as of March 4, 2019: 28
Rank based on Number of Citation: 114:
Universal investors and socially responsible investors: A tale of emerging affinities Lydenberg, S. 2007 Corporate Governance: An International Review
15(3), pp. 467-477
Number of Citation, as of March 4, 2019: 28
Rank based on Number of Citation: 115:
Introduction to modern portfolio optimization with NUOPT and S-PLUS ( Book) Scherer, B., Martin, R.D. 2005 Introduction to Modern Portfolio Optimization with NUOPT and S-PLUS
pp. 1-426
Number of Citation, as of March 4, 2019: 28
Rank based on Number of Citation: 116:
Functional dynamic factor models with application to yield curve forecasting Hays, S., Shen, H., Huang, J.Z. 2012 Annals of Applied Statistics
6(3), pp. 870-893
Number of Citation, as of March 4, 2019: 27
Rank based on Number of Citation: 117:
Portfolio insurance and prospect theory investors: Popularity and optimal design of capital protected financial products Dichtl, H., Drobetz, W. 2011 Journal of Banking and Finance
35(7), pp. 1683-1697
Number of Citation, as of March 4, 2019: 27
Rank based on Number of Citation: 118:
Risk-sensitive benchmarked asset management Davis, M., Lleo, S. 2008 Quantitative Finance
8(4), pp. 415-426
Number of Citation, as of March 4, 2019: 27
Rank based on Number of Citation: 119:
An event-driven approach with makespan/cost tradeoff analysis for project portfolio scheduling Kao, H.-P., Wang, B., Dong, J., Ku, K.-C. 2006 Computers in Industry
57(5), pp. 379-397
Number of Citation, as of March 4, 2019: 27
Rank based on Number of Citation: 120:
Framework for generation risk management in electricity markets Liu, M., Wu, F.F. 2004 Dianli Xitong Zidonghua/Automation of Electric Power Systems
28(13), pp. 1-6
Number of Citation, as of March 4, 2019: 27
Rank based on Number of Citation: 121:
Portfolio management of islamic banks. 'Certainty model' Bashir, B.A. 1983 Journal of Banking and Finance
7(3), pp. 339-354
Number of Citation, as of March 4, 2019: 26
Rank based on Number of Citation: 122:
Portfolios with fuzzy returns: Selection strategies based on semi-infinite programming
Open Access Vercher, E. 2008 Journal of Computational and Applied Mathematics
217(2), pp. 381-393
Number of Citation, as of March 4, 2019: 25
Rank based on Number of Citation: 123:
Increasing the accuracy and reliability of analogy-based cost estimation with extensive project feature dimension weighting Auer, M., Biffl, S. 2004 Proceedings - 2004 International Symposium on Empirical Software Engineering, ISESE 2004
pp. 147-155
Number of Citation, as of March 4, 2019: 25
Rank based on Number of Citation: 124:
A fuzzy decision-making approach for portfolio management with direct real estate investment | [Sprendimuogonek priėmimo metodas esant neapibrėžtumui tiesioginiuogonek nekilnojamojo turto investicijuogonek portfelio valdymo metu]
Open Access Hui, E.C.M., Lau, O.M.F., Lo, K.K. 2009 International Journal of Strategic Property Management
13(2), pp. 191-204
Number of Citation, as of March 4, 2019: 24
Rank based on Number of Citation: 125:
LP modeling for asset-liability management: A survey of choices and simplifications
Open Access Sodhi, M.S. 2005 Operations Research 53(2), pp. 181-196
Number of Citation, as of March 4, 2019: 24
Rank based on Number of Citation: 126:
Using artificial intelligence and visual techniques into preference disaggregation analysis: The MIIDAS system Siskos, Y., Spyridakos, A., Yannacopoulos, D. 1999 European Journal of Operational Research
113(2), pp. 281-299
Number of Citation, as of March 4, 2019: 24
Rank based on Number of Citation: 127:
A fuzzy control model (FCM) for dynamic portfolio management Östermark, R. 1996 Fuzzy Sets and Systems
78(3), pp. 243-254
Number of Citation, as of March 4, 2019: 24
Rank based on Number of Citation: 128:
A mixed R&D projects and securities portfolio selection model Fang, Y., Chen, L., Fukushima, M. 2008 European Journal of Operational Research
185(2), pp. 700-715
Number of Citation, as of March 4, 2019: 23
Rank based on Number of Citation: 129:
An integrated multiobjective portfolio management system
Open Access Colson, G., De Bruyn, C. 1989 Mathematical and Computer Modelling 12(10-11), pp. 1359-1381
Number of Citation, as of March 4, 2019: 23
Rank based on Number of Citation: 130:
Multi-objective mean-variance-skewness model for generation portfolio allocation in electricity markets Pindoriya, N.M., Singh, S.N., Singh, S.K. 2010 Electric Power Systems Research
80(10), pp. 1314-1321
Number of Citation, as of March 4, 2019: 22
Rank based on Number of Citation: 131:
Managing project portfolios: balancing flexibility and structure by improvising Jerbrant, A., Karrbom Gustavsson, T. 2013 International Journal of Managing Projects in Business
6(1), pp. 152-172
Number of Citation, as of March 4, 2019: 21
Rank based on Number of Citation: 132:
The optimal tree species composition for a private forest enterprise - applying the theory of portfolio selection Neuner, S., Beinhofer, B., Knoke, T. 2013 Scandinavian Journal of Forest Research
28(1), pp. 38-48
Number of Citation, as of March 4, 2019: 21
Rank based on Number of Citation: 133:
Using portfolio theory to assess tradeoffs between return from natural capital and social equity across space Halpern, B.S., White, C., Lester, S.E., Costello, C., Gaines, S.D. 2011 Biological Conservation
144(5), pp. 1499-1507
Number of Citation, as of March 4, 2019: 21
Rank based on Number of Citation: 134:
Portfolio selection under strict uncertainty: A multi-criteria methodology and its application to the Frankfurt and Vienna Stock Exchanges Ballestero, E., Günther, M., Pla-Santamaria, D., Stummer, C. 2007 European Journal of Operational Research
Number of Citation, as of March 4, 2019: 181(3), pp. 1476-1487
21
Rank based on Number of Citation: 135:
Does Focus Really Matter? Specialized vs. Diversified REITs Ro, S., Ziobrowski, A.J. 2011 Journal of Real Estate Finance and Economics
42(1), pp. 68-83
Number of Citation, as of March 4, 2019: 20
Rank based on Number of Citation: 136:
Construction programme management theory and practice: Contextual and pragmatic approach Shehu, Z., Akintoye, A. 2009 International Journal of Project Management
27(7), pp. 703-716
Number of Citation, as of March 4, 2019: 20
Rank based on Number of Citation: 137:
Management of foresight portfolio: Analysis of modular foresight projects at contract research organisation Konnola, T., Ahlqvist, T., Eerola, A., Kivisaari, S., Koivisto, R. 2009 Technology Analysis and Strategic Management
21(3), pp. 381-405
Number of Citation, as of March 4, 2019: 20
Rank based on Number of Citation: 138:
Resource allocation neural network in portfolio selection Ko, P.-C., Lin, P.-C. 2008 Expert Systems with Applications
35(1-2), pp. 330-337
Number of Citation, as of March 4, 2019: 20
Rank based on Number of Citation: 139:
Analysis of the impact of team-based organizations in call center management Jouini, O., Dallery, Y., Nait-Abdallah, R. 2008 Management Science
54(2), pp. 400-414
Number of Citation, as of March 4, 2019: 20
Rank based on Number of Citation: 140:
Assessing the incremental value of option pricing theory relative to an informationally passive benchmark Figlewski, S. 2002 Journal of Derivatives
10(1), pp. 80-96
Number of Citation, as of March 4, 2019: 20
Rank based on Number of Citation: 141:
Towards a governance framework for chains of Scrum teams Vlietland, J., Van Vliet, H. 2015 Information and Software Technology
57(1), pp. 52-65
Number of Citation, as of March 4, 2019: 19
Rank based on Number of Citation: 142:
Robust project portfolio management: capability evolution and maturity Killen, C.P., Hunt, R.A. 2013 International Journal of Managing Projects in Business
6(1), pp. 131-151
Number of Citation, as of March 4, 2019: 19
Rank based on Number of Citation: 143:
Mean-variance principle of managing cointegrated risky assets and random liabilities Chiu, M.C., Wong, H.Y. 2013 Operations Research Letters
41(1), pp. 98-106
Number of Citation, as of March 4, 2019: 19
Rank based on Number of Citation: 144:
New product portfolio management decisions: Antecedents and consequences McNally, R.C., Durmuşoǧlu, S.S., Calantone, R.J. 2013 Journal of Product Innovation Management
30(2), pp. 245-261
Number of Citation, as of March 4, 2019: 19
Rank based on Number of Citation: 145:
Scenario tree generation approaches using K-means and LP moment matching methods
Open Access Xu, D., Chen, Z., Yang, L. 2012 Journal of Computational and Applied Mathematics
236(17), pp. 4561-4579
Number of Citation, as of March 4, 2019: 19
Rank based on Number of Citation: 146:
Man versus math: Behaviorist exploration of post-crisis non-banking asset management Strang, K.D. 2012 Journal of Asset Management
13(5), pp. 348-367
Number of Citation, as of March 4, 2019: 19
Rank based on Number of Citation: 147:
Decision support for retirement portfolio management: Overcoming myopic loss aversion via technology design Looney, C.A., Hardin, A.M. 2009 Management Science
55(10), pp. 1688-1703
Number of Citation, as of March 4, 2019: 19
Rank based on Number of Citation: 148:
Does customer portfolio analysis relate to customer performance? An empirical analysis of alternative strategic perspective Eng, T.-Y. 2004 Journal of Business and Industrial Marketing
19(1), pp. 49-67
Number of Citation, as of March 4, 2019: 19
Rank based on Number of Citation: 149:
Generalized case-based reasoning system for portfolio management Chi, R.T., Chen, M., Kiang, M.Y. 1993 Expert Systems With Applications
6(1), pp. 67-76
Number of Citation, as of March 4, 2019: 19
Rank based on Number of Citation: 150:
Risk, reward, and payments for ecosystem services: A portfolio approach to ecosystem services and forestland investment Matthies, B.D., Kalliokoski, ., Ekholm, ., Hoen, H.F., Valsta, L.T. 2015 Ecosystem Services
16, pp. 1-12
Number of Citation, as of March 4, 2019: 18
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Rank based on Number of Citation: 51:
An accelerated subcontracting and procuring model for construction projects Tserng, H.P., Lin, P.H. 2002 Automation in Construction
11(1), pp. 105-125
Number of Citation, as of March 4, 2019: 61
Rank based on Number of Citation: 52:
A methodology for selecting portfolios of projects with interactions and under uncertainty Ghapanchi, A.H., Tavana, M., Khakbaz, M.H., Low, G. 2012 International Journal of Project Management
30(7), pp. 791-803
Number of Citation, as of March 4, 2019: 60
Rank based on Number of Citation: 53:
Optimization of R&D project portfolios under endogenous uncertainty Solak, S., Clarke, J.-P.B., Johnson, E.L., Barnes, E.R. 2010 European Journal of Operational Research
207(1), pp. 420-433
Number of Citation, as of March 4, 2019: 60
Rank based on Number of Citation: 54:
Combining decision analysis and portfolio management to improve project selection in the exploration and production firm Walls, M.R. 2004 Journal of Petroleum Science and Engineering
44(1-2), pp. 55-65
Number of Citation, as of March 4, 2019: 60
Rank based on Number of Citation: 55:
BYY harmony learning, independent state space, and generalized APT financial analyses Xu, L. 2001 IEEE Transactions on Neural Networks
12(4), pp. 822-849
Number of Citation, as of March 4, 2019: 58
Rank based on Number of Citation: 56:
Credit risk: Pricing, measurement, and management ( Book) Duffie, D., Singleton, K.J. 2012 Credit Risk: Pricing, Measurement, and Management
pp. 1-396
Number of Citation, as of March 4, 2019: 57
Rank based on Number of Citation: 57:
Single-period Markowitz portfolio selection, performance gauging, and duality: A variation on the Luenberger shortage function Briec, W., Kerstens, K., Lesourd, J.B. 2004 Journal of Optimization Theory and Applications
120(1), pp. 1-27
Number of Citation, as of March 4, 2019: 56
Rank based on Number of Citation: 58:
An empirical approach to ecosystem-based fishery management Sanchirico, J.N., Smith, M.D., Lipton, D.W. 2008 Ecological Economics
64(3), pp. 586-596
Number of Citation, as of March 4, 2019: 55
Rank based on Number of Citation: 59:
A medium-term integrated risk management model for a hydrothermal generation company Cabero, J., Baíllo, Á., Cerisola, S., (...), Perán, F., Relaño, G. 2005 IEEE Transactions on Power Systems
20(3), pp. 1379-1388
Number of Citation, as of March 4, 2019: 55
Rank based on Number of Citation: 60:
Portfolio choice with endogenous utility: A large deviations approach Stutzer, M. 2003 Journal of Econometrics
116(1-2), pp. 365-386
Number of Citation, as of March 4, 2019: 55
Rank based on Number of Citation: 61:
Managing the institutional context for projects Morris, P.W.G., Geraldi, J. 2011 Project Management Journal
42(6), pp. 20-32
Number of Citation, as of March 4, 2019: 54
Rank based on Number of Citation: 62:
Portfolio optimization in electricity markets Liu, M., Wu, F.F. 2007 Electric Power Systems Research
77(8), pp. 1000-1009
Number of Citation, as of March 4, 2019: 54
Rank based on Number of Citation: 63:
Optimal portfolio selection and dynamic benchmark tracking Gaivoronski, A.A., Krylov, S., Van Der Wijst, N. 2005 European Journal of Operational Research
163(1), pp. 115-131
Number of Citation, as of March 4, 2019: 52
Rank based on Number of Citation: 64:
Socially responsible funds and market crises Nofsinger, J., Varma, A. 2014 Journal of Banking and Finance
48, pp. 180-193
Number of Citation, as of March 4, 2019: 51
Rank based on Number of Citation: 65:
Hedge funds: Quantitative insights ( Book) Lhabitant, F.-S. 2013 Hedge Funds: Quantitative Insights
pp. 1-336
Number of Citation, as of March 4, 2019: 50
Rank based on Number of Citation: 66:
Integrating technology roadmapping and portfolio management at the front-end of new product development Oliveira, M.G., Rozenfeld, H. 2010 Technological Forecasting and Social Change
77(8), pp. 1339-1354
Number of Citation, as of March 4, 2019: 50
Rank based on Number of Citation: 67:
Financial modelling: Where to go? With an illustration for portfolio management Spronk, J., Hallerbach, W. 1997 European Journal of Operational Research
99(1), pp. 113-125
Number of Citation, as of March 4, 2019: 50
Rank based on Number of Citation: 68:
Optimality conditions in portfolio analysis with general deviation measures Rockafellar, R.T., Uryasev, S., Zabarankin, M. 2006 Mathematical Programming
108(2-3), pp. 515-540
Number of Citation, as of March 4, 2019: 49
Rank based on Number of Citation: 69:
Contingent portfolio programming for the management of risky projects Gustafsson, J., Salo, A. 2005 Operations Research
53(6), pp. 946-956
Number of Citation, as of March 4, 2019: 48
Rank based on Number of Citation: 70:
Dynamic models for fixed-income portfolio management under uncertainty Zenios, S.A., Holmer, M.R., McKendall, R., Vassiadou-Zeniou, C. 1998 Journal of Economic Dynamics and Control
22(10), pp. 1517-1541
Number of Citation, as of March 4, 2019: 48
Rank based on Number of Citation: 71:
Spectral risk measures and portfolio selection Adam, A., Houkari, M., Laurent, J.-P. 2008 Journal of Banking and Finance
32(9), pp. 1870-1882
Number of Citation, as of March 4, 2019: 47
Rank based on Number of Citation: 72:
The financial aspect of managing technical debt: A systematic literature review Ampatzoglou, A., Ampatzoglou, A., Chatzigeorgiou, A., Avgeriou, P. 2015 Information and Software Technology
64, pp. 52-73
Number of Citation, as of March 4, 2019: 46
Rank based on Number of Citation: 73:
Community detection for correlation matrices Open Access MacMahon, M., Garlaschelli, D. 2015 Physical Review X
5(2),021006
Number of Citation, as of March 4, 2019: 45
Rank based on Number of Citation: 74:
Portfolio optimization and performance analysis ( Book) Prigent, J.-L. 2007 Portfolio Optimization and Performance Analysis
pp. 1-434
Number of Citation, as of March 4, 2019: 45
Rank based on Number of Citation: 75:
A stochastic soft constraints fuzzy model for a portfolio selection problem Lacagnina, V., Pecorella, A. 2006 Fuzzy Sets and Systems
157(10), pp. 1317-1327
Number of Citation, as of March 4, 2019: 45
Rank based on Number of Citation: 76:
Downside loss aversion and portfolio management Jarrow, R., Zhaou, F. 2006 Management Science
52(4), pp. 558-566
Number of Citation, as of March 4, 2019: 45
Rank based on Number of Citation: 77:
Reaching goals by a deadline: Digital options and continuous-time active portfolio management Browne, S. 1999 Advances in Applied Probability
31(2), pp. 551-577
Number of Citation, as of March 4, 2019: 45
Rank based on Number of Citation: 78:
Risk management applied to projects, programs, and portfolios Sanchez, H., Robert, B., Bourgault, M., Pellerin, R. 2009 International Journal of Managing Projects in Business
2(1), pp. 14-35
Number of Citation, as of March 4, 2019: 44
Rank based on Number of Citation: 79:
Application of the fuzzy weighted average in strategic portfolio management Lin, C., Tan, B., Hsieh, P.-J. 2005 Decision Sciences
36(3), pp. 489-510
Number of Citation, as of March 4, 2019: 43
Rank based on Number of Citation: 80:
Project valuation and power portfolio management in a competitive market Siddiqi, S.N. 2000 IEEE Transactions on Power Systems
15(1), pp. 116-121
Number of Citation, as of March 4, 2019: 43
Rank based on Number of Citation: 81:
Successful project portfolio management beyond project selection techniques: Understanding the role of structural alignment Kaiser, M.G., El Arbi, F., Ahlemann, F. 2015 International Journal of Project Management
33(1), pp. 126-139
Number of Citation, as of March 4, 2019: 42
Rank based on Number of Citation: 82:
Balancing risk and return in a customer portfolio Tarasi, C.O., Bolton, R.N., Hutt, M.D., Walker, B.A. 2011 Journal of Marketing
75(3), pp. 1-17
Number of Citation, as of March 4, 2019: 42
Rank based on Number of Citation: 83:
Risk management with benchmarking Basak, S., Shapiro, A., Teplá, L. 2006 Management Science
52(4), pp. 542-557
Number of Citation, as of March 4, 2019: 41
Rank based on Number of Citation: 84:
Diversification evidence from international equity markets using extreme values and stochastic copulas Bhatti, M.I., Nguyen, C.C. 2012 Journal of International Financial Markets, Institutions and Money
22(3), pp. 622-646
Number of Citation, as of March 4, 2019: 40
Rank based on Number of Citation: 85:
A portfolio approach to technical debt management Guo, Y., Seaman, C. 2011 Proceedings - International Conference on Software Engineering
pp. 31-34
Number of Citation, as of March 4, 2019: 38
Rank based on Number of Citation: 86:
Multiple project management: a modern competitive necessity Dooley, L., Lupton, G., O'Sullivan, D. 2005 Journal of Manufacturing Technology Management
16(5), pp. 466-482
Number of Citation, as of March 4, 2019: 38
Rank based on Number of Citation: 87:
A multi-criterion approach for selecting attractive portfolio Bouri, A., Martel, J.M., Chabchoub, H. 2002 Journal of Multi-Criteria Decision Analysis
11(4-5), pp. 269-277
Number of Citation, as of March 4, 2019: 38
Rank based on Number of Citation: 88:
Financial asset-pricing theory and stochastic programming models for asset/liability management: A synthesis Klaassen, P. 1998 Management Science
44(1), pp. 31-48
Number of Citation, as of March 4, 2019: 38
Rank based on Number of Citation: 89:
Dynamic capability through project portfolio management in service and manufacturing industries Killen, C.P., Hunt, R.A. 2010 International Journal of Managing Projects in Business
3(1), pp. 157-169
Number of Citation, as of March 4, 2019: 37
Rank based on Number of Citation: 90:
Algorithms for portfolio management based on the Newton method Agarwal, A., Hazan, E., Kale, S., Schapire, R.E. 2006 ICML 2006 - Proceedings of the 23rd International Conference on Machine Learning
2006, pp. 9-16
Number of Citation, as of March 4, 2019: 37
Rank based on Number of Citation: 91:
Is a team different from the sum of its parts evidence from mutual fund managers Bär, M., Kempf, A., Ruenzi, S. 2011 Review of Finance
15(2), pp. 359-396
Number of Citation, as of March 4, 2019: 35
Rank based on Number of Citation: 92:
Stock price prediction using reinforcement learning Lee, J.W. 2001 IEEE International Symposium on Industrial Electronics
1, pp. 690-695
Number of Citation, as of March 4, 2019: 35
Rank based on Number of Citation: 93:
Risk-constrained dynamic active portfolio management Browne, S. 2000 Management Science
46(9), pp. 1188-1199
Number of Citation, as of March 4, 2019: 35
Rank based on Number of Citation: 94:
New product portfolio performance in family firms Kraiczy, N.D., Hack, A., Kellermanns, F.W. 2014 Journal of Business Research
67(6), pp. 1065-1073
Number of Citation, as of March 4, 2019: 33
Rank based on Number of Citation: 95:
Establishing project portfolio management: An exploratory analysis of the influence of internal stakeholders' interactions Beringer, C., Jonas, D., Georg Gemünden, H. 2012 Project Management Journal
43(6), pp. 16-32
Number of Citation, as of March 4, 2019: 33
Rank based on Number of Citation: 96:
Variance reduction in sample approximations of stochastic programs Koivu, M. 2005 Mathematical Programming
103(3), pp. 463-485
Number of Citation, as of March 4, 2019: 33
Rank based on Number of Citation: 97:
Dynamic risk management in petroleum project investment based on a variable precision rough set model Xie, G., Yue, W., Wang, S., Lai, K.K. 2010 Technological Forecasting and Social Change
77(6), pp. 891-901
Number of Citation, as of March 4, 2019: 32
Rank based on Number of Citation: 98:
Portfolio diversification, leverage, and financial contagion Schinasi, G.J., Smith, R.T. 2000 IMF Staff Papers
47(2), pp. 159-176
Number of Citation, as of March 4, 2019: 32
Rank based on Number of Citation: 99:
Performance of salmon fishery portfolios across western North America
Open Access Griffiths, J.R., Schindler, D.E., Armstrong, J.B., (...), Stanford, J.A., Volk, E.C. 2014 Journal of Applied Ecology
51(6), pp. 1554-1563
Number of Citation, as of March 4, 2019: 31
Rank based on Number of Citation: 100:
Safety first portfolio choice based on financial and sustainability returns Dorfleitner, G., Utz, S. 2012 European Journal of Operational Research
221(1), pp. 155-164
Number of Citation, as of March 4, 2019: 31
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Welcome to Quant SE!
The best source to check for most significant and reliable articles is
scopus.com
. For instance, I copy top 200 articles based on the keyword
"Portfolio Management":
Sorry about that I had to add four different posts.
Best wishes!
