Most significant research articles for practical investors with research perspectives












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I am an applied mathematician and recently I have decided to study the portfolio management theory. As a final objective, I want to manage my own portfolio and to try make some money on it using my mathematical background. But at the same time, I would like to have a general understanding of this field to be able to contribute at some stage.



In this connection, I would like to ask for the most significant research articles that are worth reading. I have already started with the great work (Markowitz, 1952) where the foundations of the modern portfolio theory were established and the next article in my list is (Sharpe, 1964) for the foundations of CAPM.



I already have some background in mathematical finance. At the university I had an course on financial mathematics where I had an assignment on pricing and hedging of European rainbow options using discrete-time models. But for me this remained disconnected from the real world.










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    $begingroup$


    I am an applied mathematician and recently I have decided to study the portfolio management theory. As a final objective, I want to manage my own portfolio and to try make some money on it using my mathematical background. But at the same time, I would like to have a general understanding of this field to be able to contribute at some stage.



    In this connection, I would like to ask for the most significant research articles that are worth reading. I have already started with the great work (Markowitz, 1952) where the foundations of the modern portfolio theory were established and the next article in my list is (Sharpe, 1964) for the foundations of CAPM.



    I already have some background in mathematical finance. At the university I had an course on financial mathematics where I had an assignment on pricing and hedging of European rainbow options using discrete-time models. But for me this remained disconnected from the real world.










    share|improve this question







    New contributor




    Appliqué is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
    Check out our Code of Conduct.







    $endgroup$















      3












      3








      3


      1



      $begingroup$


      I am an applied mathematician and recently I have decided to study the portfolio management theory. As a final objective, I want to manage my own portfolio and to try make some money on it using my mathematical background. But at the same time, I would like to have a general understanding of this field to be able to contribute at some stage.



      In this connection, I would like to ask for the most significant research articles that are worth reading. I have already started with the great work (Markowitz, 1952) where the foundations of the modern portfolio theory were established and the next article in my list is (Sharpe, 1964) for the foundations of CAPM.



      I already have some background in mathematical finance. At the university I had an course on financial mathematics where I had an assignment on pricing and hedging of European rainbow options using discrete-time models. But for me this remained disconnected from the real world.










      share|improve this question







      New contributor




      Appliqué is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
      Check out our Code of Conduct.







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      I am an applied mathematician and recently I have decided to study the portfolio management theory. As a final objective, I want to manage my own portfolio and to try make some money on it using my mathematical background. But at the same time, I would like to have a general understanding of this field to be able to contribute at some stage.



      In this connection, I would like to ask for the most significant research articles that are worth reading. I have already started with the great work (Markowitz, 1952) where the foundations of the modern portfolio theory were established and the next article in my list is (Sharpe, 1964) for the foundations of CAPM.



      I already have some background in mathematical finance. At the university I had an course on financial mathematics where I had an assignment on pricing and hedging of European rainbow options using discrete-time models. But for me this remained disconnected from the real world.







      portfolio-management modern-portfolio-theory reference-request asset-pricing






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          5 Answers
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          A lot has happened since Markowitz and Sharpe. While their work is still considered foundational, the empirical/practical relevance of their models has been questioned by later work.



          Here are a few more recent articles about portfolio theory, in no particular order (all accessible online):



          Jorion: Bayes-Stein Estimation for Portfolio Analysis, JFQA, 1986



          Ledoit, Wolf: Honey, I Shrunk the Sample Covariance Matrix, 2003



          DeMiguel, Garlappi, Uppal: Optimal Versus Naive Diversification: How Inefficient is the 1/N Portfolio Strategy?, RFS, 2009



          Fama, French: A Five-Factor Asset Pricing Model, 2014



          Maillard, Roncalli, Teiletche: On the properties of equally-weighted risk contributions portfolios, 2009



          He, Litterman: The Intuition Behind Black-Litterman Model Portfolios, GS, December 1999



          Hurst, Johnson, Ooi: Undertanding Risk Parity, AQR Capital Management, Fall 2010






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            Rank based on Number of Citation: 101:



            A theory of bond portfolios Open Access Ekeland, I., Taflin, E. 2005 Annals of Applied Probability 15(2)



            Number of Citation, as of March 4, 2019: 31



            Rank based on Number of Citation: 102:



            Advancing the conceptualization and operationalization of novelty in organizational research Rosenkopf, L., McGrath, P. 2011 Organization Science
            22(5), pp. 1297-1311



            Number of Citation, as of March 4, 2019: 30



            Rank based on Number of Citation: 103:



            Numerical Methods in Finance and Economics: A MATLAB-Based Introduction: Second Edition ( Book) Brandimarte, P. 2006 Numerical Methods in Finance and Economics: A MATLAB-Based Introduction: Second Edition
            pp. 1-669



            Number of Citation, as of March 4, 2019: 30



            Rank based on Number of Citation: 104:



            Risk-Sensitive ICAPM With Application to Fixed-Income Management Bielecki, T.R., Pliska, S.R. 2004 IEEE Transactions on Automatic Control
            49(3), pp. 420-432



            Number of Citation, as of March 4, 2019: 30



            Rank based on Number of Citation: 105:



            Decomposition and characterization of risk with a continuum of random variables Nabil, Ibraheem al-Najjar 1995 Econometrica
            63(5), pp. 1195-1224



            Number of Citation, as of March 4, 2019: 30



            Rank based on Number of Citation: 106:



            Efficient Portfolios in the Asset Liability Context
            Open Access Keel, A., Müller, H.H. 1995 ASTIN Bulletin 25(1), pp. 33-48



            Number of Citation, as of March 4, 2019: 30



            Rank based on Number of Citation: 107:



            Common stock portfolio selection: A multiple criteria decision making methodology and an application to the Athens Stock Exchange Xidonas, P., Askounis, D., Psarras, J. 2009 Operational Research
            9(1), pp. 55-79



            Number of Citation, as of March 4, 2019: 29



            Rank based on Number of Citation: 108:



            Using R&D portfolio management to deal with dynamic risk Floricel, S., Ibanescu, M. 2008 R and D Management
            38(5), pp. 452-467



            Number of Citation, as of March 4, 2019: 29



            Rank based on Number of Citation: 109:



            Risk management in a competitive electricity market Liu, M., Wu, F.F. 2007 International Journal of Electrical Power and Energy Systems
            29(9), pp. 690-697



            Number of Citation, as of March 4, 2019: 29



            Rank based on Number of Citation: 110:



            Delegated portfolio management: A survey of the theoretical literature Stracca, L. 2006 Journal of Economic Surveys
            20(5), pp. 823-848



            Number of Citation, as of March 4, 2019: 29



            Rank based on Number of Citation: 111:



            Occupier requirements in commercial real estate markets Lizieri, C.M. 2003 Urban Studies
            40(5-6), pp. 1151-1169



            Number of Citation, as of March 4, 2019: 29



            Rank based on Number of Citation: 112:



            Action-Oriented Portfolio Management: Strategy tables permit decision makers to build and evaluate R&D portfolios that focus on value-enhancing actions Spradlin, C.T., Kutoloski, D.M. 1999 Research Technology Management
            42(2), pp. 26-32



            Number of Citation, as of March 4, 2019: 29



            Rank based on Number of Citation: 113:



            Risk management of contract portfolios in IT services: The profit-at-risk approach Kauffman, R.J., Sougstad, R. 2008 Journal of Management Information Systems
            25(1), pp. 17-48



            Number of Citation, as of March 4, 2019: 28



            Rank based on Number of Citation: 114:



            Universal investors and socially responsible investors: A tale of emerging affinities Lydenberg, S. 2007 Corporate Governance: An International Review
            15(3), pp. 467-477



            Number of Citation, as of March 4, 2019: 28



            Rank based on Number of Citation: 115:



            Introduction to modern portfolio optimization with NUOPT and S-PLUS ( Book) Scherer, B., Martin, R.D. 2005 Introduction to Modern Portfolio Optimization with NUOPT and S-PLUS
            pp. 1-426



            Number of Citation, as of March 4, 2019: 28



            Rank based on Number of Citation: 116:



            Functional dynamic factor models with application to yield curve forecasting Hays, S., Shen, H., Huang, J.Z. 2012 Annals of Applied Statistics
            6(3), pp. 870-893



            Number of Citation, as of March 4, 2019: 27



            Rank based on Number of Citation: 117:



            Portfolio insurance and prospect theory investors: Popularity and optimal design of capital protected financial products Dichtl, H., Drobetz, W. 2011 Journal of Banking and Finance
            35(7), pp. 1683-1697



            Number of Citation, as of March 4, 2019: 27



            Rank based on Number of Citation: 118:



            Risk-sensitive benchmarked asset management Davis, M., Lleo, S. 2008 Quantitative Finance
            8(4), pp. 415-426



            Number of Citation, as of March 4, 2019: 27



            Rank based on Number of Citation: 119:



            An event-driven approach with makespan/cost tradeoff analysis for project portfolio scheduling Kao, H.-P., Wang, B., Dong, J., Ku, K.-C. 2006 Computers in Industry
            57(5), pp. 379-397



            Number of Citation, as of March 4, 2019: 27



            Rank based on Number of Citation: 120:



            Framework for generation risk management in electricity markets Liu, M., Wu, F.F. 2004 Dianli Xitong Zidonghua/Automation of Electric Power Systems
            28(13), pp. 1-6



            Number of Citation, as of March 4, 2019: 27



            Rank based on Number of Citation: 121:



            Portfolio management of islamic banks. 'Certainty model' Bashir, B.A. 1983 Journal of Banking and Finance
            7(3), pp. 339-354



            Number of Citation, as of March 4, 2019: 26



            Rank based on Number of Citation: 122:



            Portfolios with fuzzy returns: Selection strategies based on semi-infinite programming
            Open Access Vercher, E. 2008 Journal of Computational and Applied Mathematics
            217(2), pp. 381-393



            Number of Citation, as of March 4, 2019: 25



            Rank based on Number of Citation: 123:



            Increasing the accuracy and reliability of analogy-based cost estimation with extensive project feature dimension weighting Auer, M., Biffl, S. 2004 Proceedings - 2004 International Symposium on Empirical Software Engineering, ISESE 2004
            pp. 147-155



            Number of Citation, as of March 4, 2019: 25



            Rank based on Number of Citation: 124:



            A fuzzy decision-making approach for portfolio management with direct real estate investment | [Sprendimuogonek priėmimo metodas esant neapibrėžtumui tiesioginiuogonek nekilnojamojo turto investicijuogonek portfelio valdymo metu]
            Open Access Hui, E.C.M., Lau, O.M.F., Lo, K.K. 2009 International Journal of Strategic Property Management
            13(2), pp. 191-204



            Number of Citation, as of March 4, 2019: 24



            Rank based on Number of Citation: 125:



            LP modeling for asset-liability management: A survey of choices and simplifications
            Open Access Sodhi, M.S. 2005 Operations Research 53(2), pp. 181-196



            Number of Citation, as of March 4, 2019: 24



            Rank based on Number of Citation: 126:



            Using artificial intelligence and visual techniques into preference disaggregation analysis: The MIIDAS system Siskos, Y., Spyridakos, A., Yannacopoulos, D. 1999 European Journal of Operational Research
            113(2), pp. 281-299



            Number of Citation, as of March 4, 2019: 24



            Rank based on Number of Citation: 127:



            A fuzzy control model (FCM) for dynamic portfolio management Östermark, R. 1996 Fuzzy Sets and Systems
            78(3), pp. 243-254



            Number of Citation, as of March 4, 2019: 24



            Rank based on Number of Citation: 128:



            A mixed R&D projects and securities portfolio selection model Fang, Y., Chen, L., Fukushima, M. 2008 European Journal of Operational Research
            185(2), pp. 700-715



            Number of Citation, as of March 4, 2019: 23



            Rank based on Number of Citation: 129:



            An integrated multiobjective portfolio management system
            Open Access Colson, G., De Bruyn, C. 1989 Mathematical and Computer Modelling 12(10-11), pp. 1359-1381



            Number of Citation, as of March 4, 2019: 23



            Rank based on Number of Citation: 130:



            Multi-objective mean-variance-skewness model for generation portfolio allocation in electricity markets Pindoriya, N.M., Singh, S.N., Singh, S.K. 2010 Electric Power Systems Research
            80(10), pp. 1314-1321



            Number of Citation, as of March 4, 2019: 22



            Rank based on Number of Citation: 131:



            Managing project portfolios: balancing flexibility and structure by improvising Jerbrant, A., Karrbom Gustavsson, T. 2013 International Journal of Managing Projects in Business
            6(1), pp. 152-172



            Number of Citation, as of March 4, 2019: 21



            Rank based on Number of Citation: 132:



            The optimal tree species composition for a private forest enterprise - applying the theory of portfolio selection Neuner, S., Beinhofer, B., Knoke, T. 2013 Scandinavian Journal of Forest Research
            28(1), pp. 38-48



            Number of Citation, as of March 4, 2019: 21



            Rank based on Number of Citation: 133:



            Using portfolio theory to assess tradeoffs between return from natural capital and social equity across space Halpern, B.S., White, C., Lester, S.E., Costello, C., Gaines, S.D. 2011 Biological Conservation
            144(5), pp. 1499-1507



            Number of Citation, as of March 4, 2019: 21



            Rank based on Number of Citation: 134:



            Portfolio selection under strict uncertainty: A multi-criteria methodology and its application to the Frankfurt and Vienna Stock Exchanges Ballestero, E., Günther, M., Pla-Santamaria, D., Stummer, C. 2007 European Journal of Operational Research



            Number of Citation, as of March 4, 2019: 181(3), pp. 1476-1487
            21



            Rank based on Number of Citation: 135:



            Does Focus Really Matter? Specialized vs. Diversified REITs Ro, S., Ziobrowski, A.J. 2011 Journal of Real Estate Finance and Economics
            42(1), pp. 68-83



            Number of Citation, as of March 4, 2019: 20



            Rank based on Number of Citation: 136:



            Construction programme management theory and practice: Contextual and pragmatic approach Shehu, Z., Akintoye, A. 2009 International Journal of Project Management
            27(7), pp. 703-716



            Number of Citation, as of March 4, 2019: 20



            Rank based on Number of Citation: 137:



            Management of foresight portfolio: Analysis of modular foresight projects at contract research organisation Konnola, T., Ahlqvist, T., Eerola, A., Kivisaari, S., Koivisto, R. 2009 Technology Analysis and Strategic Management
            21(3), pp. 381-405



            Number of Citation, as of March 4, 2019: 20



            Rank based on Number of Citation: 138:



            Resource allocation neural network in portfolio selection Ko, P.-C., Lin, P.-C. 2008 Expert Systems with Applications
            35(1-2), pp. 330-337



            Number of Citation, as of March 4, 2019: 20



            Rank based on Number of Citation: 139:



            Analysis of the impact of team-based organizations in call center management Jouini, O., Dallery, Y., Nait-Abdallah, R. 2008 Management Science
            54(2), pp. 400-414



            Number of Citation, as of March 4, 2019: 20



            Rank based on Number of Citation: 140:



            Assessing the incremental value of option pricing theory relative to an informationally passive benchmark Figlewski, S. 2002 Journal of Derivatives
            10(1), pp. 80-96



            Number of Citation, as of March 4, 2019: 20



            Rank based on Number of Citation: 141:



            Towards a governance framework for chains of Scrum teams Vlietland, J., Van Vliet, H. 2015 Information and Software Technology
            57(1), pp. 52-65



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            Rank based on Number of Citation: 142:



            Robust project portfolio management: capability evolution and maturity Killen, C.P., Hunt, R.A. 2013 International Journal of Managing Projects in Business
            6(1), pp. 131-151



            Number of Citation, as of March 4, 2019: 19



            Rank based on Number of Citation: 143:



            Mean-variance principle of managing cointegrated risky assets and random liabilities Chiu, M.C., Wong, H.Y. 2013 Operations Research Letters
            41(1), pp. 98-106



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            Rank based on Number of Citation: 144:



            New product portfolio management decisions: Antecedents and consequences McNally, R.C., Durmuşoǧlu, S.S., Calantone, R.J. 2013 Journal of Product Innovation Management
            30(2), pp. 245-261



            Number of Citation, as of March 4, 2019: 19



            Rank based on Number of Citation: 145:



            Scenario tree generation approaches using K-means and LP moment matching methods
            Open Access Xu, D., Chen, Z., Yang, L. 2012 Journal of Computational and Applied Mathematics
            236(17), pp. 4561-4579



            Number of Citation, as of March 4, 2019: 19



            Rank based on Number of Citation: 146:



            Man versus math: Behaviorist exploration of post-crisis non-banking asset management Strang, K.D. 2012 Journal of Asset Management
            13(5), pp. 348-367



            Number of Citation, as of March 4, 2019: 19



            Rank based on Number of Citation: 147:



            Decision support for retirement portfolio management: Overcoming myopic loss aversion via technology design Looney, C.A., Hardin, A.M. 2009 Management Science
            55(10), pp. 1688-1703



            Number of Citation, as of March 4, 2019: 19



            Rank based on Number of Citation: 148:



            Does customer portfolio analysis relate to customer performance? An empirical analysis of alternative strategic perspective Eng, T.-Y. 2004 Journal of Business and Industrial Marketing
            19(1), pp. 49-67



            Number of Citation, as of March 4, 2019: 19



            Rank based on Number of Citation: 149:



            Generalized case-based reasoning system for portfolio management Chi, R.T., Chen, M., Kiang, M.Y. 1993 Expert Systems With Applications
            6(1), pp. 67-76



            Number of Citation, as of March 4, 2019: 19



            Rank based on Number of Citation: 150:



            Risk, reward, and payments for ecosystem services: A portfolio approach to ecosystem services and forestland investment Matthies, B.D., Kalliokoski, ., Ekholm, ., Hoen, H.F., Valsta, L.T. 2015 Ecosystem Services
            16, pp. 1-12



            Number of Citation, as of March 4, 2019: 18






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              Rank based on Number of Citation: 51:



              An accelerated subcontracting and procuring model for construction projects Tserng, H.P., Lin, P.H. 2002 Automation in Construction
              11(1), pp. 105-125



              Number of Citation, as of March 4, 2019: 61



              Rank based on Number of Citation: 52:



              A methodology for selecting portfolios of projects with interactions and under uncertainty Ghapanchi, A.H., Tavana, M., Khakbaz, M.H., Low, G. 2012 International Journal of Project Management
              30(7), pp. 791-803



              Number of Citation, as of March 4, 2019: 60



              Rank based on Number of Citation: 53:



              Optimization of R&D project portfolios under endogenous uncertainty Solak, S., Clarke, J.-P.B., Johnson, E.L., Barnes, E.R. 2010 European Journal of Operational Research
              207(1), pp. 420-433



              Number of Citation, as of March 4, 2019: 60



              Rank based on Number of Citation: 54:



              Combining decision analysis and portfolio management to improve project selection in the exploration and production firm Walls, M.R. 2004 Journal of Petroleum Science and Engineering
              44(1-2), pp. 55-65



              Number of Citation, as of March 4, 2019: 60



              Rank based on Number of Citation: 55:



              BYY harmony learning, independent state space, and generalized APT financial analyses Xu, L. 2001 IEEE Transactions on Neural Networks
              12(4), pp. 822-849



              Number of Citation, as of March 4, 2019: 58



              Rank based on Number of Citation: 56:



              Credit risk: Pricing, measurement, and management ( Book) Duffie, D., Singleton, K.J. 2012 Credit Risk: Pricing, Measurement, and Management
              pp. 1-396



              Number of Citation, as of March 4, 2019: 57



              Rank based on Number of Citation: 57:



              Single-period Markowitz portfolio selection, performance gauging, and duality: A variation on the Luenberger shortage function Briec, W., Kerstens, K., Lesourd, J.B. 2004 Journal of Optimization Theory and Applications
              120(1), pp. 1-27



              Number of Citation, as of March 4, 2019: 56



              Rank based on Number of Citation: 58:



              An empirical approach to ecosystem-based fishery management Sanchirico, J.N., Smith, M.D., Lipton, D.W. 2008 Ecological Economics
              64(3), pp. 586-596



              Number of Citation, as of March 4, 2019: 55



              Rank based on Number of Citation: 59:



              A medium-term integrated risk management model for a hydrothermal generation company Cabero, J., Baíllo, Á., Cerisola, S., (...), Perán, F., Relaño, G. 2005 IEEE Transactions on Power Systems
              20(3), pp. 1379-1388



              Number of Citation, as of March 4, 2019: 55



              Rank based on Number of Citation: 60:



              Portfolio choice with endogenous utility: A large deviations approach Stutzer, M. 2003 Journal of Econometrics
              116(1-2), pp. 365-386



              Number of Citation, as of March 4, 2019: 55



              Rank based on Number of Citation: 61:



              Managing the institutional context for projects Morris, P.W.G., Geraldi, J. 2011 Project Management Journal
              42(6), pp. 20-32



              Number of Citation, as of March 4, 2019: 54



              Rank based on Number of Citation: 62:



              Portfolio optimization in electricity markets Liu, M., Wu, F.F. 2007 Electric Power Systems Research
              77(8), pp. 1000-1009



              Number of Citation, as of March 4, 2019: 54



              Rank based on Number of Citation: 63:



              Optimal portfolio selection and dynamic benchmark tracking Gaivoronski, A.A., Krylov, S., Van Der Wijst, N. 2005 European Journal of Operational Research
              163(1), pp. 115-131



              Number of Citation, as of March 4, 2019: 52



              Rank based on Number of Citation: 64:



              Socially responsible funds and market crises Nofsinger, J., Varma, A. 2014 Journal of Banking and Finance
              48, pp. 180-193



              Number of Citation, as of March 4, 2019: 51



              Rank based on Number of Citation: 65:



              Hedge funds: Quantitative insights ( Book) Lhabitant, F.-S. 2013 Hedge Funds: Quantitative Insights
              pp. 1-336



              Number of Citation, as of March 4, 2019: 50



              Rank based on Number of Citation: 66:



              Integrating technology roadmapping and portfolio management at the front-end of new product development Oliveira, M.G., Rozenfeld, H. 2010 Technological Forecasting and Social Change
              77(8), pp. 1339-1354



              Number of Citation, as of March 4, 2019: 50



              Rank based on Number of Citation: 67:



              Financial modelling: Where to go? With an illustration for portfolio management Spronk, J., Hallerbach, W. 1997 European Journal of Operational Research
              99(1), pp. 113-125



              Number of Citation, as of March 4, 2019: 50



              Rank based on Number of Citation: 68:



              Optimality conditions in portfolio analysis with general deviation measures Rockafellar, R.T., Uryasev, S., Zabarankin, M. 2006 Mathematical Programming
              108(2-3), pp. 515-540



              Number of Citation, as of March 4, 2019: 49



              Rank based on Number of Citation: 69:



              Contingent portfolio programming for the management of risky projects Gustafsson, J., Salo, A. 2005 Operations Research
              53(6), pp. 946-956



              Number of Citation, as of March 4, 2019: 48



              Rank based on Number of Citation: 70:



              Dynamic models for fixed-income portfolio management under uncertainty Zenios, S.A., Holmer, M.R., McKendall, R., Vassiadou-Zeniou, C. 1998 Journal of Economic Dynamics and Control
              22(10), pp. 1517-1541



              Number of Citation, as of March 4, 2019: 48



              Rank based on Number of Citation: 71:



              Spectral risk measures and portfolio selection Adam, A., Houkari, M., Laurent, J.-P. 2008 Journal of Banking and Finance
              32(9), pp. 1870-1882



              Number of Citation, as of March 4, 2019: 47



              Rank based on Number of Citation: 72:



              The financial aspect of managing technical debt: A systematic literature review Ampatzoglou, A., Ampatzoglou, A., Chatzigeorgiou, A., Avgeriou, P. 2015 Information and Software Technology
              64, pp. 52-73



              Number of Citation, as of March 4, 2019: 46



              Rank based on Number of Citation: 73:



              Community detection for correlation matrices Open Access MacMahon, M., Garlaschelli, D. 2015 Physical Review X
              5(2),021006



              Number of Citation, as of March 4, 2019: 45



              Rank based on Number of Citation: 74:



              Portfolio optimization and performance analysis ( Book) Prigent, J.-L. 2007 Portfolio Optimization and Performance Analysis
              pp. 1-434



              Number of Citation, as of March 4, 2019: 45



              Rank based on Number of Citation: 75:



              A stochastic soft constraints fuzzy model for a portfolio selection problem Lacagnina, V., Pecorella, A. 2006 Fuzzy Sets and Systems
              157(10), pp. 1317-1327



              Number of Citation, as of March 4, 2019: 45



              Rank based on Number of Citation: 76:



              Downside loss aversion and portfolio management Jarrow, R., Zhaou, F. 2006 Management Science
              52(4), pp. 558-566



              Number of Citation, as of March 4, 2019: 45



              Rank based on Number of Citation: 77:



              Reaching goals by a deadline: Digital options and continuous-time active portfolio management Browne, S. 1999 Advances in Applied Probability
              31(2), pp. 551-577



              Number of Citation, as of March 4, 2019: 45



              Rank based on Number of Citation: 78:



              Risk management applied to projects, programs, and portfolios Sanchez, H., Robert, B., Bourgault, M., Pellerin, R. 2009 International Journal of Managing Projects in Business
              2(1), pp. 14-35



              Number of Citation, as of March 4, 2019: 44



              Rank based on Number of Citation: 79:



              Application of the fuzzy weighted average in strategic portfolio management Lin, C., Tan, B., Hsieh, P.-J. 2005 Decision Sciences
              36(3), pp. 489-510



              Number of Citation, as of March 4, 2019: 43



              Rank based on Number of Citation: 80:



              Project valuation and power portfolio management in a competitive market Siddiqi, S.N. 2000 IEEE Transactions on Power Systems
              15(1), pp. 116-121



              Number of Citation, as of March 4, 2019: 43



              Rank based on Number of Citation: 81:



              Successful project portfolio management beyond project selection techniques: Understanding the role of structural alignment Kaiser, M.G., El Arbi, F., Ahlemann, F. 2015 International Journal of Project Management
              33(1), pp. 126-139



              Number of Citation, as of March 4, 2019: 42



              Rank based on Number of Citation: 82:



              Balancing risk and return in a customer portfolio Tarasi, C.O., Bolton, R.N., Hutt, M.D., Walker, B.A. 2011 Journal of Marketing
              75(3), pp. 1-17



              Number of Citation, as of March 4, 2019: 42



              Rank based on Number of Citation: 83:



              Risk management with benchmarking Basak, S., Shapiro, A., Teplá, L. 2006 Management Science
              52(4), pp. 542-557



              Number of Citation, as of March 4, 2019: 41



              Rank based on Number of Citation: 84:



              Diversification evidence from international equity markets using extreme values and stochastic copulas Bhatti, M.I., Nguyen, C.C. 2012 Journal of International Financial Markets, Institutions and Money
              22(3), pp. 622-646



              Number of Citation, as of March 4, 2019: 40



              Rank based on Number of Citation: 85:



              A portfolio approach to technical debt management Guo, Y., Seaman, C. 2011 Proceedings - International Conference on Software Engineering
              pp. 31-34



              Number of Citation, as of March 4, 2019: 38



              Rank based on Number of Citation: 86:



              Multiple project management: a modern competitive necessity Dooley, L., Lupton, G., O'Sullivan, D. 2005 Journal of Manufacturing Technology Management
              16(5), pp. 466-482



              Number of Citation, as of March 4, 2019: 38



              Rank based on Number of Citation: 87:



              A multi-criterion approach for selecting attractive portfolio Bouri, A., Martel, J.M., Chabchoub, H. 2002 Journal of Multi-Criteria Decision Analysis
              11(4-5), pp. 269-277



              Number of Citation, as of March 4, 2019: 38



              Rank based on Number of Citation: 88:



              Financial asset-pricing theory and stochastic programming models for asset/liability management: A synthesis Klaassen, P. 1998 Management Science
              44(1), pp. 31-48



              Number of Citation, as of March 4, 2019: 38



              Rank based on Number of Citation: 89:



              Dynamic capability through project portfolio management in service and manufacturing industries Killen, C.P., Hunt, R.A. 2010 International Journal of Managing Projects in Business
              3(1), pp. 157-169



              Number of Citation, as of March 4, 2019: 37



              Rank based on Number of Citation: 90:



              Algorithms for portfolio management based on the Newton method Agarwal, A., Hazan, E., Kale, S., Schapire, R.E. 2006 ICML 2006 - Proceedings of the 23rd International Conference on Machine Learning
              2006, pp. 9-16



              Number of Citation, as of March 4, 2019: 37



              Rank based on Number of Citation: 91:



              Is a team different from the sum of its parts evidence from mutual fund managers Bär, M., Kempf, A., Ruenzi, S. 2011 Review of Finance
              15(2), pp. 359-396



              Number of Citation, as of March 4, 2019: 35



              Rank based on Number of Citation: 92:



              Stock price prediction using reinforcement learning Lee, J.W. 2001 IEEE International Symposium on Industrial Electronics
              1, pp. 690-695



              Number of Citation, as of March 4, 2019: 35



              Rank based on Number of Citation: 93:



              Risk-constrained dynamic active portfolio management Browne, S. 2000 Management Science
              46(9), pp. 1188-1199



              Number of Citation, as of March 4, 2019: 35



              Rank based on Number of Citation: 94:



              New product portfolio performance in family firms Kraiczy, N.D., Hack, A., Kellermanns, F.W. 2014 Journal of Business Research
              67(6), pp. 1065-1073



              Number of Citation, as of March 4, 2019: 33



              Rank based on Number of Citation: 95:



              Establishing project portfolio management: An exploratory analysis of the influence of internal stakeholders' interactions Beringer, C., Jonas, D., Georg Gemünden, H. 2012 Project Management Journal
              43(6), pp. 16-32



              Number of Citation, as of March 4, 2019: 33



              Rank based on Number of Citation: 96:



              Variance reduction in sample approximations of stochastic programs Koivu, M. 2005 Mathematical Programming
              103(3), pp. 463-485



              Number of Citation, as of March 4, 2019: 33



              Rank based on Number of Citation: 97:



              Dynamic risk management in petroleum project investment based on a variable precision rough set model Xie, G., Yue, W., Wang, S., Lai, K.K. 2010 Technological Forecasting and Social Change
              77(6), pp. 891-901



              Number of Citation, as of March 4, 2019: 32



              Rank based on Number of Citation: 98:



              Portfolio diversification, leverage, and financial contagion Schinasi, G.J., Smith, R.T. 2000 IMF Staff Papers
              47(2), pp. 159-176



              Number of Citation, as of March 4, 2019: 32



              Rank based on Number of Citation: 99:



              Performance of salmon fishery portfolios across western North America
              Open Access Griffiths, J.R., Schindler, D.E., Armstrong, J.B., (...), Stanford, J.A., Volk, E.C. 2014 Journal of Applied Ecology
              51(6), pp. 1554-1563



              Number of Citation, as of March 4, 2019: 31



              Rank based on Number of Citation: 100:



              Safety first portfolio choice based on financial and sustainability returns Dorfleitner, G., Utz, S. 2012 European Journal of Operational Research
              221(1), pp. 155-164



              Number of Citation, as of March 4, 2019: 31






              share|improve this answer











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                $begingroup$

                Welcome to Quant SE!






                The best source to check for most significant and reliable articles is
                scopus.com. For instance, I copy top 200 articles based on the keyword
                "Portfolio Management":






                Sorry about that I had to add four different posts.



                Best wishes!





                Rank based on Number of Citation: 1:



                The econometrics of financial markets ( Book) Campbell, J.Y., Lo, A.W., MacKinlay, A.C. 2012 The Econometrics of Financial Markets
                pp. 1-611



                Number of Citation, as of March 4, 2019: 2366



                Rank based on Number of Citation: 2:



                An integrated framework for project portfolio selection Archer, N.P., Ghasemzadeh, F. 1999 International Journal of Project Management
                17(4), pp. 207-216



                Number of Citation, as of March 4, 2019: 419



                Rank based on Number of Citation: 3:



                Intellectual capital and the 'capable firm': Narrating, visualising and numbering for managing knowledge Mouritsen, J., Larsen, H.T., Bukh, P.N.D. 2001 Accounting, Organizations and Society
                26(7-8), pp. 735-762



                Number of Citation, as of March 4, 2019: 287



                Rank based on Number of Citation: 4:



                Banking in the theory of finance Fama, E.F. 1980 Journal of Monetary Economics
                6(1), pp. 39-57



                Number of Citation, as of March 4, 2019: 247



                Rank based on Number of Citation: 5:



                Customer Portfolio Management: Toward a Dynamic Theory of Exchange Relationships Johnson, M.D., Selnes, F. 2004 Journal of Marketing
                68(2), pp. 1-17



                Number of Citation, as of March 4, 2019: 242



                Rank based on Number of Citation: 6:



                Extreme value dependence in financial markets: Diagnostics, models, and financial implications Poon, S.-H., Rockinger, M., Tawn, J. 2004 Review of Financial Studies
                17(2), pp. 581-610



                Number of Citation, as of March 4, 2019: 239



                Rank based on Number of Citation: 7:



                Credit risk: Pricing, measurement, and management ( Book) Duffie, D., Singleton, J.K. 2012 Credit Risk: Pricing, Measurement, and Management
                231



                *Number of Citation, as of March 4, 2019: *
                Rank based on Number of Citation: 8:



                A fuzzy goal programming approach to portfolio selection Arenas Parra, M., Bilbao Terol, A., Rodríguez Uría, M.V. 2001 European Journal of Operational Research
                133(2), pp. 287-297



                Number of Citation, as of March 4, 2019: 209



                Rank based on Number of Citation: 9:



                High dimensional covariance matrix estimation using a factor model Fan, J., Fan, Y., Lv, J. 2008 Journal of Econometrics
                147(1), pp. 186-197



                Number of Citation, as of March 4, 2019: 194



                Rank based on Number of Citation: 10:



                A fuzzy set approach for R&D portfolio selection using a real options valuation model Wang, J., Hwang, W.-L. 2007 Omega
                35(3), pp. 247-257



                Number of Citation, as of March 4, 2019: 192



                Rank based on Number of Citation: 11:



                Measuring customer perceived online service quality: Scale development and managerial implications Yang, Z., Jun, M., Peterson, R.T. 2004 International Journal of Operations and Production Management
                24(11), pp. 1149-1174



                Number of Citation, as of March 4, 2019: 182



                Rank based on Number of Citation: 12:



                Thinking differently about purchasing portfolios: An assessment of sustainable sourcing Pagell, M., Wu, Z., Wasserman, M.E. 2010 Journal of Supply Chain Management
                46(1), pp. 57-73



                Number of Citation, as of March 4, 2019: 175



                Rank based on Number of Citation: 13:



                Risk aversion or myopia? Choices in repeated gambles and retirement investments Benartzi, S., Thaler, R.H. 1999 Management Science
                45(3), pp. 364-381



                Number of Citation, as of March 4, 2019: 175



                Rank based on Number of Citation: 14:



                Does aquaculture add resilience to the global food system? Troell, M., Naylor, R.L., Metian, M., (...), Xepapadeas, T., De Zeeuw, A. 2014 Proceedings of the National Academy of Sciences of the United States of America
                111(37), pp. 13257-13263



                Number of Citation, as of March 4, 2019: 148



                Rank based on Number of Citation: 15:



                Financial risk management in a competitive electricity market roger bjorgan Liu, C.-C. 1999 IEEE Transactions on Power Systems
                14(4), pp. 1285-1291



                Number of Citation, as of March 4, 2019: 144



                Rank based on Number of Citation: 16:



                A comparison of VaR and CVaR constraints on portfolio selection with the mean-variance model Alexander, G.J., Baptista, A.M. 2004 Management Science
                50(9), pp. 1261-1273



                Number of Citation, as of March 4, 2019: 141



                Rank based on Number of Citation: 17:



                Project portfolio management - There's more to it than what management enacts Blichfeldt, B.S., Eskerod, P. 2008 International Journal of Project Management
                26(4), pp. 357-365



                Number of Citation, as of March 4, 2019: 135



                Rank based on Number of Citation: 18:



                The intersection of market and credit risk Jarrow, R.A., Turnbull, S.M. 2000 Journal of Banking and Finance
                24(1-2), pp. 271-299



                Number of Citation, as of March 4, 2019: 134



                Rank based on Number of Citation: 19:



                Probabilistic constrained load flow considering integration of wind power generation and electric vehicles Vlachogiannis, J.G. 2009 IEEE Transactions on Power Systems
                24(4), pp. 1808-1817



                Number of Citation, as of March 4, 2019: 133



                Rank based on Number of Citation: 20:



                Preference programming for robust portfolio modeling and project selection Liesiö, J., Mild, P., Salo, A. 2007 European Journal of Operational Research
                181(3), pp. 1488-1505



                Number of Citation, as of March 4, 2019: 130



                Rank based on Number of Citation: 21:



                Extreme financial risks: From dependence to risk management ( Book) Malevergn, Y., Sornette, D. 2006 Extreme Financial Risks: From Dependence to Risk Management
                pp. 1-312



                Number of Citation, as of March 4, 2019: 124



                Rank based on Number of Citation: 22:



                Bio-folio: Applying portfolio theory to biodiversity Figge, F. 2004 Biodiversity and Conservation
                13(4), pp. 827-849



                Number of Citation, as of March 4, 2019: 121



                Rank based on Number of Citation: 23:



                Venture capitalists' decision to syndicate Manigart, S., Lockett, A., Meuleman, M., (...), Desbrières, P., Hommel, U. 2006 Entrepreneurship: Theory and Practice
                30(2), pp. 131-153



                Number of Citation, as of March 4, 2019: 111



                Rank based on Number of Citation: 24:



                Scenario tree modeling for multistage stochastic programs Heitsch, H., Römisch, W. 2009 Mathematical Programming
                118(2), pp. 371-406



                Number of Citation, as of March 4, 2019: 110



                Rank based on Number of Citation: 25:



                Option pricing: Valuation models and applications Broadie, M., Detemple, J.B. 2004 Management Science
                50(9), pp. 1145-1177



                Number of Citation, as of March 4, 2019: 108



                Rank based on Number of Citation: 26:



                Audit firm portfolio management decisions Johnstone, K.M., Bedard, J.C. 2004 Journal of Accounting Research
                42(4), pp. 659-690



                Number of Citation, as of March 4, 2019: 104



                Rank based on Number of Citation: 27:



                Asset and liability management under a continuous-time mean-variance optimization framework Chiu, M.C., Li, D. 2006 Insurance: Mathematics and Economics
                39(3), pp. 330-355



                Number of Citation, as of March 4, 2019: 103



                Rank based on Number of Citation: 28:



                A theoretical ramework for managing the new product development portfolio: When and how to use strategic buckets Chao, R.O., Kavadias, S. 2008 Management Science
                54(5), pp. 907-921



                Number of Citation, as of March 4, 2019: 102



                Rank based on Number of Citation: 29:



                Fuzzy portfolio selection using fuzzy analytic hierarchy process Tiryaki, F., Ahlatcioglu, B. 2009 Information Sciences
                179(1-2), pp. 53-69



                Number of Citation, as of March 4, 2019: 100



                Rank based on Number of Citation: 30:



                Performance Incentive Fees: An Agency Theoretic Approach Starks, L.T. 1987 Journal of Financial and Quantitative Analysis
                22(1), pp. 17-32



                Number of Citation, as of March 4, 2019: 100



                Rank based on Number of Citation: 31:



                Toward a theory of project interdependencies in high tech R & D environments Verma, D., Sinha, K.K. 2002 Journal of Operations Management
                20(5), pp. 451-468



                Number of Citation, as of March 4, 2019: 98



                Rank based on Number of Citation: 32:



                Applying innovation ( Book) O'Sullivan, D., Dooley, L. 2009 Applying Innovation
                pp. 1-391



                Number of Citation, as of March 4, 2019: 96



                Rank based on Number of Citation: 33:



                Toward a theory of competencies for the management of product complexity: Six case studies Closs, D.J., Jacobs, M.A., Swink, M., Webb, G.S. 2008 Journal of Operations Management
                26(5), pp. 590-610



                Number of Citation, as of March 4, 2019: 91



                Rank based on Number of Citation: 34:



                A fuzzy decision support system for strategic portfolio management Lin, C., Hsieh, P.-J. 2004 Decision Support Systems
                38(3), pp. 383-398



                Number of Citation, as of March 4, 2019: 90



                Rank based on Number of Citation: 35:



                The challenge of autonomy and dependence in franchised channels of distribution Dant, R.P., Gundlach, G.T. 1999 Journal of Business Venturing
                14(1), pp. 35-67



                Number of Citation, as of March 4, 2019: 90



                Rank based on Number of Citation: 36:



                Project portfolios in dynamic environments: Organizing for uncertainty Petit, Y. 2012 International Journal of Project Management
                30(5), pp. 539-553



                Number of Citation, as of March 4, 2019: 84



                Rank based on Number of Citation: 37:



                Possibilistic mean-variance models and efficient frontiers for portfolio selection problem Zhang, W.-G., Wang, Y.-L., Chen, Z.-P., Nie, Z.-K. 2007 Information Sciences
                177(13), pp. 2787-2801



                Number of Citation, as of March 4, 2019: 84



                Rank based on Number of Citation: 38:



                Constructing risk measures from uncertainty sets Natarajan, K., Pachamanova, D., Sim, M. 2009 Operations Research
                57(5), pp. 1129-1141



                Number of Citation, as of March 4, 2019: 77



                Rank based on Number of Citation: 39:



                Stock trading using RSPOP: A novel rough set-based neuro-fuzzy approach Ang, K.K., Quek, C. 2006 IEEE Transactions on Neural Networks
                17(5), pp. 1301-1315



                Number of Citation, as of March 4, 2019: 73



                Rank based on Number of Citation: 40:



                Behavior of internal stakeholders in project portfolio management and its impact on success Beringer, C., Jonas, D., Kock, A. 2013 International Journal of Project Management
                31(6), pp. 830-846



                Number of Citation, as of March 4, 2019: 72



                Rank based on Number of Citation: 41:



                The management of project management: A conceptual framework for project governance Too, E.G., Weaver, P. 2014 International Journal of Project Management
                32(8), pp. 1382-1394



                Number of Citation, as of March 4, 2019: 71



                Rank based on Number of Citation: 42:



                Construction client multi-projects - A complex adaptive systems perspective Aritua, B., Smith, N.J., Bower, D. 2009 International Journal of Project Management
                27(1), pp. 72-79



                Number of Citation, as of March 4, 2019: 71



                Rank based on Number of Citation: 43:



                Portfolio optimization with mental accounts
                Open Access Das, S., Markowitz, H., Scheid, J., Statman, M. 2010 Journal of Financial and Quantitative Analysis
                45(2), pp. 311-334



                Number of Citation, as of March 4, 2019: 69



                Rank based on Number of Citation: 44:



                The advent of copulas in finance Genest, C., Gendron, M., Bourdeau-Brien, M. 2009 European Journal of Finance
                15(7-8), pp. 609-618



                Number of Citation, as of March 4, 2019: 69



                Rank based on Number of Citation: 45:



                Advancing project and portfolio management research: Applying strategic management theories Killen, C.P., Jugdev, K., Drouin, N., Petit, Y. 2012 International Journal of Project Management
                30(5), pp. 525-538



                Number of Citation, as of March 4, 2019: 67



                Rank based on Number of Citation: 46:



                Exploring portfolio decision-making processes Kester, L., Griffin, A., Hultink, E.J., Lauche, K. 2011 Journal of Product Innovation Management
                28(5), pp. 641-661



                Number of Citation, as of March 4, 2019: 66



                Rank based on Number of Citation: 47:



                Resource allocation strategy for innovation portfolio management Klingebiel, R., Rammer, C. 2014 Strategic Management Journal
                35(2), pp. 246-268



                Number of Citation, as of March 4, 2019: 65



                Rank based on Number of Citation: 48:



                Neural network-based mean-variance-skewness model for portfolio selection Yu, L., Wang, S., Lai, K.K. 2008 Computers and Operations Research
                35(1), pp. 34-46



                Number of Citation, as of March 4, 2019: 63



                Rank based on Number of Citation: 49:



                Portfolio optimization using multi-objective genetic algorithms Skolpadungket, P., Dahal, K., Harnpornchai, N. 2007 2007 IEEE Congress on Evolutionary Computation, CEC 2007
                4424514, pp. 516-523



                Number of Citation, as of March 4, 2019: 63



                Rank based on Number of Citation: 50:



                Do relationship portfolios and networks provide the key to successful relationship management? Zolkiewski, J., Turnbull, P. 2002 Journal of Business & Industrial Marketing
                17(7), pp. 575-597



                Number of Citation, as of March 4, 2019: 63






                share|improve this answer











                $endgroup$





















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                  $begingroup$

                  Rank based on Number of Citation: 151:



                  An empirical investigation of the antecedents and outcomes of NPD portfolio success Kester, L., Hultink, E.J., Griffin, A. 2014 Journal of Product Innovation Management
                  31(6), pp. 1199-1213



                  Number of Citation, as of March 4, 2019: 18



                  Rank based on Number of Citation: 152:



                  Developing a project portfolio selection model for contractor firms considering the risk factor
                  Open Access Abbasianjahromi, H., Rajaie, H. 2012 Journal of Civil Engineering and Management*
                  18(6), pp. 879-889



                  Number of Citation, as of March 4, 2019: 18



                  Rank based on Number of Citation: 153:



                  Splitting up value: A critical review of residual income theories Magni, C.A. 2009 European Journal of Operational Research
                  198(1), pp. 1-22



                  Number of Citation, as of March 4, 2019: 18



                  Rank based on Number of Citation: 154:



                  IT sourcing portfolio management for IT services providers - A risk/cost perspective | [Gestion du portefeuille d'externalisation des IT par les fournisseurs de services informatiques: Une perspective centrée sur les risques et les coûts] Zimmermann, S., Katzmarzik, A., Kundisch, D. 2008 ICIS 2008 Proceedings - Twenty Ninth International Conference on Information Systems



                  Number of Citation, as of March 4, 2019: 18



                  Rank based on Number of Citation: 155:



                  Economic Properties of the Risk Sensitive Criterion for Portfolio Management Bielecki, T.R., Pliska, S.R. 2003 Review of Accounting and Finance
                  2(2), pp. 3-17



                  Number of Citation, as of March 4, 2019: 18



                  Rank based on Number of Citation: 156:



                  Managing R&D Project Shifts in High-Tech Organizations: A Multi-Method Study Chandrasekaran, A., Linderman, K., Sting, F.J., Benner, M.J. 2016 Production and Operations Management
                  25(3), pp. 390-416



                  Number of Citation, as of March 4, 2019: 17



                  Rank based on Number of Citation: 157:



                  Investment Recommendation in P2P Lending: A Portfolio Perspective with Risk Management Zhao, H., Wu, L., Liu, Q., Ge, Y., Chen, E. 2015 Proceedings - IEEE International Conference on Data Mining, ICDM
                  2015-January(January),7023455, pp. 1109-1114



                  Number of Citation, as of March 4, 2019: 17



                  Rank based on Number of Citation: 158:



                  Optimizing the shares of native tree species in forest plantations with biased financial parameters Hildebrandt, P., Knoke, T. 2009 Ecological Economics
                  68(11), pp. 2825-2833



                  Number of Citation, as of March 4, 2019: 17



                  Rank based on Number of Citation: 159:



                  Optimization strategies in credit portfolio management Ivorra, B., Mohammadi, B., Ramos, A.M. 2009 Journal of Global Optimization
                  43(2-3), pp. 415-427



                  Number of Citation, as of March 4, 2019: 17



                  Rank based on Number of Citation: 160:



                  History path dependent optimal control and portfolio valuation and management Aubin, J.-P., Haddad, G. 2002 Positivity
                  6(3), pp. 331-358



                  Number of Citation, as of March 4, 2019: 17



                  Rank based on Number of Citation: 161:



                  Cloning for intelligent adaptive information agents Decker, K., Sycara, K., Williamson, M. 1997 Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
                  1286, pp. 63-75



                  Number of Citation, as of March 4, 2019: 17



                  Rank based on Number of Citation: 162:



                  Modelling the dynamic dependence structure in multivariate financial time series Şerban, M., Brockwell, A., Lehoczky, J., Srivastava, S. 2007 Journal of Time Series Analysis
                  28(5), pp. 763-782



                  Number of Citation, as of March 4, 2019: 16



                  Rank based on Number of Citation: 163:



                  Risk sensitive portfolio management with Cox-Ingersoll-Ross interest rates: The HJB equation Bielecki, T.R., Pliska, S.R., Sheu, S.-J. 2006 SIAM Journal on Control and Optimization
                  44(5), pp. 1811-1843



                  Number of Citation, as of March 4, 2019: 16



                  Rank based on Number of Citation: 164:



                  "web-weaving": An approach to sustainable e-retail and online advantage in lingerie fashion marketing Ashworth, C.J., Schmidt, R.Ä., Pioch, E.A., Hallsworth, A. 2006 International Journal of Retail and Distribution Management
                  34(6), pp. 497-511



                  Number of Citation, as of March 4, 2019: 16



                  Rank based on Number of Citation: 165:



                  Developing a decision tool for identifying operational and attractive segments Dibb, S. 1995 Journal of Strategic Marketing
                  3(3), pp. 189-203



                  Number of Citation, as of March 4, 2019: 16



                  Rank based on Number of Citation: 166:



                  Capital Asset Pricing Model (CAPM) with drawdown measure Zabarankin, M., Pavlikov, K., Uryasev, S. 2014 European Journal of Operational Research
                  234(2), pp. 508-517



                  Number of Citation, as of March 4, 2019: 15



                  Rank based on Number of Citation: 167:



                  The effects of venture capitalists on the governance of firms Bonini, S., Alkan, S., Salvi, A. 2012 Corporate Governance: An International Review
                  20(1), pp. 21-45



                  Number of Citation, as of March 4, 2019: 15



                  Rank based on Number of Citation: 168:



                  An introduction to wavelet theory in finance: A wavelet multiscale approach ( Book) In, F., Kim, S. 2012 An Introduction to Wavelet Theory in Finance: A Wavelet Multiscale Approach
                  pp. 1-204



                  Number of Citation, as of March 4, 2019: 15



                  Rank based on Number of Citation: 169:



                  The Theory and Practice of Investment Management: Asset Allocation, Valuation, Portfolio Construction, and Strategies, Second Edition (Book) Open Access Fabozzi, F.J., Markowitz, H.M. 2011 The Theory and Practice of Investment Management: Asset Allocation, Valuation, Portfolio Construction, and Strategies, Second Edition*



                  Number of Citation, as of March 4, 2019: 15



                  Rank based on Number of Citation: 170:



                  Portfolio management within the frame of multiobjective mathematical programming: A categorised bibliographic study Xidonas, P., Mavrotas, G., Psarras, J. 2010 International Journal of Operational Research
                  8(1), pp. 21-41



                  Number of Citation, as of March 4, 2019: 15



                  Rank based on Number of Citation: 171:



                  Extreme returns and value at risk in international securitized real estate markets Liow, K.H. 2008 Journal of Property Investment and Finance
                  26(5), pp. 418-446



                  Number of Citation, as of March 4, 2019: 15



                  Rank based on Number of Citation: 172:



                  An improved fixed-rate mortgage valuation methodology with interacting prepayment and default options Sharp, N.J., Newton, D.P., Duck, P.W. 2008 Journal of Real Estate Finance and Economics
                  36(3), pp. 307-342



                  Number of Citation, as of March 4, 2019: 15



                  Rank based on Number of Citation: 173:



                  Effects of options trade on purchasing portfolio for load serving entities Wang, J., Li, Y., Zhang, S. 2008 Dianli Xitong Zidonghua/Automation of Electric Power Systems
                  32(3), pp. 30-32+96



                  Number of Citation, as of March 4, 2019: 15



                  Rank based on Number of Citation: 174:



                  Handbook of enterprise systems architecture in practice ( Book) Saha, P. 2007 Handbook of Enterprise Systems Architecture in Practice
                  pp. 1-471



                  Number of Citation, as of March 4, 2019: 15



                  Rank based on Number of Citation: 175:



                  Optimal guaranteed return portfolios and the casino effect Dert, C., Oldenkamp, B. 2000 Operations Research
                  48(5), pp. 768-775



                  Number of Citation, as of March 4, 2019: 15



                  Rank based on Number of Citation: 176:



                  Integrating arbitrage pricing theory and artificial neural networks to support portfolio management Hung, S.-Y., Liang, T.-P., Liu, V.W.-C. 1996 Decision Support Systems
                  18(3-4), pp. 301-316



                  Number of Citation, as of March 4, 2019: 15



                  Rank based on Number of Citation: 177:



                  Self-organizing neural network system for trading common stocks Wilson, C.L. 1994 IEEE International Conference on Neural Networks - Conference Proceedings
                  6, pp. 3651-3654



                  Number of Citation, as of March 4, 2019: 15



                  Rank based on Number of Citation: 178:



                  A dynamic balance sheet management model for a Canadian chartered bank Brodt, A.I. 1978 Journal of Banking and Finance
                  2(3), pp. 221-241



                  Number of Citation, as of March 4, 2019: 15



                  Rank based on Number of Citation: 179:



                  Antecedents of project managers’ voice behavior: The moderating effect of organization-based self-esteem and affective organizational commitment Ekrot, B., Rank, J., Gemünden, H.G. 2016 International Journal of Project Management
                  34(6), pp. 1028-1042



                  Number of Citation, as of March 4, 2019: 14



                  Rank based on Number of Citation: 180:



                  Efficiently inefficient: How smart money invests and market prices are determined ( Book) Pedersen, L.H. 2015 Efficiently Inefficient: How Smart Money Invests and Market Prices are Determined
                  pp. 1-348



                  Number of Citation, as of March 4, 2019: 14



                  Rank based on Number of Citation: 181:



                  Comparing water options for irrigation farmers using Modern Portfolio Theory Gaydon, D.S., Meinke, H., Rodriguez, D., McGrath, D.J. 2012 Agricultural Water Management
                  115, pp. 1-9



                  Number of Citation, as of March 4, 2019: 14



                  Rank based on Number of Citation: 182:



                  Multi-period portfolio optimization for asset-liability management with bankrupt control Li, C., Li, Z. 2012 Applied Mathematics and Computation
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                    3












                    $begingroup$

                    A lot has happened since Markowitz and Sharpe. While their work is still considered foundational, the empirical/practical relevance of their models has been questioned by later work.



                    Here are a few more recent articles about portfolio theory, in no particular order (all accessible online):



                    Jorion: Bayes-Stein Estimation for Portfolio Analysis, JFQA, 1986



                    Ledoit, Wolf: Honey, I Shrunk the Sample Covariance Matrix, 2003



                    DeMiguel, Garlappi, Uppal: Optimal Versus Naive Diversification: How Inefficient is the 1/N Portfolio Strategy?, RFS, 2009



                    Fama, French: A Five-Factor Asset Pricing Model, 2014



                    Maillard, Roncalli, Teiletche: On the properties of equally-weighted risk contributions portfolios, 2009



                    He, Litterman: The Intuition Behind Black-Litterman Model Portfolios, GS, December 1999



                    Hurst, Johnson, Ooi: Undertanding Risk Parity, AQR Capital Management, Fall 2010






                    share|improve this answer











                    $endgroup$


















                      3












                      $begingroup$

                      A lot has happened since Markowitz and Sharpe. While their work is still considered foundational, the empirical/practical relevance of their models has been questioned by later work.



                      Here are a few more recent articles about portfolio theory, in no particular order (all accessible online):



                      Jorion: Bayes-Stein Estimation for Portfolio Analysis, JFQA, 1986



                      Ledoit, Wolf: Honey, I Shrunk the Sample Covariance Matrix, 2003



                      DeMiguel, Garlappi, Uppal: Optimal Versus Naive Diversification: How Inefficient is the 1/N Portfolio Strategy?, RFS, 2009



                      Fama, French: A Five-Factor Asset Pricing Model, 2014



                      Maillard, Roncalli, Teiletche: On the properties of equally-weighted risk contributions portfolios, 2009



                      He, Litterman: The Intuition Behind Black-Litterman Model Portfolios, GS, December 1999



                      Hurst, Johnson, Ooi: Undertanding Risk Parity, AQR Capital Management, Fall 2010






                      share|improve this answer











                      $endgroup$
















                        3












                        3








                        3





                        $begingroup$

                        A lot has happened since Markowitz and Sharpe. While their work is still considered foundational, the empirical/practical relevance of their models has been questioned by later work.



