Typed states for the displayed outbound observations.
Source: paper_references, paper_reference_links, observed 2026-08-14T11:36:43.762413Z
Paper Citation Record · LEDGER
A nonlinear optimisation model for constructing minimal drawdown portfolios
As of 16 August 2026, this Paper Citation Record lists 70 of 70 outbound references and 0 inbound Pith citation observations for arXiv:1908.08684.
A citation records a reference. It does not transfer a finding from one paper to another.
Coverage vector
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Source: scholarly_work_events, retraction_status_cache, observed 2026-08-16T06:30:59.297886+00:00
Pith citing papers itemized under the disclosed page cap.
Source: paper_references, paper_reference_links
A source-named dated measurement, never combined with another source.
Source: cited_works
Reference resolution
70 of 70 outbound references displayed
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External citation measurements
No source-named external measurement is stored.
Outbound references
Observation f213c3bb-aebf-4964-80f1-8150a2923fb4 · outbound
This paper cites A simple algorithm to incorporate transactions costs in quadratic optimisation.
A nonlinear optimisation model for constructing minimal drawdown portfolios A simple algorithm to incorporate transactions costs in quadratic optimisation
Reference 1
- Resolution
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Observation fe2b9f12-4dd5-4298-8bad-3ca89c07c108 · outbound
This paper cites Portfolio selection with a drawdown constraint.
A nonlinear optimisation model for constructing minimal drawdown portfolios Portfolio selection with a drawdown constraint
Reference 2
- Resolution
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Source-reported events for the cited work
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Observation 8617dc76-4a57-4fc3-bce3-3d1ed7036995 · outbound
This paper cites Down-side risk metrics as portfolio diversifica- tion strategies across the global financial crisis.
A nonlinear optimisation model for constructing minimal drawdown portfolios Down-side risk metrics as portfolio diversifica- tion strategies across the global financial crisis
Reference 3
- Resolution
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Source-reported events for the cited work
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Observation 72422e19-c4d4-453d-922c-4d81362d14d9 · outbound
This paper cites Computational approaches and data analytics in financial services: a literature review.
A nonlinear optimisation model for constructing minimal drawdown portfolios Computational approaches and data analytics in financial services: a literature review
Reference 4
- Resolution
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Source-reported events for the cited work
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This paper cites Optimal investment to minimize the probability of drawdown.
A nonlinear optimisation model for constructing minimal drawdown portfolios Optimal investment to minimize the probability of drawdown
Reference 5
- Resolution
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Source-reported events for the cited work
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Observation aa6eaa72-9108-4a10-9418-6b58cf4776a5 · outbound
This paper cites Minimizing the probability of lifetime drawdown under constant consumption.
A nonlinear optimisation model for constructing minimal drawdown portfolios Minimizing the probability of lifetime drawdown under constant consumption
Reference 6
- Resolution
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Source-reported events for the cited work
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Observation 0b1513bb-7add-4b80-8baf-cd7b31fda069 · outbound
This paper cites Mean-drawdown risk behavior: drawdown risk and capital asset pricing.
A nonlinear optimisation model for constructing minimal drawdown portfolios Mean-drawdown risk behavior: drawdown risk and capital asset pricing
Reference 7
- Resolution
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Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation f2b9fb4a-9c94-43fd-abb4-3822d08e54c2 · outbound
This paper cites An evolutionary heuristic for the index tracking problem.
A nonlinear optimisation model for constructing minimal drawdown portfolios An evolutionary heuristic for the index tracking problem
Reference 8
- Resolution
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Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation f8509aed-de04-467b-b068-b402db8fd624 · outbound
This paper cites Computational study of a family of mixed-integer quadratic programming problems.
A nonlinear optimisation model for constructing minimal drawdown portfolios Computational study of a family of mixed-integer quadratic programming problems
Reference 9
- Resolution
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Source-reported events for the cited work
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Observation e8a93ed1-b8ee-4697-b4ce-b1ef38f2cd71 · outbound
This paper cites Diversification with risk factors and investable hedge fund indices.