Rank based on Number of Citation: 1:
The econometrics of financial markets ( Book) Campbell, J.Y., Lo, A.W., MacKinlay, A.C. 2012 The Econometrics of Financial Markets
pp. 1-611
Number of Citation, as of March 4, 2019: 2366
Rank based on Number of Citation: 2:
An integrated framework for project portfolio selection Archer, N.P., Ghasemzadeh, F. 1999 International Journal of Project Management
17(4), pp. 207-216
Number of Citation, as of March 4, 2019: 419
Rank based on Number of Citation: 3:
Intellectual capital and the 'capable firm': Narrating, visualising and numbering for managing knowledge Mouritsen, J., Larsen, H.T., Bukh, P.N.D. 2001 Accounting, Organizations and Society
26(7-8), pp. 735-762
Number of Citation, as of March 4, 2019: 287
Rank based on Number of Citation: 4:
Banking in the theory of finance Fama, E.F. 1980 Journal of Monetary Economics
6(1), pp. 39-57
Number of Citation, as of March 4, 2019: 247
Rank based on Number of Citation: 5:
Customer Portfolio Management: Toward a Dynamic Theory of Exchange Relationships Johnson, M.D., Selnes, F. 2004 Journal of Marketing
68(2), pp. 1-17
Number of Citation, as of March 4, 2019: 242
Rank based on Number of Citation: 6:
Extreme value dependence in financial markets: Diagnostics, models, and financial implications Poon, S.-H., Rockinger, M., Tawn, J. 2004 Review of Financial Studies
17(2), pp. 581-610
Number of Citation, as of March 4, 2019: 239
Rank based on Number of Citation: 7:
Credit risk: Pricing, measurement, and management ( Book) Duffie, D., Singleton, J.K. 2012 Credit Risk: Pricing, Measurement, and Management
231
*Number of Citation, as of March 4, 2019: *
Rank based on Number of Citation: 8:
A fuzzy goal programming approach to portfolio selection Arenas Parra, M., Bilbao Terol, A., Rodríguez Uría, M.V. 2001 European Journal of Operational Research
133(2), pp. 287-297
Number of Citation, as of March 4, 2019: 209
Rank based on Number of Citation: 9:
High dimensional covariance matrix estimation using a factor model Fan, J., Fan, Y., Lv, J. 2008 Journal of Econometrics
147(1), pp. 186-197
Number of Citation, as of March 4, 2019: 194
Rank based on Number of Citation: 10:
A fuzzy set approach for R&D portfolio selection using a real options valuation model Wang, J., Hwang, W.-L. 2007 Omega
35(3), pp. 247-257
Number of Citation, as of March 4, 2019: 192
Rank based on Number of Citation: 11:
Measuring customer perceived online service quality: Scale development and managerial implications Yang, Z., Jun, M., Peterson, R.T. 2004 International Journal of Operations and Production Management
24(11), pp. 1149-1174
Number of Citation, as of March 4, 2019: 182
Rank based on Number of Citation: 12:
Thinking differently about purchasing portfolios: An assessment of sustainable sourcing Pagell, M., Wu, Z., Wasserman, M.E. 2010 Journal of Supply Chain Management
46(1), pp. 57-73
Number of Citation, as of March 4, 2019: 175
Rank based on Number of Citation: 13:
Risk aversion or myopia? Choices in repeated gambles and retirement investments Benartzi, S., Thaler, R.H. 1999 Management Science
45(3), pp. 364-381
Number of Citation, as of March 4, 2019: 175
Rank based on Number of Citation: 14:
Does aquaculture add resilience to the global food system? Troell, M., Naylor, R.L., Metian, M., (...), Xepapadeas, T., De Zeeuw, A. 2014 Proceedings of the National Academy of Sciences of the United States of America
111(37), pp. 13257-13263
Number of Citation, as of March 4, 2019: 148
Rank based on Number of Citation: 15:
Financial risk management in a competitive electricity market roger bjorgan Liu, C.-C. 1999 IEEE Transactions on Power Systems
14(4), pp. 1285-1291
Number of Citation, as of March 4, 2019: 144
Rank based on Number of Citation: 16:
A comparison of VaR and CVaR constraints on portfolio selection with the mean-variance model Alexander, G.J., Baptista, A.M. 2004 Management Science
50(9), pp. 1261-1273
Number of Citation, as of March 4, 2019: 141
Rank based on Number of Citation: 17:
Project portfolio management - There's more to it than what management enacts Blichfeldt, B.S., Eskerod, P. 2008 International Journal of Project Management
26(4), pp. 357-365
Number of Citation, as of March 4, 2019: 135
Rank based on Number of Citation: 18:
The intersection of market and credit risk Jarrow, R.A., Turnbull, S.M. 2000 Journal of Banking and Finance
24(1-2), pp. 271-299
Number of Citation, as of March 4, 2019: 134
Rank based on Number of Citation: 19:
Probabilistic constrained load flow considering integration of wind power generation and electric vehicles Vlachogiannis, J.G. 2009 IEEE Transactions on Power Systems
24(4), pp. 1808-1817
Number of Citation, as of March 4, 2019: 133
Rank based on Number of Citation: 20:
Preference programming for robust portfolio modeling and project selection Liesiö, J., Mild, P., Salo, A. 2007 European Journal of Operational Research
181(3), pp. 1488-1505
Number of Citation, as of March 4, 2019: 130
Rank based on Number of Citation: 21:
Extreme financial risks: From dependence to risk management ( Book) Malevergn, Y., Sornette, D. 2006 Extreme Financial Risks: From Dependence to Risk Management
pp. 1-312
Number of Citation, as of March 4, 2019: 124
Rank based on Number of Citation: 22:
Bio-folio: Applying portfolio theory to biodiversity Figge, F. 2004 Biodiversity and Conservation
13(4), pp. 827-849
Number of Citation, as of March 4, 2019: 121
Rank based on Number of Citation: 23:
Venture capitalists' decision to syndicate Manigart, S., Lockett, A., Meuleman, M., (...), Desbrières, P., Hommel, U. 2006 Entrepreneurship: Theory and Practice
30(2), pp. 131-153
Number of Citation, as of March 4, 2019: 111
Rank based on Number of Citation: 24:
Scenario tree modeling for multistage stochastic programs Heitsch, H., Römisch, W. 2009 Mathematical Programming
118(2), pp. 371-406
Number of Citation, as of March 4, 2019: 110
Rank based on Number of Citation: 25:
Option pricing: Valuation models and applications Broadie, M., Detemple, J.B. 2004 Management Science
50(9), pp. 1145-1177
Number of Citation, as of March 4, 2019: 108
Rank based on Number of Citation: 26:
Audit firm portfolio management decisions Johnstone, K.M., Bedard, J.C. 2004 Journal of Accounting Research
42(4), pp. 659-690
Number of Citation, as of March 4, 2019: 104
Rank based on Number of Citation: 27:
Asset and liability management under a continuous-time mean-variance optimization framework Chiu, M.C., Li, D. 2006 Insurance: Mathematics and Economics
39(3), pp. 330-355
Number of Citation, as of March 4, 2019: 103
Rank based on Number of Citation: 28:
A theoretical ramework for managing the new product development portfolio: When and how to use strategic buckets Chao, R.O., Kavadias, S. 2008 Management Science
54(5), pp. 907-921
Number of Citation, as of March 4, 2019: 102
Rank based on Number of Citation: 29:
Fuzzy portfolio selection using fuzzy analytic hierarchy process Tiryaki, F., Ahlatcioglu, B. 2009 Information Sciences
179(1-2), pp. 53-69
Number of Citation, as of March 4, 2019: 100
Rank based on Number of Citation: 30:
Performance Incentive Fees: An Agency Theoretic Approach Starks, L.T. 1987 Journal of Financial and Quantitative Analysis
22(1), pp. 17-32
Number of Citation, as of March 4, 2019: 100
Rank based on Number of Citation: 31:
Toward a theory of project interdependencies in high tech R & D environments Verma, D., Sinha, K.K. 2002 Journal of Operations Management
20(5), pp. 451-468
Number of Citation, as of March 4, 2019: 98
Rank based on Number of Citation: 32:
Applying innovation ( Book) O'Sullivan, D., Dooley, L. 2009 Applying Innovation
pp. 1-391
Number of Citation, as of March 4, 2019: 96
Rank based on Number of Citation: 33:
Toward a theory of competencies for the management of product complexity: Six case studies Closs, D.J., Jacobs, M.A., Swink, M., Webb, G.S. 2008 Journal of Operations Management
26(5), pp. 590-610
Number of Citation, as of March 4, 2019: 91
Rank based on Number of Citation: 34:
A fuzzy decision support system for strategic portfolio management Lin, C., Hsieh, P.-J. 2004 Decision Support Systems
38(3), pp. 383-398
Number of Citation, as of March 4, 2019: 90
Rank based on Number of Citation: 35:
The challenge of autonomy and dependence in franchised channels of distribution Dant, R.P., Gundlach, G.T. 1999 Journal of Business Venturing
14(1), pp. 35-67
Number of Citation, as of March 4, 2019: 90
Rank based on Number of Citation: 36:
Project portfolios in dynamic environments: Organizing for uncertainty Petit, Y. 2012 International Journal of Project Management
30(5), pp. 539-553
Number of Citation, as of March 4, 2019: 84
Rank based on Number of Citation: 37:
Possibilistic mean-variance models and efficient frontiers for portfolio selection problem Zhang, W.-G., Wang, Y.-L., Chen, Z.-P., Nie, Z.-K. 2007 Information Sciences
177(13), pp. 2787-2801
Number of Citation, as of March 4, 2019: 84
Rank based on Number of Citation: 38:
Constructing risk measures from uncertainty sets Natarajan, K., Pachamanova, D., Sim, M. 2009 Operations Research
57(5), pp. 1129-1141
Number of Citation, as of March 4, 2019: 77
Rank based on Number of Citation: 39:
Stock trading using RSPOP: A novel rough set-based neuro-fuzzy approach Ang, K.K., Quek, C. 2006 IEEE Transactions on Neural Networks
17(5), pp. 1301-1315
Number of Citation, as of March 4, 2019: 73
Rank based on Number of Citation: 40:
Behavior of internal stakeholders in project portfolio management and its impact on success Beringer, C., Jonas, D., Kock, A. 2013 International Journal of Project Management
31(6), pp. 830-846
Number of Citation, as of March 4, 2019: 72
Rank based on Number of Citation: 41:
The management of project management: A conceptual framework for project governance Too, E.G., Weaver, P. 2014 International Journal of Project Management
32(8), pp. 1382-1394
Number of Citation, as of March 4, 2019: 71
Rank based on Number of Citation: 42:
Construction client multi-projects - A complex adaptive systems perspective Aritua, B., Smith, N.J., Bower, D. 2009 International Journal of Project Management
27(1), pp. 72-79
Number of Citation, as of March 4, 2019: 71
Rank based on Number of Citation: 43:
Portfolio optimization with mental accounts
Open Access Das, S., Markowitz, H., Scheid, J., Statman, M. 2010 Journal of Financial and Quantitative Analysis
45(2), pp. 311-334
Number of Citation, as of March 4, 2019: 69
Rank based on Number of Citation: 44:
The advent of copulas in finance Genest, C., Gendron, M., Bourdeau-Brien, M. 2009 European Journal of Finance
15(7-8), pp. 609-618
Number of Citation, as of March 4, 2019: 69
Rank based on Number of Citation: 45:
Advancing project and portfolio management research: Applying strategic management theories Killen, C.P., Jugdev, K., Drouin, N., Petit, Y. 2012 International Journal of Project Management
30(5), pp. 525-538
Number of Citation, as of March 4, 2019: 67
Rank based on Number of Citation: 46:
Exploring portfolio decision-making processes Kester, L., Griffin, A., Hultink, E.J., Lauche, K. 2011 Journal of Product Innovation Management
28(5), pp. 641-661
Number of Citation, as of March 4, 2019: 66
Rank based on Number of Citation: 47:
Resource allocation strategy for innovation portfolio management Klingebiel, R., Rammer, C. 2014 Strategic Management Journal
35(2), pp. 246-268
Number of Citation, as of March 4, 2019: 65
Rank based on Number of Citation: 48:
Neural network-based mean-variance-skewness model for portfolio selection Yu, L., Wang, S., Lai, K.K. 2008 Computers and Operations Research
35(1), pp. 34-46
Number of Citation, as of March 4, 2019: 63
Rank based on Number of Citation: 49:
Portfolio optimization using multi-objective genetic algorithms Skolpadungket, P., Dahal, K., Harnpornchai, N. 2007 2007 IEEE Congress on Evolutionary Computation, CEC 2007
4424514, pp. 516-523
Number of Citation, as of March 4, 2019: 63
Rank based on Number of Citation: 50:
Do relationship portfolios and networks provide the key to successful relationship management? Zolkiewski, J., Turnbull, P. 2002 Journal of Business & Industrial Marketing
17(7), pp. 575-597
Number of Citation, as of March 4, 2019: 63
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Rank based on Number of Citation: 151:
An empirical investigation of the antecedents and outcomes of NPD portfolio success Kester, L., Hultink, E.J., Griffin, A. 2014 Journal of Product Innovation Management
31(6), pp. 1199-1213
Number of Citation, as of March 4, 2019: 18
Rank based on Number of Citation: 152:
Developing a project portfolio selection model for contractor firms considering the risk factor
Open Access Abbasianjahromi, H., Rajaie, H. 2012 Journal of Civil Engineering and Management*
18(6), pp. 879-889
Number of Citation, as of March 4, 2019: 18
Rank based on Number of Citation: 153:
Splitting up value: A critical review of residual income theories Magni, C.A. 2009 European Journal of Operational Research
198(1), pp. 1-22
Number of Citation, as of March 4, 2019: 18
Rank based on Number of Citation: 154:
IT sourcing portfolio management for IT services providers - A risk/cost perspective | [Gestion du portefeuille d'externalisation des IT par les fournisseurs de services informatiques: Une perspective centrée sur les risques et les coûts] Zimmermann, S., Katzmarzik, A., Kundisch, D. 2008 ICIS 2008 Proceedings - Twenty Ninth International Conference on Information Systems
Number of Citation, as of March 4, 2019: 18
Rank based on Number of Citation: 155:
Economic Properties of the Risk Sensitive Criterion for Portfolio Management Bielecki, T.R., Pliska, S.R. 2003 Review of Accounting and Finance
2(2), pp. 3-17
Number of Citation, as of March 4, 2019: 18
Rank based on Number of Citation: 156:
Managing R&D Project Shifts in High-Tech Organizations: A Multi-Method Study Chandrasekaran, A., Linderman, K., Sting, F.J., Benner, M.J. 2016 Production and Operations Management
25(3), pp. 390-416
Number of Citation, as of March 4, 2019: 17
Rank based on Number of Citation: 157:
Investment Recommendation in P2P Lending: A Portfolio Perspective with Risk Management Zhao, H., Wu, L., Liu, Q., Ge, Y., Chen, E. 2015 Proceedings - IEEE International Conference on Data Mining, ICDM
2015-January(January),7023455, pp. 1109-1114
Number of Citation, as of March 4, 2019: 17
Rank based on Number of Citation: 158:
Optimizing the shares of native tree species in forest plantations with biased financial parameters Hildebrandt, P., Knoke, T. 2009 Ecological Economics
68(11), pp. 2825-2833
Number of Citation, as of March 4, 2019: 17
Rank based on Number of Citation: 159:
Optimization strategies in credit portfolio management Ivorra, B., Mohammadi, B., Ramos, A.M. 2009 Journal of Global Optimization
43(2-3), pp. 415-427
Number of Citation, as of March 4, 2019: 17
Rank based on Number of Citation: 160:
History path dependent optimal control and portfolio valuation and management Aubin, J.-P., Haddad, G. 2002 Positivity
6(3), pp. 331-358
Number of Citation, as of March 4, 2019: 17
Rank based on Number of Citation: 161:
Cloning for intelligent adaptive information agents Decker, K., Sycara, K., Williamson, M. 1997 Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
1286, pp. 63-75
Number of Citation, as of March 4, 2019: 17
Rank based on Number of Citation: 162:
Modelling the dynamic dependence structure in multivariate financial time series Şerban, M., Brockwell, A., Lehoczky, J., Srivastava, S. 2007 Journal of Time Series Analysis
28(5), pp. 763-782
Number of Citation, as of March 4, 2019: 16
Rank based on Number of Citation: 163:
Risk sensitive portfolio management with Cox-Ingersoll-Ross interest rates: The HJB equation Bielecki, T.R., Pliska, S.R., Sheu, S.-J. 2006 SIAM Journal on Control and Optimization
44(5), pp. 1811-1843
Number of Citation, as of March 4, 2019: 16
Rank based on Number of Citation: 164:
"web-weaving": An approach to sustainable e-retail and online advantage in lingerie fashion marketing Ashworth, C.J., Schmidt, R.Ä., Pioch, E.A., Hallsworth, A. 2006 International Journal of Retail and Distribution Management
34(6), pp. 497-511
Number of Citation, as of March 4, 2019: 16
Rank based on Number of Citation: 165:
Developing a decision tool for identifying operational and attractive segments Dibb, S. 1995 Journal of Strategic Marketing
3(3), pp. 189-203
Number of Citation, as of March 4, 2019: 16
Rank based on Number of Citation: 166:
Capital Asset Pricing Model (CAPM) with drawdown measure Zabarankin, M., Pavlikov, K., Uryasev, S. 2014 European Journal of Operational Research
234(2), pp. 508-517
Number of Citation, as of March 4, 2019: 15
Rank based on Number of Citation: 167:
The effects of venture capitalists on the governance of firms Bonini, S., Alkan, S., Salvi, A. 2012 Corporate Governance: An International Review
20(1), pp. 21-45
Number of Citation, as of March 4, 2019: 15
Rank based on Number of Citation: 168:
An introduction to wavelet theory in finance: A wavelet multiscale approach ( Book) In, F., Kim, S. 2012 An Introduction to Wavelet Theory in Finance: A Wavelet Multiscale Approach
pp. 1-204
Number of Citation, as of March 4, 2019: 15
Rank based on Number of Citation: 169:
The Theory and Practice of Investment Management: Asset Allocation, Valuation, Portfolio Construction, and Strategies, Second Edition (Book) Open Access Fabozzi, F.J., Markowitz, H.M. 2011 The Theory and Practice of Investment Management: Asset Allocation, Valuation, Portfolio Construction, and Strategies, Second Edition*
Number of Citation, as of March 4, 2019: 15
Rank based on Number of Citation: 170:
Portfolio management within the frame of multiobjective mathematical programming: A categorised bibliographic study Xidonas, P., Mavrotas, G., Psarras, J. 2010 International Journal of Operational Research
8(1), pp. 21-41
Number of Citation, as of March 4, 2019: 15
Rank based on Number of Citation: 171:
Extreme returns and value at risk in international securitized real estate markets Liow, K.H. 2008 Journal of Property Investment and Finance
26(5), pp. 418-446
Number of Citation, as of March 4, 2019: 15
Rank based on Number of Citation: 172:
An improved fixed-rate mortgage valuation methodology with interacting prepayment and default options Sharp, N.J., Newton, D.P., Duck, P.W. 2008 Journal of Real Estate Finance and Economics
36(3), pp. 307-342
Number of Citation, as of March 4, 2019: 15
Rank based on Number of Citation: 173:
Effects of options trade on purchasing portfolio for load serving entities Wang, J., Li, Y., Zhang, S. 2008 Dianli Xitong Zidonghua/Automation of Electric Power Systems
32(3), pp. 30-32+96
Number of Citation, as of March 4, 2019: 15
Rank based on Number of Citation: 174:
Handbook of enterprise systems architecture in practice ( Book) Saha, P. 2007 Handbook of Enterprise Systems Architecture in Practice
pp. 1-471
Number of Citation, as of March 4, 2019: 15
Rank based on Number of Citation: 175:
Optimal guaranteed return portfolios and the casino effect Dert, C., Oldenkamp, B. 2000 Operations Research
48(5), pp. 768-775
Number of Citation, as of March 4, 2019: 15
Rank based on Number of Citation: 176:
Integrating arbitrage pricing theory and artificial neural networks to support portfolio management Hung, S.-Y., Liang, T.-P., Liu, V.W.-C. 1996 Decision Support Systems
18(3-4), pp. 301-316
Number of Citation, as of March 4, 2019: 15
Rank based on Number of Citation: 177:
Self-organizing neural network system for trading common stocks Wilson, C.L. 1994 IEEE International Conference on Neural Networks - Conference Proceedings
6, pp. 3651-3654
Number of Citation, as of March 4, 2019: 15
Rank based on Number of Citation: 178:
A dynamic balance sheet management model for a Canadian chartered bank Brodt, A.I. 1978 Journal of Banking and Finance
2(3), pp. 221-241
Number of Citation, as of March 4, 2019: 15
Rank based on Number of Citation: 179:
Antecedents of project managers’ voice behavior: The moderating effect of organization-based self-esteem and affective organizational commitment Ekrot, B., Rank, J., Gemünden, H.G. 2016 International Journal of Project Management
34(6), pp. 1028-1042
Number of Citation, as of March 4, 2019: 14
Rank based on Number of Citation: 180:
Efficiently inefficient: How smart money invests and market prices are determined ( Book) Pedersen, L.H. 2015 Efficiently Inefficient: How Smart Money Invests and Market Prices are Determined
pp. 1-348
Number of Citation, as of March 4, 2019: 14
Rank based on Number of Citation: 181:
Comparing water options for irrigation farmers using Modern Portfolio Theory Gaydon, D.S., Meinke, H., Rodriguez, D., McGrath, D.J. 2012 Agricultural Water Management
115, pp. 1-9
Number of Citation, as of March 4, 2019: 14
Rank based on Number of Citation: 182:
Multi-period portfolio optimization for asset-liability management with bankrupt control Li, C., Li, Z. 2012 Applied Mathematics and Computation
218(22), pp. 11196-11208
Number of Citation, as of March 4, 2019: 14
Rank based on Number of Citation: 183:
A game theory-based model for product portfolio management in a competitive market Sadeghi, A., Zandieh, M. 2011 Expert Systems with Applications
38(7), pp. 7919-7923
Number of Citation, as of March 4, 2019: 14
Rank based on Number of Citation: 184:
An empirical investigation of organizational memetic variation Shepherd, J., McKelvey, B. 2009 Journal of Bioeconomics
11(2), pp. 135-164
Number of Citation, as of March 4, 2019: 14
Rank based on Number of Citation: 185:
Gaining insights through strategy analysis Day, G. 1983 Journal of Business Strategy
4(1), pp. 51-58
Number of Citation, as of March 4, 2019: 14
Rank based on Number of Citation: 186:
Time-consistent portfolio selection under short-selling prohibition: From discrete to continuous setting Bensoussan, A., Wong, K.C., Yam, S.C.P., Yung, S.P. 2014 SIAM Journal on Financial Mathematics
5(1), pp. 153-190
Number of Citation, as of March 4, 2019: 13
Rank based on Number of Citation: 187:
Portfolio optimization in an upside potential and downside risk framework Cumova, D., Nawrocki, D. 2014 Journal of Economics and Business
71, pp. 68-89
Number of Citation, as of March 4, 2019: 13
Rank based on Number of Citation: 188:
Portfolio district reform meets school turnaround: Early implementation findings from the Los Angeles Public School Choice Initiative Daly, A.J., Finnigan, K.S., Marsh, J.A., Strunk, K.O., Bush, S. 2013 Journal of Educational Administration
51(4), pp. 498-527
Number of Citation, as of March 4, 2019: 13
Rank based on Number of Citation: 189:
A decision support tool for project portfolio management with imprecise data Relich, M., Jakábová, M. 2013 Proceedings of the 10th International Conference on Strategic Management and its Support by Information Systems, SMSIS 2013
pp. 164-172
Number of Citation, as of March 4, 2019: 13
Rank based on Number of Citation: 190:
Innovation project portfolio management: A qualitative analysis Lerch, M., Spieth, P. 2013 IEEE Transactions on Engineering Management
60(1),6226842, pp. 18-29
Number of Citation, as of March 4, 2019: 13
Rank based on Number of Citation: 191:
A measure for companies’ customer portfolio management Terho, H. 2009 Journal of Business-to-Business Marketing
16(4), pp. 374-411
Number of Citation, as of March 4, 2019: 13
Rank based on Number of Citation: 192:
Portfolio optimization with prior stock selection Fulga, C., Dedu, S., Şerban, F. 2009 Economic Computation and Economic Cybernetics Studies and Research
4
Number of Citation, as of March 4, 2019: 13
Rank based on Number of Citation: 193:
Applications for stochastic optimization in the power industry Spangardt, G., Lucht, M., Handschin, E. 2006 Electrical Engineering
88(3), pp. 177-182
Number of Citation, as of March 4, 2019: 13
Rank based on Number of Citation: 194:
Real estate portfolio construction and estimation risk Lee, S., Stevenson, S. 2005 Journal of Property Investment and Finance
23(3), pp. 234-253
Number of Citation, as of March 4, 2019: 13
Rank based on Number of Citation: 195:
Signed graphs for portfolio analysis in risk management Harary, F., Lim, M.-H., Wunsch, D.C. 2002 IMA Journal of Management Mathematics
13(3), pp. 201-210
Number of Citation, as of March 4, 2019: 13
Rank based on Number of Citation: 196:
Application of genetic algorithms in portfolio optimization for the oil and gas industry Fichter, Daniel P. 2000 Proceedings - SPE Annual Technical Conference and Exhibition
PI, pp. 269-276
Number of Citation, as of March 4, 2019: 13
Rank based on Number of Citation: 197:
Management attitudes, learning and scale in successful diversification: A dynamic and behavioural resource system view Morecroft, J.D.W. 1999 Journal of the Operational Research Society
50(4), pp. 315-336
Number of Citation, as of March 4, 2019: 13
Rank based on Number of Citation: 198:
An applied organizational rewards distribution system Datta, P. 2012 Management Decision
50(3), pp. 479-501
Number of Citation, as of March 4, 2019: 12
Rank based on Number of Citation: 199:
Detection of momentum effects using an index out-performance strategy Meade, N., Beasley, J.E. 2011 Quantitative Finance
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Self-adaptive mutation only genetic algorithm: An application on the optimization of airport capacity utilization Shiu, K.L., Szeto, K.Y. 2008 Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
5326 LNCS, pp. 428-435
Number of Citation, as of March 4, 2019: 12
$endgroup$
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$begingroup$
A lot has happened since Markowitz and Sharpe. While their work is still considered foundational, the empirical/practical relevance of their models has been questioned by later work.
Here are a few more recent articles about portfolio theory, in no particular order (all accessible online):
Jorion: Bayes-Stein Estimation for Portfolio Analysis, JFQA, 1986
Ledoit, Wolf: Honey, I Shrunk the Sample Covariance Matrix, 2003
DeMiguel, Garlappi, Uppal: Optimal Versus Naive Diversification: How Inefficient is the 1/N Portfolio Strategy?, RFS, 2009
Fama, French: A Five-Factor Asset Pricing Model, 2014
Maillard, Roncalli, Teiletche: On the properties of equally-weighted risk contributions portfolios, 2009
He, Litterman: The Intuition Behind Black-Litterman Model Portfolios, GS, December 1999
Hurst, Johnson, Ooi: Undertanding Risk Parity, AQR Capital Management, Fall 2010
$endgroup$
add a comment |
$begingroup$
A lot has happened since Markowitz and Sharpe. While their work is still considered foundational, the empirical/practical relevance of their models has been questioned by later work.
Here are a few more recent articles about portfolio theory, in no particular order (all accessible online):
Jorion: Bayes-Stein Estimation for Portfolio Analysis, JFQA, 1986
Ledoit, Wolf: Honey, I Shrunk the Sample Covariance Matrix, 2003
DeMiguel, Garlappi, Uppal: Optimal Versus Naive Diversification: How Inefficient is the 1/N Portfolio Strategy?, RFS, 2009
Fama, French: A Five-Factor Asset Pricing Model, 2014
Maillard, Roncalli, Teiletche: On the properties of equally-weighted risk contributions portfolios, 2009
He, Litterman: The Intuition Behind Black-Litterman Model Portfolios, GS, December 1999
Hurst, Johnson, Ooi: Undertanding Risk Parity, AQR Capital Management, Fall 2010
$endgroup$
add a comment |
$begingroup$
A lot has happened since Markowitz and Sharpe. While their work is still considered foundational, the empirical/practical relevance of their models has been questioned by later work.
Here are a few more recent articles about portfolio theory, in no particular order (all accessible online):
Jorion: Bayes-Stein Estimation for Portfolio Analysis, JFQA, 1986
Ledoit, Wolf: Honey, I Shrunk the Sample Covariance Matrix, 2003
DeMiguel, Garlappi, Uppal: Optimal Versus Naive Diversification: How Inefficient is the 1/N Portfolio Strategy?, RFS, 2009
Fama, French: A Five-Factor Asset Pricing Model, 2014
Maillard, Roncalli, Teiletche: On the properties of equally-weighted risk contributions portfolios, 2009
He, Litterman: The Intuition Behind Black-Litterman Model Portfolios, GS, December 1999
Hurst, Johnson, Ooi: Undertanding Risk Parity, AQR Capital Management, Fall 2010
$endgroup$
A lot has happened since Markowitz and Sharpe. While their work is still considered foundational, the empirical/practical relevance of their models has been questioned by later work.