                        Here are a few more recent articles about portfolio theory, in no particular order (all accessible online):



                        Jorion: Bayes-Stein Estimation for Portfolio Analysis, JFQA, 1986



                        Ledoit, Wolf: Honey, I Shrunk the Sample Covariance Matrix, 2003



                        DeMiguel, Garlappi, Uppal: Optimal Versus Naive Diversification: How Inefficient is the 1/N Portfolio Strategy?, RFS, 2009



                        Fama, French: A Five-Factor Asset Pricing Model, 2014



                        Maillard, Roncalli, Teiletche: On the properties of equally-weighted risk contributions portfolios, 2009



                        He, Litterman: The Intuition Behind Black-Litterman Model Portfolios, GS, December 1999



                        Hurst, Johnson, Ooi: Undertanding Risk Parity, AQR Capital Management, Fall 2010






                        share|improve this answer











                        $endgroup$



                        A lot has happened since Markowitz and Sharpe. While their work is still considered foundational, the empirical/practical relevance of their models has been questioned by later work.



                        Here are a few more recent articles about portfolio theory, in no particular order (all accessible online):



                        Jorion: Bayes-Stein Estimation for Portfolio Analysis, JFQA, 1986



                        Ledoit, Wolf: Honey, I Shrunk the Sample Covariance Matrix, 2003



                        DeMiguel, Garlappi, Uppal: Optimal Versus Naive Diversification: How Inefficient is the 1/N Portfolio Strategy?, RFS, 2009



                        Fama, French: A Five-Factor Asset Pricing Model, 2014



                        Maillard, Roncalli, Teiletche: On the properties of equally-weighted risk contributions portfolios, 2009



                        He, Litterman: The Intuition Behind Black-Litterman Model Portfolios, GS, December 1999



                        Hurst, Johnson, Ooi: Undertanding Risk Parity, AQR Capital Management, Fall 2010







                        share|improve this answer














                        share|improve this answer



                        share|improve this answer








                        edited 5 hours ago

























                        answered 5 hours ago









                        Alex CAlex C

                        6,29911023




                        6,29911023























                            0












                            $begingroup$

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                            $endgroup$


















                              0












                              $begingroup$

                              Rank based on Number of Citation: 101:



                              A theory of bond portfolios Open Access Ekeland, I., Taflin, E. 2005 Annals of Applied Probability 15(2)



                              Number of Citation, as of March 4, 2019: 31



                              Rank based on Number of Citation: 102:



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                              22(5), pp. 1297-1311



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                              Rank based on Number of Citation: 103:



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                              Number of Citation, as of March 4, 2019: 30



                              Rank based on Number of Citation: 104:



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                              49(3), pp. 420-432



                              Number of Citation, as of March 4, 2019: 30



                              Rank based on Number of Citation: 105:



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                              63(5), pp. 1195-1224



                              Number of Citation, as of March 4, 2019: 30



                              Rank based on Number of Citation: 106:



                              Efficient Portfolios in the Asset Liability Context
                              Open Access Keel, A., Müller, H.H. 1995 ASTIN Bulletin 25(1), pp. 33-48



                              Number of Citation, as of March 4, 2019: 30



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                              9(1), pp. 55-79



                              Number of Citation, as of March 4, 2019: 29



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                              Using R&D portfolio management to deal with dynamic risk Floricel, S., Ibanescu, M. 2008 R and D Management
                              38(5), pp. 452-467



                              Number of Citation, as of March 4, 2019: 29



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                              Risk management in a competitive electricity market Liu, M., Wu, F.F. 2007 International Journal of Electrical Power and Energy Systems
                              29(9), pp. 690-697



                              Number of Citation, as of March 4, 2019: 29



                              Rank based on Number of Citation: 110:



                              Delegated portfolio management: A survey of the theoretical literature Stracca, L. 2006 Journal of Economic Surveys
                              20(5), pp. 823-848



                              Number of Citation, as of March 4, 2019: 29



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                              Occupier requirements in commercial real estate markets Lizieri, C.M. 2003 Urban Studies
                              40(5-6), pp. 1151-1169



                              Number of Citation, as of March 4, 2019: 29



                              Rank based on Number of Citation: 112:



                              Action-Oriented Portfolio Management: Strategy tables permit decision makers to build and evaluate R&D portfolios that focus on value-enhancing actions Spradlin, C.T., Kutoloski, D.M. 1999 Research Technology Management
                              42(2), pp. 26-32



                              Number of Citation, as of March 4, 2019: 29



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                              Risk management of contract portfolios in IT services: The profit-at-risk approach Kauffman, R.J., Sougstad, R. 2008 Journal of Management Information Systems
                              25(1), pp. 17-48



                              Number of Citation, as of March 4, 2019: 28



                              Rank based on Number of Citation: 114:



                              Universal investors and socially responsible investors: A tale of emerging affinities Lydenberg, S. 2007 Corporate Governance: An International Review
                              15(3), pp. 467-477



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                              Rank based on Number of Citation: 115:



                              Introduction to modern portfolio optimization with NUOPT and S-PLUS ( Book) Scherer, B., Martin, R.D. 2005 Introduction to Modern Portfolio Optimization with NUOPT and S-PLUS
                              pp. 1-426



                              Number of Citation, as of March 4, 2019: 28



                              Rank based on Number of Citation: 116:



                              Functional dynamic factor models with application to yield curve forecasting Hays, S., Shen, H., Huang, J.Z. 2012 Annals of Applied Statistics
                              6(3), pp. 870-893



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                              Portfolio insurance and prospect theory investors: Popularity and optimal design of capital protected financial products Dichtl, H., Drobetz, W. 2011 Journal of Banking and Finance
                              35(7), pp. 1683-1697



                              Number of Citation, as of March 4, 2019: 27



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                              Risk-sensitive benchmarked asset management Davis, M., Lleo, S. 2008 Quantitative Finance
                              8(4), pp. 415-426



                              Number of Citation, as of March 4, 2019: 27



                              Rank based on Number of Citation: 119:



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                              57(5), pp. 379-397



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                              28(13), pp. 1-6



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                              7(3), pp. 339-354



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                              Rank based on Number of Citation: 122:



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                              Open Access Vercher, E. 2008 Journal of Computational and Applied Mathematics
                              217(2), pp. 381-393



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                              pp. 147-155



                              Number of Citation, as of March 4, 2019: 25



                              Rank based on Number of Citation: 124:



                              A fuzzy decision-making approach for portfolio management with direct real estate investment | [Sprendimuogonek priėmimo metodas esant neapibrėžtumui tiesioginiuogonek nekilnojamojo turto investicijuogonek portfelio valdymo metu]
                              Open Access Hui, E.C.M., Lau, O.M.F., Lo, K.K. 2009 International Journal of Strategic Property Management
                              13(2), pp. 191-204



                              Number of Citation, as of March 4, 2019: 24



                              Rank based on Number of Citation: 125:



                              LP modeling for asset-liability management: A survey of choices and simplifications
                              Open Access Sodhi, M.S. 2005 Operations Research 53(2), pp. 181-196



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                              Rank based on Number of Citation: 126:



                              Using artificial intelligence and visual techniques into preference disaggregation analysis: The MIIDAS system Siskos, Y., Spyridakos, A., Yannacopoulos, D. 1999 European Journal of Operational Research
                              113(2), pp. 281-299



                              Number of Citation, as of March 4, 2019: 24



                              Rank based on Number of Citation: 127:



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                              78(3), pp. 243-254



                              Number of Citation, as of March 4, 2019: 24



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                              185(2), pp. 700-715



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                              Number of Citation, as of March 4, 2019: 23



                              Rank based on Number of Citation: 130:



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                              80(10), pp. 1314-1321



                              Number of Citation, as of March 4, 2019: 22



                              Rank based on Number of Citation: 131:



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                              6(1), pp. 152-172



                              Number of Citation, as of March 4, 2019: 21



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                              28(1), pp. 38-48



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                              144(5), pp. 1499-1507



                              Number of Citation, as of March 4, 2019: 21



                              Rank based on Number of Citation: 134:



                              Portfolio selection under strict uncertainty: A multi-criteria methodology and its application to the Frankfurt and Vienna Stock Exchanges Ballestero, E., Günther, M., Pla-Santamaria, D., Stummer, C. 2007 European Journal of Operational Research



                              Number of Citation, as of March 4, 2019: 181(3), pp. 1476-1487
                              21



                              Rank based on Number of Citation: 135:



                              Does Focus Really Matter? Specialized vs. Diversified REITs Ro, S., Ziobrowski, A.J. 2011 Journal of Real Estate Finance and Economics
                              42(1), pp. 68-83



                              Number of Citation, as of March 4, 2019: 20



                              Rank based on Number of Citation: 136:



                              Construction programme management theory and practice: Contextual and pragmatic approach Shehu, Z., Akintoye, A. 2009 International Journal of Project Management
                              27(7), pp. 703-716



                              Number of Citation, as of March 4, 2019: 20



                              Rank based on Number of Citation: 137:



                              Management of foresight portfolio: Analysis of modular foresight projects at contract research organisation Konnola, T., Ahlqvist, T., Eerola, A., Kivisaari, S., Koivisto, R. 2009 Technology Analysis and Strategic Management
                              21(3), pp. 381-405



                              Number of Citation, as of March 4, 2019: 20



                              Rank based on Number of Citation: 138:



                              Resource allocation neural network in portfolio selection Ko, P.-C., Lin, P.-C. 2008 Expert Systems with Applications
                              35(1-2), pp. 330-337



                              Number of Citation, as of March 4, 2019: 20



                              Rank based on Number of Citation: 139:



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                              54(2), pp. 400-414



                              Number of Citation, as of March 4, 2019: 20



                              Rank based on Number of Citation: 140:



                              Assessing the incremental value of option pricing theory relative to an informationally passive benchmark Figlewski, S. 2002 Journal of Derivatives
                              10(1), pp. 80-96



                              Number of Citation, as of March 4, 2019: 20



                              Rank based on Number of Citation: 141:



                              Towards a governance framework for chains of Scrum teams Vlietland, J., Van Vliet, H. 2015 Information and Software Technology
                              57(1), pp. 52-65



                              Number of Citation, as of March 4, 2019: 19



                              Rank based on Number of Citation: 142:



                              Robust project portfolio management: capability evolution and maturity Killen, C.P., Hunt, R.A. 2013 International Journal of Managing Projects in Business
                              6(1), pp. 131-151



                              Number of Citation, as of March 4, 2019: 19



                              Rank based on Number of Citation: 143:



                              Mean-variance principle of managing cointegrated risky assets and random liabilities Chiu, M.C., Wong, H.Y. 2013 Operations Research Letters
                              41(1), pp. 98-106



                              Number of Citation, as of March 4, 2019: 19



                              Rank based on Number of Citation: 144:



                              New product portfolio management decisions: Antecedents and consequences McNally, R.C., Durmuşoǧlu, S.S., Calantone, R.J. 2013 Journal of Product Innovation Management
                              30(2), pp. 245-261



                              Number of Citation, as of March 4, 2019: 19



                              Rank based on Number of Citation: 145:



                              Scenario tree generation approaches using K-means and LP moment matching methods
                              Open Access Xu, D., Chen, Z., Yang, L. 2012 Journal of Computational and Applied Mathematics
                              236(17), pp. 4561-4579



                              Number of Citation, as of March 4, 2019: 19



                              Rank based on Number of Citation: 146:



                              Man versus math: Behaviorist exploration of post-crisis non-banking asset management Strang, K.D. 2012 Journal of Asset Management
                              13(5), pp. 348-367



                              Number of Citation, as of March 4, 2019: 19



                              Rank based on Number of Citation: 147:



                              Decision support for retirement portfolio management: Overcoming myopic loss aversion via technology design Looney, C.A., Hardin, A.M. 2009 Management Science
                              55(10), pp. 1688-1703



                              Number of Citation, as of March 4, 2019: 19



                              Rank based on Number of Citation: 148:



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                              19(1), pp. 49-67



                              Number of Citation, as of March 4, 2019: 19



                              Rank based on Number of Citation: 149:



                              Generalized case-based reasoning system for portfolio management Chi, R.T., Chen, M., Kiang, M.Y. 1993 Expert Systems With Applications
                              6(1), pp. 67-76



                              Number of Citation, as of March 4, 2019: 19



                              Rank based on Number of Citation: 150:



                              Risk, reward, and payments for ecosystem services: A portfolio approach to ecosystem services and forestland investment Matthies, B.D., Kalliokoski, ., Ekholm, ., Hoen, H.F., Valsta, L.T. 2015 Ecosystem Services
                              16, pp. 1-12



                              Number of Citation, as of March 4, 2019: 18






                              share|improve this answer











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                                Rank based on Number of Citation: 101:



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                                Common stock portfolio selection: A multiple criteria decision making methodology and an application to the Athens Stock Exchange Xidonas, P., Askounis, D., Psarras, J. 2009 Operational Research
                                9(1), pp. 55-79



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                                Using R&D portfolio management to deal with dynamic risk Floricel, S., Ibanescu, M. 2008 R and D Management
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                                Action-Oriented Portfolio Management: Strategy tables permit decision makers to build and evaluate R&D portfolios that focus on value-enhancing actions Spradlin, C.T., Kutoloski, D.M. 1999 Research Technology Management
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                                Number of Citation, as of March 4, 2019: 28



                                Rank based on Number of Citation: 114:



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                                Number of Citation, as of March 4, 2019: 28



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                                Introduction to modern portfolio optimization with NUOPT and S-PLUS ( Book) Scherer, B., Martin, R.D. 2005 Introduction to Modern Portfolio Optimization with NUOPT and S-PLUS
                                pp. 1-426