A nonlinear optimisation model for constructing minimal drawdown portfolios Diversification with risk factors and investable hedge fund indices
Reference 10
- Resolution
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Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 1c7c58e4-7e0d-4af9-abce-7859eaf478c4 · outbound
This paper cites On exact and approximate stochastic dominance strategies for portfolio selection.
A nonlinear optimisation model for constructing minimal drawdown portfolios On exact and approximate stochastic dominance strategies for portfolio selection
Reference 11
- Resolution
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Source-reported events for the cited work
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Observation ab5be26c-42fe-4e2f-94f7-a69cbac6df77 · outbound
This paper cites Understanding drawdowns.
A nonlinear optimisation model for constructing minimal drawdown portfolios Understanding drawdowns
Reference 12
- Resolution
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Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 7717caaf-eef8-4d50-b52b-609e4d1a10e2 · outbound
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A nonlinear optimisation model for constructing minimal drawdown portfolios MINLP solver software
Reference 13
- Resolution
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Source-reported events for the cited work
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Observation 574a30e7-2a18-4290-a52d-c2ef54bd2583 · outbound
This paper cites Mixed-integer programming approaches for index tracking and enhanced indexation.
A nonlinear optimisation model for constructing minimal drawdown portfolios Mixed-integer programming approaches for index tracking and enhanced indexation
Reference 14
- Resolution
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Source-reported events for the cited work
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Observation 80aa1073-888f-4683-8614-71827a33b8b5 · outbound
This paper cites A new method for mean-variance portfolio optimization with cardinality constraints.
A nonlinear optimisation model for constructing minimal drawdown portfolios A new method for mean-variance portfolio optimization with cardinality constraints
Reference 15
- Resolution
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Source-reported events for the cited work
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Observation 88cdd3b5-eb79-4b48-ae45-4826edb93d2c · outbound
This paper cites Heuristics for cardinality constrained port- folio optimisation.
A nonlinear optimisation model for constructing minimal drawdown portfolios Heuristics for cardinality constrained port- folio optimisation
Reference 16
- Resolution
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Source-reported events for the cited work
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Observation 4f43c39d-ba4b-4b8a-8b01-2c2183984073 · outbound
This paper cites Portfolio optimization with drawdown constraints.
A nonlinear optimisation model for constructing minimal drawdown portfolios Portfolio optimization with drawdown constraints
Reference 17
- Resolution
- verified fuzzy
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Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 3e46226d-36a5-412a-9eaf-9a8a84ab1e33 · outbound
This paper cites Drawdown measure in portfolio optimization.
A nonlinear optimisation model for constructing minimal drawdown portfolios Drawdown measure in portfolio optimization
Reference 18
- Resolution
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Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 42dee0b1-01bb-4a39-8d66-2d7b6804d599 · outbound
This paper cites Robust portfolio selection for index tracking.
A nonlinear optimisation model for constructing minimal drawdown portfolios Robust portfolio selection for index tracking
Reference 19
- Resolution
- verified fuzzy
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Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 43c201a2-b279-44f7-bc9d-6c8786d9d3f8 · outbound
This paper cites On minimizing drawdown risks of lifetime investments.
A nonlinear optimisation model for constructing minimal drawdown portfolios On minimizing drawdown risks of lifetime investments
Reference 20
- Resolution
- verified fuzzy
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Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation bcdd0c7f-4aed-40e5-8d54-163892f7ee4b · outbound
This paper cites A heuristic framework for the bi-objective en- hanced index tracking problem.
A nonlinear optimisation model for constructing minimal drawdown portfolios A heuristic framework for the bi-objective en- hanced index tracking problem
Reference 21
- Resolution
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Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 8b4bd402-35c9-48ed-8b23-4166c53157f4 · outbound
This paper cites Optimal cardinality constrained portfolio selection.