Here are a few more recent articles about portfolio theory, in no particular order (all accessible online):
Jorion: Bayes-Stein Estimation for Portfolio Analysis, JFQA, 1986
Ledoit, Wolf: Honey, I Shrunk the Sample Covariance Matrix, 2003
DeMiguel, Garlappi, Uppal: Optimal Versus Naive Diversification: How Inefficient is the 1/N Portfolio Strategy?, RFS, 2009
Fama, French: A Five-Factor Asset Pricing Model, 2014
Maillard, Roncalli, Teiletche: On the properties of equally-weighted risk contributions portfolios, 2009
He, Litterman: The Intuition Behind Black-Litterman Model Portfolios, GS, December 1999
Hurst, Johnson, Ooi: Undertanding Risk Parity, AQR Capital Management, Fall 2010
edited 5 hours ago
answered 5 hours ago
Alex CAlex C
6,28911023
6,28911023
add a comment |
add a comment |
$begingroup$
Rank based on Number of Citation: 101:
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Rank based on Number of Citation: 102:
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Decomposition and characterization of risk with a continuum of random variables Nabil, Ibraheem al-Najjar 1995 Econometrica
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Efficient Portfolios in the Asset Liability Context
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Introduction to modern portfolio optimization with NUOPT and S-PLUS ( Book) Scherer, B., Martin, R.D. 2005 Introduction to Modern Portfolio Optimization with NUOPT and S-PLUS
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Increasing the accuracy and reliability of analogy-based cost estimation with extensive project feature dimension weighting Auer, M., Biffl, S. 2004 Proceedings - 2004 International Symposium on Empirical Software Engineering, ISESE 2004
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Open Access Hui, E.C.M., Lau, O.M.F., Lo, K.K. 2009 International Journal of Strategic Property Management
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A fuzzy control model (FCM) for dynamic portfolio management Östermark, R. 1996 Fuzzy Sets and Systems
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$endgroup$
add a comment |
$begingroup$
Rank based on Number of Citation: 101:
A theory of bond portfolios Open Access Ekeland, I., Taflin, E. 2005 Annals of Applied Probability 15(2)
Number of Citation, as of March 4, 2019: 31
Rank based on Number of Citation: 102:
Advancing the conceptualization and operationalization of novelty in organizational research Rosenkopf, L., McGrath, P. 2011 Organization Science
22(5), pp. 1297-1311
Number of Citation, as of March 4, 2019: 30
Rank based on Number of Citation: 103:
Numerical Methods in Finance and Economics: A MATLAB-Based Introduction: Second Edition ( Book) Brandimarte, P. 2006 Numerical Methods in Finance and Economics: A MATLAB-Based Introduction: Second Edition
pp. 1-669
Number of Citation, as of March 4, 2019: 30
Rank based on Number of Citation: 104:
Risk-Sensitive ICAPM With Application to Fixed-Income Management Bielecki, T.R., Pliska, S.R. 2004 IEEE Transactions on Automatic Control
49(3), pp. 420-432
Number of Citation, as of March 4, 2019: 30
Rank based on Number of Citation: 105:
Decomposition and characterization of risk with a continuum of random variables Nabil, Ibraheem al-Najjar 1995 Econometrica
63(5), pp. 1195-1224
Number of Citation, as of March 4, 2019: 30
Rank based on Number of Citation: 106:
Efficient Portfolios in the Asset Liability Context
Open Access Keel, A., Müller, H.H. 1995 ASTIN Bulletin 25(1), pp. 33-48
Number of Citation, as of March 4, 2019: 30
Rank based on Number of Citation: 107:
Common stock portfolio selection: A multiple criteria decision making methodology and an application to the Athens Stock Exchange Xidonas, P., Askounis, D., Psarras, J. 2009 Operational Research
9(1), pp. 55-79
Number of Citation, as of March 4, 2019: 29
Rank based on Number of Citation: 108:
Using R&D portfolio management to deal with dynamic risk Floricel, S., Ibanescu, M. 2008 R and D Management
38(5), pp. 452-467
Number of Citation, as of March 4, 2019: 29
Rank based on Number of Citation: 109:
Risk management in a competitive electricity market Liu, M., Wu, F.F. 2007 International Journal of Electrical Power and Energy Systems
29(9), pp. 690-697
Number of Citation, as of March 4, 2019: 29
Rank based on Number of Citation: 110:
Delegated portfolio management: A survey of the theoretical literature Stracca, L. 2006 Journal of Economic Surveys
20(5), pp. 823-848
Number of Citation, as of March 4, 2019: 29
Rank based on Number of Citation: 111:
Occupier requirements in commercial real estate markets Lizieri, C.M. 2003 Urban Studies
40(5-6), pp. 1151-1169
Number of Citation, as of March 4, 2019: 29
Rank based on Number of Citation: 112:
Action-Oriented Portfolio Management: Strategy tables permit decision makers to build and evaluate R&D portfolios that focus on value-enhancing actions Spradlin, C.T., Kutoloski, D.M. 1999 Research Technology Management
42(2), pp. 26-32
Number of Citation, as of March 4, 2019: 29
Rank based on Number of Citation: 113:
Risk management of contract portfolios in IT services: The profit-at-risk approach Kauffman, R.J., Sougstad, R. 2008 Journal of Management Information Systems
25(1), pp. 17-48
Number of Citation, as of March 4, 2019: 28
Rank based on Number of Citation: 114:
Universal investors and socially responsible investors: A tale of emerging affinities Lydenberg, S. 2007 Corporate Governance: An International Review
15(3), pp. 467-477
Number of Citation, as of March 4, 2019: 28
Rank based on Number of Citation: 115:
Introduction to modern portfolio optimization with NUOPT and S-PLUS ( Book) Scherer, B., Martin, R.D. 2005 Introduction to Modern Portfolio Optimization with NUOPT and S-PLUS
pp. 1-426
Number of Citation, as of March 4, 2019: 28
Rank based on Number of Citation: 116:
Functional dynamic factor models with application to yield curve forecasting Hays, S., Shen, H., Huang, J.Z. 2012 Annals of Applied Statistics
6(3), pp. 870-893
Number of Citation, as of March 4, 2019: 27
Rank based on Number of Citation: 117:
Portfolio insurance and prospect theory investors: Popularity and optimal design of capital protected financial products Dichtl, H., Drobetz, W. 2011 Journal of Banking and Finance
35(7), pp. 1683-1697
Number of Citation, as of March 4, 2019: 27
Rank based on Number of Citation: 118:
Risk-sensitive benchmarked asset management Davis, M., Lleo, S. 2008 Quantitative Finance
8(4), pp. 415-426
Number of Citation, as of March 4, 2019: 27
Rank based on Number of Citation: 119:
An event-driven approach with makespan/cost tradeoff analysis for project portfolio scheduling Kao, H.-P., Wang, B., Dong, J., Ku, K.-C. 2006 Computers in Industry
57(5), pp. 379-397
Number of Citation, as of March 4, 2019: 27
Rank based on Number of Citation: 120:
Framework for generation risk management in electricity markets Liu, M., Wu, F.F. 2004 Dianli Xitong Zidonghua/Automation of Electric Power Systems
28(13), pp. 1-6
Number of Citation, as of March 4, 2019: 27
Rank based on Number of Citation: 121:
Portfolio management of islamic banks. 'Certainty model' Bashir, B.A. 1983 Journal of Banking and Finance
7(3), pp. 339-354
Number of Citation, as of March 4, 2019: 26
Rank based on Number of Citation: 122:
Portfolios with fuzzy returns: Selection strategies based on semi-infinite programming
Open Access Vercher, E. 2008 Journal of Computational and Applied Mathematics
217(2), pp. 381-393
Number of Citation, as of March 4, 2019: 25
Rank based on Number of Citation: 123:
Increasing the accuracy and reliability of analogy-based cost estimation with extensive project feature dimension weighting Auer, M., Biffl, S. 2004 Proceedings - 2004 International Symposium on Empirical Software Engineering, ISESE 2004
pp. 147-155
Number of Citation, as of March 4, 2019: 25
Rank based on Number of Citation: 124:
A fuzzy decision-making approach for portfolio management with direct real estate investment | [Sprendimuogonek priėmimo metodas esant neapibrėžtumui tiesioginiuogonek nekilnojamojo turto investicijuogonek portfelio valdymo metu]
Open Access Hui, E.C.M., Lau, O.M.F., Lo, K.K. 2009 International Journal of Strategic Property Management
13(2), pp. 191-204
Number of Citation, as of March 4, 2019: 24
Rank based on Number of Citation: 125:
LP modeling for asset-liability management: A survey of choices and simplifications
Open Access Sodhi, M.S. 2005 Operations Research 53(2), pp. 181-196
Number of Citation, as of March 4, 2019: 24
Rank based on Number of Citation: 126:
Using artificial intelligence and visual techniques into preference disaggregation analysis: The MIIDAS system Siskos, Y., Spyridakos, A., Yannacopoulos, D. 1999 European Journal of Operational Research
113(2), pp. 281-299
Number of Citation, as of March 4, 2019: 24
Rank based on Number of Citation: 127:
A fuzzy control model (FCM) for dynamic portfolio management Östermark, R. 1996 Fuzzy Sets and Systems
78(3), pp. 243-254
Number of Citation, as of March 4, 2019: 24
Rank based on Number of Citation: 128:
A mixed R&D projects and securities portfolio selection model Fang, Y., Chen, L., Fukushima, M. 2008 European Journal of Operational Research
185(2), pp. 700-715
Number of Citation, as of March 4, 2019: 23
Rank based on Number of Citation: 129:
An integrated multiobjective portfolio management system
Open Access Colson, G., De Bruyn, C. 1989 Mathematical and Computer Modelling 12(10-11), pp. 1359-1381
Number of Citation, as of March 4, 2019: 23
Rank based on Number of Citation: 130:
Multi-objective mean-variance-skewness model for generation portfolio allocation in electricity markets Pindoriya, N.M., Singh, S.N., Singh, S.K. 2010 Electric Power Systems Research
80(10), pp. 1314-1321
Number of Citation, as of March 4, 2019: 22
Rank based on Number of Citation: 131:
Managing project portfolios: balancing flexibility and structure by improvising Jerbrant, A., Karrbom Gustavsson, T. 2013 International Journal of Managing Projects in Business
6(1), pp. 152-172
Number of Citation, as of March 4, 2019: 21
Rank based on Number of Citation: 132:
The optimal tree species composition for a private forest enterprise - applying the theory of portfolio selection Neuner, S., Beinhofer, B., Knoke, T. 2013 Scandinavian Journal of Forest Research
28(1), pp. 38-48
Number of Citation, as of March 4, 2019: 21
Rank based on Number of Citation: 133:
Using portfolio theory to assess tradeoffs between return from natural capital and social equity across space Halpern, B.S., White, C., Lester, S.E., Costello, C., Gaines, S.D. 2011 Biological Conservation
144(5), pp. 1499-1507
Number of Citation, as of March 4, 2019: 21
Rank based on Number of Citation: 134:
Portfolio selection under strict uncertainty: A multi-criteria methodology and its application to the Frankfurt and Vienna Stock Exchanges Ballestero, E., Günther, M., Pla-Santamaria, D., Stummer, C. 2007 European Journal of Operational Research
Number of Citation, as of March 4, 2019: 181(3), pp. 1476-1487
21
Rank based on Number of Citation: 135:
Does Focus Really Matter? Specialized vs. Diversified REITs Ro, S., Ziobrowski, A.J. 2011 Journal of Real Estate Finance and Economics
42(1), pp. 68-83
Number of Citation, as of March 4, 2019: 20
Rank based on Number of Citation: 136:
Construction programme management theory and practice: Contextual and pragmatic approach Shehu, Z., Akintoye, A. 2009 International Journal of Project Management
27(7), pp. 703-716
Number of Citation, as of March 4, 2019: 20
Rank based on Number of Citation: 137:
Management of foresight portfolio: Analysis of modular foresight projects at contract research organisation Konnola, T., Ahlqvist, T., Eerola, A., Kivisaari, S., Koivisto, R. 2009 Technology Analysis and Strategic Management
21(3), pp. 381-405
Number of Citation, as of March 4, 2019: 20
Rank based on Number of Citation: 138:
Resource allocation neural network in portfolio selection Ko, P.-C., Lin, P.-C. 2008 Expert Systems with Applications
35(1-2), pp. 330-337
Number of Citation, as of March 4, 2019: 20
Rank based on Number of Citation: 139:
Analysis of the impact of team-based organizations in call center management Jouini, O., Dallery, Y., Nait-Abdallah, R. 2008 Management Science
54(2), pp. 400-414
Number of Citation, as of March 4, 2019: 20
Rank based on Number of Citation: 140:
Assessing the incremental value of option pricing theory relative to an informationally passive benchmark Figlewski, S. 2002 Journal of Derivatives
10(1), pp. 80-96
Number of Citation, as of March 4, 2019: 20
Rank based on Number of Citation: 141:
Towards a governance framework for chains of Scrum teams Vlietland, J., Van Vliet, H. 2015 Information and Software Technology
57(1), pp. 52-65
Number of Citation, as of March 4, 2019: 19
Rank based on Number of Citation: 142:
Robust project portfolio management: capability evolution and maturity Killen, C.P., Hunt, R.A. 2013 International Journal of Managing Projects in Business
6(1), pp. 131-151
Number of Citation, as of March 4, 2019: 19
Rank based on Number of Citation: 143:
Mean-variance principle of managing cointegrated risky assets and random liabilities Chiu, M.C., Wong, H.Y. 2013 Operations Research Letters
41(1), pp. 98-106
Number of Citation, as of March 4, 2019: 19
Rank based on Number of Citation: 144:
New product portfolio management decisions: Antecedents and consequences McNally, R.C., Durmuşoǧlu, S.S., Calantone, R.J. 2013 Journal of Product Innovation Management
30(2), pp. 245-261
Number of Citation, as of March 4, 2019: 19
Rank based on Number of Citation: 145:
Scenario tree generation approaches using K-means and LP moment matching methods
Open Access Xu, D., Chen, Z., Yang, L. 2012 Journal of Computational and Applied Mathematics
236(17), pp. 4561-4579
Number of Citation, as of March 4, 2019: 19
Rank based on Number of Citation: 146:
Man versus math: Behaviorist exploration of post-crisis non-banking asset management Strang, K.D. 2012 Journal of Asset Management
13(5), pp. 348-367
Number of Citation, as of March 4, 2019: 19
Rank based on Number of Citation: 147:
Decision support for retirement portfolio management: Overcoming myopic loss aversion via technology design Looney, C.A., Hardin, A.M. 2009 Management Science
55(10), pp. 1688-1703
Number of Citation, as of March 4, 2019: 19
Rank based on Number of Citation: 148:
Does customer portfolio analysis relate to customer performance? An empirical analysis of alternative strategic perspective Eng, T.-Y. 2004 Journal of Business and Industrial Marketing
19(1), pp. 49-67
Number of Citation, as of March 4, 2019: 19
Rank based on Number of Citation: 149:
Generalized case-based reasoning system for portfolio management Chi, R.T., Chen, M., Kiang, M.Y. 1993 Expert Systems With Applications
6(1), pp. 67-76
Number of Citation, as of March 4, 2019: 19
Rank based on Number of Citation: 150:
Risk, reward, and payments for ecosystem services: A portfolio approach to ecosystem services and forestland investment Matthies, B.D., Kalliokoski, ., Ekholm, ., Hoen, H.F., Valsta, L.T. 2015 Ecosystem Services
16, pp. 1-12
Number of Citation, as of March 4, 2019: 18
$endgroup$
add a comment |
$begingroup$
Rank based on Number of Citation: 101:
A theory of bond portfolios Open Access Ekeland, I., Taflin, E. 2005 Annals of Applied Probability 15(2)
Number of Citation, as of March 4, 2019: 31
Rank based on Number of Citation: 102:
Advancing the conceptualization and operationalization of novelty in organizational research Rosenkopf, L., McGrath, P. 2011 Organization Science
22(5), pp. 1297-1311
Number of Citation, as of March 4, 2019: 30
Rank based on Number of Citation: 103:
Numerical Methods in Finance and Economics: A MATLAB-Based Introduction: Second Edition ( Book) Brandimarte, P. 2006 Numerical Methods in Finance and Economics: A MATLAB-Based Introduction: Second Edition
pp. 1-669
Number of Citation, as of March 4, 2019: 30
Rank based on Number of Citation: 104:
Risk-Sensitive ICAPM With Application to Fixed-Income Management Bielecki, T.R., Pliska, S.R. 2004 IEEE Transactions on Automatic Control
49(3), pp. 420-432
Number of Citation, as of March 4, 2019: 30
Rank based on Number of Citation: 105:
Decomposition and characterization of risk with a continuum of random variables Nabil, Ibraheem al-Najjar 1995 Econometrica
63(5), pp. 1195-1224
Number of Citation, as of March 4, 2019: 30
Rank based on Number of Citation: 106:
Efficient Portfolios in the Asset Liability Context
Open Access Keel, A., Müller, H.H. 1995 ASTIN Bulletin 25(1), pp. 33-48
Number of Citation, as of March 4, 2019: 30
Rank based on Number of Citation: 107:
Common stock portfolio selection: A multiple criteria decision making methodology and an application to the Athens Stock Exchange Xidonas, P., Askounis, D., Psarras, J. 2009 Operational Research
9(1), pp. 55-79
Number of Citation, as of March 4, 2019: 29
Rank based on Number of Citation: 108:
Using R&D portfolio management to deal with dynamic risk Floricel, S., Ibanescu, M. 2008 R and D Management
38(5), pp. 452-467
Number of Citation, as of March 4, 2019: 29
Rank based on Number of Citation: 109:
Risk management in a competitive electricity market Liu, M., Wu, F.F. 2007 International Journal of Electrical Power and Energy Systems
29(9), pp. 690-697
Number of Citation, as of March 4, 2019: 29
Rank based on Number of Citation: 110:
Delegated portfolio management: A survey of the theoretical literature Stracca, L. 2006 Journal of Economic Surveys
20(5), pp. 823-848
Number of Citation, as of March 4, 2019: 29
Rank based on Number of Citation: 111:
Occupier requirements in commercial real estate markets Lizieri, C.M. 2003 Urban Studies
40(5-6), pp. 1151-1169
Number of Citation, as of March 4, 2019: 29
Rank based on Number of Citation: 112:
Action-Oriented Portfolio Management: Strategy tables permit decision makers to build and evaluate R&D portfolios that focus on value-enhancing actions Spradlin, C.T., Kutoloski, D.M. 1999 Research Technology Management
42(2), pp. 26-32
Number of Citation, as of March 4, 2019: 29
Rank based on Number of Citation: 113:
Risk management of contract portfolios in IT services: The profit-at-risk approach Kauffman, R.J., Sougstad, R. 2008 Journal of Management Information Systems
25(1), pp. 17-48
Number of Citation, as of March 4, 2019: 28
Rank based on Number of Citation: 114:
Universal investors and socially responsible investors: A tale of emerging affinities Lydenberg, S. 2007 Corporate Governance: An International Review
15(3), pp. 467-477
Number of Citation, as of March 4, 2019: 28
Rank based on Number of Citation: 115:
Introduction to modern portfolio optimization with NUOPT and S-PLUS ( Book) Scherer, B., Martin, R.D. 2005 Introduction to Modern Portfolio Optimization with NUOPT and S-PLUS
pp. 1-426
Number of Citation, as of March 4, 2019: 28
Rank based on Number of Citation: 116:
Functional dynamic factor models with application to yield curve forecasting Hays, S., Shen, H., Huang, J.Z. 2012 Annals of Applied Statistics
6(3), pp. 870-893
Number of Citation, as of March 4, 2019: 27
Rank based on Number of Citation: 117:
Portfolio insurance and prospect theory investors: Popularity and optimal design of capital protected financial products Dichtl, H., Drobetz, W. 2011 Journal of Banking and Finance
35(7), pp. 1683-1697
Number of Citation, as of March 4, 2019: 27
Rank based on Number of Citation: 118:
Risk-sensitive benchmarked asset management Davis, M., Lleo, S. 2008 Quantitative Finance
8(4), pp. 415-426
Number of Citation, as of March 4, 2019: 27
Rank based on Number of Citation: 119:
An event-driven approach with makespan/cost tradeoff analysis for project portfolio scheduling Kao, H.-P., Wang, B., Dong, J., Ku, K.-C. 2006 Computers in Industry
57(5), pp. 379-397
Number of Citation, as of March 4, 2019: 27
Rank based on Number of Citation: 120:
Framework for generation risk management in electricity markets Liu, M., Wu, F.F. 2004 Dianli Xitong Zidonghua/Automation of Electric Power Systems
28(13), pp. 1-6
Number of Citation, as of March 4, 2019: 27
Rank based on Number of Citation: 121:
Portfolio management of islamic banks. 'Certainty model' Bashir, B.A. 1983 Journal of Banking and Finance
7(3), pp. 339-354
Number of Citation, as of March 4, 2019: 26
Rank based on Number of Citation: 122:
Portfolios with fuzzy returns: Selection strategies based on semi-infinite programming
Open Access Vercher, E. 2008 Journal of Computational and Applied Mathematics
217(2), pp. 381-393
Number of Citation, as of March 4, 2019: 25
Rank based on Number of Citation: 123:
Increasing the accuracy and reliability of analogy-based cost estimation with extensive project feature dimension weighting Auer, M., Biffl, S. 2004 Proceedings - 2004 International Symposium on Empirical Software Engineering, ISESE 2004
pp. 147-155
Number of Citation, as of March 4, 2019: 25
Rank based on Number of Citation: 124:
A fuzzy decision-making approach for portfolio management with direct real estate investment | [Sprendimuogonek priėmimo metodas esant neapibrėžtumui tiesioginiuogonek nekilnojamojo turto investicijuogonek portfelio valdymo metu]
Open Access Hui, E.C.M., Lau, O.M.F., Lo, K.K. 2009 International Journal of Strategic Property Management
13(2), pp. 191-204
Number of Citation, as of March 4, 2019: 24
Rank based on Number of Citation: 125:
LP modeling for asset-liability management: A survey of choices and simplifications
Open Access Sodhi, M.S. 2005 Operations Research 53(2), pp. 181-196
Number of Citation, as of March 4, 2019: 24
Rank based on Number of Citation: 126:
Using artificial intelligence and visual techniques into preference disaggregation analysis: The MIIDAS system Siskos, Y., Spyridakos, A., Yannacopoulos, D. 1999 European Journal of Operational Research
113(2), pp. 281-299
Number of Citation, as of March 4, 2019: 24
Rank based on Number of Citation: 127:
A fuzzy control model (FCM) for dynamic portfolio management Östermark, R. 1996 Fuzzy Sets and Systems
78(3), pp. 243-254
Number of Citation, as of March 4, 2019: 24
Rank based on Number of Citation: 128:
A mixed R&D projects and securities portfolio selection model Fang, Y., Chen, L., Fukushima, M. 2008 European Journal of Operational Research
185(2), pp. 700-715
Number of Citation, as of March 4, 2019: 23
Rank based on Number of Citation: 129:
An integrated multiobjective portfolio management system
Open Access Colson, G., De Bruyn, C. 1989 Mathematical and Computer Modelling 12(10-11), pp. 1359-1381
Number of Citation, as of March 4, 2019: 23
Rank based on Number of Citation: 130:
Multi-objective mean-variance-skewness model for generation portfolio allocation in electricity markets Pindoriya, N.M., Singh, S.N., Singh, S.K. 2010 Electric Power Systems Research
80(10), pp. 1314-1321
Number of Citation, as of March 4, 2019: 22
Rank based on Number of Citation: 131:
Managing project portfolios: balancing flexibility and structure by improvising Jerbrant, A., Karrbom Gustavsson, T. 2013 International Journal of Managing Projects in Business
6(1), pp. 152-172
Number of Citation, as of March 4, 2019: 21
Rank based on Number of Citation: 132:
The optimal tree species composition for a private forest enterprise - applying the theory of portfolio selection Neuner, S., Beinhofer, B., Knoke, T. 2013 Scandinavian Journal of Forest Research
28(1), pp. 38-48
Number of Citation, as of March 4, 2019: 21
Rank based on Number of Citation: 133:
Using portfolio theory to assess tradeoffs between return from natural capital and social equity across space Halpern, B.S., White, C., Lester, S.E., Costello, C., Gaines, S.D. 2011 Biological Conservation
144(5), pp. 1499-1507
Number of Citation, as of March 4, 2019: 21
Rank based on Number of Citation: 134:
Portfolio selection under strict uncertainty: A multi-criteria methodology and its application to the Frankfurt and Vienna Stock Exchanges Ballestero, E., Günther, M., Pla-Santamaria, D., Stummer, C. 2007 European Journal of Operational Research
Number of Citation, as of March 4, 2019: 181(3), pp. 1476-1487
21
Rank based on Number of Citation: 135:
Does Focus Really Matter? Specialized vs. Diversified REITs Ro, S., Ziobrowski, A.J. 2011 Journal of Real Estate Finance and Economics
42(1), pp. 68-83
Number of Citation, as of March 4, 2019: 20
Rank based on Number of Citation: 136:
Construction programme management theory and practice: Contextual and pragmatic approach Shehu, Z., Akintoye, A. 2009 International Journal of Project Management
27(7), pp. 703-716
Number of Citation, as of March 4, 2019: 20
Rank based on Number of Citation: 137:
Management of foresight portfolio: Analysis of modular foresight projects at contract research organisation Konnola, T., Ahlqvist, T., Eerola, A., Kivisaari, S., Koivisto, R. 2009 Technology Analysis and Strategic Management
21(3), pp. 381-405
Number of Citation, as of March 4, 2019: 20
Rank based on Number of Citation: 138:
Resource allocation neural network in portfolio selection Ko, P.-C., Lin, P.-C. 2008 Expert Systems with Applications
35(1-2), pp. 330-337
Number of Citation, as of March 4, 2019: 20
Rank based on Number of Citation: 139:
Analysis of the impact of team-based organizations in call center management Jouini, O., Dallery, Y., Nait-Abdallah, R. 2008 Management Science
54(2), pp. 400-414
Number of Citation, as of March 4, 2019: 20
Rank based on Number of Citation: 140:
Assessing the incremental value of option pricing theory relative to an informationally passive benchmark Figlewski, S. 2002 Journal of Derivatives
10(1), pp. 80-96
Number of Citation, as of March 4, 2019: 20
Rank based on Number of Citation: 141:
Towards a governance framework for chains of Scrum teams Vlietland, J., Van Vliet, H. 2015 Information and Software Technology
57(1), pp. 52-65
Number of Citation, as of March 4, 2019: 19
Rank based on Number of Citation: 142:
Robust project portfolio management: capability evolution and maturity Killen, C.P., Hunt, R.A. 2013 International Journal of Managing Projects in Business
6(1), pp. 131-151
Number of Citation, as of March 4, 2019: 19
Rank based on Number of Citation: 143:
Mean-variance principle of managing cointegrated risky assets and random liabilities Chiu, M.C., Wong, H.Y. 2013 Operations Research Letters
41(1), pp. 98-106
Number of Citation, as of March 4, 2019: 19
Rank based on Number of Citation: 144:
New product portfolio management decisions: Antecedents and consequences McNally, R.C., Durmuşoǧlu, S.S., Calantone, R.J. 2013 Journal of Product Innovation Management
30(2), pp. 245-261
Number of Citation, as of March 4, 2019: 19
Rank based on Number of Citation: 145:
Scenario tree generation approaches using K-means and LP moment matching methods
Open Access Xu, D., Chen, Z., Yang, L. 2012 Journal of Computational and Applied Mathematics
236(17), pp. 4561-4579
Number of Citation, as of March 4, 2019: 19
Rank based on Number of Citation: 146:
Man versus math: Behaviorist exploration of post-crisis non-banking asset management Strang, K.D. 2012 Journal of Asset Management
13(5), pp. 348-367
Number of Citation, as of March 4, 2019: 19
Rank based on Number of Citation: 147:
Decision support for retirement portfolio management: Overcoming myopic loss aversion via technology design Looney, C.A., Hardin, A.M. 2009 Management Science
55(10), pp. 1688-1703
Number of Citation, as of March 4, 2019: 19
Rank based on Number of Citation: 148:
Does customer portfolio analysis relate to customer performance? An empirical analysis of alternative strategic perspective Eng, T.-Y. 2004 Journal of Business and Industrial Marketing
19(1), pp. 49-67
Number of Citation, as of March 4, 2019: 19
Rank based on Number of Citation: 149:
Generalized case-based reasoning system for portfolio management Chi, R.T., Chen, M., Kiang, M.Y. 1993 Expert Systems With Applications
6(1), pp. 67-76
Number of Citation, as of March 4, 2019: 19
Rank based on Number of Citation: 150:
Risk, reward, and payments for ecosystem services: A portfolio approach to ecosystem services and forestland investment Matthies, B.D., Kalliokoski, ., Ekholm, ., Hoen, H.F., Valsta, L.T. 2015 Ecosystem Services
16, pp. 1-12
Number of Citation, as of March 4, 2019: 18
$endgroup$
Rank based on Number of Citation: 101:
A theory of bond portfolios Open Access Ekeland, I., Taflin, E. 2005 Annals of Applied Probability 15(2)
Number of Citation, as of March 4, 2019: 31
Rank based on Number of Citation: 102:
Advancing the conceptualization and operationalization of novelty in organizational research Rosenkopf, L., McGrath, P. 2011 Organization Science
22(5), pp. 1297-1311
Number of Citation, as of March 4, 2019: 30
Rank based on Number of Citation: 103:
Numerical Methods in Finance and Economics: A MATLAB-Based Introduction: Second Edition ( Book) Brandimarte, P. 2006 Numerical Methods in Finance and Economics: A MATLAB-Based Introduction: Second Edition
pp. 1-669
Number of Citation, as of March 4, 2019: 30
Rank based on Number of Citation: 104:
Risk-Sensitive ICAPM With Application to Fixed-Income Management Bielecki, T.R., Pliska, S.R. 2004 IEEE Transactions on Automatic Control
49(3), pp. 420-432
Number of Citation, as of March 4, 2019: 30
Rank based on Number of Citation: 105:
Decomposition and characterization of risk with a continuum of random variables Nabil, Ibraheem al-Najjar 1995 Econometrica
63(5), pp. 1195-1224
Number of Citation, as of March 4, 2019: 30
Rank based on Number of Citation: 106:
Efficient Portfolios in the Asset Liability Context
Open Access Keel, A., Müller, H.H. 1995 ASTIN Bulletin 25(1), pp. 33-48
Number of Citation, as of March 4, 2019: 30
Rank based on Number of Citation: 107:
Common stock portfolio selection: A multiple criteria decision making methodology and an application to the Athens Stock Exchange Xidonas, P., Askounis, D., Psarras, J. 2009 Operational Research
9(1), pp. 55-79
Number of Citation, as of March 4, 2019: 29
Rank based on Number of Citation: 108:
Using R&D portfolio management to deal with dynamic risk Floricel, S., Ibanescu, M. 2008 R and D Management
38(5), pp. 452-467
Number of Citation, as of March 4, 2019: 29
Rank based on Number of Citation: 109:
Risk management in a competitive electricity market Liu, M., Wu, F.F. 2007 International Journal of Electrical Power and Energy Systems
29(9), pp. 690-697
Number of Citation, as of March 4, 2019: 29
Rank based on Number of Citation: 110:
Delegated portfolio management: A survey of the theoretical literature Stracca, L. 2006 Journal of Economic Surveys
20(5), pp. 823-848
Number of Citation, as of March 4, 2019: 29
Rank based on Number of Citation: 111:
Occupier requirements in commercial real estate markets Lizieri, C.M. 2003 Urban Studies
40(5-6), pp. 1151-1169
Number of Citation, as of March 4, 2019: 29
Rank based on Number of Citation: 112:
Action-Oriented Portfolio Management: Strategy tables permit decision makers to build and evaluate R&D portfolios that focus on value-enhancing actions Spradlin, C.T., Kutoloski, D.M. 1999 Research Technology Management
42(2), pp. 26-32
Number of Citation, as of March 4, 2019: 29
Rank based on Number of Citation: 113:
Risk management of contract portfolios in IT services: The profit-at-risk approach Kauffman, R.J., Sougstad, R. 2008 Journal of Management Information Systems
25(1), pp. 17-48
Number of Citation, as of March 4, 2019: 28
Rank based on Number of Citation: 114:
Universal investors and socially responsible investors: A tale of emerging affinities Lydenberg, S. 2007 Corporate Governance: An International Review
15(3), pp. 467-477
Number of Citation, as of March 4, 2019: 28
Rank based on Number of Citation: 115:
Introduction to modern portfolio optimization with NUOPT and S-PLUS ( Book) Scherer, B., Martin, R.D. 2005 Introduction to Modern Portfolio Optimization with NUOPT and S-PLUS
pp. 1-426
Number of Citation, as of March 4, 2019: 28
Rank based on Number of Citation: 116:
Functional dynamic factor models with application to yield curve forecasting Hays, S., Shen, H., Huang, J.Z. 2012 Annals of Applied Statistics
6(3), pp. 870-893
Number of Citation, as of March 4, 2019: 27
Rank based on Number of Citation: 117:
Portfolio insurance and prospect theory investors: Popularity and optimal design of capital protected financial products Dichtl, H., Drobetz, W. 2011 Journal of Banking and Finance
35(7), pp. 1683-1697
Number of Citation, as of March 4, 2019: 27
Rank based on Number of Citation: 118:
Risk-sensitive benchmarked asset management Davis, M., Lleo, S. 2008 Quantitative Finance
8(4), pp. 415-426
Number of Citation, as of March 4, 2019: 27
Rank based on Number of Citation: 119:
An event-driven approach with makespan/cost tradeoff analysis for project portfolio scheduling Kao, H.-P., Wang, B., Dong, J., Ku, K.-C. 2006 Computers in Industry
57(5), pp. 379-397
Number of Citation, as of March 4, 2019: 27
Rank based on Number of Citation: 120:
Framework for generation risk management in electricity markets Liu, M., Wu, F.F. 2004 Dianli Xitong Zidonghua/Automation of Electric Power Systems
28(13), pp. 1-6
Number of Citation, as of March 4, 2019: 27
Rank based on Number of Citation: 121:
Portfolio management of islamic banks. 'Certainty model' Bashir, B.A. 1983 Journal of Banking and Finance
7(3), pp. 339-354
Number of Citation, as of March 4, 2019: 26
Rank based on Number of Citation: 122:
Portfolios with fuzzy returns: Selection strategies based on semi-infinite programming
Open Access Vercher, E. 2008 Journal of Computational and Applied Mathematics
217(2), pp. 381-393
Number of Citation, as of March 4, 2019: 25
Rank based on Number of Citation: 123:
Increasing the accuracy and reliability of analogy-based cost estimation with extensive project feature dimension weighting Auer, M., Biffl, S. 2004 Proceedings - 2004 International Symposium on Empirical Software Engineering, ISESE 2004
pp. 147-155
Number of Citation, as of March 4, 2019: 25
Rank based on Number of Citation: 124:
A fuzzy decision-making approach for portfolio management with direct real estate investment | [Sprendimuogonek priėmimo metodas esant neapibrėžtumui tiesioginiuogonek nekilnojamojo turto investicijuogonek portfelio valdymo metu]
Open Access Hui, E.C.M., Lau, O.M.F., Lo, K.K. 2009 International Journal of Strategic Property Management
13(2), pp. 191-204
Number of Citation, as of March 4, 2019: 24
Rank based on Number of Citation: 125:
LP modeling for asset-liability management: A survey of choices and simplifications
Open Access Sodhi, M.S. 2005 Operations Research 53(2), pp. 181-196
Number of Citation, as of March 4, 2019: 24
Rank based on Number of Citation: 126:
Using artificial intelligence and visual techniques into preference disaggregation analysis: The MIIDAS system Siskos, Y., Spyridakos, A., Yannacopoulos, D. 1999 European Journal of Operational Research
113(2), pp. 281-299
Number of Citation, as of March 4, 2019: 24
Rank based on Number of Citation: 127:
A fuzzy control model (FCM) for dynamic portfolio management Östermark, R. 1996 Fuzzy Sets and Systems
78(3), pp. 243-254
Number of Citation, as of March 4, 2019: 24
Rank based on Number of Citation: 128:
A mixed R&D projects and securities portfolio selection model Fang, Y., Chen, L., Fukushima, M. 2008 European Journal of Operational Research
185(2), pp. 700-715
Number of Citation, as of March 4, 2019: 23
Rank based on Number of Citation: 129:
An integrated multiobjective portfolio management system
Open Access Colson, G., De Bruyn, C. 1989 Mathematical and Computer Modelling 12(10-11), pp. 1359-1381
Number of Citation, as of March 4, 2019: 23
Rank based on Number of Citation: 130:
Multi-objective mean-variance-skewness model for generation portfolio allocation in electricity markets Pindoriya, N.M., Singh, S.N., Singh, S.K. 2010 Electric Power Systems Research
80(10), pp. 1314-1321
Number of Citation, as of March 4, 2019: 22
Rank based on Number of Citation: 131:
Managing project portfolios: balancing flexibility and structure by improvising Jerbrant, A., Karrbom Gustavsson, T. 2013 International Journal of Managing Projects in Business
6(1), pp. 152-172
Number of Citation, as of March 4, 2019: 21
Rank based on Number of Citation: 132:
The optimal tree species composition for a private forest enterprise - applying the theory of portfolio selection Neuner, S., Beinhofer, B., Knoke, T. 2013 Scandinavian Journal of Forest Research
28(1), pp. 38-48
Number of Citation, as of March 4, 2019: 21
Rank based on Number of Citation: 133:
Using portfolio theory to assess tradeoffs between return from natural capital and social equity across space Halpern, B.S., White, C., Lester, S.E., Costello, C., Gaines, S.D. 2011 Biological Conservation
144(5), pp. 1499-1507
Number of Citation, as of March 4, 2019: 21
Rank based on Number of Citation: 134:
Portfolio selection under strict uncertainty: A multi-criteria methodology and its application to the Frankfurt and Vienna Stock Exchanges Ballestero, E., Günther, M., Pla-Santamaria, D., Stummer, C. 2007 European Journal of Operational Research
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An accelerated subcontracting and procuring model for construction projects Tserng, H.P., Lin, P.H. 2002 Automation in Construction
11(1), pp. 105-125
Number of Citation, as of March 4, 2019: 61
Rank based on Number of Citation: 52:
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30(7), pp. 791-803
Number of Citation, as of March 4, 2019: 60
Rank based on Number of Citation: 53:
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207(1), pp. 420-433
Number of Citation, as of March 4, 2019: 60
Rank based on Number of Citation: 54:
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Rank based on Number of Citation: 55:
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Rank based on Number of Citation: 58:
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64(3), pp. 586-596
Number of Citation, as of March 4, 2019: 55
Rank based on Number of Citation: 59:
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Rank based on Number of Citation: 61:
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42(6), pp. 20-32
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Rank based on Number of Citation: 62:
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Rank based on Number of Citation: 63:
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163(1), pp. 115-131
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77(8), pp. 1339-1354
Number of Citation, as of March 4, 2019: 50
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Rank based on Number of Citation: 68:
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108(2-3), pp. 515-540
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Rank based on Number of Citation: 69:
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53(6), pp. 946-956
Number of Citation, as of March 4, 2019: 48
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22(10), pp. 1517-1541
Number of Citation, as of March 4, 2019: 48
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Rank based on Number of Citation: 72:
The financial aspect of managing technical debt: A systematic literature review Ampatzoglou, A., Ampatzoglou, A., Chatzigeorgiou, A., Avgeriou, P. 2015 Information and Software Technology
64, pp. 52-73
Number of Citation, as of March 4, 2019: 46
Rank based on Number of Citation: 73:
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5(2),021006
Number of Citation, as of March 4, 2019: 45
Rank based on Number of Citation: 74:
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pp. 1-434
Number of Citation, as of March 4, 2019: 45
Rank based on Number of Citation: 75:
A stochastic soft constraints fuzzy model for a portfolio selection problem Lacagnina, V., Pecorella, A. 2006 Fuzzy Sets and Systems
157(10), pp. 1317-1327
Number of Citation, as of March 4, 2019: 45
Rank based on Number of Citation: 76:
Downside loss aversion and portfolio management Jarrow, R., Zhaou, F. 2006 Management Science
52(4), pp. 558-566
Number of Citation, as of March 4, 2019: 45
Rank based on Number of Citation: 77:
Reaching goals by a deadline: Digital options and continuous-time active portfolio management Browne, S. 1999 Advances in Applied Probability
31(2), pp. 551-577
Number of Citation, as of March 4, 2019: 45
Rank based on Number of Citation: 78:
Risk management applied to projects, programs, and portfolios Sanchez, H., Robert, B., Bourgault, M., Pellerin, R. 2009 International Journal of Managing Projects in Business
2(1), pp. 14-35
Number of Citation, as of March 4, 2019: 44
Rank based on Number of Citation: 79:
Application of the fuzzy weighted average in strategic portfolio management Lin, C., Tan, B., Hsieh, P.-J. 2005 Decision Sciences
36(3), pp. 489-510
Number of Citation, as of March 4, 2019: 43
Rank based on Number of Citation: 80:
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15(1), pp. 116-121
Number of Citation, as of March 4, 2019: 43
Rank based on Number of Citation: 81:
Successful project portfolio management beyond project selection techniques: Understanding the role of structural alignment Kaiser, M.G., El Arbi, F., Ahlemann, F. 2015 International Journal of Project Management
33(1), pp. 126-139
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75(3), pp. 1-17
Number of Citation, as of March 4, 2019: 42
Rank based on Number of Citation: 83:
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52(4), pp. 542-557
Number of Citation, as of March 4, 2019: 41
Rank based on Number of Citation: 84:
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22(3), pp. 622-646
Number of Citation, as of March 4, 2019: 40
Rank based on Number of Citation: 85:
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Number of Citation, as of March 4, 2019: 38
Rank based on Number of Citation: 86:
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16(5), pp. 466-482
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Rank based on Number of Citation: 87:
A multi-criterion approach for selecting attractive portfolio Bouri, A., Martel, J.M., Chabchoub, H. 2002 Journal of Multi-Criteria Decision Analysis
11(4-5), pp. 269-277
Number of Citation, as of March 4, 2019: 38
Rank based on Number of Citation: 88:
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44(1), pp. 31-48
Number of Citation, as of March 4, 2019: 38
Rank based on Number of Citation: 89:
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3(1), pp. 157-169
Number of Citation, as of March 4, 2019: 37
Rank based on Number of Citation: 90:
Algorithms for portfolio management based on the Newton method Agarwal, A., Hazan, E., Kale, S., Schapire, R.E. 2006 ICML 2006 - Proceedings of the 23rd International Conference on Machine Learning
2006, pp. 9-16
Number of Citation, as of March 4, 2019: 37
Rank based on Number of Citation: 91:
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15(2), pp. 359-396
Number of Citation, as of March 4, 2019: 35
Rank based on Number of Citation: 92:
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1, pp. 690-695
Number of Citation, as of March 4, 2019: 35
Rank based on Number of Citation: 93:
Risk-constrained dynamic active portfolio management Browne, S. 2000 Management Science
46(9), pp. 1188-1199
Number of Citation, as of March 4, 2019: 35
Rank based on Number of Citation: 94:
New product portfolio performance in family firms Kraiczy, N.D., Hack, A., Kellermanns, F.W. 2014 Journal of Business Research
67(6), pp. 1065-1073
Number of Citation, as of March 4, 2019: 33
Rank based on Number of Citation: 95:
Establishing project portfolio management: An exploratory analysis of the influence of internal stakeholders' interactions Beringer, C., Jonas, D., Georg Gemünden, H. 2012 Project Management Journal
43(6), pp. 16-32
Number of Citation, as of March 4, 2019: 33
Rank based on Number of Citation: 96:
Variance reduction in sample approximations of stochastic programs Koivu, M. 2005 Mathematical Programming
103(3), pp. 463-485
Number of Citation, as of March 4, 2019: 33
Rank based on Number of Citation: 97:
Dynamic risk management in petroleum project investment based on a variable precision rough set model Xie, G., Yue, W., Wang, S., Lai, K.K. 2010 Technological Forecasting and Social Change
77(6), pp. 891-901
Number of Citation, as of March 4, 2019: 32
Rank based on Number of Citation: 98:
Portfolio diversification, leverage, and financial contagion Schinasi, G.J., Smith, R.T. 2000 IMF Staff Papers
47(2), pp. 159-176
Number of Citation, as of March 4, 2019: 32
Rank based on Number of Citation: 99:
Performance of salmon fishery portfolios across western North America
Open Access Griffiths, J.R., Schindler, D.E., Armstrong, J.B., (...), Stanford, J.A., Volk, E.C. 2014 Journal of Applied Ecology
51(6), pp. 1554-1563
Number of Citation, as of March 4, 2019: 31
Rank based on Number of Citation: 100:
Safety first portfolio choice based on financial and sustainability returns Dorfleitner, G., Utz, S. 2012 European Journal of Operational Research
221(1), pp. 155-164
Number of Citation, as of March 4, 2019: 31
$endgroup$
add a comment |
$begingroup$
Rank based on Number of Citation: 51:
An accelerated subcontracting and procuring model for construction projects Tserng, H.P., Lin, P.H. 2002 Automation in Construction
11(1), pp. 105-125
Number of Citation, as of March 4, 2019: 61
Rank based on Number of Citation: 52:
A methodology for selecting portfolios of projects with interactions and under uncertainty Ghapanchi, A.H., Tavana, M., Khakbaz, M.H., Low, G. 2012 International Journal of Project Management
30(7), pp. 791-803
Number of Citation, as of March 4, 2019: 60
Rank based on Number of Citation: 53:
Optimization of R&D project portfolios under endogenous uncertainty Solak, S., Clarke, J.-P.B., Johnson, E.L., Barnes, E.R. 2010 European Journal of Operational Research
207(1), pp. 420-433
Number of Citation, as of March 4, 2019: 60
Rank based on Number of Citation: 54:
Combining decision analysis and portfolio management to improve project selection in the exploration and production firm Walls, M.R. 2004 Journal of Petroleum Science and Engineering
44(1-2), pp. 55-65
Number of Citation, as of March 4, 2019: 60
Rank based on Number of Citation: 55:
BYY harmony learning, independent state space, and generalized APT financial analyses Xu, L. 2001 IEEE Transactions on Neural Networks
12(4), pp. 822-849
Number of Citation, as of March 4, 2019: 58
Rank based on Number of Citation: 56:
Credit risk: Pricing, measurement, and management ( Book) Duffie, D., Singleton, K.J. 2012 Credit Risk: Pricing, Measurement, and Management
pp. 1-396
Number of Citation, as of March 4, 2019: 57
Rank based on Number of Citation: 57:
Single-period Markowitz portfolio selection, performance gauging, and duality: A variation on the Luenberger shortage function Briec, W., Kerstens, K., Lesourd, J.B. 2004 Journal of Optimization Theory and Applications
120(1), pp. 1-27
Number of Citation, as of March 4, 2019: 56
Rank based on Number of Citation: 58:
An empirical approach to ecosystem-based fishery management Sanchirico, J.N., Smith, M.D., Lipton, D.W. 2008 Ecological Economics
64(3), pp. 586-596
Number of Citation, as of March 4, 2019: 55
Rank based on Number of Citation: 59:
A medium-term integrated risk management model for a hydrothermal generation company Cabero, J., Baíllo, Á., Cerisola, S., (...), Perán, F., Relaño, G. 2005 IEEE Transactions on Power Systems
20(3), pp. 1379-1388
Number of Citation, as of March 4, 2019: 55
Rank based on Number of Citation: 60:
Portfolio choice with endogenous utility: A large deviations approach Stutzer, M. 2003 Journal of Econometrics
116(1-2), pp. 365-386
Number of Citation, as of March 4, 2019: 55
Rank based on Number of Citation: 61:
Managing the institutional context for projects Morris, P.W.G., Geraldi, J. 2011 Project Management Journal
42(6), pp. 20-32
Number of Citation, as of March 4, 2019: 54
Rank based on Number of Citation: 62:
Portfolio optimization in electricity markets Liu, M., Wu, F.F. 2007 Electric Power Systems Research
77(8), pp. 1000-1009
Number of Citation, as of March 4, 2019: 54
Rank based on Number of Citation: 63:
Optimal portfolio selection and dynamic benchmark tracking Gaivoronski, A.A., Krylov, S., Van Der Wijst, N. 2005 European Journal of Operational Research
163(1), pp. 115-131
Number of Citation, as of March 4, 2019: 52
Rank based on Number of Citation: 64:
Socially responsible funds and market crises Nofsinger, J., Varma, A. 2014 Journal of Banking and Finance
48, pp. 180-193
Number of Citation, as of March 4, 2019: 51
Rank based on Number of Citation: 65:
Hedge funds: Quantitative insights ( Book) Lhabitant, F.-S. 2013 Hedge Funds: Quantitative Insights
pp. 1-336
Number of Citation, as of March 4, 2019: 50
Rank based on Number of Citation: 66:
Integrating technology roadmapping and portfolio management at the front-end of new product development Oliveira, M.G., Rozenfeld, H. 2010 Technological Forecasting and Social Change
77(8), pp. 1339-1354
Number of Citation, as of March 4, 2019: 50
Rank based on Number of Citation: 67:
Financial modelling: Where to go? With an illustration for portfolio management Spronk, J., Hallerbach, W. 1997 European Journal of Operational Research
99(1), pp. 113-125
Number of Citation, as of March 4, 2019: 50
Rank based on Number of Citation: 68:
Optimality conditions in portfolio analysis with general deviation measures Rockafellar, R.T., Uryasev, S., Zabarankin, M. 2006 Mathematical Programming
108(2-3), pp. 515-540
Number of Citation, as of March 4, 2019: 49
Rank based on Number of Citation: 69:
Contingent portfolio programming for the management of risky projects Gustafsson, J., Salo, A. 2005 Operations Research
53(6), pp. 946-956
Number of Citation, as of March 4, 2019: 48
Rank based on Number of Citation: 70:
Dynamic models for fixed-income portfolio management under uncertainty Zenios, S.A., Holmer, M.R., McKendall, R., Vassiadou-Zeniou, C. 1998 Journal of Economic Dynamics and Control
22(10), pp. 1517-1541
Number of Citation, as of March 4, 2019: 48
Rank based on Number of Citation: 71:
Spectral risk measures and portfolio selection Adam, A., Houkari, M., Laurent, J.-P. 2008 Journal of Banking and Finance
32(9), pp. 1870-1882
Number of Citation, as of March 4, 2019: 47
Rank based on Number of Citation: 72:
The financial aspect of managing technical debt: A systematic literature review Ampatzoglou, A., Ampatzoglou, A., Chatzigeorgiou, A., Avgeriou, P. 2015 Information and Software Technology
64, pp. 52-73
Number of Citation, as of March 4, 2019: 46
Rank based on Number of Citation: 73:
Community detection for correlation matrices Open Access MacMahon, M., Garlaschelli, D. 2015 Physical Review X
5(2),021006
Number of Citation, as of March 4, 2019: 45
Rank based on Number of Citation: 74:
Portfolio optimization and performance analysis ( Book) Prigent, J.-L. 2007 Portfolio Optimization and Performance Analysis
pp. 1-434
Number of Citation, as of March 4, 2019: 45
Rank based on Number of Citation: 75:
A stochastic soft constraints fuzzy model for a portfolio selection problem Lacagnina, V., Pecorella, A. 2006 Fuzzy Sets and Systems
157(10), pp. 1317-1327
Number of Citation, as of March 4, 2019: 45
Rank based on Number of Citation: 76:
Downside loss aversion and portfolio management Jarrow, R., Zhaou, F. 2006 Management Science
52(4), pp. 558-566
Number of Citation, as of March 4, 2019: 45
Rank based on Number of Citation: 77:
Reaching goals by a deadline: Digital options and continuous-time active portfolio management Browne, S. 1999 Advances in Applied Probability
31(2), pp. 551-577
Number of Citation, as of March 4, 2019: 45
Rank based on Number of Citation: 78:
Risk management applied to projects, programs, and portfolios Sanchez, H., Robert, B., Bourgault, M., Pellerin, R. 2009 International Journal of Managing Projects in Business
2(1), pp. 14-35
Number of Citation, as of March 4, 2019: 44
Rank based on Number of Citation: 79:
Application of the fuzzy weighted average in strategic portfolio management Lin, C., Tan, B., Hsieh, P.-J. 2005 Decision Sciences
36(3), pp. 489-510
Number of Citation, as of March 4, 2019: 43
Rank based on Number of Citation: 80:
Project valuation and power portfolio management in a competitive market Siddiqi, S.N. 2000 IEEE Transactions on Power Systems
15(1), pp. 116-121
Number of Citation, as of March 4, 2019: 43
Rank based on Number of Citation: 81:
Successful project portfolio management beyond project selection techniques: Understanding the role of structural alignment Kaiser, M.G., El Arbi, F., Ahlemann, F. 2015 International Journal of Project Management
33(1), pp. 126-139
Number of Citation, as of March 4, 2019: 42
Rank based on Number of Citation: 82:
Balancing risk and return in a customer portfolio Tarasi, C.O., Bolton, R.N., Hutt, M.D., Walker, B.A. 2011 Journal of Marketing
75(3), pp. 1-17
Number of Citation, as of March 4, 2019: 42
Rank based on Number of Citation: 83:
Risk management with benchmarking Basak, S., Shapiro, A., Teplá, L. 2006 Management Science
52(4), pp. 542-557
Number of Citation, as of March 4, 2019: 41
Rank based on Number of Citation: 84:
Diversification evidence from international equity markets using extreme values and stochastic copulas Bhatti, M.I., Nguyen, C.C. 2012 Journal of International Financial Markets, Institutions and Money
22(3), pp. 622-646
Number of Citation, as of March 4, 2019: 40
Rank based on Number of Citation: 85:
A portfolio approach to technical debt management Guo, Y., Seaman, C. 2011 Proceedings - International Conference on Software Engineering
pp. 31-34
Number of Citation, as of March 4, 2019: 38
Rank based on Number of Citation: 86:
Multiple project management: a modern competitive necessity Dooley, L., Lupton, G., O'Sullivan, D. 2005 Journal of Manufacturing Technology Management
16(5), pp. 466-482
Number of Citation, as of March 4, 2019: 38
Rank based on Number of Citation: 87:
A multi-criterion approach for selecting attractive portfolio Bouri, A., Martel, J.M., Chabchoub, H. 2002 Journal of Multi-Criteria Decision Analysis
11(4-5), pp. 269-277
Number of Citation, as of March 4, 2019: 38
Rank based on Number of Citation: 88:
Financial asset-pricing theory and stochastic programming models for asset/liability management: A synthesis Klaassen, P. 1998 Management Science
44(1), pp. 31-48
Number of Citation, as of March 4, 2019: 38
Rank based on Number of Citation: 89:
Dynamic capability through project portfolio management in service and manufacturing industries Killen, C.P., Hunt, R.A. 2010 International Journal of Managing Projects in Business
3(1), pp. 157-169
Number of Citation, as of March 4, 2019: 37
Rank based on Number of Citation: 90:
Algorithms for portfolio management based on the Newton method Agarwal, A., Hazan, E., Kale, S., Schapire, R.E. 2006 ICML 2006 - Proceedings of the 23rd International Conference on Machine Learning
