Citation Analysis – Advancing Portfolio Optimization: Adaptive Minimum-Variance Portfolios and Minimum Risk Rate Frameworks

Citation Analysis

Advancing Portfolio Optimization: Adaptive Minimum-Variance Portfolios and Minimum Risk Rate Frameworks
Ayush Jha, Abootaleb Shirvani, Ali Jaffri, Svetlozar T. Rachev, Frank J. Fabozzi
https://arxiv.org/abs/2501.15793

Citation mentions

Cited references

Sections

12,620

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	Black, F.	1972	3	2	5.0	0.088	0.737	100%
2	Hansen, Lars Peter and Jagannathan, Ravi	1991	2	2	3.0	0.059	0.644	100%
3	Tobias Adrian and Richard K. Crump and Emanuel Moe...	2013	2	2	3.0	0.059	0.644	100%
4	Krishnamurthy, Arvind and Vissing-Jorgensen, Annet...	2012	2	1	4.0	0.059	0.511	100%
5	Gary Gorton and Stefan Lewellen and Andrew Metrick	2012	1	1	1.0	0.029	0.406	100%
6	Ricardo J. Caballero and Alp Simsek	2021	1	1	1.0	0.029	0.406	100%
7	Svetlozar T. Rachev and Stoyan V. Stoyanov and Fra... (self)	2017	1	1	1.0	0.029	0.406	100%
8	Jing Cynthia Wu and Fan Dora Xia	2016	1	1	1.0	0.029	0.406	100%
9	Lauria, D. and Park, J. and Hu, Y. and Lindquist, ... (self)	2024	1	1	1.0	0.029	0.406	100%
10	Abootaleb Shirvani and Stoyan V. Stoyanov and Svet... (self)	2020	1	1	1.0	0.029	0.406	100%
11	Jha, Ayush and Shirvani, Abootaleb and Rachev, Sve... (self)	2025	1	1	1.0	0.029	0.406	100%
12	Nielson, L.	1990	1	1	2.0	0.029	0.406	100%
13	Allingham, M.	1991	1	1	2.0	0.029	0.406	100%
14	Konno, H. and Shirakawa, H.	1995	1	1	2.0	0.029	0.406	100%
15	Sun, N. and Yang, Z.	2003	1	1	2.0	0.029	0.406	100%
16	William Sharpe	1964	1	1	2.0	0.029	0.406	100%
17	John Lintner	1965	1	1	2.0	0.029	0.406	100%
18	Jan Mossin	1966	1	1	2.0	0.029	0.406	100%
19	John Lintner	1969	1	1	2.0	0.029	0.406	100%
20	Eugene Fama	1971	1	1	2.0	0.029	0.406	100%
21	David Mayers	1973	1	1	2.0	0.029	0.406	100%
22	Viral V. Acharya and Lasse Heje Pedersen	2005	1	1	2.0	0.029	0.406	100%
23	Darrell Duffie and Kenneth J. Singleton	1999	1	1	2.0	0.029	0.406	100%
24	Bekaert, Geert and Grenadier, Steven R	1999	1	1	2.0	0.029	0.406	100%
25	Markowitz, Harry	1952	1	1	2.0	0.029	0.406	100%
26	Markowitz, Harry	1959	1	1	2.0	0.029	0.406	100%
27	Rockafellar, R. Tyrrell and Uryasev, Stanislav	2000	1	1	2.0	0.029	0.406	100%
28	McNeil, Alexander J. and Frey, Ru	2015	1	1	2.0	0.029	0.406	100%
29	James D. Hamilton	1994	1	1	0.5	0.029	0.087	0%

Reference

Year

Mentions

Breadth

Sec. Wtd

Composite

Main %

Black, F.

1972

5.0

0.088

0.737

100%

Hansen, Lars Peter and Jagannathan, Ravi

1991

3.0

0.059

0.644

100%

Tobias Adrian and Richard K. Crump and Emanuel Moe...

2013

3.0

0.059

0.644

100%

Krishnamurthy, Arvind and Vissing-Jorgensen, Annet...

2012

4.0

0.059

0.511

100%

Gary Gorton and Stefan Lewellen and Andrew Metrick

2012

1.0

0.029

0.406

100%

Ricardo J. Caballero and Alp Simsek

2021

1.0

0.029

0.406

100%

Svetlozar T. Rachev and Stoyan V. Stoyanov and Fra... (self)

2017

1.0

0.029

0.406

100%

Jing Cynthia Wu and Fan Dora Xia

2016

1.0

0.029

0.406

100%

Lauria, D. and Park, J. and Hu, Y. and Lindquist, ... (self)

2024

1.0

0.029

0.406

100%

Abootaleb Shirvani and Stoyan V. Stoyanov and Svet... (self)

2020

1.0

0.029

0.406

100%

Jha, Ayush and Shirvani, Abootaleb and Rachev, Sve... (self)

2025

1.0

0.029

0.406

100%

Nielson, L.

1990

2.0

0.029

0.406

100%

Allingham, M.

1991

2.0

0.029

0.406

100%

Konno, H. and Shirakawa, H.

1995

2.0

0.029

0.406

100%

Sun, N. and Yang, Z.

2003

2.0

0.029

0.406

100%

William Sharpe

1964

2.0

0.029

0.406

100%

John Lintner

1965

2.0

0.029

0.406

100%

Jan Mossin

1966

2.0

0.029

0.406

100%

John Lintner

1969

2.0

0.029

0.406

100%

Eugene Fama

1971

2.0

0.029

0.406

100%

David Mayers

1973

2.0

0.029

0.406

100%

Viral V. Acharya and Lasse Heje Pedersen

2005

2.0

0.029

0.406

100%

Darrell Duffie and Kenneth J. Singleton

1999

2.0

0.029

0.406

100%

Bekaert, Geert and Grenadier, Steven R

1999

2.0

0.029

0.406

100%

Markowitz, Harry

1952

2.0

0.029

0.406

100%

Markowitz, Harry

1959

2.0

0.029

0.406

100%

Rockafellar, R. Tyrrell and Uryasev, Stanislav

2000

2.0

0.029

0.406

100%

McNeil, Alexander J. and Frey, Ru

2015

2.0

0.029

0.406

100%

James D. Hamilton

1994

0.5

0.029

0.087

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.