A nonlinear optimisation model for constructing minimal drawdown portfolios Optimal cardinality constrained portfolio selection
Reference 22
- Resolution
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Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 515cbf53-5f72-48e3-8046-f45303f07066 · outbound
This paper cites Sparse and robust normal and t-portfolios by penalized Lq- likelihood minimization.
A nonlinear optimisation model for constructing minimal drawdown portfolios Sparse and robust normal and t-portfolios by penalized Lq- likelihood minimization
Reference 23
- Resolution
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Source-reported events for the cited work
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Observation 40487eb4-a1ca-4e43-8774-769f45ed6ecc · outbound
This paper cites Portable alpha strategies offer greater scope.
A nonlinear optimisation model for constructing minimal drawdown portfolios Portable alpha strategies offer greater scope
Reference 24
- Resolution
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Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 567f4d10-153a-4ab7-8afa-145145546107 · outbound
This paper cites Drawdown: from practice to theory and back again.
A nonlinear optimisation model for constructing minimal drawdown portfolios Drawdown: from practice to theory and back again
Reference 25
- Resolution
- verified fuzzy
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Source-reported events for the cited work
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Observation d22e0342-c9a8-4e49-9831-ec18b33ad955 · outbound
This paper cites Optimal investment strategies for controlling drawdowns.
A nonlinear optimisation model for constructing minimal drawdown portfolios Optimal investment strategies for controlling drawdowns
Reference 26
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T11:36:44.485750Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 28e7c642-3df8-47d5-88df-3d6872d15ade · outbound
This paper cites Linear programming models based on Omega ratio for the enhanced index tracking problem.
A nonlinear optimisation model for constructing minimal drawdown portfolios Linear programming models based on Omega ratio for the enhanced index tracking problem
Reference 27
- Resolution
- verified fuzzy
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Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation fc5b4e43-f59d-46e0-b2f5-a2319b5febe4 · outbound
This paper cites A similarity measure for the cardinality constrained frontier in the mean- variance optimization model.
A nonlinear optimisation model for constructing minimal drawdown portfolios A similarity measure for the cardinality constrained frontier in the mean- variance optimization model
Reference 28
- Resolution
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Source-reported events for the cited work
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Observation f3f4e4b9-45da-478b-ad20-768f903adcf9 · outbound
This paper cites Solving cardinality constrained mean- variance portfolio problems via MILP.
A nonlinear optimisation model for constructing minimal drawdown portfolios Solving cardinality constrained mean- variance portfolio problems via MILP
Reference 29
- Resolution
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Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation e1da93dc-7f6d-4707-a18e-c5d93a71d9ce · outbound
This paper cites A limited-diversification portfolio selection model for the small investor.
A nonlinear optimisation model for constructing minimal drawdown portfolios A limited-diversification portfolio selection model for the small investor
Reference 30
- Resolution
- verified fuzzy
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Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 2a7e332b-493c-40ee-a559-d1ed267c2303 · outbound
This paper cites Sparse and robust portfolio selection via semi-definite relaxations.
A nonlinear optimisation model for constructing minimal drawdown portfolios Sparse and robust portfolio selection via semi-definite relaxations
Reference 31
- Resolution
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Source-reported events for the cited work
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Observation ac04f11b-f252-4f46-bbe2-c2eb1173be2d · outbound
This paper cites Hedge funds: Quantitative insights.
A nonlinear optimisation model for constructing minimal drawdown portfolios Hedge funds: Quantitative insights
Reference 32
- Resolution
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Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation edbc6dd6-728b-48fb-bf5b-94ef98df1061 · outbound
This paper cites A new efficiently encoded multiobjective algorithm for the solution of the cardinality constrained portfolio optimization problem.
A nonlinear optimisation model for constructing minimal drawdown portfolios A new efficiently encoded multiobjective algorithm for the solution of the cardinality constrained portfolio optimization problem
Reference 33
- Resolution
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Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 8a7a9283-49c2-4ad1-8f86-d6e78b0ee209 · outbound
This paper cites Handling the complexities of the multi-constrained portfo- lio optimization problem with the support of a novel MOEA.