2006, pp. 9-16
Number of Citation, as of March 4, 2019: 37
Rank based on Number of Citation: 91:
Is a team different from the sum of its parts evidence from mutual fund managers Bär, M., Kempf, A., Ruenzi, S. 2011 Review of Finance
15(2), pp. 359-396
Number of Citation, as of March 4, 2019: 35
Rank based on Number of Citation: 92:
Stock price prediction using reinforcement learning Lee, J.W. 2001 IEEE International Symposium on Industrial Electronics
1, pp. 690-695
Number of Citation, as of March 4, 2019: 35
Rank based on Number of Citation: 93:
Risk-constrained dynamic active portfolio management Browne, S. 2000 Management Science
46(9), pp. 1188-1199
Number of Citation, as of March 4, 2019: 35
Rank based on Number of Citation: 94:
New product portfolio performance in family firms Kraiczy, N.D., Hack, A., Kellermanns, F.W. 2014 Journal of Business Research
67(6), pp. 1065-1073
Number of Citation, as of March 4, 2019: 33
Rank based on Number of Citation: 95:
Establishing project portfolio management: An exploratory analysis of the influence of internal stakeholders' interactions Beringer, C., Jonas, D., Georg Gemünden, H. 2012 Project Management Journal
43(6), pp. 16-32
Number of Citation, as of March 4, 2019: 33
Rank based on Number of Citation: 96:
Variance reduction in sample approximations of stochastic programs Koivu, M. 2005 Mathematical Programming
103(3), pp. 463-485
Number of Citation, as of March 4, 2019: 33
Rank based on Number of Citation: 97:
Dynamic risk management in petroleum project investment based on a variable precision rough set model Xie, G., Yue, W., Wang, S., Lai, K.K. 2010 Technological Forecasting and Social Change
77(6), pp. 891-901
Number of Citation, as of March 4, 2019: 32
Rank based on Number of Citation: 98:
Portfolio diversification, leverage, and financial contagion Schinasi, G.J., Smith, R.T. 2000 IMF Staff Papers
47(2), pp. 159-176
Number of Citation, as of March 4, 2019: 32
Rank based on Number of Citation: 99:
Performance of salmon fishery portfolios across western North America
Open Access Griffiths, J.R., Schindler, D.E., Armstrong, J.B., (...), Stanford, J.A., Volk, E.C. 2014 Journal of Applied Ecology
51(6), pp. 1554-1563
Number of Citation, as of March 4, 2019: 31
Rank based on Number of Citation: 100:
Safety first portfolio choice based on financial and sustainability returns Dorfleitner, G., Utz, S. 2012 European Journal of Operational Research
221(1), pp. 155-164
Number of Citation, as of March 4, 2019: 31
$endgroup$
Rank based on Number of Citation: 51:
An accelerated subcontracting and procuring model for construction projects Tserng, H.P., Lin, P.H. 2002 Automation in Construction
11(1), pp. 105-125
Number of Citation, as of March 4, 2019: 61
Rank based on Number of Citation: 52:
A methodology for selecting portfolios of projects with interactions and under uncertainty Ghapanchi, A.H., Tavana, M., Khakbaz, M.H., Low, G. 2012 International Journal of Project Management
30(7), pp. 791-803
Number of Citation, as of March 4, 2019: 60
Rank based on Number of Citation: 53:
Optimization of R&D project portfolios under endogenous uncertainty Solak, S., Clarke, J.-P.B., Johnson, E.L., Barnes, E.R. 2010 European Journal of Operational Research
207(1), pp. 420-433
Number of Citation, as of March 4, 2019: 60
Rank based on Number of Citation: 54:
Combining decision analysis and portfolio management to improve project selection in the exploration and production firm Walls, M.R. 2004 Journal of Petroleum Science and Engineering
44(1-2), pp. 55-65
Number of Citation, as of March 4, 2019: 60
Rank based on Number of Citation: 55:
BYY harmony learning, independent state space, and generalized APT financial analyses Xu, L. 2001 IEEE Transactions on Neural Networks
12(4), pp. 822-849
Number of Citation, as of March 4, 2019: 58
Rank based on Number of Citation: 56:
Credit risk: Pricing, measurement, and management ( Book) Duffie, D., Singleton, K.J. 2012 Credit Risk: Pricing, Measurement, and Management
pp. 1-396
Number of Citation, as of March 4, 2019: 57
Rank based on Number of Citation: 57:
Single-period Markowitz portfolio selection, performance gauging, and duality: A variation on the Luenberger shortage function Briec, W., Kerstens, K., Lesourd, J.B. 2004 Journal of Optimization Theory and Applications
120(1), pp. 1-27
Number of Citation, as of March 4, 2019: 56
Rank based on Number of Citation: 58:
An empirical approach to ecosystem-based fishery management Sanchirico, J.N., Smith, M.D., Lipton, D.W. 2008 Ecological Economics
64(3), pp. 586-596
Number of Citation, as of March 4, 2019: 55
Rank based on Number of Citation: 59:
A medium-term integrated risk management model for a hydrothermal generation company Cabero, J., Baíllo, Á., Cerisola, S., (...), Perán, F., Relaño, G. 2005 IEEE Transactions on Power Systems
20(3), pp. 1379-1388
Number of Citation, as of March 4, 2019: 55
Rank based on Number of Citation: 60:
Portfolio choice with endogenous utility: A large deviations approach Stutzer, M. 2003 Journal of Econometrics
116(1-2), pp. 365-386
Number of Citation, as of March 4, 2019: 55
Rank based on Number of Citation: 61:
Managing the institutional context for projects Morris, P.W.G., Geraldi, J. 2011 Project Management Journal
42(6), pp. 20-32
Number of Citation, as of March 4, 2019: 54
Rank based on Number of Citation: 62:
Portfolio optimization in electricity markets Liu, M., Wu, F.F. 2007 Electric Power Systems Research
77(8), pp. 1000-1009
Number of Citation, as of March 4, 2019: 54
Rank based on Number of Citation: 63:
Optimal portfolio selection and dynamic benchmark tracking Gaivoronski, A.A., Krylov, S., Van Der Wijst, N. 2005 European Journal of Operational Research
163(1), pp. 115-131
Number of Citation, as of March 4, 2019: 52
Rank based on Number of Citation: 64:
Socially responsible funds and market crises Nofsinger, J., Varma, A. 2014 Journal of Banking and Finance
48, pp. 180-193
Number of Citation, as of March 4, 2019: 51
Rank based on Number of Citation: 65:
Hedge funds: Quantitative insights ( Book) Lhabitant, F.-S. 2013 Hedge Funds: Quantitative Insights
pp. 1-336
Number of Citation, as of March 4, 2019: 50
Rank based on Number of Citation: 66:
Integrating technology roadmapping and portfolio management at the front-end of new product development Oliveira, M.G., Rozenfeld, H. 2010 Technological Forecasting and Social Change
77(8), pp. 1339-1354
Number of Citation, as of March 4, 2019: 50
Rank based on Number of Citation: 67:
Financial modelling: Where to go? With an illustration for portfolio management Spronk, J., Hallerbach, W. 1997 European Journal of Operational Research
99(1), pp. 113-125
Number of Citation, as of March 4, 2019: 50
Rank based on Number of Citation: 68:
Optimality conditions in portfolio analysis with general deviation measures Rockafellar, R.T., Uryasev, S., Zabarankin, M. 2006 Mathematical Programming
108(2-3), pp. 515-540
Number of Citation, as of March 4, 2019: 49
Rank based on Number of Citation: 69:
Contingent portfolio programming for the management of risky projects Gustafsson, J., Salo, A. 2005 Operations Research
53(6), pp. 946-956
Number of Citation, as of March 4, 2019: 48
Rank based on Number of Citation: 70:
Dynamic models for fixed-income portfolio management under uncertainty Zenios, S.A., Holmer, M.R., McKendall, R., Vassiadou-Zeniou, C. 1998 Journal of Economic Dynamics and Control
22(10), pp. 1517-1541
Number of Citation, as of March 4, 2019: 48
Rank based on Number of Citation: 71:
Spectral risk measures and portfolio selection Adam, A., Houkari, M., Laurent, J.-P. 2008 Journal of Banking and Finance
32(9), pp. 1870-1882
Number of Citation, as of March 4, 2019: 47
Rank based on Number of Citation: 72:
The financial aspect of managing technical debt: A systematic literature review Ampatzoglou, A., Ampatzoglou, A., Chatzigeorgiou, A., Avgeriou, P. 2015 Information and Software Technology
64, pp. 52-73
Number of Citation, as of March 4, 2019: 46
Rank based on Number of Citation: 73:
Community detection for correlation matrices Open Access MacMahon, M., Garlaschelli, D. 2015 Physical Review X
5(2),021006
Number of Citation, as of March 4, 2019: 45
Rank based on Number of Citation: 74:
Portfolio optimization and performance analysis ( Book) Prigent, J.-L. 2007 Portfolio Optimization and Performance Analysis
pp. 1-434
Number of Citation, as of March 4, 2019: 45
Rank based on Number of Citation: 75:
A stochastic soft constraints fuzzy model for a portfolio selection problem Lacagnina, V., Pecorella, A. 2006 Fuzzy Sets and Systems
157(10), pp. 1317-1327
Number of Citation, as of March 4, 2019: 45
Rank based on Number of Citation: 76:
Downside loss aversion and portfolio management Jarrow, R., Zhaou, F. 2006 Management Science
52(4), pp. 558-566
Number of Citation, as of March 4, 2019: 45
Rank based on Number of Citation: 77:
Reaching goals by a deadline: Digital options and continuous-time active portfolio management Browne, S. 1999 Advances in Applied Probability
31(2), pp. 551-577
Number of Citation, as of March 4, 2019: 45
Rank based on Number of Citation: 78:
Risk management applied to projects, programs, and portfolios Sanchez, H., Robert, B., Bourgault, M., Pellerin, R. 2009 International Journal of Managing Projects in Business
2(1), pp. 14-35
Number of Citation, as of March 4, 2019: 44
Rank based on Number of Citation: 79:
Application of the fuzzy weighted average in strategic portfolio management Lin, C., Tan, B., Hsieh, P.-J. 2005 Decision Sciences
36(3), pp. 489-510
Number of Citation, as of March 4, 2019: 43
Rank based on Number of Citation: 80:
Project valuation and power portfolio management in a competitive market Siddiqi, S.N. 2000 IEEE Transactions on Power Systems
15(1), pp. 116-121
Number of Citation, as of March 4, 2019: 43
Rank based on Number of Citation: 81:
Successful project portfolio management beyond project selection techniques: Understanding the role of structural alignment Kaiser, M.G., El Arbi, F., Ahlemann, F. 2015 International Journal of Project Management
33(1), pp. 126-139
Number of Citation, as of March 4, 2019: 42
Rank based on Number of Citation: 82:
Balancing risk and return in a customer portfolio Tarasi, C.O., Bolton, R.N., Hutt, M.D., Walker, B.A. 2011 Journal of Marketing
75(3), pp. 1-17
Number of Citation, as of March 4, 2019: 42
Rank based on Number of Citation: 83:
Risk management with benchmarking Basak, S., Shapiro, A., Teplá, L. 2006 Management Science
52(4), pp. 542-557
Number of Citation, as of March 4, 2019: 41
Rank based on Number of Citation: 84:
Diversification evidence from international equity markets using extreme values and stochastic copulas Bhatti, M.I., Nguyen, C.C. 2012 Journal of International Financial Markets, Institutions and Money
22(3), pp. 622-646
Number of Citation, as of March 4, 2019: 40
Rank based on Number of Citation: 85:
A portfolio approach to technical debt management Guo, Y., Seaman, C. 2011 Proceedings - International Conference on Software Engineering
pp. 31-34
Number of Citation, as of March 4, 2019: 38
Rank based on Number of Citation: 86:
Multiple project management: a modern competitive necessity Dooley, L., Lupton, G., O'Sullivan, D. 2005 Journal of Manufacturing Technology Management
16(5), pp. 466-482
Number of Citation, as of March 4, 2019: 38
Rank based on Number of Citation: 87:
A multi-criterion approach for selecting attractive portfolio Bouri, A., Martel, J.M., Chabchoub, H. 2002 Journal of Multi-Criteria Decision Analysis
11(4-5), pp. 269-277
Number of Citation, as of March 4, 2019: 38
Rank based on Number of Citation: 88:
Financial asset-pricing theory and stochastic programming models for asset/liability management: A synthesis Klaassen, P. 1998 Management Science
44(1), pp. 31-48
Number of Citation, as of March 4, 2019: 38
Rank based on Number of Citation: 89:
Dynamic capability through project portfolio management in service and manufacturing industries Killen, C.P., Hunt, R.A. 2010 International Journal of Managing Projects in Business
3(1), pp. 157-169
Number of Citation, as of March 4, 2019: 37
Rank based on Number of Citation: 90:
Algorithms for portfolio management based on the Newton method Agarwal, A., Hazan, E., Kale, S., Schapire, R.E. 2006 ICML 2006 - Proceedings of the 23rd International Conference on Machine Learning
2006, pp. 9-16
Number of Citation, as of March 4, 2019: 37
Rank based on Number of Citation: 91:
Is a team different from the sum of its parts evidence from mutual fund managers Bär, M., Kempf, A., Ruenzi, S. 2011 Review of Finance
15(2), pp. 359-396
Number of Citation, as of March 4, 2019: 35
Rank based on Number of Citation: 92:
Stock price prediction using reinforcement learning Lee, J.W. 2001 IEEE International Symposium on Industrial Electronics
1, pp. 690-695
Number of Citation, as of March 4, 2019: 35
Rank based on Number of Citation: 93:
Risk-constrained dynamic active portfolio management Browne, S. 2000 Management Science
46(9), pp. 1188-1199
Number of Citation, as of March 4, 2019: 35
Rank based on Number of Citation: 94:
New product portfolio performance in family firms Kraiczy, N.D., Hack, A., Kellermanns, F.W. 2014 Journal of Business Research
67(6), pp. 1065-1073
Number of Citation, as of March 4, 2019: 33
Rank based on Number of Citation: 95:
Establishing project portfolio management: An exploratory analysis of the influence of internal stakeholders' interactions Beringer, C., Jonas, D., Georg Gemünden, H. 2012 Project Management Journal
43(6), pp. 16-32
Number of Citation, as of March 4, 2019: 33
Rank based on Number of Citation: 96:
Variance reduction in sample approximations of stochastic programs Koivu, M. 2005 Mathematical Programming
103(3), pp. 463-485
Number of Citation, as of March 4, 2019: 33
Rank based on Number of Citation: 97:
Dynamic risk management in petroleum project investment based on a variable precision rough set model Xie, G., Yue, W., Wang, S., Lai, K.K. 2010 Technological Forecasting and Social Change
77(6), pp. 891-901
Number of Citation, as of March 4, 2019: 32
Rank based on Number of Citation: 98:
Portfolio diversification, leverage, and financial contagion Schinasi, G.J., Smith, R.T. 2000 IMF Staff Papers
47(2), pp. 159-176
Number of Citation, as of March 4, 2019: 32
Rank based on Number of Citation: 99:
Performance of salmon fishery portfolios across western North America
Open Access Griffiths, J.R., Schindler, D.E., Armstrong, J.B., (...), Stanford, J.A., Volk, E.C. 2014 Journal of Applied Ecology
51(6), pp. 1554-1563
Number of Citation, as of March 4, 2019: 31
Rank based on Number of Citation: 100:
Safety first portfolio choice based on financial and sustainability returns Dorfleitner, G., Utz, S. 2012 European Journal of Operational Research
221(1), pp. 155-164
Number of Citation, as of March 4, 2019: 31
edited 2 hours ago
answered 2 hours ago
EmmaEmma
30712
30712
add a comment |
add a comment |
$begingroup$
Welcome to Quant SE!
The best source to check for most significant and reliable articles is
scopus.com
. For instance, I copy top 200 articles based on the keyword
"Portfolio Management":
Sorry about that I had to add four different posts.
Best wishes!
Rank based on Number of Citation: 1:
The econometrics of financial markets ( Book) Campbell, J.Y., Lo, A.W., MacKinlay, A.C. 2012 The Econometrics of Financial Markets
pp. 1-611
Number of Citation, as of March 4, 2019: 2366
Rank based on Number of Citation: 2:
An integrated framework for project portfolio selection Archer, N.P., Ghasemzadeh, F. 1999 International Journal of Project Management
17(4), pp. 207-216
Number of Citation, as of March 4, 2019: 419
Rank based on Number of Citation: 3:
Intellectual capital and the 'capable firm': Narrating, visualising and numbering for managing knowledge Mouritsen, J., Larsen, H.T., Bukh, P.N.D. 2001 Accounting, Organizations and Society
26(7-8), pp. 735-762
Number of Citation, as of March 4, 2019: 287
Rank based on Number of Citation: 4:
Banking in the theory of finance Fama, E.F. 1980 Journal of Monetary Economics
6(1), pp. 39-57
Number of Citation, as of March 4, 2019: 247
Rank based on Number of Citation: 5:
Customer Portfolio Management: Toward a Dynamic Theory of Exchange Relationships Johnson, M.D., Selnes, F. 2004 Journal of Marketing
68(2), pp. 1-17
Number of Citation, as of March 4, 2019: 242
Rank based on Number of Citation: 6:
Extreme value dependence in financial markets: Diagnostics, models, and financial implications Poon, S.-H., Rockinger, M., Tawn, J. 2004 Review of Financial Studies
17(2), pp. 581-610
Number of Citation, as of March 4, 2019: 239
Rank based on Number of Citation: 7:
Credit risk: Pricing, measurement, and management ( Book) Duffie, D., Singleton, J.K. 2012 Credit Risk: Pricing, Measurement, and Management
231
*Number of Citation, as of March 4, 2019: *
Rank based on Number of Citation: 8:
A fuzzy goal programming approach to portfolio selection Arenas Parra, M., Bilbao Terol, A., Rodríguez Uría, M.V. 2001 European Journal of Operational Research
133(2), pp. 287-297
Number of Citation, as of March 4, 2019: 209
Rank based on Number of Citation: 9:
High dimensional covariance matrix estimation using a factor model Fan, J., Fan, Y., Lv, J. 2008 Journal of Econometrics
147(1), pp. 186-197
Number of Citation, as of March 4, 2019: 194
Rank based on Number of Citation: 10:
A fuzzy set approach for R&D portfolio selection using a real options valuation model Wang, J., Hwang, W.-L. 2007 Omega
35(3), pp. 247-257
Number of Citation, as of March 4, 2019: 192
Rank based on Number of Citation: 11:
Measuring customer perceived online service quality: Scale development and managerial implications Yang, Z., Jun, M., Peterson, R.T. 2004 International Journal of Operations and Production Management
24(11), pp. 1149-1174
Number of Citation, as of March 4, 2019: 182
Rank based on Number of Citation: 12:
Thinking differently about purchasing portfolios: An assessment of sustainable sourcing Pagell, M., Wu, Z., Wasserman, M.E. 2010 Journal of Supply Chain Management
46(1), pp. 57-73
Number of Citation, as of March 4, 2019: 175
Rank based on Number of Citation: 13:
Risk aversion or myopia? Choices in repeated gambles and retirement investments Benartzi, S., Thaler, R.H. 1999 Management Science
45(3), pp. 364-381
Number of Citation, as of March 4, 2019: 175
Rank based on Number of Citation: 14:
Does aquaculture add resilience to the global food system? Troell, M., Naylor, R.L., Metian, M., (...), Xepapadeas, T., De Zeeuw, A. 2014 Proceedings of the National Academy of Sciences of the United States of America
111(37), pp. 13257-13263
Number of Citation, as of March 4, 2019: 148
Rank based on Number of Citation: 15:
Financial risk management in a competitive electricity market roger bjorgan Liu, C.-C. 1999 IEEE Transactions on Power Systems
14(4), pp. 1285-1291
Number of Citation, as of March 4, 2019: 144
Rank based on Number of Citation: 16:
A comparison of VaR and CVaR constraints on portfolio selection with the mean-variance model Alexander, G.J., Baptista, A.M. 2004 Management Science
50(9), pp. 1261-1273
Number of Citation, as of March 4, 2019: 141
Rank based on Number of Citation: 17:
Project portfolio management - There's more to it than what management enacts Blichfeldt, B.S., Eskerod, P. 2008 International Journal of Project Management
26(4), pp. 357-365
Number of Citation, as of March 4, 2019: 135
Rank based on Number of Citation: 18:
The intersection of market and credit risk Jarrow, R.A., Turnbull, S.M. 2000 Journal of Banking and Finance
24(1-2), pp. 271-299
Number of Citation, as of March 4, 2019: 134
Rank based on Number of Citation: 19:
Probabilistic constrained load flow considering integration of wind power generation and electric vehicles Vlachogiannis, J.G. 2009 IEEE Transactions on Power Systems
24(4), pp. 1808-1817
Number of Citation, as of March 4, 2019: 133
Rank based on Number of Citation: 20:
Preference programming for robust portfolio modeling and project selection Liesiö, J., Mild, P., Salo, A. 2007 European Journal of Operational Research
181(3), pp. 1488-1505
Number of Citation, as of March 4, 2019: 130
Rank based on Number of Citation: 21:
Extreme financial risks: From dependence to risk management ( Book) Malevergn, Y., Sornette, D. 2006 Extreme Financial Risks: From Dependence to Risk Management
pp. 1-312
Number of Citation, as of March 4, 2019: 124
Rank based on Number of Citation: 22:
Bio-folio: Applying portfolio theory to biodiversity Figge, F. 2004 Biodiversity and Conservation
13(4), pp. 827-849
Number of Citation, as of March 4, 2019: 121
Rank based on Number of Citation: 23:
Venture capitalists' decision to syndicate Manigart, S., Lockett, A., Meuleman, M., (...), Desbrières, P., Hommel, U. 2006 Entrepreneurship: Theory and Practice
30(2), pp. 131-153
Number of Citation, as of March 4, 2019: 111
Rank based on Number of Citation: 24:
Scenario tree modeling for multistage stochastic programs Heitsch, H., Römisch, W. 2009 Mathematical Programming
118(2), pp. 371-406
Number of Citation, as of March 4, 2019: 110
Rank based on Number of Citation: 25:
Option pricing: Valuation models and applications Broadie, M., Detemple, J.B. 2004 Management Science
50(9), pp. 1145-1177
Number of Citation, as of March 4, 2019: 108
Rank based on Number of Citation: 26:
Audit firm portfolio management decisions Johnstone, K.M., Bedard, J.C. 2004 Journal of Accounting Research
42(4), pp. 659-690
Number of Citation, as of March 4, 2019: 104
Rank based on Number of Citation: 27:
Asset and liability management under a continuous-time mean-variance optimization framework Chiu, M.C., Li, D. 2006 Insurance: Mathematics and Economics
39(3), pp. 330-355
Number of Citation, as of March 4, 2019: 103
Rank based on Number of Citation: 28:
A theoretical ramework for managing the new product development portfolio: When and how to use strategic buckets Chao, R.O., Kavadias, S. 2008 Management Science
54(5), pp. 907-921
Number of Citation, as of March 4, 2019: 102
Rank based on Number of Citation: 29:
Fuzzy portfolio selection using fuzzy analytic hierarchy process Tiryaki, F., Ahlatcioglu, B. 2009 Information Sciences
179(1-2), pp. 53-69
Number of Citation, as of March 4, 2019: 100
Rank based on Number of Citation: 30:
Performance Incentive Fees: An Agency Theoretic Approach Starks, L.T. 1987 Journal of Financial and Quantitative Analysis
22(1), pp. 17-32
Number of Citation, as of March 4, 2019: 100
Rank based on Number of Citation: 31:
Toward a theory of project interdependencies in high tech R & D environments Verma, D., Sinha, K.K. 2002 Journal of Operations Management
20(5), pp. 451-468
Number of Citation, as of March 4, 2019: 98
Rank based on Number of Citation: 32:
Applying innovation ( Book) O'Sullivan, D., Dooley, L. 2009 Applying Innovation
pp. 1-391
Number of Citation, as of March 4, 2019: 96
Rank based on Number of Citation: 33:
Toward a theory of competencies for the management of product complexity: Six case studies Closs, D.J., Jacobs, M.A., Swink, M., Webb, G.S. 2008 Journal of Operations Management
26(5), pp. 590-610
Number of Citation, as of March 4, 2019: 91
Rank based on Number of Citation: 34:
A fuzzy decision support system for strategic portfolio management Lin, C., Hsieh, P.-J. 2004 Decision Support Systems
38(3), pp. 383-398
Number of Citation, as of March 4, 2019: 90
Rank based on Number of Citation: 35:
The challenge of autonomy and dependence in franchised channels of distribution Dant, R.P., Gundlach, G.T. 1999 Journal of Business Venturing
14(1), pp. 35-67
Number of Citation, as of March 4, 2019: 90
Rank based on Number of Citation: 36:
Project portfolios in dynamic environments: Organizing for uncertainty Petit, Y. 2012 International Journal of Project Management
30(5), pp. 539-553
Number of Citation, as of March 4, 2019: 84
Rank based on Number of Citation: 37:
Possibilistic mean-variance models and efficient frontiers for portfolio selection problem Zhang, W.-G., Wang, Y.-L., Chen, Z.-P., Nie, Z.-K. 2007 Information Sciences
177(13), pp. 2787-2801
Number of Citation, as of March 4, 2019: 84
Rank based on Number of Citation: 38:
Constructing risk measures from uncertainty sets Natarajan, K., Pachamanova, D., Sim, M. 2009 Operations Research
57(5), pp. 1129-1141
Number of Citation, as of March 4, 2019: 77
Rank based on Number of Citation: 39:
Stock trading using RSPOP: A novel rough set-based neuro-fuzzy approach Ang, K.K., Quek, C. 2006 IEEE Transactions on Neural Networks
17(5), pp. 1301-1315
Number of Citation, as of March 4, 2019: 73
Rank based on Number of Citation: 40:
Behavior of internal stakeholders in project portfolio management and its impact on success Beringer, C., Jonas, D., Kock, A. 2013 International Journal of Project Management
31(6), pp. 830-846
Number of Citation, as of March 4, 2019: 72
Rank based on Number of Citation: 41:
The management of project management: A conceptual framework for project governance Too, E.G., Weaver, P. 2014 International Journal of Project Management
32(8), pp. 1382-1394
Number of Citation, as of March 4, 2019: 71
Rank based on Number of Citation: 42:
Construction client multi-projects - A complex adaptive systems perspective Aritua, B., Smith, N.J., Bower, D. 2009 International Journal of Project Management
27(1), pp. 72-79
Number of Citation, as of March 4, 2019: 71
Rank based on Number of Citation: 43:
Portfolio optimization with mental accounts
Open Access Das, S., Markowitz, H., Scheid, J., Statman, M. 2010 Journal of Financial and Quantitative Analysis
45(2), pp. 311-334
Number of Citation, as of March 4, 2019: 69
Rank based on Number of Citation: 44:
The advent of copulas in finance Genest, C., Gendron, M., Bourdeau-Brien, M. 2009 European Journal of Finance
15(7-8), pp. 609-618
Number of Citation, as of March 4, 2019: 69
Rank based on Number of Citation: 45:
Advancing project and portfolio management research: Applying strategic management theories Killen, C.P., Jugdev, K., Drouin, N., Petit, Y. 2012 International Journal of Project Management
30(5), pp. 525-538
Number of Citation, as of March 4, 2019: 67
Rank based on Number of Citation: 46:
Exploring portfolio decision-making processes Kester, L., Griffin, A., Hultink, E.J., Lauche, K. 2011 Journal of Product Innovation Management
28(5), pp. 641-661
Number of Citation, as of March 4, 2019: 66
Rank based on Number of Citation: 47:
Resource allocation strategy for innovation portfolio management Klingebiel, R., Rammer, C. 2014 Strategic Management Journal
35(2), pp. 246-268
Number of Citation, as of March 4, 2019: 65
Rank based on Number of Citation: 48:
Neural network-based mean-variance-skewness model for portfolio selection Yu, L., Wang, S., Lai, K.K. 2008 Computers and Operations Research
35(1), pp. 34-46
Number of Citation, as of March 4, 2019: 63
Rank based on Number of Citation: 49:
Portfolio optimization using multi-objective genetic algorithms Skolpadungket, P., Dahal, K., Harnpornchai, N. 2007 2007 IEEE Congress on Evolutionary Computation, CEC 2007
4424514, pp. 516-523
Number of Citation, as of March 4, 2019: 63
Rank based on Number of Citation: 50:
Do relationship portfolios and networks provide the key to successful relationship management? Zolkiewski, J., Turnbull, P. 2002 Journal of Business & Industrial Marketing
17(7), pp. 575-597
Number of Citation, as of March 4, 2019: 63
$endgroup$
add a comment |
$begingroup$
Welcome to Quant SE!
