1. Risk-adjusted exponential gradient strategies for online portfolio selection. (2024). Xie, Xiuying ; He, Jinan ; Peng, Fangping.
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2. Optimal filter rules for selling stocks in the emerging stock markets. (2023). Boubaker, Sabri ; Zhan, Yaosong ; Liu, Zhenya.
   In: Annals of Operations Research.
   RePEc:spr:annopr:v:330:y:2023:i:1:d:10.1007_s10479-021-04381-w.

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3. Forecasting variance swap payoffs. (2022). Gao, Xin ; van der Heijden, Thijs ; Dark, Jonathan ; Nardari, Federico.
   In: Journal of Futures Markets.
   RePEc:wly:jfutmk:v:42:y:2022:i:12:p:2135-2164.

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4. Mean-Maximum Drawdown Optimization of Buy-and-Hold Portfolios Using a Multi-objective Evolutionary Algorithm. (2022). Rankovi, Vladimir ; Jelic, Ranko ; Drenovak, Mikica ; Uroevi, Branko.
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5. Hedging crash risk in optimal portfolio selection. (2020). Cui, Xueting ; Pei, XI ; Zhu, Wei.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:119:y:2020:i:c:s0378426620301710.

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6. Timing portfolio strategies with exponential Lévy processes. (2019). Lozza, Sergio Ortobelli ; Angelelli, Enrico ; Ndoci, Alda.
   In: Computational Management Science.
   RePEc:spr:comgts:v:16:y:2019:i:1:d:10.1007_s10287-018-0332-y.

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7. A bi-level programming approach for global investment strategies with financial intermediation. (2019). Benita, Francisco ; Nasini, Stefano ; Lopez-Ramos, Francisco.
   In: European Journal of Operational Research.
   RePEc:eee:ejores:v:274:y:2019:i:1:p:375-390.

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8. Optimal portfolio selection with maximal risk adjusted return. (2017). Qiu, Zhijian ; Wang, Yue ; Qu, Xiaomei.
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   RePEc:taf:apeclt:v:24:y:2017:i:14:p:1035-1040.

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9. Mean–variance target-based optimisation for defined contribution pension schemes in a stochastic framework. (2017). Menoncin, Francesco ; Vigna, Elena.
   In: Insurance: Mathematics and Economics.
   RePEc:eee:insuma:v:76:y:2017:i:c:p:172-184.

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10. A new active portfolio risk management for an electricity retailer based on a drawdown risk preference. (2017). Siano, Pierluigi ; Gitizadeh, Mohsen ; Charwand, Mansour.
    In: Energy.
    RePEc:eee:energy:v:118:y:2017:i:c:p:387-398.

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11. On minimizing drawdown risks of lifetime investments. (2015). Chen, Xinfu ; Li, Dongchen ; Landriault, David.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:65:y:2015:i:c:p:46-54.

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12. AN OVERVIEW ON STATE OF KNOWLEDGE OF RISK AND RISK MANAGEMENT IN ECONOMICS FIELDS. (2015). Nichita, Mirela.
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    RePEc:cmj:seapas:y:2015:i:7:p:423-430.

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13. Downside risk in multiperiod tracking error models. (2014). Canestrelli, Elio ; Barro, Diana.
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    RePEc:spr:cejnor:v:22:y:2014:i:2:p:263-283.