A nonlinear optimisation model for constructing minimal drawdown portfolios Handling the complexities of the multi-constrained portfo- lio optimization problem with the support of a novel MOEA
Reference 34
- Resolution
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Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation be7907cd-7446-4f6d-b8fd-051ee304677b · outbound
This paper cites The valuation of risk assets and the selection of risky investments in stock portfolios and capital budgets.
A nonlinear optimisation model for constructing minimal drawdown portfolios The valuation of risk assets and the selection of risky investments in stock portfolios and capital budgets
Reference 35
- Resolution
- verified fuzzy
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Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 522ccb27-5444-489d-9b17-8ff4ab218e6d · outbound
This paper cites Multi-period cardinality constrained portfolio selection mod- els with interval coefficients.
A nonlinear optimisation model for constructing minimal drawdown portfolios Multi-period cardinality constrained portfolio selection mod- els with interval coefficients
Reference 36
- Resolution
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Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation f9d0ce8b-b5d2-43f8-9a18-fceaae178aaf · outbound
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A nonlinear optimisation model for constructing minimal drawdown portfolios Dynamic asset allocation
Reference 37
- Resolution
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Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 64b34b7c-e9aa-4bf5-9963-b07f28102d2e · outbound
This paper cites Maximum drawdown.
A nonlinear optimisation model for constructing minimal drawdown portfolios Maximum drawdown
Reference 38
- Resolution
- verified fuzzy
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Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 9b98d0ea-f93f-492e-87d1-4c78d767453e · outbound
This paper cites On the maximum drawdown of a Brownian motion.
A nonlinear optimisation model for constructing minimal drawdown portfolios On the maximum drawdown of a Brownian motion
Reference 39
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T11:36:44.284331Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation d9c2c0c9-ded0-43dd-aba5-bd2d1adb89ac · outbound
This paper cites The temporal dimension of risk.
A nonlinear optimisation model for constructing minimal drawdown portfolios The temporal dimension of risk
Reference 40
- Resolution
- verified fuzzy
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Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 1e88e22d-257f-46e7-8cd1-bf17bc2850b3 · outbound
This paper cites Optimization of cardinality constrained portfolios with a hybrid local search algorithm.
A nonlinear optimisation model for constructing minimal drawdown portfolios Optimization of cardinality constrained portfolios with a hybrid local search algorithm
Reference 41
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T11:36:44.253439Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 2bdea9a4-1313-4dd3-a7ba-8c202dd31edc · outbound
This paper cites Portfolio selection.
A nonlinear optimisation model for constructing minimal drawdown portfolios Portfolio selection
Reference 42
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T11:36:44.238745Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation ac8f7cd9-a959-4ab7-b26c-78dab5dff41f · outbound
This paper cites Detection of momentum effects using an index out-performance strategy.
A nonlinear optimisation model for constructing minimal drawdown portfolios Detection of momentum effects using an index out-performance strategy
Reference 43
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T11:36:44.223966Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 0113d195-88a4-415f-9b61-9bba180e49f4 · outbound
This paper cites Quantile regression for index tracking and enhanced indexation.
A nonlinear optimisation model for constructing minimal drawdown portfolios Quantile regression for index tracking and enhanced indexation
Reference 44
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T11:36:44.209350Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 7a0acc67-652a-47cb-8503-d0d735d4997a · outbound
This paper cites Risk management strategies for finding universal portfolios.
A nonlinear optimisation model for constructing minimal drawdown portfolios Risk management strategies for finding universal portfolios
Reference 45
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T11:36:44.192055Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation f1fb05c8-1e65-4287-9012-f9ff48a953d1 · outbound
This paper cites Discovering errors in tracking error.
A nonlinear optimisation model for constructing minimal drawdown portfolios Discovering errors in tracking error
Reference 46
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T11:36:44.175012Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation ff9f194d-8597-4f6f-9b2a-0fb0e7f9008a · outbound
This paper cites Partial differential equation methods for the maximum drawdown.