The best source to check for most significant and reliable articles is
scopus.com
. For instance, I copy top 200 articles based on the keyword
"Portfolio Management":
Sorry about that I had to add four different posts.
Best wishes!
Rank based on Number of Citation: 1:
The econometrics of financial markets ( Book) Campbell, J.Y., Lo, A.W., MacKinlay, A.C. 2012 The Econometrics of Financial Markets
pp. 1-611
Number of Citation, as of March 4, 2019: 2366
Rank based on Number of Citation: 2:
An integrated framework for project portfolio selection Archer, N.P., Ghasemzadeh, F. 1999 International Journal of Project Management
17(4), pp. 207-216
Number of Citation, as of March 4, 2019: 419
Rank based on Number of Citation: 3:
Intellectual capital and the 'capable firm': Narrating, visualising and numbering for managing knowledge Mouritsen, J., Larsen, H.T., Bukh, P.N.D. 2001 Accounting, Organizations and Society
26(7-8), pp. 735-762
Number of Citation, as of March 4, 2019: 287
Rank based on Number of Citation: 4:
Banking in the theory of finance Fama, E.F. 1980 Journal of Monetary Economics
6(1), pp. 39-57
Number of Citation, as of March 4, 2019: 247
Rank based on Number of Citation: 5:
Customer Portfolio Management: Toward a Dynamic Theory of Exchange Relationships Johnson, M.D., Selnes, F. 2004 Journal of Marketing
68(2), pp. 1-17
Number of Citation, as of March 4, 2019: 242
Rank based on Number of Citation: 6:
Extreme value dependence in financial markets: Diagnostics, models, and financial implications Poon, S.-H., Rockinger, M., Tawn, J. 2004 Review of Financial Studies
17(2), pp. 581-610
Number of Citation, as of March 4, 2019: 239
Rank based on Number of Citation: 7:
Credit risk: Pricing, measurement, and management ( Book) Duffie, D., Singleton, J.K. 2012 Credit Risk: Pricing, Measurement, and Management
231
*Number of Citation, as of March 4, 2019: *
Rank based on Number of Citation: 8:
A fuzzy goal programming approach to portfolio selection Arenas Parra, M., Bilbao Terol, A., Rodríguez Uría, M.V. 2001 European Journal of Operational Research
133(2), pp. 287-297
Number of Citation, as of March 4, 2019: 209
Rank based on Number of Citation: 9:
High dimensional covariance matrix estimation using a factor model Fan, J., Fan, Y., Lv, J. 2008 Journal of Econometrics
147(1), pp. 186-197
Number of Citation, as of March 4, 2019: 194
Rank based on Number of Citation: 10:
A fuzzy set approach for R&D portfolio selection using a real options valuation model Wang, J., Hwang, W.-L. 2007 Omega
35(3), pp. 247-257
Number of Citation, as of March 4, 2019: 192
Rank based on Number of Citation: 11:
Measuring customer perceived online service quality: Scale development and managerial implications Yang, Z., Jun, M., Peterson, R.T. 2004 International Journal of Operations and Production Management
24(11), pp. 1149-1174
Number of Citation, as of March 4, 2019: 182
Rank based on Number of Citation: 12:
Thinking differently about purchasing portfolios: An assessment of sustainable sourcing Pagell, M., Wu, Z., Wasserman, M.E. 2010 Journal of Supply Chain Management
46(1), pp. 57-73
Number of Citation, as of March 4, 2019: 175
Rank based on Number of Citation: 13:
Risk aversion or myopia? Choices in repeated gambles and retirement investments Benartzi, S., Thaler, R.H. 1999 Management Science
45(3), pp. 364-381
Number of Citation, as of March 4, 2019: 175
Rank based on Number of Citation: 14:
Does aquaculture add resilience to the global food system? Troell, M., Naylor, R.L., Metian, M., (...), Xepapadeas, T., De Zeeuw, A. 2014 Proceedings of the National Academy of Sciences of the United States of America
111(37), pp. 13257-13263
Number of Citation, as of March 4, 2019: 148
Rank based on Number of Citation: 15:
Financial risk management in a competitive electricity market roger bjorgan Liu, C.-C. 1999 IEEE Transactions on Power Systems
14(4), pp. 1285-1291
Number of Citation, as of March 4, 2019: 144
Rank based on Number of Citation: 16:
A comparison of VaR and CVaR constraints on portfolio selection with the mean-variance model Alexander, G.J., Baptista, A.M. 2004 Management Science
50(9), pp. 1261-1273
Number of Citation, as of March 4, 2019: 141
Rank based on Number of Citation: 17:
Project portfolio management - There's more to it than what management enacts Blichfeldt, B.S., Eskerod, P. 2008 International Journal of Project Management
26(4), pp. 357-365
Number of Citation, as of March 4, 2019: 135
Rank based on Number of Citation: 18:
The intersection of market and credit risk Jarrow, R.A., Turnbull, S.M. 2000 Journal of Banking and Finance
24(1-2), pp. 271-299
Number of Citation, as of March 4, 2019: 134
Rank based on Number of Citation: 19:
Probabilistic constrained load flow considering integration of wind power generation and electric vehicles Vlachogiannis, J.G. 2009 IEEE Transactions on Power Systems
24(4), pp. 1808-1817
Number of Citation, as of March 4, 2019: 133
Rank based on Number of Citation: 20:
Preference programming for robust portfolio modeling and project selection Liesiö, J., Mild, P., Salo, A. 2007 European Journal of Operational Research
181(3), pp. 1488-1505
Number of Citation, as of March 4, 2019: 130
Rank based on Number of Citation: 21:
Extreme financial risks: From dependence to risk management ( Book) Malevergn, Y., Sornette, D. 2006 Extreme Financial Risks: From Dependence to Risk Management
pp. 1-312
Number of Citation, as of March 4, 2019: 124
Rank based on Number of Citation: 22:
Bio-folio: Applying portfolio theory to biodiversity Figge, F. 2004 Biodiversity and Conservation
13(4), pp. 827-849
Number of Citation, as of March 4, 2019: 121
Rank based on Number of Citation: 23:
Venture capitalists' decision to syndicate Manigart, S., Lockett, A., Meuleman, M., (...), Desbrières, P., Hommel, U. 2006 Entrepreneurship: Theory and Practice
30(2), pp. 131-153
Number of Citation, as of March 4, 2019: 111
Rank based on Number of Citation: 24:
Scenario tree modeling for multistage stochastic programs Heitsch, H., Römisch, W. 2009 Mathematical Programming
118(2), pp. 371-406
Number of Citation, as of March 4, 2019: 110
Rank based on Number of Citation: 25:
Option pricing: Valuation models and applications Broadie, M., Detemple, J.B. 2004 Management Science
50(9), pp. 1145-1177
Number of Citation, as of March 4, 2019: 108
Rank based on Number of Citation: 26:
Audit firm portfolio management decisions Johnstone, K.M., Bedard, J.C. 2004 Journal of Accounting Research
42(4), pp. 659-690
Number of Citation, as of March 4, 2019: 104
Rank based on Number of Citation: 27:
Asset and liability management under a continuous-time mean-variance optimization framework Chiu, M.C., Li, D. 2006 Insurance: Mathematics and Economics
39(3), pp. 330-355
Number of Citation, as of March 4, 2019: 103
Rank based on Number of Citation: 28:
A theoretical ramework for managing the new product development portfolio: When and how to use strategic buckets Chao, R.O., Kavadias, S. 2008 Management Science
54(5), pp. 907-921
Number of Citation, as of March 4, 2019: 102
Rank based on Number of Citation: 29:
Fuzzy portfolio selection using fuzzy analytic hierarchy process Tiryaki, F., Ahlatcioglu, B. 2009 Information Sciences
179(1-2), pp. 53-69
Number of Citation, as of March 4, 2019: 100
Rank based on Number of Citation: 30:
Performance Incentive Fees: An Agency Theoretic Approach Starks, L.T. 1987 Journal of Financial and Quantitative Analysis
22(1), pp. 17-32
Number of Citation, as of March 4, 2019: 100
Rank based on Number of Citation: 31:
Toward a theory of project interdependencies in high tech R & D environments Verma, D., Sinha, K.K. 2002 Journal of Operations Management
20(5), pp. 451-468
Number of Citation, as of March 4, 2019: 98
Rank based on Number of Citation: 32:
Applying innovation ( Book) O'Sullivan, D., Dooley, L. 2009 Applying Innovation
pp. 1-391
Number of Citation, as of March 4, 2019: 96
Rank based on Number of Citation: 33:
Toward a theory of competencies for the management of product complexity: Six case studies Closs, D.J., Jacobs, M.A., Swink, M., Webb, G.S. 2008 Journal of Operations Management
26(5), pp. 590-610
Number of Citation, as of March 4, 2019: 91
Rank based on Number of Citation: 34:
A fuzzy decision support system for strategic portfolio management Lin, C., Hsieh, P.-J. 2004 Decision Support Systems
38(3), pp. 383-398
Number of Citation, as of March 4, 2019: 90
Rank based on Number of Citation: 35:
The challenge of autonomy and dependence in franchised channels of distribution Dant, R.P., Gundlach, G.T. 1999 Journal of Business Venturing
14(1), pp. 35-67
Number of Citation, as of March 4, 2019: 90
Rank based on Number of Citation: 36:
Project portfolios in dynamic environments: Organizing for uncertainty Petit, Y. 2012 International Journal of Project Management
30(5), pp. 539-553
Number of Citation, as of March 4, 2019: 84
Rank based on Number of Citation: 37:
Possibilistic mean-variance models and efficient frontiers for portfolio selection problem Zhang, W.-G., Wang, Y.-L., Chen, Z.-P., Nie, Z.-K. 2007 Information Sciences
177(13), pp. 2787-2801
Number of Citation, as of March 4, 2019: 84
Rank based on Number of Citation: 38:
Constructing risk measures from uncertainty sets Natarajan, K., Pachamanova, D., Sim, M. 2009 Operations Research
57(5), pp. 1129-1141
Number of Citation, as of March 4, 2019: 77
Rank based on Number of Citation: 39:
Stock trading using RSPOP: A novel rough set-based neuro-fuzzy approach Ang, K.K., Quek, C. 2006 IEEE Transactions on Neural Networks
17(5), pp. 1301-1315
Number of Citation, as of March 4, 2019: 73
Rank based on Number of Citation: 40:
Behavior of internal stakeholders in project portfolio management and its impact on success Beringer, C., Jonas, D., Kock, A. 2013 International Journal of Project Management
31(6), pp. 830-846
Number of Citation, as of March 4, 2019: 72
Rank based on Number of Citation: 41:
The management of project management: A conceptual framework for project governance Too, E.G., Weaver, P. 2014 International Journal of Project Management
32(8), pp. 1382-1394
Number of Citation, as of March 4, 2019: 71
Rank based on Number of Citation: 42:
Construction client multi-projects - A complex adaptive systems perspective Aritua, B., Smith, N.J., Bower, D. 2009 International Journal of Project Management
27(1), pp. 72-79
Number of Citation, as of March 4, 2019: 71
Rank based on Number of Citation: 43:
Portfolio optimization with mental accounts
Open Access Das, S., Markowitz, H., Scheid, J., Statman, M. 2010 Journal of Financial and Quantitative Analysis
45(2), pp. 311-334
Number of Citation, as of March 4, 2019: 69
Rank based on Number of Citation: 44:
The advent of copulas in finance Genest, C., Gendron, M., Bourdeau-Brien, M. 2009 European Journal of Finance
15(7-8), pp. 609-618
Number of Citation, as of March 4, 2019: 69
Rank based on Number of Citation: 45:
Advancing project and portfolio management research: Applying strategic management theories Killen, C.P., Jugdev, K., Drouin, N., Petit, Y. 2012 International Journal of Project Management
30(5), pp. 525-538
Number of Citation, as of March 4, 2019: 67
Rank based on Number of Citation: 46:
Exploring portfolio decision-making processes Kester, L., Griffin, A., Hultink, E.J., Lauche, K. 2011 Journal of Product Innovation Management
28(5), pp. 641-661
Number of Citation, as of March 4, 2019: 66
Rank based on Number of Citation: 47:
Resource allocation strategy for innovation portfolio management Klingebiel, R., Rammer, C. 2014 Strategic Management Journal
35(2), pp. 246-268
Number of Citation, as of March 4, 2019: 65
Rank based on Number of Citation: 48:
Neural network-based mean-variance-skewness model for portfolio selection Yu, L., Wang, S., Lai, K.K. 2008 Computers and Operations Research
35(1), pp. 34-46
Number of Citation, as of March 4, 2019: 63
Rank based on Number of Citation: 49:
Portfolio optimization using multi-objective genetic algorithms Skolpadungket, P., Dahal, K., Harnpornchai, N. 2007 2007 IEEE Congress on Evolutionary Computation, CEC 2007
4424514, pp. 516-523
Number of Citation, as of March 4, 2019: 63
Rank based on Number of Citation: 50:
Do relationship portfolios and networks provide the key to successful relationship management? Zolkiewski, J., Turnbull, P. 2002 Journal of Business & Industrial Marketing
17(7), pp. 575-597
Number of Citation, as of March 4, 2019: 63
$endgroup$
add a comment |
$begingroup$
Welcome to Quant SE!
The best source to check for most significant and reliable articles is
scopus.com
. For instance, I copy top 200 articles based on the keyword
"Portfolio Management":
Sorry about that I had to add four different posts.
Best wishes!
Rank based on Number of Citation: 1:
The econometrics of financial markets ( Book) Campbell, J.Y., Lo, A.W., MacKinlay, A.C. 2012 The Econometrics of Financial Markets
pp. 1-611
Number of Citation, as of March 4, 2019: 2366
Rank based on Number of Citation: 2:
An integrated framework for project portfolio selection Archer, N.P., Ghasemzadeh, F. 1999 International Journal of Project Management
17(4), pp. 207-216
Number of Citation, as of March 4, 2019: 419
Rank based on Number of Citation: 3:
Intellectual capital and the 'capable firm': Narrating, visualising and numbering for managing knowledge Mouritsen, J., Larsen, H.T., Bukh, P.N.D. 2001 Accounting, Organizations and Society
26(7-8), pp. 735-762
Number of Citation, as of March 4, 2019: 287
Rank based on Number of Citation: 4:
Banking in the theory of finance Fama, E.F. 1980 Journal of Monetary Economics
6(1), pp. 39-57
Number of Citation, as of March 4, 2019: 247
Rank based on Number of Citation: 5:
Customer Portfolio Management: Toward a Dynamic Theory of Exchange Relationships Johnson, M.D., Selnes, F. 2004 Journal of Marketing
68(2), pp. 1-17
Number of Citation, as of March 4, 2019: 242
Rank based on Number of Citation: 6:
Extreme value dependence in financial markets: Diagnostics, models, and financial implications Poon, S.-H., Rockinger, M., Tawn, J. 2004 Review of Financial Studies
17(2), pp. 581-610
Number of Citation, as of March 4, 2019: 239
Rank based on Number of Citation: 7:
Credit risk: Pricing, measurement, and management ( Book) Duffie, D., Singleton, J.K. 2012 Credit Risk: Pricing, Measurement, and Management
231
*Number of Citation, as of March 4, 2019: *
Rank based on Number of Citation: 8:
A fuzzy goal programming approach to portfolio selection Arenas Parra, M., Bilbao Terol, A., Rodríguez Uría, M.V. 2001 European Journal of Operational Research
133(2), pp. 287-297
Number of Citation, as of March 4, 2019: 209
Rank based on Number of Citation: 9:
High dimensional covariance matrix estimation using a factor model Fan, J., Fan, Y., Lv, J. 2008 Journal of Econometrics
147(1), pp. 186-197
Number of Citation, as of March 4, 2019: 194
Rank based on Number of Citation: 10:
A fuzzy set approach for R&D portfolio selection using a real options valuation model Wang, J., Hwang, W.-L. 2007 Omega
35(3), pp. 247-257
Number of Citation, as of March 4, 2019: 192
Rank based on Number of Citation: 11:
Measuring customer perceived online service quality: Scale development and managerial implications Yang, Z., Jun, M., Peterson, R.T. 2004 International Journal of Operations and Production Management
24(11), pp. 1149-1174
Number of Citation, as of March 4, 2019: 182
Rank based on Number of Citation: 12:
Thinking differently about purchasing portfolios: An assessment of sustainable sourcing Pagell, M., Wu, Z., Wasserman, M.E. 2010 Journal of Supply Chain Management
46(1), pp. 57-73
Number of Citation, as of March 4, 2019: 175
Rank based on Number of Citation: 13:
Risk aversion or myopia? Choices in repeated gambles and retirement investments Benartzi, S., Thaler, R.H. 1999 Management Science
45(3), pp. 364-381
Number of Citation, as of March 4, 2019: 175
Rank based on Number of Citation: 14:
Does aquaculture add resilience to the global food system? Troell, M., Naylor, R.L., Metian, M., (...), Xepapadeas, T., De Zeeuw, A. 2014 Proceedings of the National Academy of Sciences of the United States of America
111(37), pp. 13257-13263
Number of Citation, as of March 4, 2019: 148
Rank based on Number of Citation: 15:
Financial risk management in a competitive electricity market roger bjorgan Liu, C.-C. 1999 IEEE Transactions on Power Systems
14(4), pp. 1285-1291
Number of Citation, as of March 4, 2019: 144
Rank based on Number of Citation: 16:
A comparison of VaR and CVaR constraints on portfolio selection with the mean-variance model Alexander, G.J., Baptista, A.M. 2004 Management Science
50(9), pp. 1261-1273
Number of Citation, as of March 4, 2019: 141
Rank based on Number of Citation: 17:
Project portfolio management - There's more to it than what management enacts Blichfeldt, B.S., Eskerod, P. 2008 International Journal of Project Management
26(4), pp. 357-365
Number of Citation, as of March 4, 2019: 135
Rank based on Number of Citation: 18:
The intersection of market and credit risk Jarrow, R.A., Turnbull, S.M. 2000 Journal of Banking and Finance
24(1-2), pp. 271-299
Number of Citation, as of March 4, 2019: 134
Rank based on Number of Citation: 19:
Probabilistic constrained load flow considering integration of wind power generation and electric vehicles Vlachogiannis, J.G. 2009 IEEE Transactions on Power Systems
24(4), pp. 1808-1817
Number of Citation, as of March 4, 2019: 133
Rank based on Number of Citation: 20:
Preference programming for robust portfolio modeling and project selection Liesiö, J., Mild, P., Salo, A. 2007 European Journal of Operational Research
181(3), pp. 1488-1505
Number of Citation, as of March 4, 2019: 130
Rank based on Number of Citation: 21:
Extreme financial risks: From dependence to risk management ( Book) Malevergn, Y., Sornette, D. 2006 Extreme Financial Risks: From Dependence to Risk Management
pp. 1-312
Number of Citation, as of March 4, 2019: 124
Rank based on Number of Citation: 22:
Bio-folio: Applying portfolio theory to biodiversity Figge, F. 2004 Biodiversity and Conservation
13(4), pp. 827-849
Number of Citation, as of March 4, 2019: 121
Rank based on Number of Citation: 23:
Venture capitalists' decision to syndicate Manigart, S., Lockett, A., Meuleman, M., (...), Desbrières, P., Hommel, U. 2006 Entrepreneurship: Theory and Practice
30(2), pp. 131-153
Number of Citation, as of March 4, 2019: 111
Rank based on Number of Citation: 24:
Scenario tree modeling for multistage stochastic programs Heitsch, H., Römisch, W. 2009 Mathematical Programming
118(2), pp. 371-406
Number of Citation, as of March 4, 2019: 110
Rank based on Number of Citation: 25:
Option pricing: Valuation models and applications Broadie, M., Detemple, J.B. 2004 Management Science
50(9), pp. 1145-1177
Number of Citation, as of March 4, 2019: 108
Rank based on Number of Citation: 26:
Audit firm portfolio management decisions Johnstone, K.M., Bedard, J.C. 2004 Journal of Accounting Research
42(4), pp. 659-690
Number of Citation, as of March 4, 2019: 104
Rank based on Number of Citation: 27:
Asset and liability management under a continuous-time mean-variance optimization framework Chiu, M.C., Li, D. 2006 Insurance: Mathematics and Economics
39(3), pp. 330-355
Number of Citation, as of March 4, 2019: 103
Rank based on Number of Citation: 28:
A theoretical ramework for managing the new product development portfolio: When and how to use strategic buckets Chao, R.O., Kavadias, S. 2008 Management Science
54(5), pp. 907-921
Number of Citation, as of March 4, 2019: 102
Rank based on Number of Citation: 29:
Fuzzy portfolio selection using fuzzy analytic hierarchy process Tiryaki, F., Ahlatcioglu, B. 2009 Information Sciences
179(1-2), pp. 53-69
Number of Citation, as of March 4, 2019: 100
Rank based on Number of Citation: 30:
Performance Incentive Fees: An Agency Theoretic Approach Starks, L.T. 1987 Journal of Financial and Quantitative Analysis
22(1), pp. 17-32
Number of Citation, as of March 4, 2019: 100
Rank based on Number of Citation: 31:
Toward a theory of project interdependencies in high tech R & D environments Verma, D., Sinha, K.K. 2002 Journal of Operations Management
20(5), pp. 451-468
Number of Citation, as of March 4, 2019: 98
Rank based on Number of Citation: 32:
Applying innovation ( Book) O'Sullivan, D., Dooley, L. 2009 Applying Innovation
pp. 1-391
Number of Citation, as of March 4, 2019: 96
Rank based on Number of Citation: 33:
Toward a theory of competencies for the management of product complexity: Six case studies Closs, D.J., Jacobs, M.A., Swink, M., Webb, G.S. 2008 Journal of Operations Management
26(5), pp. 590-610
Number of Citation, as of March 4, 2019: 91
Rank based on Number of Citation: 34:
A fuzzy decision support system for strategic portfolio management Lin, C., Hsieh, P.-J. 2004 Decision Support Systems
38(3), pp. 383-398
Number of Citation, as of March 4, 2019: 90
Rank based on Number of Citation: 35:
The challenge of autonomy and dependence in franchised channels of distribution Dant, R.P., Gundlach, G.T. 1999 Journal of Business Venturing
14(1), pp. 35-67
Number of Citation, as of March 4, 2019: 90
Rank based on Number of Citation: 36:
Project portfolios in dynamic environments: Organizing for uncertainty Petit, Y. 2012 International Journal of Project Management
30(5), pp. 539-553
Number of Citation, as of March 4, 2019: 84
Rank based on Number of Citation: 37:
Possibilistic mean-variance models and efficient frontiers for portfolio selection problem Zhang, W.-G., Wang, Y.-L., Chen, Z.-P., Nie, Z.-K. 2007 Information Sciences
177(13), pp. 2787-2801
Number of Citation, as of March 4, 2019: 84
Rank based on Number of Citation: 38:
Constructing risk measures from uncertainty sets Natarajan, K., Pachamanova, D., Sim, M. 2009 Operations Research
57(5), pp. 1129-1141
Number of Citation, as of March 4, 2019: 77
Rank based on Number of Citation: 39:
Stock trading using RSPOP: A novel rough set-based neuro-fuzzy approach Ang, K.K., Quek, C. 2006 IEEE Transactions on Neural Networks
17(5), pp. 1301-1315
Number of Citation, as of March 4, 2019: 73
Rank based on Number of Citation: 40:
Behavior of internal stakeholders in project portfolio management and its impact on success Beringer, C., Jonas, D., Kock, A. 2013 International Journal of Project Management
31(6), pp. 830-846
Number of Citation, as of March 4, 2019: 72
Rank based on Number of Citation: 41:
The management of project management: A conceptual framework for project governance Too, E.G., Weaver, P. 2014 International Journal of Project Management
32(8), pp. 1382-1394
Number of Citation, as of March 4, 2019: 71
Rank based on Number of Citation: 42:
Construction client multi-projects - A complex adaptive systems perspective Aritua, B., Smith, N.J., Bower, D. 2009 International Journal of Project Management
27(1), pp. 72-79
Number of Citation, as of March 4, 2019: 71
Rank based on Number of Citation: 43:
Portfolio optimization with mental accounts
Open Access Das, S., Markowitz, H., Scheid, J., Statman, M. 2010 Journal of Financial and Quantitative Analysis
45(2), pp. 311-334
Number of Citation, as of March 4, 2019: 69
Rank based on Number of Citation: 44:
The advent of copulas in finance Genest, C., Gendron, M., Bourdeau-Brien, M. 2009 European Journal of Finance
15(7-8), pp. 609-618
Number of Citation, as of March 4, 2019: 69
Rank based on Number of Citation: 45:
Advancing project and portfolio management research: Applying strategic management theories Killen, C.P., Jugdev, K., Drouin, N., Petit, Y. 2012 International Journal of Project Management
30(5), pp. 525-538
Number of Citation, as of March 4, 2019: 67
Rank based on Number of Citation: 46:
Exploring portfolio decision-making processes Kester, L., Griffin, A., Hultink, E.J., Lauche, K. 2011 Journal of Product Innovation Management
28(5), pp. 641-661
Number of Citation, as of March 4, 2019: 66
Rank based on Number of Citation: 47:
Resource allocation strategy for innovation portfolio management Klingebiel, R., Rammer, C. 2014 Strategic Management Journal
35(2), pp. 246-268
Number of Citation, as of March 4, 2019: 65
Rank based on Number of Citation: 48:
Neural network-based mean-variance-skewness model for portfolio selection Yu, L., Wang, S., Lai, K.K. 2008 Computers and Operations Research
35(1), pp. 34-46
Number of Citation, as of March 4, 2019: 63
Rank based on Number of Citation: 49:
Portfolio optimization using multi-objective genetic algorithms Skolpadungket, P., Dahal, K., Harnpornchai, N. 2007 2007 IEEE Congress on Evolutionary Computation, CEC 2007
4424514, pp. 516-523
Number of Citation, as of March 4, 2019: 63
Rank based on Number of Citation: 50:
Do relationship portfolios and networks provide the key to successful relationship management? Zolkiewski, J., Turnbull, P. 2002 Journal of Business & Industrial Marketing
17(7), pp. 575-597
Number of Citation, as of March 4, 2019: 63
$endgroup$
Welcome to Quant SE!
