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Citation Analysis

Robustifying Markowitz
Wolfgang Karl Härdle, Yegor Klochkov, Alla Petukhina, Nikita Zhivotovskiy
https://arxiv.org/abs/2212.13996
119
Citation mentions
62
Cited references
15
Sections
7,443
Words (approx)

References by Citation Intensity

Ordered by composite index (descending). Higher values indicate more intensive citation.

# Reference Year Mentions Breadth Sec. Wtd Share Composite Main %
1 Ledoit \harvardand\ Wolf 2017 4 3 7.0 0.034 0.928 100%
2 Mendelson \harvardand\ Zhivotovskiy (self) 2020 6 4 8.0 0.050 0.874 67%
3 DeMiguel \harvardand\ Nogales 2009 3 3 5.0 0.025 0.843 100%
4 Ledoit \harvardand\ Wolf 2011 5 3 7.0 0.042 0.843 60%
5 Ledoit \harvardand\ Wolf 2008 5 3 7.0 0.042 0.843 60%
6 Hopkins, Li \harvardand\ Zhang 2020 14 6 17.0 0.118 0.830 57%
7 Ledoit \harvardand\ Wolf 2004 4 2 7.0 0.034 0.811 100%
8 Lugosi \harvardand\ Mendelson 2019 7 4 7.0 0.059 0.754 43%
9 Jagannathan \harvardand\ Ma 2003 3 2 4.0 0.025 0.737 100%
10 Depersin \harvardand\ Lecue 2022 4 4 4.0 0.034 0.737 50%
11 Cherapanamjeri, Hopkins, Kathuria, Raghavendra \ha... 2020 3 2 5.0 0.025 0.737 100%
12 DeMiguel, Garlappi \harvardand\ Uppal 2009 3 2 6.0 0.025 0.737 100%
13 Merton 1980 2 2 3.0 0.017 0.644 100%
14 Hopkins 2020 2 2 3.0 0.017 0.644 100%
15 Fan, Zhang \harvardand\ Yu 2012 2 2 3.0 0.017 0.644 100%
16 Koltchinskii \harvardand\ Lounici 2017 2 2 4.0 0.017 0.644 100%
17 Lugosi \harvardand\ Mendelson 2019 2 2 4.0 0.017 0.644 100%
18 Bubeck 2015 3 2 4.5 0.025 0.644 67%
19 Boucheron, Lugosi \harvardand\ Massart 2013 2 2 2.5 0.017 0.511 50%
20 Markowitz 1952 1 1 1.0 0.008 0.406 100%
21 Frost \harvardand\ Savarino 1986 1 1 1.0 0.008 0.406 100%
22 Frost \harvardand\ Savarino 1988 1 1 1.0 0.008 0.406 100%
23 Best \harvardand\ Grauer 1991 1 1 1.0 0.008 0.406 100%
24 Chopra \harvardand\ Ziemba 1993 1 1 1.0 0.008 0.406 100%
25 Broadie 1993 1 1 1.0 0.008 0.406 100%
26 Litterman 2004 1 1 1.0 0.008 0.406 100%
27 Michaud 1989 1 1 1.0 0.008 0.406 100%
28 Huber 2004 1 1 1.0 0.008 0.406 100%
29 Fan, Wang \harvardand\ Zhong 2019 1 1 1.0 0.008 0.406 100%
30 Xidonas, Steuer \harvardand\ Hassapis 2020 1 1 1.0 0.008 0.406 100%
31 Kan \harvardand\ Zhou 2007 1 1 1.0 0.008 0.406 100%
32 Bai, Liu \harvardand\ Wong 2009 1 1 1.0 0.008 0.406 100%
33 El Karoui 2010 1 1 1.0 0.008 0.406 100%
34 Chen \harvardand\ Yuan 2016 1 1 1.0 0.008 0.406 100%
35 Fan, Fan \harvardand\ Lv 2008 1 1 1.0 0.008 0.406 100%
36 Stock \harvardand\ Watson 2002 1 1 1.0 0.008 0.406 100%
37 Bai \harvardand\ Li 2012 1 1 1.0 0.008 0.406 100%
38 Fan, Liao \harvardand\ Mincheva 2013 1 1 1.0 0.008 0.406 100%
39 Ledoit \harvardand\ Wolf 2003 1 1 1.0 0.008 0.406 100%
40 Ledoit \harvardand\ Wolf 2004 1 1 1.0 0.008 0.406 100%
41 Vershynin 2018 1 1 1.0 0.008 0.406 100%
42 Nemirovsky \harvardand\ Yudin 1983 1 1 1.0 0.008 0.406 100%
43 Green \harvardand\ Hollifield 1992 1 1 1.0 0.008 0.406 100%
44 El Karoui 2013 1 1 2.0 0.008 0.406 100%
45 Bartl \harvardand\ Mendelson 2022 1 1 2.0 0.008 0.406 100%
46 Fama \harvardand\ French 1992 1 1 2.0 0.008 0.406 100%
47 Fama \harvardand\ French 2015 1 1 2.0 0.008 0.406 100%
48 Zhivotovskiy (self) 2021 1 1 2.0 0.008 0.406 100%
49 Lugosi \harvardand\ Mendelson 2021 1 1 2.0 0.008 0.406 100%
50 Cherapanamjeri, Flammarion \harvardand\ Bartlett 2019 1 1 2.0 0.008 0.406 100%
51 Diakonikolas, Kamath, Kane, Li, Moitra \harvardand... 2017 1 1 2.0 0.008 0.406 100%
52 Zhu, Jiao \harvardand\ Steinhardt 2022 1 1 2.0 0.008 0.406 100%
53 Abdalla \harvardand\ Zhivotovskiy (self) 2022 1 1 2.0 0.008 0.406 100%
54 Ke, Minsker, Ren, Sun \harvardand\ Zhou 2019 1 1 2.0 0.008 0.406 100%
55 Ostrovskii \harvardand\ Rudi 2019 1 1 2.0 0.008 0.406 100%
56 Strongin, Petsch \harvardand\ Sharenow 2000 1 1 2.0 0.008 0.406 100%
57 Ao, Yingying \harvardand\ Zheng 2019 1 1 2.0 0.008 0.406 100%
58 Petukhina, Trimborn, Hardle \harvardand\ Elendner (self) 2021 1 1 2.0 0.008 0.406 100%
59 Fays, Papageorgiou \harvardand\ Lambert 2021 1 1 2.0 0.008 0.406 100%
60 Klochkov, Kroshnin \harvardand\ Zhivotovskiy (self) 2021 1 1 0.5 0.008 0.087 0%
61 Diakonikolas, Kane \harvardand\ Pensia 2020 1 1 0.5 0.008 0.087 0%
62 Szarek 1976 1 1 0.5 0.008 0.087 0%
Measures: Mentions = total in-text citations; Breadth = distinct sections; Sec. Wtd = section-weighted count (body ×2, lit review/appendix ×0.5); Share = mentions / total citations in paper; Composite = geometric mean of normalised count, breadth, and main-text ratio; Main % = fraction of mentions in main text (excl. appendix). (self) = self-citation.

Citation intensity data generated from LaTeX source analysis.