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14. Average drawdown risk reduction and risk tolerances. (2014). Tavakoli Baghdadabad, Mohammad Reza, .
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15. Capital Asset Pricing Model (CAPM) with drawdown measure. (2014). Uryasev, Stan ; Zabarankin, Michael ; Pavlikov, Konstantin.
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16. On portfolio optimization: Imposing the right constraints. (2013). Behr, Patrick ; Miebs, Felix ; Guettler, Andre.
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17. Dynamic tracking error with shortfall control using stochastic programming. (2012). Canestrelli, Elio ; Barro, Diana.
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18. Downside risk in multiperiod tracking error models. (2012). Canestrelli, Elio ; Barro, Diana.
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19. Portfolio frontiers with restrictions to tracking error volatility and value at risk. (2012). Riccetti, Luca ; Palomba, Giulio.
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20. Using industry momentum to improve portfolio performance. (2012). Behr, Patrick ; Truebenbach, Fabian ; Guettler, Andre.
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21. Sufficient conditions for expected utility to imply drawdown-based performance rankings. (2011). Eling, Martin ; Schuhmacher, Frank.
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22. Optimum Portfolio ETF Indices: Benchmarking für multidimensional diversifizierte Wertpapierportfolios. (2010). Rojahn, Joachim ; Frere, Eric ; Rohl, Christian W..
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23. ON THE CONSUMPTION/DISTRIBUTION THEOREM UNDER THE LONG-RUN GROWTH CRITERION SUBJECT TO A DRAWDOWN CONSTRAINT. (2010). Klass, Michael J ; Nowicki, Krzysztof.
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24. A historical examination of optimal real return portfolios for non‐US investors. (2010). Bruno, Salvatore ; Chincarini, Ludwig.
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25. A historical examination of optimal real return portfolios for non-US investors. (2010). Bruno, Salvatore ; Chincarini, Ludwig.
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26. Active portfolio management with benchmarking: A frontier based on alpha. (2010). Baptista, Alexandre ; Alexander, Gordon.
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27. Nice but cautious guys: The cost of responsible investing in the bond markets. (2009). Drut, Bastien.
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28. Stress testing by financial intermediaries: Implications for portfolio selection and asset pricing. (2009). Baptista, Alexandre ; Alexander, Gordon.
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29. Tracking error with minimum guarantee constraints. (2008). Canestrelli, Elio ; Barro, Diana.
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30. Optimal delegated portfolio management with background risk. (2008). Baptista, Alexandre.
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1. Non-Exclusive Financial Advice. (2015). Vasconcelos, Luis ; Puopolo, Giovanni ; Piccolo, Salvatore.
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2. Fund flows inducing mispricing of risk in competitive financial markets. (2015). Stahmer, Axel .
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3. Modern portfolio management with conditioning information. (2015). Chiang, I-Hsuan Ethan.
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4. A nonparametric approach to market timing: evidence from Spanish mutual funds. (2014). Andreu, Laura ; Sarto, Jose ; Alvarez, Jose ; Ortiz, Cristina.
   In: Journal of Economics and Finance.
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5. Asset Management Contracts and Equilibrium Prices. (2014). Vayanos, Dimitri ; Buffa, Andrea M. ; Woolley, Paul.
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6. Delegated asset management, investment mandates, and capital immobility. (2013). He, Zhiguo ; Xiong, Wei.
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7. Optimal benchmarking for active portfolio managers. (2013). lioui, abraham ; Poncet, Patrice.
   In: European Journal of Operational Research.
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8. Optimism bias and incentive contracts in portfolio delegation. (2013). Yang, Jun ; Sheng, Jiliang ; Wang, Jian.
   In: Economic Modelling.
   RePEc:eee:ecmode:v:33:y:2013:i:c:p:493-499.

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9. Management compensation and market timing under portfolio constraints. (2012). priestley, richard ; Agarwal, Vikas ; Gomez, Juan-Pedro.
   In: CFR Working Papers.
   RePEc:zbw:cfrwps:1116r.

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10. Herd behavior towards the market index: evidence from Romanian stock exchange. (2012). Pop, Raluca Elena .
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11. The effects of relative performance objectives on financial markets. (2012). Pinheiro, Marcelo ; Igan, Deniz.
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    RePEc:pra:mprapa:43452.

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12. Reservation wage and optimal contract for experts. (2012). Yoon, Kyoung-Soo ; Jun, Jooyong.
    In: Economics Letters.
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13. Incentive contracts in delegated portfolio management under VaR constraint. (2012). Wang, Xiaoting ; Yang, Jun ; Sheng, Jiliang.
    In: Economic Modelling.
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14. Management compensation and market timing under portfolio constraints. (2012). priestley, richard ; Agarwal, Vikas ; Gomez, Juan-Pedro.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:36:y:2012:i:10:p:1600-1625.

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15. Management compensation and market timing under portfolio constraints. (2011). priestley, richard ; Agarwal, Vikas ; Gomez, Juan-Pedro.
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16. Why falling information costs may increase demand for index funds. (2011). Sirnes, Espen.
    In: Review of Financial Economics.
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17. Equilibrium prices in the presence of delegated portfolio management. (2011). Kaniel, Ron ; Cuoco, Domenico.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:101:y:2011:i:2:p:264-296.

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18. Portfolio selection with mental accounts and delegation. (2011). Baptista, Alexandre ; Alexander, Gordon.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:35:y:2011:i:10:p:2637-2656.

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19. Broker recommendations and Australian small‐cap equity fund management. (2011). Walter, Terry ; Gallagher, David ; Lai, Joyce ; Comertonforde, Carole.
    In: Accounting and Finance.
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20. Active portfolio management with benchmarking: A frontier based on alpha. (2010). Baptista, Alexandre ; Alexander, Gordon.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:9:p:2185-2197.