The best source to check for most significant and reliable articles is
scopus.com
. For instance, I copy top 200 articles based on the keyword
"Portfolio Management":
Sorry about that I had to add four different posts.
Best wishes!
Rank based on Number of Citation: 1:
The econometrics of financial markets ( Book) Campbell, J.Y., Lo, A.W., MacKinlay, A.C. 2012 The Econometrics of Financial Markets
pp. 1-611
Number of Citation, as of March 4, 2019: 2366
Rank based on Number of Citation: 2:
An integrated framework for project portfolio selection Archer, N.P., Ghasemzadeh, F. 1999 International Journal of Project Management
17(4), pp. 207-216
Number of Citation, as of March 4, 2019: 419
Rank based on Number of Citation: 3:
Intellectual capital and the 'capable firm': Narrating, visualising and numbering for managing knowledge Mouritsen, J., Larsen, H.T., Bukh, P.N.D. 2001 Accounting, Organizations and Society
26(7-8), pp. 735-762
Number of Citation, as of March 4, 2019: 287
Rank based on Number of Citation: 4:
Banking in the theory of finance Fama, E.F. 1980 Journal of Monetary Economics
6(1), pp. 39-57
Number of Citation, as of March 4, 2019: 247
Rank based on Number of Citation: 5:
Customer Portfolio Management: Toward a Dynamic Theory of Exchange Relationships Johnson, M.D., Selnes, F. 2004 Journal of Marketing
68(2), pp. 1-17
Number of Citation, as of March 4, 2019: 242
Rank based on Number of Citation: 6:
Extreme value dependence in financial markets: Diagnostics, models, and financial implications Poon, S.-H., Rockinger, M., Tawn, J. 2004 Review of Financial Studies
17(2), pp. 581-610
Number of Citation, as of March 4, 2019: 239
Rank based on Number of Citation: 7:
Credit risk: Pricing, measurement, and management ( Book) Duffie, D., Singleton, J.K. 2012 Credit Risk: Pricing, Measurement, and Management
231
*Number of Citation, as of March 4, 2019: *
Rank based on Number of Citation: 8:
A fuzzy goal programming approach to portfolio selection Arenas Parra, M., Bilbao Terol, A., Rodríguez Uría, M.V. 2001 European Journal of Operational Research
133(2), pp. 287-297
Number of Citation, as of March 4, 2019: 209
Rank based on Number of Citation: 9:
High dimensional covariance matrix estimation using a factor model Fan, J., Fan, Y., Lv, J. 2008 Journal of Econometrics
147(1), pp. 186-197
Number of Citation, as of March 4, 2019: 194
Rank based on Number of Citation: 10:
A fuzzy set approach for R&D portfolio selection using a real options valuation model Wang, J., Hwang, W.-L. 2007 Omega
35(3), pp. 247-257
Number of Citation, as of March 4, 2019: 192
Rank based on Number of Citation: 11:
Measuring customer perceived online service quality: Scale development and managerial implications Yang, Z., Jun, M., Peterson, R.T. 2004 International Journal of Operations and Production Management
24(11), pp. 1149-1174
Number of Citation, as of March 4, 2019: 182
Rank based on Number of Citation: 12:
Thinking differently about purchasing portfolios: An assessment of sustainable sourcing Pagell, M., Wu, Z., Wasserman, M.E. 2010 Journal of Supply Chain Management
46(1), pp. 57-73
Number of Citation, as of March 4, 2019: 175
Rank based on Number of Citation: 13:
Risk aversion or myopia? Choices in repeated gambles and retirement investments Benartzi, S., Thaler, R.H. 1999 Management Science
45(3), pp. 364-381
Number of Citation, as of March 4, 2019: 175
Rank based on Number of Citation: 14:
Does aquaculture add resilience to the global food system? Troell, M., Naylor, R.L., Metian, M., (...), Xepapadeas, T., De Zeeuw, A. 2014 Proceedings of the National Academy of Sciences of the United States of America
111(37), pp. 13257-13263
Number of Citation, as of March 4, 2019: 148
Rank based on Number of Citation: 15:
Financial risk management in a competitive electricity market roger bjorgan Liu, C.-C. 1999 IEEE Transactions on Power Systems
14(4), pp. 1285-1291
Number of Citation, as of March 4, 2019: 144
Rank based on Number of Citation: 16:
A comparison of VaR and CVaR constraints on portfolio selection with the mean-variance model Alexander, G.J., Baptista, A.M. 2004 Management Science
50(9), pp. 1261-1273
Number of Citation, as of March 4, 2019: 141
Rank based on Number of Citation: 17:
Project portfolio management - There's more to it than what management enacts Blichfeldt, B.S., Eskerod, P. 2008 International Journal of Project Management
26(4), pp. 357-365
Number of Citation, as of March 4, 2019: 135
Rank based on Number of Citation: 18:
The intersection of market and credit risk Jarrow, R.A., Turnbull, S.M. 2000 Journal of Banking and Finance
24(1-2), pp. 271-299
Number of Citation, as of March 4, 2019: 134
Rank based on Number of Citation: 19:
Probabilistic constrained load flow considering integration of wind power generation and electric vehicles Vlachogiannis, J.G. 2009 IEEE Transactions on Power Systems
24(4), pp. 1808-1817
Number of Citation, as of March 4, 2019: 133
Rank based on Number of Citation: 20:
Preference programming for robust portfolio modeling and project selection Liesiö, J., Mild, P., Salo, A. 2007 European Journal of Operational Research
181(3), pp. 1488-1505
Number of Citation, as of March 4, 2019: 130
Rank based on Number of Citation: 21:
Extreme financial risks: From dependence to risk management ( Book) Malevergn, Y., Sornette, D. 2006 Extreme Financial Risks: From Dependence to Risk Management
pp. 1-312
Number of Citation, as of March 4, 2019: 124
Rank based on Number of Citation: 22:
Bio-folio: Applying portfolio theory to biodiversity Figge, F. 2004 Biodiversity and Conservation
13(4), pp. 827-849
Number of Citation, as of March 4, 2019: 121
Rank based on Number of Citation: 23:
Venture capitalists' decision to syndicate Manigart, S., Lockett, A., Meuleman, M., (...), Desbrières, P., Hommel, U. 2006 Entrepreneurship: Theory and Practice
30(2), pp. 131-153
Number of Citation, as of March 4, 2019: 111
Rank based on Number of Citation: 24:
Scenario tree modeling for multistage stochastic programs Heitsch, H., Römisch, W. 2009 Mathematical Programming
118(2), pp. 371-406
Number of Citation, as of March 4, 2019: 110
Rank based on Number of Citation: 25:
Option pricing: Valuation models and applications Broadie, M., Detemple, J.B. 2004 Management Science
50(9), pp. 1145-1177
Number of Citation, as of March 4, 2019: 108
Rank based on Number of Citation: 26:
Audit firm portfolio management decisions Johnstone, K.M., Bedard, J.C. 2004 Journal of Accounting Research
42(4), pp. 659-690
Number of Citation, as of March 4, 2019: 104
Rank based on Number of Citation: 27:
Asset and liability management under a continuous-time mean-variance optimization framework Chiu, M.C., Li, D. 2006 Insurance: Mathematics and Economics
39(3), pp. 330-355
Number of Citation, as of March 4, 2019: 103
Rank based on Number of Citation: 28:
A theoretical ramework for managing the new product development portfolio: When and how to use strategic buckets Chao, R.O., Kavadias, S. 2008 Management Science
54(5), pp. 907-921
Number of Citation, as of March 4, 2019: 102
Rank based on Number of Citation: 29:
Fuzzy portfolio selection using fuzzy analytic hierarchy process Tiryaki, F., Ahlatcioglu, B. 2009 Information Sciences
179(1-2), pp. 53-69
Number of Citation, as of March 4, 2019: 100
Rank based on Number of Citation: 30:
Performance Incentive Fees: An Agency Theoretic Approach Starks, L.T. 1987 Journal of Financial and Quantitative Analysis
22(1), pp. 17-32
Number of Citation, as of March 4, 2019: 100
Rank based on Number of Citation: 31:
Toward a theory of project interdependencies in high tech R & D environments Verma, D., Sinha, K.K. 2002 Journal of Operations Management
20(5), pp. 451-468
Number of Citation, as of March 4, 2019: 98
Rank based on Number of Citation: 32:
Applying innovation ( Book) O'Sullivan, D., Dooley, L. 2009 Applying Innovation
pp. 1-391
Number of Citation, as of March 4, 2019: 96
Rank based on Number of Citation: 33:
Toward a theory of competencies for the management of product complexity: Six case studies Closs, D.J., Jacobs, M.A., Swink, M., Webb, G.S. 2008 Journal of Operations Management
26(5), pp. 590-610
Number of Citation, as of March 4, 2019: 91
Rank based on Number of Citation: 34:
A fuzzy decision support system for strategic portfolio management Lin, C., Hsieh, P.-J. 2004 Decision Support Systems
38(3), pp. 383-398
Number of Citation, as of March 4, 2019: 90
Rank based on Number of Citation: 35:
The challenge of autonomy and dependence in franchised channels of distribution Dant, R.P., Gundlach, G.T. 1999 Journal of Business Venturing
14(1), pp. 35-67
Number of Citation, as of March 4, 2019: 90
Rank based on Number of Citation: 36:
Project portfolios in dynamic environments: Organizing for uncertainty Petit, Y. 2012 International Journal of Project Management
30(5), pp. 539-553
Number of Citation, as of March 4, 2019: 84
Rank based on Number of Citation: 37:
Possibilistic mean-variance models and efficient frontiers for portfolio selection problem Zhang, W.-G., Wang, Y.-L., Chen, Z.-P., Nie, Z.-K. 2007 Information Sciences
177(13), pp. 2787-2801
Number of Citation, as of March 4, 2019: 84
Rank based on Number of Citation: 38:
Constructing risk measures from uncertainty sets Natarajan, K., Pachamanova, D., Sim, M. 2009 Operations Research
57(5), pp. 1129-1141
Number of Citation, as of March 4, 2019: 77
Rank based on Number of Citation: 39:
Stock trading using RSPOP: A novel rough set-based neuro-fuzzy approach Ang, K.K., Quek, C. 2006 IEEE Transactions on Neural Networks
17(5), pp. 1301-1315
Number of Citation, as of March 4, 2019: 73
Rank based on Number of Citation: 40:
Behavior of internal stakeholders in project portfolio management and its impact on success Beringer, C., Jonas, D., Kock, A. 2013 International Journal of Project Management
31(6), pp. 830-846
Number of Citation, as of March 4, 2019: 72
Rank based on Number of Citation: 41:
The management of project management: A conceptual framework for project governance Too, E.G., Weaver, P. 2014 International Journal of Project Management
32(8), pp. 1382-1394
Number of Citation, as of March 4, 2019: 71
Rank based on Number of Citation: 42:
Construction client multi-projects - A complex adaptive systems perspective Aritua, B., Smith, N.J., Bower, D. 2009 International Journal of Project Management
27(1), pp. 72-79
Number of Citation, as of March 4, 2019: 71
Rank based on Number of Citation: 43:
Portfolio optimization with mental accounts
Open Access Das, S., Markowitz, H., Scheid, J., Statman, M. 2010 Journal of Financial and Quantitative Analysis
45(2), pp. 311-334
Number of Citation, as of March 4, 2019: 69
Rank based on Number of Citation: 44:
The advent of copulas in finance Genest, C., Gendron, M., Bourdeau-Brien, M. 2009 European Journal of Finance
15(7-8), pp. 609-618
Number of Citation, as of March 4, 2019: 69
Rank based on Number of Citation: 45:
Advancing project and portfolio management research: Applying strategic management theories Killen, C.P., Jugdev, K., Drouin, N., Petit, Y. 2012 International Journal of Project Management
30(5), pp. 525-538
Number of Citation, as of March 4, 2019: 67
Rank based on Number of Citation: 46:
Exploring portfolio decision-making processes Kester, L., Griffin, A., Hultink, E.J., Lauche, K. 2011 Journal of Product Innovation Management
28(5), pp. 641-661
Number of Citation, as of March 4, 2019: 66
Rank based on Number of Citation: 47:
Resource allocation strategy for innovation portfolio management Klingebiel, R., Rammer, C. 2014 Strategic Management Journal
35(2), pp. 246-268
Number of Citation, as of March 4, 2019: 65
Rank based on Number of Citation: 48:
Neural network-based mean-variance-skewness model for portfolio selection Yu, L., Wang, S., Lai, K.K. 2008 Computers and Operations Research
35(1), pp. 34-46
Number of Citation, as of March 4, 2019: 63
Rank based on Number of Citation: 49:
Portfolio optimization using multi-objective genetic algorithms Skolpadungket, P., Dahal, K., Harnpornchai, N. 2007 2007 IEEE Congress on Evolutionary Computation, CEC 2007
4424514, pp. 516-523
Number of Citation, as of March 4, 2019: 63
Rank based on Number of Citation: 50:
Do relationship portfolios and networks provide the key to successful relationship management? Zolkiewski, J., Turnbull, P. 2002 Journal of Business & Industrial Marketing
17(7), pp. 575-597
Number of Citation, as of March 4, 2019: 63
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$begingroup$
Rank based on Number of Citation: 151:
An empirical investigation of the antecedents and outcomes of NPD portfolio success Kester, L., Hultink, E.J., Griffin, A. 2014 Journal of Product Innovation Management
31(6), pp. 1199-1213
Number of Citation, as of March 4, 2019: 18
Rank based on Number of Citation: 152:
Developing a project portfolio selection model for contractor firms considering the risk factor
Open Access Abbasianjahromi, H., Rajaie, H. 2012 Journal of Civil Engineering and Management*
18(6), pp. 879-889
Number of Citation, as of March 4, 2019: 18
Rank based on Number of Citation: 153:
Splitting up value: A critical review of residual income theories Magni, C.A. 2009 European Journal of Operational Research
198(1), pp. 1-22
Number of Citation, as of March 4, 2019: 18
Rank based on Number of Citation: 154:
IT sourcing portfolio management for IT services providers - A risk/cost perspective | [Gestion du portefeuille d'externalisation des IT par les fournisseurs de services informatiques: Une perspective centrée sur les risques et les coûts] Zimmermann, S., Katzmarzik, A., Kundisch, D. 2008 ICIS 2008 Proceedings - Twenty Ninth International Conference on Information Systems
Number of Citation, as of March 4, 2019: 18
Rank based on Number of Citation: 155:
Economic Properties of the Risk Sensitive Criterion for Portfolio Management Bielecki, T.R., Pliska, S.R. 2003 Review of Accounting and Finance
2(2), pp. 3-17
Number of Citation, as of March 4, 2019: 18
Rank based on Number of Citation: 156:
Managing R&D Project Shifts in High-Tech Organizations: A Multi-Method Study Chandrasekaran, A., Linderman, K., Sting, F.J., Benner, M.J. 2016 Production and Operations Management
25(3), pp. 390-416
Number of Citation, as of March 4, 2019: 17
Rank based on Number of Citation: 157:
Investment Recommendation in P2P Lending: A Portfolio Perspective with Risk Management Zhao, H., Wu, L., Liu, Q., Ge, Y., Chen, E. 2015 Proceedings - IEEE International Conference on Data Mining, ICDM
2015-January(January),7023455, pp. 1109-1114
Number of Citation, as of March 4, 2019: 17
Rank based on Number of Citation: 158:
Optimizing the shares of native tree species in forest plantations with biased financial parameters Hildebrandt, P., Knoke, T. 2009 Ecological Economics
68(11), pp. 2825-2833
Number of Citation, as of March 4, 2019: 17
Rank based on Number of Citation: 159:
Optimization strategies in credit portfolio management Ivorra, B., Mohammadi, B., Ramos, A.M. 2009 Journal of Global Optimization
43(2-3), pp. 415-427
Number of Citation, as of March 4, 2019: 17
Rank based on Number of Citation: 160:
History path dependent optimal control and portfolio valuation and management Aubin, J.-P., Haddad, G. 2002 Positivity
6(3), pp. 331-358
Number of Citation, as of March 4, 2019: 17
Rank based on Number of Citation: 161:
Cloning for intelligent adaptive information agents Decker, K., Sycara, K., Williamson, M. 1997 Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
1286, pp. 63-75
Number of Citation, as of March 4, 2019: 17
Rank based on Number of Citation: 162:
Modelling the dynamic dependence structure in multivariate financial time series Şerban, M., Brockwell, A., Lehoczky, J., Srivastava, S. 2007 Journal of Time Series Analysis
28(5), pp. 763-782
Number of Citation, as of March 4, 2019: 16
Rank based on Number of Citation: 163:
Risk sensitive portfolio management with Cox-Ingersoll-Ross interest rates: The HJB equation Bielecki, T.R., Pliska, S.R., Sheu, S.-J. 2006 SIAM Journal on Control and Optimization
44(5), pp. 1811-1843
Number of Citation, as of March 4, 2019: 16
Rank based on Number of Citation: 164:
"web-weaving": An approach to sustainable e-retail and online advantage in lingerie fashion marketing Ashworth, C.J., Schmidt, R.Ä., Pioch, E.A., Hallsworth, A. 2006 International Journal of Retail and Distribution Management
34(6), pp. 497-511
Number of Citation, as of March 4, 2019: 16
Rank based on Number of Citation: 165:
Developing a decision tool for identifying operational and attractive segments Dibb, S. 1995 Journal of Strategic Marketing
3(3), pp. 189-203
Number of Citation, as of March 4, 2019: 16
Rank based on Number of Citation: 166:
Capital Asset Pricing Model (CAPM) with drawdown measure Zabarankin, M., Pavlikov, K., Uryasev, S. 2014 European Journal of Operational Research
234(2), pp. 508-517
Number of Citation, as of March 4, 2019: 15
Rank based on Number of Citation: 167:
The effects of venture capitalists on the governance of firms Bonini, S., Alkan, S., Salvi, A. 2012 Corporate Governance: An International Review
20(1), pp. 21-45
Number of Citation, as of March 4, 2019: 15
Rank based on Number of Citation: 168:
An introduction to wavelet theory in finance: A wavelet multiscale approach ( Book) In, F., Kim, S. 2012 An Introduction to Wavelet Theory in Finance: A Wavelet Multiscale Approach
pp. 1-204
Number of Citation, as of March 4, 2019: 15
Rank based on Number of Citation: 169:
The Theory and Practice of Investment Management: Asset Allocation, Valuation, Portfolio Construction, and Strategies, Second Edition (Book) Open Access Fabozzi, F.J., Markowitz, H.M. 2011 The Theory and Practice of Investment Management: Asset Allocation, Valuation, Portfolio Construction, and Strategies, Second Edition*
Number of Citation, as of March 4, 2019: 15
Rank based on Number of Citation: 170:
Portfolio management within the frame of multiobjective mathematical programming: A categorised bibliographic study Xidonas, P., Mavrotas, G., Psarras, J. 2010 International Journal of Operational Research
8(1), pp. 21-41
Number of Citation, as of March 4, 2019: 15
Rank based on Number of Citation: 171:
Extreme returns and value at risk in international securitized real estate markets Liow, K.H. 2008 Journal of Property Investment and Finance
26(5), pp. 418-446
Number of Citation, as of March 4, 2019: 15
Rank based on Number of Citation: 172:
An improved fixed-rate mortgage valuation methodology with interacting prepayment and default options Sharp, N.J., Newton, D.P., Duck, P.W. 2008 Journal of Real Estate Finance and Economics
36(3), pp. 307-342
Number of Citation, as of March 4, 2019: 15
Rank based on Number of Citation: 173:
Effects of options trade on purchasing portfolio for load serving entities Wang, J., Li, Y., Zhang, S. 2008 Dianli Xitong Zidonghua/Automation of Electric Power Systems
32(3), pp. 30-32+96
Number of Citation, as of March 4, 2019: 15
Rank based on Number of Citation: 174:
Handbook of enterprise systems architecture in practice ( Book) Saha, P. 2007 Handbook of Enterprise Systems Architecture in Practice
pp. 1-471
Number of Citation, as of March 4, 2019: 15
Rank based on Number of Citation: 175:
Optimal guaranteed return portfolios and the casino effect Dert, C., Oldenkamp, B. 2000 Operations Research
48(5), pp. 768-775
Number of Citation, as of March 4, 2019: 15
Rank based on Number of Citation: 176:
Integrating arbitrage pricing theory and artificial neural networks to support portfolio management Hung, S.-Y., Liang, T.-P., Liu, V.W.-C. 1996 Decision Support Systems
18(3-4), pp. 301-316
Number of Citation, as of March 4, 2019: 15
Rank based on Number of Citation: 177:
Self-organizing neural network system for trading common stocks Wilson, C.L. 1994 IEEE International Conference on Neural Networks - Conference Proceedings
6, pp. 3651-3654
Number of Citation, as of March 4, 2019: 15
Rank based on Number of Citation: 178:
A dynamic balance sheet management model for a Canadian chartered bank Brodt, A.I. 1978 Journal of Banking and Finance
2(3), pp. 221-241
Number of Citation, as of March 4, 2019: 15
Rank based on Number of Citation: 179:
Antecedents of project managers’ voice behavior: The moderating effect of organization-based self-esteem and affective organizational commitment Ekrot, B., Rank, J., Gemünden, H.G. 2016 International Journal of Project Management
34(6), pp. 1028-1042
Number of Citation, as of March 4, 2019: 14
Rank based on Number of Citation: 180:
Efficiently inefficient: How smart money invests and market prices are determined ( Book) Pedersen, L.H. 2015 Efficiently Inefficient: How Smart Money Invests and Market Prices are Determined
pp. 1-348
Number of Citation, as of March 4, 2019: 14
Rank based on Number of Citation: 181:
Comparing water options for irrigation farmers using Modern Portfolio Theory Gaydon, D.S., Meinke, H., Rodriguez, D., McGrath, D.J. 2012 Agricultural Water Management
115, pp. 1-9
Number of Citation, as of March 4, 2019: 14
Rank based on Number of Citation: 182:
Multi-period portfolio optimization for asset-liability management with bankrupt control Li, C., Li, Z. 2012 Applied Mathematics and Computation
218(22), pp. 11196-11208
Number of Citation, as of March 4, 2019: 14
Rank based on Number of Citation: 183:
A game theory-based model for product portfolio management in a competitive market Sadeghi, A., Zandieh, M. 2011 Expert Systems with Applications
38(7), pp. 7919-7923
Number of Citation, as of March 4, 2019: 14
Rank based on Number of Citation: 184:
An empirical investigation of organizational memetic variation Shepherd, J., McKelvey, B. 2009 Journal of Bioeconomics
11(2), pp. 135-164
Number of Citation, as of March 4, 2019: 14
Rank based on Number of Citation: 185:
Gaining insights through strategy analysis Day, G. 1983 Journal of Business Strategy
4(1), pp. 51-58
Number of Citation, as of March 4, 2019: 14
Rank based on Number of Citation: 186:
Time-consistent portfolio selection under short-selling prohibition: From discrete to continuous setting Bensoussan, A., Wong, K.C., Yam, S.C.P., Yung, S.P. 2014 SIAM Journal on Financial Mathematics
5(1), pp. 153-190
Number of Citation, as of March 4, 2019: 13
Rank based on Number of Citation: 187:
Portfolio optimization in an upside potential and downside risk framework Cumova, D., Nawrocki, D. 2014 Journal of Economics and Business
71, pp. 68-89
Number of Citation, as of March 4, 2019: 13
Rank based on Number of Citation: 188:
Portfolio district reform meets school turnaround: Early implementation findings from the Los Angeles Public School Choice Initiative Daly, A.J., Finnigan, K.S., Marsh, J.A., Strunk, K.O., Bush, S. 2013 Journal of Educational Administration
51(4), pp. 498-527
Number of Citation, as of March 4, 2019: 13
Rank based on Number of Citation: 189:
A decision support tool for project portfolio management with imprecise data Relich, M., Jakábová, M. 2013 Proceedings of the 10th International Conference on Strategic Management and its Support by Information Systems, SMSIS 2013
pp. 164-172
Number of Citation, as of March 4, 2019: 13
Rank based on Number of Citation: 190:
Innovation project portfolio management: A qualitative analysis Lerch, M., Spieth, P. 2013 IEEE Transactions on Engineering Management
60(1),6226842, pp. 18-29
Number of Citation, as of March 4, 2019: 13
Rank based on Number of Citation: 191:
A measure for companies’ customer portfolio management Terho, H. 2009 Journal of Business-to-Business Marketing
16(4), pp. 374-411
Number of Citation, as of March 4, 2019: 13
Rank based on Number of Citation: 192:
Portfolio optimization with prior stock selection Fulga, C., Dedu, S., Şerban, F. 2009 Economic Computation and Economic Cybernetics Studies and Research
4
Number of Citation, as of March 4, 2019: 13
Rank based on Number of Citation: 193:
Applications for stochastic optimization in the power industry Spangardt, G., Lucht, M., Handschin, E. 2006 Electrical Engineering
88(3), pp. 177-182
Number of Citation, as of March 4, 2019: 13
Rank based on Number of Citation: 194:
Real estate portfolio construction and estimation risk Lee, S., Stevenson, S. 2005 Journal of Property Investment and Finance
23(3), pp. 234-253
Number of Citation, as of March 4, 2019: 13
Rank based on Number of Citation: 195:
Signed graphs for portfolio analysis in risk management Harary, F., Lim, M.-H., Wunsch, D.C. 2002 IMA Journal of Management Mathematics
13(3), pp. 201-210
Number of Citation, as of March 4, 2019: 13
Rank based on Number of Citation: 196:
Application of genetic algorithms in portfolio optimization for the oil and gas industry Fichter, Daniel P. 2000 Proceedings - SPE Annual Technical Conference and Exhibition
PI, pp. 269-276
Number of Citation, as of March 4, 2019: 13
Rank based on Number of Citation: 197:
Management attitudes, learning and scale in successful diversification: A dynamic and behavioural resource system view Morecroft, J.D.W. 1999 Journal of the Operational Research Society
50(4), pp. 315-336
Number of Citation, as of March 4, 2019: 13
Rank based on Number of Citation: 198:
An applied organizational rewards distribution system Datta, P. 2012 Management Decision
50(3), pp. 479-501
Number of Citation, as of March 4, 2019: 12
Rank based on Number of Citation: 199:
Detection of momentum effects using an index out-performance strategy Meade, N., Beasley, J.E. 2011 Quantitative Finance
11(2), pp. 313-326
Number of Citation, as of March 4, 2019: 12
Rank based on Number of Citation: 200:
Self-adaptive mutation only genetic algorithm: An application on the optimization of airport capacity utilization Shiu, K.L., Szeto, K.Y. 2008 Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
5326 LNCS, pp. 428-435
Number of Citation, as of March 4, 2019: 12
$endgroup$
add a comment |
$begingroup$
Rank based on Number of Citation: 151:
An empirical investigation of the antecedents and outcomes of NPD portfolio success Kester, L., Hultink, E.J., Griffin, A. 2014 Journal of Product Innovation Management
31(6), pp. 1199-1213
Number of Citation, as of March 4, 2019: 18
Rank based on Number of Citation: 152:
Developing a project portfolio selection model for contractor firms considering the risk factor
Open Access Abbasianjahromi, H., Rajaie, H. 2012 Journal of Civil Engineering and Management*
18(6), pp. 879-889
Number of Citation, as of March 4, 2019: 18
Rank based on Number of Citation: 153:
Splitting up value: A critical review of residual income theories Magni, C.A. 2009 European Journal of Operational Research
198(1), pp. 1-22
Number of Citation, as of March 4, 2019: 18
Rank based on Number of Citation: 154:
IT sourcing portfolio management for IT services providers - A risk/cost perspective | [Gestion du portefeuille d'externalisation des IT par les fournisseurs de services informatiques: Une perspective centrée sur les risques et les coûts] Zimmermann, S., Katzmarzik, A., Kundisch, D. 2008 ICIS 2008 Proceedings - Twenty Ninth International Conference on Information Systems
Number of Citation, as of March 4, 2019: 18
Rank based on Number of Citation: 155:
Economic Properties of the Risk Sensitive Criterion for Portfolio Management Bielecki, T.R., Pliska, S.R. 2003 Review of Accounting and Finance
2(2), pp. 3-17
Number of Citation, as of March 4, 2019: 18
Rank based on Number of Citation: 156:
Managing R&D Project Shifts in High-Tech Organizations: A Multi-Method Study Chandrasekaran, A., Linderman, K., Sting, F.J., Benner, M.J. 2016 Production and Operations Management
25(3), pp. 390-416
Number of Citation, as of March 4, 2019: 17
Rank based on Number of Citation: 157:
Investment Recommendation in P2P Lending: A Portfolio Perspective with Risk Management Zhao, H., Wu, L., Liu, Q., Ge, Y., Chen, E. 2015 Proceedings - IEEE International Conference on Data Mining, ICDM
2015-January(January),7023455, pp. 1109-1114
Number of Citation, as of March 4, 2019: 17
Rank based on Number of Citation: 158:
Optimizing the shares of native tree species in forest plantations with biased financial parameters Hildebrandt, P., Knoke, T. 2009 Ecological Economics
68(11), pp. 2825-2833
Number of Citation, as of March 4, 2019: 17
Rank based on Number of Citation: 159:
Optimization strategies in credit portfolio management Ivorra, B., Mohammadi, B., Ramos, A.M. 2009 Journal of Global Optimization
43(2-3), pp. 415-427
Number of Citation, as of March 4, 2019: 17
Rank based on Number of Citation: 160:
History path dependent optimal control and portfolio valuation and management Aubin, J.-P., Haddad, G. 2002 Positivity
6(3), pp. 331-358
Number of Citation, as of March 4, 2019: 17
Rank based on Number of Citation: 161:
Cloning for intelligent adaptive information agents Decker, K., Sycara, K., Williamson, M. 1997 Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
1286, pp. 63-75
Number of Citation, as of March 4, 2019: 17
Rank based on Number of Citation: 162:
Modelling the dynamic dependence structure in multivariate financial time series Şerban, M., Brockwell, A., Lehoczky, J., Srivastava, S. 2007 Journal of Time Series Analysis
28(5), pp. 763-782
Number of Citation, as of March 4, 2019: 16
Rank based on Number of Citation: 163:
Risk sensitive portfolio management with Cox-Ingersoll-Ross interest rates: The HJB equation Bielecki, T.R., Pliska, S.R., Sheu, S.-J. 2006 SIAM Journal on Control and Optimization
44(5), pp. 1811-1843
Number of Citation, as of March 4, 2019: 16
Rank based on Number of Citation: 164:
"web-weaving": An approach to sustainable e-retail and online advantage in lingerie fashion marketing Ashworth, C.J., Schmidt, R.Ä., Pioch, E.A., Hallsworth, A. 2006 International Journal of Retail and Distribution Management
34(6), pp. 497-511
Number of Citation, as of March 4, 2019: 16
Rank based on Number of Citation: 165:
Developing a decision tool for identifying operational and attractive segments Dibb, S. 1995 Journal of Strategic Marketing
3(3), pp. 189-203
Number of Citation, as of March 4, 2019: 16
Rank based on Number of Citation: 166:
Capital Asset Pricing Model (CAPM) with drawdown measure Zabarankin, M., Pavlikov, K., Uryasev, S. 2014 European Journal of Operational Research
234(2), pp. 508-517
Number of Citation, as of March 4, 2019: 15
Rank based on Number of Citation: 167:
The effects of venture capitalists on the governance of firms Bonini, S., Alkan, S., Salvi, A. 2012 Corporate Governance: An International Review
20(1), pp. 21-45
Number of Citation, as of March 4, 2019: 15
Rank based on Number of Citation: 168:
An introduction to wavelet theory in finance: A wavelet multiscale approach ( Book) In, F., Kim, S. 2012 An Introduction to Wavelet Theory in Finance: A Wavelet Multiscale Approach
pp. 1-204
Number of Citation, as of March 4, 2019: 15
Rank based on Number of Citation: 169:
The Theory and Practice of Investment Management: Asset Allocation, Valuation, Portfolio Construction, and Strategies, Second Edition (Book) Open Access Fabozzi, F.J., Markowitz, H.M. 2011 The Theory and Practice of Investment Management: Asset Allocation, Valuation, Portfolio Construction, and Strategies, Second Edition*
Number of Citation, as of March 4, 2019: 15
Rank based on Number of Citation: 170:
Portfolio management within the frame of multiobjective mathematical programming: A categorised bibliographic study Xidonas, P., Mavrotas, G., Psarras, J. 2010 International Journal of Operational Research
8(1), pp. 21-41
Number of Citation, as of March 4, 2019: 15
Rank based on Number of Citation: 171:
Extreme returns and value at risk in international securitized real estate markets Liow, K.H. 2008 Journal of Property Investment and Finance
26(5), pp. 418-446
Number of Citation, as of March 4, 2019: 15
Rank based on Number of Citation: 172:
An improved fixed-rate mortgage valuation methodology with interacting prepayment and default options Sharp, N.J., Newton, D.P., Duck, P.W. 2008 Journal of Real Estate Finance and Economics
36(3), pp. 307-342
Number of Citation, as of March 4, 2019: 15
Rank based on Number of Citation: 173:
Effects of options trade on purchasing portfolio for load serving entities Wang, J., Li, Y., Zhang, S. 2008 Dianli Xitong Zidonghua/Automation of Electric Power Systems
32(3), pp. 30-32+96
Number of Citation, as of March 4, 2019: 15
Rank based on Number of Citation: 174:
Handbook of enterprise systems architecture in practice ( Book) Saha, P. 2007 Handbook of Enterprise Systems Architecture in Practice
pp. 1-471
Number of Citation, as of March 4, 2019: 15
Rank based on Number of Citation: 175:
Optimal guaranteed return portfolios and the casino effect Dert, C., Oldenkamp, B. 2000 Operations Research
48(5), pp. 768-775
Number of Citation, as of March 4, 2019: 15
Rank based on Number of Citation: 176:
Integrating arbitrage pricing theory and artificial neural networks to support portfolio management Hung, S.-Y., Liang, T.-P., Liu, V.W.-C. 1996 Decision Support Systems
18(3-4), pp. 301-316
Number of Citation, as of March 4, 2019: 15
Rank based on Number of Citation: 177:
Self-organizing neural network system for trading common stocks Wilson, C.L. 1994 IEEE International Conference on Neural Networks - Conference Proceedings
6, pp. 3651-3654
Number of Citation, as of March 4, 2019: 15
Rank based on Number of Citation: 178:
A dynamic balance sheet management model for a Canadian chartered bank Brodt, A.I. 1978 Journal of Banking and Finance
2(3), pp. 221-241
Number of Citation, as of March 4, 2019: 15
Rank based on Number of Citation: 179:
Antecedents of project managers’ voice behavior: The moderating effect of organization-based self-esteem and affective organizational commitment Ekrot, B., Rank, J., Gemünden, H.G. 2016 International Journal of Project Management
34(6), pp. 1028-1042
Number of Citation, as of March 4, 2019: 14
Rank based on Number of Citation: 180:
Efficiently inefficient: How smart money invests and market prices are determined ( Book) Pedersen, L.H. 2015 Efficiently Inefficient: How Smart Money Invests and Market Prices are Determined
pp. 1-348
Number of Citation, as of March 4, 2019: 14
Rank based on Number of Citation: 181:
Comparing water options for irrigation farmers using Modern Portfolio Theory Gaydon, D.S., Meinke, H., Rodriguez, D., McGrath, D.J. 2012 Agricultural Water Management
115, pp. 1-9
Number of Citation, as of March 4, 2019: 14
Rank based on Number of Citation: 182:
Multi-period portfolio optimization for asset-liability management with bankrupt control Li, C., Li, Z. 2012 Applied Mathematics and Computation
218(22), pp. 11196-11208
Number of Citation, as of March 4, 2019: 14
Rank based on Number of Citation: 183:
A game theory-based model for product portfolio management in a competitive market Sadeghi, A., Zandieh, M. 2011 Expert Systems with Applications
38(7), pp. 7919-7923
Number of Citation, as of March 4, 2019: 14
Rank based on Number of Citation: 184:
An empirical investigation of organizational memetic variation Shepherd, J., McKelvey, B. 2009 Journal of Bioeconomics
11(2), pp. 135-164
Number of Citation, as of March 4, 2019: 14
Rank based on Number of Citation: 185:
Gaining insights through strategy analysis Day, G. 1983 Journal of Business Strategy
4(1), pp. 51-58
Number of Citation, as of March 4, 2019: 14
Rank based on Number of Citation: 186:
Time-consistent portfolio selection under short-selling prohibition: From discrete to continuous setting Bensoussan, A., Wong, K.C., Yam, S.C.P., Yung, S.P. 2014 SIAM Journal on Financial Mathematics
5(1), pp. 153-190
Number of Citation, as of March 4, 2019: 13
Rank based on Number of Citation: 187:
Portfolio optimization in an upside potential and downside risk framework Cumova, D., Nawrocki, D. 2014 Journal of Economics and Business
71, pp. 68-89
Number of Citation, as of March 4, 2019: 13
Rank based on Number of Citation: 188:
Portfolio district reform meets school turnaround: Early implementation findings from the Los Angeles Public School Choice Initiative Daly, A.J., Finnigan, K.S., Marsh, J.A., Strunk, K.O., Bush, S. 2013 Journal of Educational Administration
51(4), pp. 498-527
Number of Citation, as of March 4, 2019: 13
Rank based on Number of Citation: 189:
A decision support tool for project portfolio management with imprecise data Relich, M., Jakábová, M. 2013 Proceedings of the 10th International Conference on Strategic Management and its Support by Information Systems, SMSIS 2013
pp. 164-172
Number of Citation, as of March 4, 2019: 13
Rank based on Number of Citation: 190:
Innovation project portfolio management: A qualitative analysis Lerch, M., Spieth, P. 2013 IEEE Transactions on Engineering Management
60(1),6226842, pp. 18-29
Number of Citation, as of March 4, 2019: 13
Rank based on Number of Citation: 191:
A measure for companies’ customer portfolio management Terho, H. 2009 Journal of Business-to-Business Marketing
16(4), pp. 374-411
Number of Citation, as of March 4, 2019: 13
Rank based on Number of Citation: 192:
Portfolio optimization with prior stock selection Fulga, C., Dedu, S., Şerban, F. 2009 Economic Computation and Economic Cybernetics Studies and Research
4
Number of Citation, as of March 4, 2019: 13
Rank based on Number of Citation: 193:
Applications for stochastic optimization in the power industry Spangardt, G., Lucht, M., Handschin, E. 2006 Electrical Engineering
88(3), pp. 177-182
Number of Citation, as of March 4, 2019: 13
Rank based on Number of Citation: 194:
Real estate portfolio construction and estimation risk Lee, S., Stevenson, S. 2005 Journal of Property Investment and Finance
23(3), pp. 234-253
Number of Citation, as of March 4, 2019: 13
Rank based on Number of Citation: 195:
Signed graphs for portfolio analysis in risk management Harary, F., Lim, M.-H., Wunsch, D.C. 2002 IMA Journal of Management Mathematics
13(3), pp. 201-210
Number of Citation, as of March 4, 2019: 13
Rank based on Number of Citation: 196:
Application of genetic algorithms in portfolio optimization for the oil and gas industry Fichter, Daniel P. 2000 Proceedings - SPE Annual Technical Conference and Exhibition
PI, pp. 269-276
Number of Citation, as of March 4, 2019: 13
Rank based on Number of Citation: 197:
Management attitudes, learning and scale in successful diversification: A dynamic and behavioural resource system view Morecroft, J.D.W. 1999 Journal of the Operational Research Society
50(4), pp. 315-336
Number of Citation, as of March 4, 2019: 13
Rank based on Number of Citation: 198:
An applied organizational rewards distribution system Datta, P. 2012 Management Decision
50(3), pp. 479-501
Number of Citation, as of March 4, 2019: 12
Rank based on Number of Citation: 199:
Detection of momentum effects using an index out-performance strategy Meade, N., Beasley, J.E. 2011 Quantitative Finance
11(2), pp. 313-326
Number of Citation, as of March 4, 2019: 12
Rank based on Number of Citation: 200:
Self-adaptive mutation only genetic algorithm: An application on the optimization of airport capacity utilization Shiu, K.L., Szeto, K.Y. 2008 Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
5326 LNCS, pp. 428-435
Number of Citation, as of March 4, 2019: 12
$endgroup$
add a comment |
$begingroup$
Rank based on Number of Citation: 151:
An empirical investigation of the antecedents and outcomes of NPD portfolio success Kester, L., Hultink, E.J., Griffin, A. 2014 Journal of Product Innovation Management
31(6), pp. 1199-1213
Number of Citation, as of March 4, 2019: 18
Rank based on Number of Citation: 152:
Developing a project portfolio selection model for contractor firms considering the risk factor
Open Access Abbasianjahromi, H., Rajaie, H. 2012 Journal of Civil Engineering and Management*
18(6), pp. 879-889
Number of Citation, as of March 4, 2019: 18
Rank based on Number of Citation: 153:
Splitting up value: A critical review of residual income theories Magni, C.A. 2009 European Journal of Operational Research
198(1), pp. 1-22
Number of Citation, as of March 4, 2019: 18
Rank based on Number of Citation: 154:
IT sourcing portfolio management for IT services providers - A risk/cost perspective | [Gestion du portefeuille d'externalisation des IT par les fournisseurs de services informatiques: Une perspective centrée sur les risques et les coûts] Zimmermann, S., Katzmarzik, A., Kundisch, D. 2008 ICIS 2008 Proceedings - Twenty Ninth International Conference on Information Systems
Number of Citation, as of March 4, 2019: 18
Rank based on Number of Citation: 155:
Economic Properties of the Risk Sensitive Criterion for Portfolio Management Bielecki, T.R., Pliska, S.R. 2003 Review of Accounting and Finance
2(2), pp. 3-17
Number of Citation, as of March 4, 2019: 18
Rank based on Number of Citation: 156:
Managing R&D Project Shifts in High-Tech Organizations: A Multi-Method Study Chandrasekaran, A., Linderman, K., Sting, F.J., Benner, M.J. 2016 Production and Operations Management
25(3), pp. 390-416
Number of Citation, as of March 4, 2019: 17
Rank based on Number of Citation: 157:
Investment Recommendation in P2P Lending: A Portfolio Perspective with Risk Management Zhao, H., Wu, L., Liu, Q., Ge, Y., Chen, E. 2015 Proceedings - IEEE International Conference on Data Mining, ICDM
2015-January(January),7023455, pp. 1109-1114
Number of Citation, as of March 4, 2019: 17
Rank based on Number of Citation: 158:
Optimizing the shares of native tree species in forest plantations with biased financial parameters Hildebrandt, P., Knoke, T. 2009 Ecological Economics
68(11), pp. 2825-2833
Number of Citation, as of March 4, 2019: 17
Rank based on Number of Citation: 159:
Optimization strategies in credit portfolio management Ivorra, B., Mohammadi, B., Ramos, A.M. 2009 Journal of Global Optimization
43(2-3), pp. 415-427
Number of Citation, as of March 4, 2019: 17
Rank based on Number of Citation: 160:
History path dependent optimal control and portfolio valuation and management Aubin, J.-P., Haddad, G. 2002 Positivity
6(3), pp. 331-358
Number of Citation, as of March 4, 2019: 17
Rank based on Number of Citation: 161:
Cloning for intelligent adaptive information agents Decker, K., Sycara, K., Williamson, M. 1997 Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
1286, pp. 63-75
Number of Citation, as of March 4, 2019: 17
Rank based on Number of Citation: 162:
Modelling the dynamic dependence structure in multivariate financial time series Şerban, M., Brockwell, A., Lehoczky, J., Srivastava, S. 2007 Journal of Time Series Analysis
28(5), pp. 763-782
Number of Citation, as of March 4, 2019: 16
Rank based on Number of Citation: 163:
Risk sensitive portfolio management with Cox-Ingersoll-Ross interest rates: The HJB equation Bielecki, T.R., Pliska, S.R., Sheu, S.-J. 2006 SIAM Journal on Control and Optimization
44(5), pp. 1811-1843
Number of Citation, as of March 4, 2019: 16
Rank based on Number of Citation: 164:
"web-weaving": An approach to sustainable e-retail and online advantage in lingerie fashion marketing Ashworth, C.J., Schmidt, R.Ä., Pioch, E.A., Hallsworth, A. 2006 International Journal of Retail and Distribution Management
34(6), pp. 497-511
Number of Citation, as of March 4, 2019: 16
Rank based on Number of Citation: 165:
Developing a decision tool for identifying operational and attractive segments Dibb, S. 1995 Journal of Strategic Marketing
3(3), pp. 189-203
Number of Citation, as of March 4, 2019: 16
Rank based on Number of Citation: 166:
Capital Asset Pricing Model (CAPM) with drawdown measure Zabarankin, M., Pavlikov, K., Uryasev, S. 2014 European Journal of Operational Research
234(2), pp. 508-517
Number of Citation, as of March 4, 2019: 15
Rank based on Number of Citation: 167:
The effects of venture capitalists on the governance of firms Bonini, S., Alkan, S., Salvi, A. 2012 Corporate Governance: An International Review
20(1), pp. 21-45
Number of Citation, as of March 4, 2019: 15
Rank based on Number of Citation: 168:
An introduction to wavelet theory in finance: A wavelet multiscale approach ( Book) In, F., Kim, S. 2012 An Introduction to Wavelet Theory in Finance: A Wavelet Multiscale Approach
pp. 1-204
Number of Citation, as of March 4, 2019: 15
Rank based on Number of Citation: 169:
The Theory and Practice of Investment Management: Asset Allocation, Valuation, Portfolio Construction, and Strategies, Second Edition (Book) Open Access Fabozzi, F.J., Markowitz, H.M. 2011 The Theory and Practice of Investment Management: Asset Allocation, Valuation, Portfolio Construction, and Strategies, Second Edition*
Number of Citation, as of March 4, 2019: 15
Rank based on Number of Citation: 170:
Portfolio management within the frame of multiobjective mathematical programming: A categorised bibliographic study Xidonas, P., Mavrotas, G., Psarras, J. 2010 International Journal of Operational Research
8(1), pp. 21-41
Number of Citation, as of March 4, 2019: 15
Rank based on Number of Citation: 171:
Extreme returns and value at risk in international securitized real estate markets Liow, K.H. 2008 Journal of Property Investment and Finance
26(5), pp. 418-446
Number of Citation, as of March 4, 2019: 15
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$endgroup$
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Number of Citation, as of March 4, 2019: 14
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A game theory-based model for product portfolio management in a competitive market Sadeghi, A., Zandieh, M. 2011 Expert Systems with Applications
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An empirical investigation of organizational memetic variation Shepherd, J., McKelvey, B. 2009 Journal of Bioeconomics
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Gaining insights through strategy analysis Day, G. 1983 Journal of Business Strategy
4(1), pp. 51-58
Number of Citation, as of March 4, 2019: 14
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Time-consistent portfolio selection under short-selling prohibition: From discrete to continuous setting Bensoussan, A., Wong, K.C., Yam, S.C.P., Yung, S.P. 2014 SIAM Journal on Financial Mathematics
5(1), pp. 153-190
Number of Citation, as of March 4, 2019: 13
Rank based on Number of Citation: 187:
Portfolio optimization in an upside potential and downside risk framework Cumova, D., Nawrocki, D. 2014 Journal of Economics and Business
71, pp. 68-89
Number of Citation, as of March 4, 2019: 13
Rank based on Number of Citation: 188:
Portfolio district reform meets school turnaround: Early implementation findings from the Los Angeles Public School Choice Initiative Daly, A.J., Finnigan, K.S., Marsh, J.A., Strunk, K.O., Bush, S. 2013 Journal of Educational Administration
51(4), pp. 498-527
Number of Citation, as of March 4, 2019: 13
Rank based on Number of Citation: 189:
A decision support tool for project portfolio management with imprecise data Relich, M., Jakábová, M. 2013 Proceedings of the 10th International Conference on Strategic Management and its Support by Information Systems, SMSIS 2013
pp. 164-172
Number of Citation, as of March 4, 2019: 13
Rank based on Number of Citation: 190:
Innovation project portfolio management: A qualitative analysis Lerch, M., Spieth, P. 2013 IEEE Transactions on Engineering Management
60(1),6226842, pp. 18-29
Number of Citation, as of March 4, 2019: 13
Rank based on Number of Citation: 191:
A measure for companies’ customer portfolio management Terho, H. 2009 Journal of Business-to-Business Marketing
16(4), pp. 374-411
Number of Citation, as of March 4, 2019: 13
Rank based on Number of Citation: 192:
Portfolio optimization with prior stock selection Fulga, C., Dedu, S., Şerban, F. 2009 Economic Computation and Economic Cybernetics Studies and Research
4
Number of Citation, as of March 4, 2019: 13
Rank based on Number of Citation: 193:
Applications for stochastic optimization in the power industry Spangardt, G., Lucht, M., Handschin, E. 2006 Electrical Engineering
88(3), pp. 177-182
Number of Citation, as of March 4, 2019: 13
Rank based on Number of Citation: 194:
Real estate portfolio construction and estimation risk Lee, S., Stevenson, S. 2005 Journal of Property Investment and Finance
23(3), pp. 234-253
Number of Citation, as of March 4, 2019: 13
Rank based on Number of Citation: 195:
Signed graphs for portfolio analysis in risk management Harary, F., Lim, M.-H., Wunsch, D.C. 2002 IMA Journal of Management Mathematics
13(3), pp. 201-210
Number of Citation, as of March 4, 2019: 13
Rank based on Number of Citation: 196:
Application of genetic algorithms in portfolio optimization for the oil and gas industry Fichter, Daniel P. 2000 Proceedings - SPE Annual Technical Conference and Exhibition
PI, pp. 269-276
Number of Citation, as of March 4, 2019: 13
Rank based on Number of Citation: 197:
Management attitudes, learning and scale in successful diversification: A dynamic and behavioural resource system view Morecroft, J.D.W. 1999 Journal of the Operational Research Society
50(4), pp. 315-336
Number of Citation, as of March 4, 2019: 13
Rank based on Number of Citation: 198:
An applied organizational rewards distribution system Datta, P. 2012 Management Decision
50(3), pp. 479-501
Number of Citation, as of March 4, 2019: 12
Rank based on Number of Citation: 199:
Detection of momentum effects using an index out-performance strategy Meade, N., Beasley, J.E. 2011 Quantitative Finance
11(2), pp. 313-326
Number of Citation, as of March 4, 2019: 12
Rank based on Number of Citation: 200:
Self-adaptive mutation only genetic algorithm: An application on the optimization of airport capacity utilization Shiu, K.L., Szeto, K.Y. 2008 Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
5326 LNCS, pp. 428-435
Number of Citation, as of March 4, 2019: 12
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