A nonlinear optimisation model for constructing minimal drawdown portfolios Partial differential equation methods for the maximum drawdown
Reference 47
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T11:36:44.159480Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation d2092307-e9c1-41bb-b7c1-6b91f38d999d · outbound
This paper cites Portfolio sensitivity to changes in the maximum and the maximum drawdown.
A nonlinear optimisation model for constructing minimal drawdown portfolios Portfolio sensitivity to changes in the maximum and the maximum drawdown
Reference 48
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T11:36:44.144147Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 553e560b-9904-45c4-ba70-4ca7944966c6 · outbound
This paper cites Are enhanced index mutual funds worthy of their name? Journal of Investing 1998;7(2):6–15.
A nonlinear optimisation model for constructing minimal drawdown portfolios Are enhanced index mutual funds worthy of their name? Journal of Investing 1998;7(2):6–15
Reference 49
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T11:36:44.129591Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation c9ff01b4-0085-4bc3-9c1a-5f809682696e · outbound
This paper cites Enhanced indexation based on second-order stochastic dominance.
A nonlinear optimisation model for constructing minimal drawdown portfolios Enhanced indexation based on second-order stochastic dominance
Reference 50
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T11:36:44.115123Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation fa8527e5-e6a9-4a99-92aa-d58182b36e99 · outbound
This paper cites Optimal selection of passive portfolios.
A nonlinear optimisation model for constructing minimal drawdown portfolios Optimal selection of passive portfolios
Reference 51
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T11:36:44.100091Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 1ef1c33d-9534-44a2-ab7e-07be01912441 · outbound
This paper cites Index tracking with controlled number of assets using a hybrid heuristic combining genetic algorithm and non-linear pro- gramming.
A nonlinear optimisation model for constructing minimal drawdown portfolios Index tracking with controlled number of assets using a hybrid heuristic combining genetic algorithm and non-linear pro- gramming
Reference 52
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T11:36:44.085216Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation e39c76c7-c826-415c-841a-e0845104c8eb · outbound
This paper cites Available from http://scip.zib.de/ Last accessed August 13 2019.
A nonlinear optimisation model for constructing minimal drawdown portfolios Available from http://scip.zib.de/ Last accessed August 13 2019
Reference 53
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T11:36:44.069573Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 14729bb9-543b-451c-b860-8e6b570f74b2 · outbound
This paper cites Enhanced indexation.
A nonlinear optimisation model for constructing minimal drawdown portfolios Enhanced indexation
Reference 54
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T11:36:44.055252Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 07d0da46-3982-422d-af96-c8da588ff9f7 · outbound
This paper cites Exact and heuristic approaches for the index tracking problem with UCITS constraints.
A nonlinear optimisation model for constructing minimal drawdown portfolios Exact and heuristic approaches for the index tracking problem with UCITS constraints
Reference 55
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T11:36:44.041202Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 394fa553-d2da-46aa-ba16-a8f1e0c45a99 · outbound
This paper cites Capital asset prices: A theory of market equilibrium under conditions of risk.
A nonlinear optimisation model for constructing minimal drawdown portfolios Capital asset prices: A theory of market equilibrium under conditions of risk
Reference 56
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T11:36:44.025979Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 6cb72a21-c81b-4cb9-8135-fb819d71aaa7 · outbound
This paper cites Mutual fund performance.
A nonlinear optimisation model for constructing minimal drawdown portfolios Mutual fund performance
Reference 57
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T11:36:44.011958Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 807025cb-b01a-469f-8913-733febd51d10 · outbound
This paper cites Adjusting for risk in portfolio performance measurement.
A nonlinear optimisation model for constructing minimal drawdown portfolios Adjusting for risk in portfolio performance measurement
Reference 58
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T11:36:43.998092Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 3454f240-54a4-4a93-b787-289f5268eb75 · outbound
This paper cites The Sharpe ratio.