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21. Minimum Tracking Error Volatility. (2010). Riccetti, Luca.
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22. Security Price Informativeness with Delegated Traders. (2010). Huang, Lixin ; He, Ping ; Gorton, Gary.
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23. Bonus Payments and Fund Managers’ Behaviour: Trans-Atlantic Evidence. (2009). Menkhoff, Lukas ; Luetje, Torben ; Gehrig, Thomas ; Lutje, Torben.
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24. Continuous-time delegated portfolio management with homogeneous expectations: can an agency conflict be avoided?. (2008). Korn, Ralf ; Kraft, Holger.
    In: Financial Markets and Portfolio Management.
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25. Bonus Payments and Fund Managers Behavior: Trans-Atlantic Evidence. (2008). Menkhoff, Lukas ; Luetje, Torben ; Gehrig, Thomas ; Lutje, Torben.
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26. Offsetting the implicit incentives: Benefits of benchmarking in money management. (2008). Pavlova, Anna ; Basak, Suleyman ; Shapiro, Alexander.
    In: Journal of Banking & Finance.
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27. Optimal delegated portfolio management with background risk. (2008). Baptista, Alexandre.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:32:y:2008:i:6:p:977-985.

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28. Active portfolio management with benchmarking: Adding a value-at-risk constraint. (2008). Baptista, Alexandre ; Alexander, Gordon.
    In: Journal of Economic Dynamics and Control.
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29. Optimal Decentralized Investment Management. (2006). van Binsbergen, Jules ; koijen, ralph ; Ralph S. J. Koijen, ; Brandt, Michael W..
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30. Asset Prices When Agents are Marked-to-Market. (2006). Huang, Lixin ; He, Ping ; Gorton, Gary.
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31. Gouvernance et investissement des fonds de pension privés aux Etats-Unis. (2006). Lavigne, Anne.
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32. Portfolio selection with a drawdown constraint. (2006). Baptista, Alexandre ; Alexander, Gordon.
    In: Journal of Banking & Finance.
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33. Herding in delegated portfolio management: When is comparative performance information desirable?. (2005). Guembel, Alexander ; GUMBEL, Alexander .
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34. Risk Management with Benchmarking. (2005). Basak, Suleyman ; Tepla, Lucie ; Shapiro, Alex.
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35. Offsetting the Incentives: Risk Shifting and Benefits of Benchmarking in Money Management. (2005). Pavlova, Anna ; Basak, Suleyman ; Shapiro, Alex.
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36. Mixed Tactical Asset Allocation. (2005). Corvalan, Alejandro.
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37. Relative Performance Evaluation Contracts and Asset Market Equilibrium. (2005). Timmermann, Allan ; Kapur, Sandeep.
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38. Equilibrium Incentives to Acquire Precise Information in Delegated Portfolio Management. (2004). Ozerturk, Saltuk.
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39. The Black Box of Mutual Fund Fees. (2004). Gil-Bazo, Javier ; Martinez, Miguel Angel.
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40. Overconfidence and Delegated Portfolio Management. (2004). Sadrieh, Abdolkarim ; Palomino, Frederic.
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41. Offsetting the Incentives: Risk Shifting and Benefits of Benchmarking in Money Management. (2003). Pavlova, Anna ; Basak, Suleyman ; Shapiro, Alex.
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42. A nonparametric test of market timing. (2003). Jiang, Wei.
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43. Emerging Markets and Entry by Actively Managed Funds. (2001). Guembel, Alexander.
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44. The determinants of the flow of funds of managed portfolios: mutual funds versus pension funds. (2000). Tkac, Paula ; Del Guercio, Diane.
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45. Investor risk evaluation in the determination of management incentives in the mutual fund industry. (2000). Kotowitz, Yehuda .
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46. Portfolio Performance and Agency. (1999). Dybvig, Philip ; Carpenter, Jennifer ; Farnsworth, Heber K..
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47. Conditional market timing with benchmark investors. (1999). Schill Michael J., ; Myers David H., ; Wayne, Ferson ; Connie, Becker.
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48. Fee Speech: Adverse Selection and the Regulation of Mutual Funds. (1998). Das, Sanjiv ; Sundaram, Rangarajan K..
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49. Conditional Market Timing with Benchmark Investors. (1998). Ferson, Wayne ; Schill, Michael ; Myers, David ; Becker, Connie.
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50. Career Concerns of Mutual Fund Managers. (1998). Ellison, Glenn ; Chevalier, Judith.
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