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Citation Analysis

Simple and Effective Portfolio Construction\\ with Crypto Assets
Kasper Johansson, Stephen Boyd
https://arxiv.org/abs/2412.02654
57
Citation mentions
45
Cited references
6
Sections
4,387
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 Palomar, D. 2024 5 5 9.0 0.088 1.000 100%
2 K. Johansson and G. Ogut and M. Pelger and T. Schm... (self) 2023 3 2 6.0 0.053 0.737 100%
3 Markowitz, H. 1952 2 2 4.0 0.035 0.644 100%
4 2 2 4.0 0.035 0.644 100%
5 Barratt, S. and Boyd, S. (self) 2022 2 2 4.0 0.035 0.644 100%
6 Boyd, S. and Johansson, K. and Kahn, R. and Schiel... (self) 2024 2 1 4.0 0.035 0.511 100%
7 Holovatiuk, O. 2020 2 1 4.0 0.035 0.511 100%
8 Bollerslev, T. 1986 2 1 4.0 0.035 0.511 100%
9 Nakamoto, S. 2008 1 1 1.0 0.018 0.406 100%
10 Malmsten, H. and Tera 2010 1 1 2.0 0.018 0.406 100%
11 Bulla, J. and Bulla, I. 2006 1 1 2.0 0.018 0.406 100%
12 Jiang, L. and Wu, K. and Zhou, G. and Zhu, Y. 2020 1 1 2.0 0.018 0.406 100%
13 Karim, M. and Rasid, Mohamed E. and Noman, A. and ... 2024 1 1 2.0 0.018 0.406 100%
14 Grinold, R. and Kahn, R. 2000 1 1 2.0 0.018 0.406 100%
15 Narang, R. 2024 1 1 2.0 0.018 0.406 100%
16 Black, F. and Litterman, R. 1990 1 1 2.0 0.018 0.406 100%
17 Black, F. and Litterman, R. 1992 1 1 2.0 0.018 0.406 100%
18 Black, F. 1989 1 1 2.0 0.018 0.406 100%
19 Meucci, A. 2010 1 1 2.0 0.018 0.406 100%
20 Rockafellar, T. and Uryasev, S. 2000 1 1 2.0 0.018 0.406 100%
21 Michaud, R. 1989 1 1 2.0 0.018 0.406 100%
22 Gurrib, I. 2022 1 1 2.0 0.018 0.406 100%
23 Bartram, S. and Branke, J. and De Rossi, G. and Mo... 2021 1 1 2.0 0.018 0.406 100%
24 Kelly, B. and Xiu, D. 2023 1 1 2.0 0.018 0.406 100%
25 Choueifaty, Y. and Coignard, Y. 2008 1 1 2.0 0.018 0.406 100%
26 Boyd, S. and Vandenberghe, L. (self) 2004 1 1 2.0 0.018 0.406 100%
27 S. Diamond and S. Boyd (self) 2016 1 1 2.0 0.018 0.406 100%
28 Engle, R. 2002 1 1 2.0 0.018 0.406 100%
29 Bakry, W. and Rashid, A. and Al-Mohamad, S. and El... 2021 1 1 2.0 0.018 0.406 100%
30 Ruiz Roque da Silva, I. and Junior, E. and Balbi, ... 2022 1 1 2.0 0.018 0.406 100%
31 Jiang, Z. and Liang, J. 2017 1 1 2.0 0.018 0.406 100%
32 Lucarelli, G. and Borrotti, M. 2020 1 1 2.0 0.018 0.406 100%
33 Jiang, Z. and Xu, D. and Liang, J. 2017 1 1 2.0 0.018 0.406 100%
34 Ramkumar, G. 2021 1 1 2.0 0.018 0.406 100%
35 Brauneis, A. and Mestel, R. 2019 1 1 2.0 0.018 0.406 100%
36 Giudici, P. and Pagnottoni, P. and Polinesi, G. 2020 1 1 2.0 0.018 0.406 100%
37 Platanakis, E. and Urquhart, A. 2019 1 1 2.0 0.018 0.406 100%
38 Burggraf, T. 2019 1 1 2.0 0.018 0.406 100%
39 Hu, Y. and Rachev, S. and Fabozzi, F. 2019 1 1 2.0 0.018 0.406 100%
40 Feng, Y. and Palomar, D. 2015 1 1 2.0 0.018 0.406 100%
41 Wu, L. and Feng, Y. and Palomar, D. 2020 1 1 2.0 0.018 0.406 100%
42 French, K. 2024 1 1 2.0 0.018 0.406 100%
43 Engle, R. 1982 1 1 2.0 0.018 0.406 100%
44 Engle, R. and Bollerslev, T. 1986 1 1 2.0 0.018 0.406 100%
45 Sheppard, K. 2024 1 1 2.0 0.018 0.406 100%
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.