A nonlinear optimisation model for constructing minimal drawdown portfolios The Sharpe ratio
Reference 59
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T11:36:43.982161Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation ce9e566d-d8d4-408b-96af-5e03b083fe04 · outbound
This paper cites Towards a theory of market value of risky assets.
A nonlinear optimisation model for constructing minimal drawdown portfolios Towards a theory of market value of risky assets
Reference 60
- Resolution
- verified exact
- doi, observed 2026-08-14T11:36:43.816940Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 8538f8bb-9056-4d76-8585-b709b91d02ad · outbound
This paper cites Private communication, April 2017.
A nonlinear optimisation model for constructing minimal drawdown portfolios Private communication, April 2017
Reference 61
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T11:36:43.967490Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 41af8904-345d-49a4-aa66-2dee980f20b1 · outbound
This paper cites SCIP: Global optimization of mixed-integer nonlinear programs in a branch-and-cut framework.
A nonlinear optimisation model for constructing minimal drawdown portfolios SCIP: Global optimization of mixed-integer nonlinear programs in a branch-and-cut framework
Reference 62
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T11:36:43.953227Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation c310c4b2-1a88-4682-8ebb-8258bd9e7d49 · outbound
This paper cites SCIP: Global optimization of mixed-integer nonlinear programs in a branch-and-cut framework.
A nonlinear optimisation model for constructing minimal drawdown portfolios SCIP: Global optimization of mixed-integer nonlinear programs in a branch-and-cut framework
Reference 63
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T11:36:43.938318Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation e873e4e9-5437-4a7e-a0df-94a6d87f5abd · outbound
This paper cites Three fuzzy goal programming models for index portfolios.
A nonlinear optimisation model for constructing minimal drawdown portfolios Three fuzzy goal programming models for index portfolios
Reference 64
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T11:36:43.923806Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 2c09f315-525c-420f-907d-a5950d8a874e · outbound
This paper cites Multiobjective portfolio optimization: bridging mathematical theory with asset management practice.
A nonlinear optimisation model for constructing minimal drawdown portfolios Multiobjective portfolio optimization: bridging mathematical theory with asset management practice
Reference 65
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T11:36:43.908108Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation f437b906-e6a3-4769-a90f-9aeb350610c6 · outbound
This paper cites Characterization of efficient frontier for mean– variance model with a drawdown constraint.
A nonlinear optimisation model for constructing minimal drawdown portfolios Characterization of efficient frontier for mean– variance model with a drawdown constraint
Reference 66
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T11:36:43.893006Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation f5c804cc-1fed-4b2c-a2d8-5b1f04aca902 · outbound
This paper cites Optimal portfolio strategy under rolling economic maximum draw- down constraints.
A nonlinear optimisation model for constructing minimal drawdown portfolios Optimal portfolio strategy under rolling economic maximum draw- down constraints
Reference 67
- Resolution
- verified exact
- doi, observed 2026-08-14T11:36:43.801194Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 68524707-f069-4267-9631-d66d1e2c8ff7 · outbound
This paper cites Capital Asset Pricing Model (CAPM) with draw- down measure.
A nonlinear optimisation model for constructing minimal drawdown portfolios Capital Asset Pricing Model (CAPM) with draw- down measure
Reference 68
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T11:36:43.877220Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 09e305fe-6a9d-4c42-adc2-c6f93ae02899 · outbound
This paper cites A sparse enhanced indexation model with 𝓁1/2 norm and its alternating quadratic penalty method.
A nonlinear optimisation model for constructing minimal drawdown portfolios A sparse enhanced indexation model with 𝓁1/2 norm and its alternating quadratic penalty method
Reference 69
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T11:36:43.861077Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 9bc62681-1f30-4f0d-8c0e-cf24180436c5 · outbound
This paper cites Estimation of cardinality constrained portfolio efficiency via segmented DEA.
A nonlinear optimisation model for constructing minimal drawdown portfolios Estimation of cardinality constrained portfolio efficiency via segmented DEA
Reference 70
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T11:36:43.847106Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Pith citing papers
No inbound Pith citation observations are available.