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                                Risk-sensitive benchmarked asset management Davis, M., Lleo, S. 2008 Quantitative Finance
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                                An event-driven approach with makespan/cost tradeoff analysis for project portfolio scheduling Kao, H.-P., Wang, B., Dong, J., Ku, K.-C. 2006 Computers in Industry
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                                Rank based on Number of Citation: 120:



                                Framework for generation risk management in electricity markets Liu, M., Wu, F.F. 2004 Dianli Xitong Zidonghua/Automation of Electric Power Systems
                                28(13), pp. 1-6



                                Number of Citation, as of March 4, 2019: 27



                                Rank based on Number of Citation: 121:



                                Portfolio management of islamic banks. 'Certainty model' Bashir, B.A. 1983 Journal of Banking and Finance
                                7(3), pp. 339-354



                                Number of Citation, as of March 4, 2019: 26



                                Rank based on Number of Citation: 122:



                                Portfolios with fuzzy returns: Selection strategies based on semi-infinite programming
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                                Number of Citation, as of March 4, 2019: 25



                                Rank based on Number of Citation: 123:



                                Increasing the accuracy and reliability of analogy-based cost estimation with extensive project feature dimension weighting Auer, M., Biffl, S. 2004 Proceedings - 2004 International Symposium on Empirical Software Engineering, ISESE 2004
                                pp. 147-155



                                Number of Citation, as of March 4, 2019: 25



                                Rank based on Number of Citation: 124:



                                A fuzzy decision-making approach for portfolio management with direct real estate investment | [Sprendimuogonek priėmimo metodas esant neapibrėžtumui tiesioginiuogonek nekilnojamojo turto investicijuogonek portfelio valdymo metu]
                                Open Access Hui, E.C.M., Lau, O.M.F., Lo, K.K. 2009 International Journal of Strategic Property Management
                                13(2), pp. 191-204



                                Number of Citation, as of March 4, 2019: 24



                                Rank based on Number of Citation: 125:



                                LP modeling for asset-liability management: A survey of choices and simplifications
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                                Number of Citation, as of March 4, 2019: 24



                                Rank based on Number of Citation: 126:



                                Using artificial intelligence and visual techniques into preference disaggregation analysis: The MIIDAS system Siskos, Y., Spyridakos, A., Yannacopoulos, D. 1999 European Journal of Operational Research
                                113(2), pp. 281-299



                                Number of Citation, as of March 4, 2019: 24



                                Rank based on Number of Citation: 127:



                                A fuzzy control model (FCM) for dynamic portfolio management Östermark, R. 1996 Fuzzy Sets and Systems
                                78(3), pp. 243-254



                                Number of Citation, as of March 4, 2019: 24



                                Rank based on Number of Citation: 128:



                                A mixed R&D projects and securities portfolio selection model Fang, Y., Chen, L., Fukushima, M. 2008 European Journal of Operational Research
                                185(2), pp. 700-715



                                Number of Citation, as of March 4, 2019: 23



                                Rank based on Number of Citation: 129:



                                An integrated multiobjective portfolio management system
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                                Number of Citation, as of March 4, 2019: 23



                                Rank based on Number of Citation: 130:



                                Multi-objective mean-variance-skewness model for generation portfolio allocation in electricity markets Pindoriya, N.M., Singh, S.N., Singh, S.K. 2010 Electric Power Systems Research
                                80(10), pp. 1314-1321



                                Number of Citation, as of March 4, 2019: 22



                                Rank based on Number of Citation: 131:



                                Managing project portfolios: balancing flexibility and structure by improvising Jerbrant, A., Karrbom Gustavsson, T. 2013 International Journal of Managing Projects in Business
                                6(1), pp. 152-172



                                Number of Citation, as of March 4, 2019: 21



                                Rank based on Number of Citation: 132:



                                The optimal tree species composition for a private forest enterprise - applying the theory of portfolio selection Neuner, S., Beinhofer, B., Knoke, T. 2013 Scandinavian Journal of Forest Research
                                28(1), pp. 38-48



                                Number of Citation, as of March 4, 2019: 21



                                Rank based on Number of Citation: 133:



                                Using portfolio theory to assess tradeoffs between return from natural capital and social equity across space Halpern, B.S., White, C., Lester, S.E., Costello, C., Gaines, S.D. 2011 Biological Conservation
                                144(5), pp. 1499-1507



                                Number of Citation, as of March 4, 2019: 21



                                Rank based on Number of Citation: 134:



                                Portfolio selection under strict uncertainty: A multi-criteria methodology and its application to the Frankfurt and Vienna Stock Exchanges Ballestero, E., Günther, M., Pla-Santamaria, D., Stummer, C. 2007 European Journal of Operational Research



                                Number of Citation, as of March 4, 2019: 181(3), pp. 1476-1487
                                21



                                Rank based on Number of Citation: 135:



                                Does Focus Really Matter? Specialized vs. Diversified REITs Ro, S., Ziobrowski, A.J. 2011 Journal of Real Estate Finance and Economics
                                42(1), pp. 68-83



                                Number of Citation, as of March 4, 2019: 20



                                Rank based on Number of Citation: 136:



                                Construction programme management theory and practice: Contextual and pragmatic approach Shehu, Z., Akintoye, A. 2009 International Journal of Project Management
                                27(7), pp. 703-716



                                Number of Citation, as of March 4, 2019: 20



                                Rank based on Number of Citation: 137:



                                Management of foresight portfolio: Analysis of modular foresight projects at contract research organisation Konnola, T., Ahlqvist, T., Eerola, A., Kivisaari, S., Koivisto, R. 2009 Technology Analysis and Strategic Management
                                21(3), pp. 381-405



                                Number of Citation, as of March 4, 2019: 20



                                Rank based on Number of Citation: 138:



                                Resource allocation neural network in portfolio selection Ko, P.-C., Lin, P.-C. 2008 Expert Systems with Applications
                                35(1-2), pp. 330-337



                                Number of Citation, as of March 4, 2019: 20



                                Rank based on Number of Citation: 139:



                                Analysis of the impact of team-based organizations in call center management Jouini, O., Dallery, Y., Nait-Abdallah, R. 2008 Management Science
                                54(2), pp. 400-414



                                Number of Citation, as of March 4, 2019: 20



                                Rank based on Number of Citation: 140:



                                Assessing the incremental value of option pricing theory relative to an informationally passive benchmark Figlewski, S. 2002 Journal of Derivatives
                                10(1), pp. 80-96



                                Number of Citation, as of March 4, 2019: 20



                                Rank based on Number of Citation: 141:



                                Towards a governance framework for chains of Scrum teams Vlietland, J., Van Vliet, H. 2015 Information and Software Technology
                                57(1), pp. 52-65



                                Number of Citation, as of March 4, 2019: 19



                                Rank based on Number of Citation: 142:



                                Robust project portfolio management: capability evolution and maturity Killen, C.P., Hunt, R.A. 2013 International Journal of Managing Projects in Business
                                6(1), pp. 131-151



                                Number of Citation, as of March 4, 2019: 19



                                Rank based on Number of Citation: 143:



                                Mean-variance principle of managing cointegrated risky assets and random liabilities Chiu, M.C., Wong, H.Y. 2013 Operations Research Letters
                                41(1), pp. 98-106



                                Number of Citation, as of March 4, 2019: 19



                                Rank based on Number of Citation: 144:



                                New product portfolio management decisions: Antecedents and consequences McNally, R.C., Durmuşoǧlu, S.S., Calantone, R.J. 2013 Journal of Product Innovation Management
                                30(2), pp. 245-261



                                Number of Citation, as of March 4, 2019: 19



                                Rank based on Number of Citation: 145:



                                Scenario tree generation approaches using K-means and LP moment matching methods
                                Open Access Xu, D., Chen, Z., Yang, L. 2012 Journal of Computational and Applied Mathematics
                                236(17), pp. 4561-4579



                                Number of Citation, as of March 4, 2019: 19



                                Rank based on Number of Citation: 146:



                                Man versus math: Behaviorist exploration of post-crisis non-banking asset management Strang, K.D. 2012 Journal of Asset Management
                                13(5), pp. 348-367



                                Number of Citation, as of March 4, 2019: 19



                                Rank based on Number of Citation: 147:



                                Decision support for retirement portfolio management: Overcoming myopic loss aversion via technology design Looney, C.A., Hardin, A.M. 2009 Management Science
                                55(10), pp. 1688-1703



                                Number of Citation, as of March 4, 2019: 19



                                Rank based on Number of Citation: 148:



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                                19(1), pp. 49-67



                                Number of Citation, as of March 4, 2019: 19



                                Rank based on Number of Citation: 149:



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                                6(1), pp. 67-76



                                Number of Citation, as of March 4, 2019: 19



                                Rank based on Number of Citation: 150:



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                                16, pp. 1-12



                                Number of Citation, as of March 4, 2019: 18






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                                Number of Citation, as of March 4, 2019: 18







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                                    Dynamic risk management in petroleum project investment based on a variable precision rough set model Xie, G., Yue, W., Wang, S., Lai, K.K. 2010 Technological Forecasting and Social Change
                                    77(6), pp. 891-901



                                    Number of Citation, as of March 4, 2019: 32



                                    Rank based on Number of Citation: 98:



                                    Portfolio diversification, leverage, and financial contagion Schinasi, G.J., Smith, R.T. 2000 IMF Staff Papers
                                    47(2), pp. 159-176



                                    Number of Citation, as of March 4, 2019: 32



                                    Rank based on Number of Citation: 99:



                                    Performance of salmon fishery portfolios across western North America
                                    Open Access Griffiths, J.R., Schindler, D.E., Armstrong, J.B., (...), Stanford, J.A., Volk, E.C. 2014 Journal of Applied Ecology
                                    51(6), pp. 1554-1563



                                    Number of Citation, as of March 4, 2019: 31



                                    Rank based on Number of Citation: 100:



                                    Safety first portfolio choice based on financial and sustainability returns Dorfleitner, G., Utz, S. 2012 European Journal of Operational Research
                                    221(1), pp. 155-164



                                    Number of Citation, as of March 4, 2019: 31






                                    share|improve this answer











                                    $endgroup$


















                                      0












                                      $begingroup$

                                      Rank based on Number of Citation: 51:



                                      An accelerated subcontracting and procuring model for construction projects Tserng, H.P., Lin, P.H. 2002 Automation in Construction
                                      11(1), pp. 105-125



                                      Number of Citation, as of March 4, 2019: 61



                                      Rank based on Number of Citation: 52:



                                      A methodology for selecting portfolios of projects with interactions and under uncertainty Ghapanchi, A.H., Tavana, M., Khakbaz, M.H., Low, G. 2012 International Journal of Project Management
                                      30(7), pp. 791-803



                                      Number of Citation, as of March 4, 2019: 60



                                      Rank based on Number of Citation: 53:



                                      Optimization of R&D project portfolios under endogenous uncertainty Solak, S., Clarke, J.-P.B., Johnson, E.L., Barnes, E.R. 2010 European Journal of Operational Research
                                      207(1), pp. 420-433



                                      Number of Citation, as of March 4, 2019: 60



                                      Rank based on Number of Citation: 54:



                                      Combining decision analysis and portfolio management to improve project selection in the exploration and production firm Walls, M.R. 2004 Journal of Petroleum Science and Engineering
                                      44(1-2), pp. 55-65



                                      Number of Citation, as of March 4, 2019: 60



                                      Rank based on Number of Citation: 55:



                                      BYY harmony learning, independent state space, and generalized APT financial analyses Xu, L. 2001 IEEE Transactions on Neural Networks
                                      12(4), pp. 822-849



                                      Number of Citation, as of March 4, 2019: 58



                                      Rank based on Number of Citation: 56:



                                      Credit risk: Pricing, measurement, and management ( Book) Duffie, D., Singleton, K.J. 2012 Credit Risk: Pricing, Measurement, and Management
                                      pp. 1-396



                                      Number of Citation, as of March 4, 2019: 57



                                      Rank based on Number of Citation: 57:



                                      Single-period Markowitz portfolio selection, performance gauging, and duality: A variation on the Luenberger shortage function Briec, W., Kerstens, K., Lesourd, J.B. 2004 Journal of Optimization Theory and Applications
                                      120(1), pp. 1-27



                                      Number of Citation, as of March 4, 2019: 56



                                      Rank based on Number of Citation: 58:



                                      An empirical approach to ecosystem-based fishery management Sanchirico, J.N., Smith, M.D., Lipton, D.W. 2008 Ecological Economics
                                      64(3), pp. 586-596



                                      Number of Citation, as of March 4, 2019: 55



                                      Rank based on Number of Citation: 59:



                                      A medium-term integrated risk management model for a hydrothermal generation company Cabero, J., Baíllo, Á., Cerisola, S., (...), Perán, F., Relaño, G. 2005 IEEE Transactions on Power Systems
                                      20(3), pp. 1379-1388



                                      Number of Citation, as of March 4, 2019: 55



                                      Rank based on Number of Citation: 60:



                                      Portfolio choice with endogenous utility: A large deviations approach Stutzer, M. 2003 Journal of Econometrics
                                      116(1-2), pp. 365-386



                                      Number of Citation, as of March 4, 2019: 55



                                      Rank based on Number of Citation: 61:



                                      Managing the institutional context for projects Morris, P.W.G., Geraldi, J. 2011 Project Management Journal
                                      42(6), pp. 20-32



                                      Number of Citation, as of March 4, 2019: 54



                                      Rank based on Number of Citation: 62:



                                      Portfolio optimization in electricity markets Liu, M., Wu, F.F. 2007 Electric Power Systems Research
                                      77(8), pp. 1000-1009



                                      Number of Citation, as of March 4, 2019: 54



                                      Rank based on Number of Citation: 63:



                                      Optimal portfolio selection and dynamic benchmark tracking Gaivoronski, A.A., Krylov, S., Van Der Wijst, N. 2005 European Journal of Operational Research
                                      163(1), pp. 115-131



                                      Number of Citation, as of March 4, 2019: 52



                                      Rank based on Number of Citation: 64:



                                      Socially responsible funds and market crises Nofsinger, J., Varma, A. 2014 Journal of Banking and Finance
                                      48, pp. 180-193



                                      Number of Citation, as of March 4, 2019: 51



                                      Rank based on Number of Citation: 65:



                                      Hedge funds: Quantitative insights ( Book) Lhabitant, F.-S. 2013 Hedge Funds: Quantitative Insights
                                      pp. 1-336



                                      Number of Citation, as of March 4, 2019: 50



                                      Rank based on Number of Citation: 66:



                                      Integrating technology roadmapping and portfolio management at the front-end of new product development Oliveira, M.G., Rozenfeld, H. 2010 Technological Forecasting and Social Change
                                      77(8), pp. 1339-1354



                                      Number of Citation, as of March 4, 2019: 50



                                      Rank based on Number of Citation: 67:



                                      Financial modelling: Where to go? With an illustration for portfolio management Spronk, J., Hallerbach, W. 1997 European Journal of Operational Research
                                      99(1), pp. 113-125



                                      Number of Citation, as of March 4, 2019: 50



                                      Rank based on Number of Citation: 68:



                                      Optimality conditions in portfolio analysis with general deviation measures Rockafellar, R.T., Uryasev, S., Zabarankin, M. 2006 Mathematical Programming
                                      108(2-3), pp. 515-540



                                      Number of Citation, as of March 4, 2019: 49



                                      Rank based on Number of Citation: 69:



                                      Contingent portfolio programming for the management of risky projects Gustafsson, J., Salo, A. 2005 Operations Research
                                      53(6), pp. 946-956



                                      Number of Citation, as of March 4, 2019: 48



                                      Rank based on Number of Citation: 70:



                                      Dynamic models for fixed-income portfolio management under uncertainty Zenios, S.A., Holmer, M.R., McKendall, R., Vassiadou-Zeniou, C. 1998 Journal of Economic Dynamics and Control
                                      22(10), pp. 1517-1541



                                      Number of Citation, as of March 4, 2019: 48



                                      Rank based on Number of Citation: 71:



                                      Spectral risk measures and portfolio selection Adam, A., Houkari, M., Laurent, J.-P. 2008 Journal of Banking and Finance
                                      32(9), pp. 1870-1882



                                      Number of Citation, as of March 4, 2019: 47



                                      Rank based on Number of Citation: 72:



                                      The financial aspect of managing technical debt: A systematic literature review Ampatzoglou, A., Ampatzoglou, A., Chatzigeorgiou, A., Avgeriou, P. 2015 Information and Software Technology
                                      64, pp. 52-73



                                      Number of Citation, as of March 4, 2019: 46



                                      Rank based on Number of Citation: 73:



                                      Community detection for correlation matrices Open Access MacMahon, M., Garlaschelli, D. 2015 Physical Review X
                                      5(2),021006



                                      Number of Citation, as of March 4, 2019: 45



                                      Rank based on Number of Citation: 74:



                                      Portfolio optimization and performance analysis ( Book) Prigent, J.-L. 2007 Portfolio Optimization and Performance Analysis
                                      pp. 1-434



                                      Number of Citation, as of March 4, 2019: 45



                                      Rank based on Number of Citation: 75:



                                      A stochastic soft constraints fuzzy model for a portfolio selection problem Lacagnina, V., Pecorella, A. 2006 Fuzzy Sets and Systems
                                      157(10), pp. 1317-1327



                                      Number of Citation, as of March 4, 2019: 45



                                      Rank based on Number of Citation: 76:



                                      Downside loss aversion and portfolio management Jarrow, R., Zhaou, F. 2006 Management Science
                                      52(4), pp. 558-566



                                      Number of Citation, as of March 4, 2019: 45



                                      Rank based on Number of Citation: 77:



                                      Reaching goals by a deadline: Digital options and continuous-time active portfolio management Browne, S. 1999 Advances in Applied Probability
                                      31(2), pp. 551-577



                                      Number of Citation, as of March 4, 2019: 45



                                      Rank based on Number of Citation: 78:



                                      Risk management applied to projects, programs, and portfolios Sanchez, H., Robert, B., Bourgault, M., Pellerin, R. 2009 International Journal of Managing Projects in Business
                                      2(1), pp. 14-35



                                      Number of Citation, as of March 4, 2019: 44



                                      Rank based on Number of Citation: 79:



                                      Application of the fuzzy weighted average in strategic portfolio management Lin, C., Tan, B., Hsieh, P.-J. 2005 Decision Sciences
                                      36(3), pp. 489-510



                                      Number of Citation, as of March 4, 2019: 43



                                      Rank based on Number of Citation: 80:



                                      Project valuation and power portfolio management in a competitive market Siddiqi, S.N. 2000 IEEE Transactions on Power Systems
                                      15(1), pp. 116-121



                                      Number of Citation, as of March 4, 2019: 43



                                      Rank based on Number of Citation: 81:



                                      Successful project portfolio management beyond project selection techniques: Understanding the role of structural alignment Kaiser, M.G., El Arbi, F., Ahlemann, F. 2015 International Journal of Project Management
                                      33(1), pp. 126-139



                                      Number of Citation, as of March 4, 2019: 42



                                      Rank based on Number of Citation: 82:



                                      Balancing risk and return in a customer portfolio Tarasi, C.O., Bolton, R.N., Hutt, M.D., Walker, B.A. 2011 Journal of Marketing
                                      75(3), pp. 1-17



                                      Number of Citation, as of March 4, 2019: 42



                                      Rank based on Number of Citation: 83:



                                      Risk management with benchmarking Basak, S., Shapiro, A., Teplá, L. 2006 Management Science
                                      52(4), pp. 542-557



                                      Number of Citation, as of March 4, 2019: 41



                                      Rank based on Number of Citation: 84:



                                      Diversification evidence from international equity markets using extreme values and stochastic copulas Bhatti, M.I., Nguyen, C.C. 2012 Journal of International Financial Markets, Institutions and Money
                                      22(3), pp. 622-646



                                      Number of Citation, as of March 4, 2019: 40



                                      Rank based on Number of Citation: 85:



                                      A portfolio approach to technical debt management Guo, Y., Seaman, C. 2011 Proceedings - International Conference on Software Engineering
                                      pp. 31-34



                                      Number of Citation, as of March 4, 2019: 38



                                      Rank based on Number of Citation: 86:



                                      Multiple project management: a modern competitive necessity Dooley, L., Lupton, G., O'Sullivan, D. 2005 Journal of Manufacturing Technology Management
                                      16(5), pp. 466-482



                                      Number of Citation, as of March 4, 2019: 38



                                      Rank based on Number of Citation: 87:



                                      A multi-criterion approach for selecting attractive portfolio Bouri, A., Martel, J.M., Chabchoub, H. 2002 Journal of Multi-Criteria Decision Analysis
                                      11(4-5), pp. 269-277



                                      Number of Citation, as of March 4, 2019: 38



                                      Rank based on Number of Citation: 88:



                                      Financial asset-pricing theory and stochastic programming models for asset/liability management: A synthesis Klaassen, P. 1998 Management Science
                                      44(1), pp. 31-48



                                      Number of Citation, as of March 4, 2019: 38



                                      Rank based on Number of Citation: 89:



                                      Dynamic capability through project portfolio management in service and manufacturing industries Killen, C.P., Hunt, R.A. 2010 International Journal of Managing Projects in Business
                                      3(1), pp. 157-169



                                      Number of Citation, as of March 4, 2019: 37



                                      Rank based on Number of Citation: 90:



                                      Algorithms for portfolio management based on the Newton method Agarwal, A., Hazan, E., Kale, S., Schapire, R.E. 2006 ICML 2006 - Proceedings of the 23rd International Conference on Machine Learning
                                      2006, pp. 9-16



                                      Number of Citation, as of March 4, 2019: 37



                                      Rank based on Number of Citation: 91:



                                      Is a team different from the sum of its parts evidence from mutual fund managers Bär, M., Kempf, A., Ruenzi, S. 2011 Review of Finance
                                      15(2), pp. 359-396



                                      Number of Citation, as of March 4, 2019: 35



                                      Rank based on Number of Citation: 92:



                                      Stock price prediction using reinforcement learning Lee, J.W. 2001 IEEE International Symposium on Industrial Electronics
                                      1, pp. 690-695



                                      Number of Citation, as of March 4, 2019: 35



                                      Rank based on Number of Citation: 93:



                                      Risk-constrained dynamic active portfolio management Browne, S. 2000 Management Science
                                      46(9), pp. 1188-1199



                                      Number of Citation, as of March 4, 2019: 35



                                      Rank based on Number of Citation: 94:



                                      New product portfolio performance in family firms Kraiczy, N.D., Hack, A., Kellermanns, F.W. 2014 Journal of Business Research
                                      67(6), pp. 1065-1073



                                      Number of Citation, as of March 4, 2019: 33



                                      Rank based on Number of Citation: 95:



                                      Establishing project portfolio management: An exploratory analysis of the influence of internal stakeholders' interactions Beringer, C., Jonas, D., Georg Gemünden, H. 2012 Project Management Journal
                                      43(6), pp. 16-32



                                      Number of Citation, as of March 4, 2019: 33



                                      Rank based on Number of Citation: 96:



                                      Variance reduction in sample approximations of stochastic programs Koivu, M. 2005 Mathematical Programming
                                      103(3), pp. 463-485



                                      Number of Citation, as of March 4, 2019: 33



                                      Rank based on Number of Citation: 97:



                                      Dynamic risk management in petroleum project investment based on a variable precision rough set model Xie, G., Yue, W., Wang, S., Lai, K.K. 2010 Technological Forecasting and Social Change
                                      77(6), pp. 891-901



                                      Number of Citation, as of March 4, 2019: 32



                                      Rank based on Number of Citation: 98:



                                      Portfolio diversification, leverage, and financial contagion Schinasi, G.J., Smith, R.T. 2000 IMF Staff Papers
                                      47(2), pp. 159-176



                                      Number of Citation, as of March 4, 2019: 32



                                      Rank based on Number of Citation: 99:



                                      Performance of salmon fishery portfolios across western North America
                                      Open Access Griffiths, J.R., Schindler, D.E., Armstrong, J.B., (...), Stanford, J.A., Volk, E.C. 2014 Journal of Applied Ecology
                                      51(6), pp. 1554-1563



                                      Number of Citation, as of March 4, 2019: 31



                                      Rank based on Number of Citation: 100:



                                      Safety first portfolio choice based on financial and sustainability returns Dorfleitner, G., Utz, S. 2012 European Journal of Operational Research
                                      221(1), pp. 155-164



                                      Number of Citation, as of March 4, 2019: 31






                                      share|improve this answer











                                      $endgroup$
















                                        0












                                        0








                                        0





                                        $begingroup$

                                        Rank based on Number of Citation: 51:



                                        An accelerated subcontracting and procuring model for construction projects Tserng, H.P., Lin, P.H. 2002 Automation in Construction
                                        11(1), pp. 105-125



                                        Number of Citation, as of March 4, 2019: 61



                                        Rank based on Number of Citation: 52:



                                        A methodology for selecting portfolios of projects with interactions and under uncertainty Ghapanchi, A.H., Tavana, M., Khakbaz, M.H., Low, G. 2012 International Journal of Project Management
                                        30(7), pp. 791-803



                                        Number of Citation, as of March 4, 2019: 60



                                        Rank based on Number of Citation: 53:



                                        Optimization of R&D project portfolios under endogenous uncertainty Solak, S., Clarke, J.-P.B., Johnson, E.L., Barnes, E.R. 2010 European Journal of Operational Research
                                        207(1), pp. 420-433



                                        Number of Citation, as of March 4, 2019: 60



                                        Rank based on Number of Citation: 54:



                                        Combining decision analysis and portfolio management to improve project selection in the exploration and production firm Walls, M.R. 2004 Journal of Petroleum Science and Engineering
                                        44(1-2), pp. 55-65



                                        Number of Citation, as of March 4, 2019: 60



                                        Rank based on Number of Citation: 55:



                                        BYY harmony learning, independent state space, and generalized APT financial analyses Xu, L. 2001 IEEE Transactions on Neural Networks
                                        12(4), pp. 822-849



                                        Number of Citation, as of March 4, 2019: 58



                                        Rank based on Number of Citation: 56:



                                        Credit risk: Pricing, measurement, and management ( Book) Duffie, D., Singleton, K.J. 2012 Credit Risk: Pricing, Measurement, and Management
                                        pp. 1-396



                                        Number of Citation, as of March 4, 2019: 57



                                        Rank based on Number of Citation: 57:



                                        Single-period Markowitz portfolio selection, performance gauging, and duality: A variation on the Luenberger shortage function Briec, W., Kerstens, K., Lesourd, J.B. 2004 Journal of Optimization Theory and Applications
                                        120(1), pp. 1-27



                                        Number of Citation, as of March 4, 2019: 56



                                        Rank based on Number of Citation: 58:



                                        An empirical approach to ecosystem-based fishery management Sanchirico, J.N., Smith, M.D., Lipton, D.W. 2008 Ecological Economics
                                        64(3), pp. 586-596



                                        Number of Citation, as of March 4, 2019: 55



                                        Rank based on Number of Citation: 59:



                                        A medium-term integrated risk management model for a hydrothermal generation company Cabero, J., Baíllo, Á., Cerisola, S., (...), Perán, F., Relaño, G. 2005 IEEE Transactions on Power Systems
                                        20(3), pp. 1379-1388



                                        Number of Citation, as of March 4, 2019: 55



                                        Rank based on Number of Citation: 60:



                                        Portfolio choice with endogenous utility: A large deviations approach Stutzer, M. 2003 Journal of Econometrics
                                        116(1-2), pp. 365-386



                                        Number of Citation, as of March 4, 2019: 55



                                        Rank based on Number of Citation: 61:



                                        Managing the institutional context for projects Morris, P.W.G., Geraldi, J. 2011 Project Management Journal
                                        42(6), pp. 20-32



                                        Number of Citation, as of March 4, 2019: 54



                                        Rank based on Number of Citation: 62:



                                        Portfolio optimization in electricity markets Liu, M., Wu, F.F. 2007 Electric Power Systems Research
                                        77(8), pp. 1000-1009



                                        Number of Citation, as of March 4, 2019: 54



                                        Rank based on Number of Citation: 63:



                                        Optimal portfolio selection and dynamic benchmark tracking Gaivoronski, A.A., Krylov, S., Van Der Wijst, N. 2005 European Journal of Operational Research
                                        163(1), pp. 115-131



                                        Number of Citation, as of March 4, 2019: 52



                                        Rank based on Number of Citation: 64:



                                        Socially responsible funds and market crises Nofsinger, J., Varma, A. 2014 Journal of Banking and Finance
                                        48, pp. 180-193



                                        Number of Citation, as of March 4, 2019: 51



                                        Rank based on Number of Citation: 65:



                                        Hedge funds: Quantitative insights ( Book) Lhabitant, F.-S. 2013 Hedge Funds: Quantitative Insights
                                        pp. 1-336



                                        Number of Citation, as of March 4, 2019: 50



                                        Rank based on Number of Citation: 66:



                                        Integrating technology roadmapping and portfolio management at the front-end of new product development Oliveira, M.G., Rozenfeld, H. 2010 Technological Forecasting and Social Change
                                        77(8), pp. 1339-1354



                                        Number of Citation, as of March 4, 2019: 50



                                        Rank based on Number of Citation: 67:



                                        Financial modelling: Where to go? With an illustration for portfolio management Spronk, J., Hallerbach, W. 1997 European Journal of Operational Research
                                        99(1), pp. 113-125



                                        Number of Citation, as of March 4, 2019: 50



                                        Rank based on Number of Citation: 68:



                                        Optimality conditions in portfolio analysis with general deviation measures Rockafellar, R.T., Uryasev, S., Zabarankin, M. 2006 Mathematical Programming
                                        108(2-3), pp. 515-540



                                        Number of Citation, as of March 4, 2019: 49



                                        Rank based on Number of Citation: 69:



                                        Contingent portfolio programming for the management of risky projects Gustafsson, J., Salo, A. 2005 Operations Research
                                        53(6), pp. 946-956



                                        Number of Citation, as of March 4, 2019: 48



                                        Rank based on Number of Citation: 70:



                                        Dynamic models for fixed-income portfolio management under uncertainty Zenios, S.A., Holmer, M.R., McKendall, R., Vassiadou-Zeniou, C. 1998 Journal of Economic Dynamics and Control
                                        22(10), pp. 1517-1541



                                        Number of Citation, as of March 4, 2019: 48



                                        Rank based on Number of Citation: 71:



                                        Spectral risk measures and portfolio selection Adam, A., Houkari, M., Laurent, J.-P. 2008 Journal of Banking and Finance
                                        32(9), pp. 1870-1882



                                        Number of Citation, as of March 4, 2019: 47



                                        Rank based on Number of Citation: 72:



                                        The financial aspect of managing technical debt: A systematic literature review Ampatzoglou, A., Ampatzoglou, A., Chatzigeorgiou, A., Avgeriou, P. 2015 Information and Software Technology
                                        64, pp. 52-73



                                        Number of Citation, as of March 4, 2019: 46



                                        Rank based on Number of Citation: 73:



                                        Community detection for correlation matrices Open Access MacMahon, M., Garlaschelli, D. 2015 Physical Review X
                                        5(2),021006



                                        Number of Citation, as of March 4, 2019: 45



                                        Rank based on Number of Citation: 74:



                                        Portfolio optimization and performance analysis ( Book) Prigent, J.-L. 2007 Portfolio Optimization and Performance Analysis
                                        pp. 1-434



                                        Number of Citation, as of March 4, 2019: 45



                                        Rank based on Number of Citation: 75:



                                        A stochastic soft constraints fuzzy model for a portfolio selection problem Lacagnina, V., Pecorella, A. 2006 Fuzzy Sets and Systems
                                        157(10), pp. 1317-1327



                                        Number of Citation, as of March 4, 2019: 45



                                        Rank based on Number of Citation: 76:



                                        Downside loss aversion and portfolio management Jarrow, R., Zhaou, F. 2006 Management Science
                                        52(4), pp. 558-566



                                        Number of Citation, as of March 4, 2019: 45



                                        Rank based on Number of Citation: 77:



                                        Reaching goals by a deadline: Digital options and continuous-time active portfolio management Browne, S. 1999 Advances in Applied Probability
                                        31(2), pp. 551-577



                                        Number of Citation, as of March 4, 2019: 45



                                        Rank based on Number of Citation: 78:



                                        Risk management applied to projects, programs, and portfolios Sanchez, H., Robert, B., Bourgault, M., Pellerin, R. 2009 International Journal of Managing Projects in Business
                                        2(1), pp. 14-35



                                        Number of Citation, as of March 4, 2019: 44



                                        Rank based on Number of Citation: 79:



                                        Application of the fuzzy weighted average in strategic portfolio management Lin, C., Tan, B., Hsieh, P.-J. 2005 Decision Sciences
                                        36(3), pp. 489-510



                                        Number of Citation, as of March 4, 2019: 43



                                        Rank based on Number of Citation: 80:



                                        Project valuation and power portfolio management in a competitive market Siddiqi, S.N. 2000 IEEE Transactions on Power Systems
                                        15(1), pp. 116-121



                                        Number of Citation, as of March 4, 2019: 43



                                        Rank based on Number of Citation: 81:



                                        Successful project portfolio management beyond project selection techniques: Understanding the role of structural alignment Kaiser, M.G., El Arbi, F., Ahlemann, F. 2015 International Journal of Project Management
                                        33(1), pp. 126-139



                                        Number of Citation, as of March 4, 2019: 42



                                        Rank based on Number of Citation: 82:



                                        Balancing risk and return in a customer portfolio Tarasi, C.O., Bolton, R.N., Hutt, M.D., Walker, B.A. 2011 Journal of Marketing
                                        75(3), pp. 1-17



                                        Number of Citation, as of March 4, 2019: 42



                                        Rank based on Number of Citation: 83:



                                        Risk management with benchmarking Basak, S., Shapiro, A., Teplá, L. 2006 Management Science
                                        52(4), pp. 542-557



                                        Number of Citation, as of March 4, 2019: 41



                                        Rank based on Number of Citation: 84:



                                        Diversification evidence from international equity markets using extreme values and stochastic copulas Bhatti, M.I., Nguyen, C.C. 2012 Journal of International Financial Markets, Institutions and Money
                                        22(3), pp. 622-646



                                        Number of Citation, as of March 4, 2019: 40



                                        Rank based on Number of Citation: 85:



                                        A portfolio approach to technical debt management Guo, Y., Seaman, C. 2011 Proceedings - International Conference on Software Engineering
                                        pp. 31-34



                                        Number of Citation, as of March 4, 2019: 38



                                        Rank based on Number of Citation: 86:



                                        Multiple project management: a modern competitive necessity Dooley, L., Lupton, G., O'Sullivan, D. 2005 Journal of Manufacturing Technology Management
                                        16(5), pp. 466-482



                                        Number of Citation, as of March 4, 2019: 38



                                        Rank based on Number of Citation: 87:



                                        A multi-criterion approach for selecting attractive portfolio Bouri, A., Martel, J.M., Chabchoub, H. 2002 Journal of Multi-Criteria Decision Analysis
                                        11(4-5), pp. 269-277



                                        Number of Citation, as of March 4, 2019: 38



                                        Rank based on Number of Citation: 88:



                                        Financial asset-pricing theory and stochastic programming models for asset/liability management: A synthesis Klaassen, P. 1998 Management Science
                                        44(1), pp. 31-48



                                        Number of Citation, as of March 4, 2019: 38



                                        Rank based on Number of Citation: 89:



                                        Dynamic capability through project portfolio management in service and manufacturing industries Killen, C.P., Hunt, R.A. 2010 International Journal of Managing Projects in Business
                                        3(1), pp. 157-169



                                        Number of Citation, as of March 4, 2019: 37



                                        Rank based on Number of Citation: 90:



                                        Algorithms for portfolio management based on the Newton method Agarwal, A., Hazan, E., Kale, S., Schapire, R.E. 2006 ICML 2006 - Proceedings of the 23rd International Conference on Machine Learning
                                        2006, pp. 9-16



                                        Number of Citation, as of March 4, 2019: 37



                                        Rank based on Number of Citation: 91:



                                        Is a team different from the sum of its parts evidence from mutual fund managers Bär, M., Kempf, A., Ruenzi, S. 2011 Review of Finance
                                        15(2), pp. 359-396



                                        Number of Citation, as of March 4, 2019: 35



                                        Rank based on Number of Citation: 92:



                                        Stock price prediction using reinforcement learning Lee, J.W. 2001 IEEE International Symposium on Industrial Electronics
                                        1, pp. 690-695



                                        Number of Citation, as of March 4, 2019: 35



                                        Rank based on Number of Citation: 93:



                                        Risk-constrained dynamic active portfolio management Browne, S. 2000 Management Science
                                        46(9), pp. 1188-1199



                                        Number of Citation, as of March 4, 2019: 35



                                        Rank based on Number of Citation: 94:



                                        New product portfolio performance in family firms Kraiczy, N.D., Hack, A., Kellermanns, F.W. 2014 Journal of Business Research
                                        67(6), pp. 1065-1073



                                        Number of Citation, as of March 4, 2019: 33



                                        Rank based on Number of Citation: 95:



                                        Establishing project portfolio management: An exploratory analysis of the influence of internal stakeholders' interactions Beringer, C., Jonas, D., Georg Gemünden, H. 2012 Project Management Journal
                                        43(6), pp. 16-32



                                        Number of Citation, as of March 4, 2019: 33



                                        Rank based on Number of Citation: 96:



                                        Variance reduction in sample approximations of stochastic programs Koivu, M. 2005 Mathematical Programming
                                        103(3), pp. 463-485



                                        Number of Citation, as of March 4, 2019: 33



                                        Rank based on Number of Citation: 97:



                                        Dynamic risk management in petroleum project investment based on a variable precision rough set model Xie, G., Yue, W., Wang, S., Lai, K.K. 2010 Technological Forecasting and Social Change
                                        77(6), pp. 891-901



                                        Number of Citation, as of March 4, 2019: 32



                                        Rank based on Number of Citation: 98:



                                        Portfolio diversification, leverage, and financial contagion Schinasi, G.J., Smith, R.T. 2000 IMF Staff Papers
                                        47(2), pp. 159-176



                                        Number of Citation, as of March 4, 2019: 32



                                        Rank based on Number of Citation: 99:



                                        Performance of salmon fishery portfolios across western North America
                                        Open Access Griffiths, J.R., Schindler, D.E., Armstrong, J.B., (...), Stanford, J.A., Volk, E.C. 2014 Journal of Applied Ecology
                                        51(6), pp. 1554-1563



                                        Number of Citation, as of March 4, 2019: 31



                                        Rank based on Number of Citation: 100:



                                        Safety first portfolio choice based on financial and sustainability returns Dorfleitner, G., Utz, S. 2012 European Journal of Operational Research
                                        221(1), pp. 155-164



                                        Number of Citation, as of March 4, 2019: 31






                                        share|improve this answer











                                        $endgroup$



                                        Rank based on Number of Citation: 51:



                                        An accelerated subcontracting and procuring model for construction projects Tserng, H.P., Lin, P.H. 2002 Automation in Construction
                                        11(1), pp. 105-125



                                        Number of Citation, as of March 4, 2019: 61



                                        Rank based on Number of Citation: 52:



                                        A methodology for selecting portfolios of projects with interactions and under uncertainty Ghapanchi, A.H., Tavana, M., Khakbaz, M.H., Low, G. 2012 International Journal of Project Management
                                        30(7), pp. 791-803



                                        Number of Citation, as of March 4, 2019: 60



                                        Rank based on Number of Citation: 53:



                                        Optimization of R&D project portfolios under endogenous uncertainty Solak, S., Clarke, J.-P.B., Johnson, E.L., Barnes, E.R. 2010 European Journal of Operational Research
                                        207(1), pp. 420-433



                                        Number of Citation, as of March 4, 2019: 60



                                        Rank based on Number of Citation: 54:



                                        Combining decision analysis and portfolio management to improve project selection in the exploration and production firm Walls, M.R. 2004 Journal of Petroleum Science and Engineering
                                        44(1-2), pp. 55-65



                                        Number of Citation, as of March 4, 2019: 60



                                        Rank based on Number of Citation: 55:



                                        BYY harmony learning, independent state space, and generalized APT financial analyses Xu, L. 2001 IEEE Transactions on Neural Networks
                                        12(4), pp. 822-849



                                        Number of Citation, as of March 4, 2019: 58



                                        Rank based on Number of Citation: 56:



                                        Credit risk: Pricing, measurement, and management ( Book) Duffie, D., Singleton, K.J. 2012 Credit Risk: Pricing, Measurement, and Management
                                        pp. 1-396



                                        Number of Citation, as of March 4, 2019: 57



                                        Rank based on Number of Citation: 57:



                                        Single-period Markowitz portfolio selection, performance gauging, and duality: A variation on the Luenberger shortage function Briec, W., Kerstens, K., Lesourd, J.B. 2004 Journal of Optimization Theory and Applications
                                        120(1), pp. 1-27



                                        Number of Citation, as of March 4, 2019: 56



                                        Rank based on Number of Citation: 58:



                                        An empirical approach to ecosystem-based fishery management Sanchirico, J.N., Smith, M.D., Lipton, D.W. 2008 Ecological Economics
                                        64(3), pp. 586-596



                                        Number of Citation, as of March 4, 2019: 55



                                        Rank based on Number of Citation: 59:



                                        A medium-term integrated risk management model for a hydrothermal generation company Cabero, J., Baíllo, Á., Cerisola, S., (...), Perán, F., Relaño, G. 2005 IEEE Transactions on Power Systems
                                        20(3), pp. 1379-1388



                                        Number of Citation, as of March 4, 2019: 55



                                        Rank based on Number of Citation: 60:



                                        Portfolio choice with endogenous utility: A large deviations approach Stutzer, M. 2003 Journal of Econometrics
                                        116(1-2), pp. 365-386



                                        Number of Citation, as of March 4, 2019: 55



                                        Rank based on Number of Citation: 61:



                                        Managing the institutional context for projects Morris, P.W.G., Geraldi, J. 2011 Project Management Journal
                                        42(6), pp. 20-32



                                        Number of Citation, as of March 4, 2019: 54



                                        Rank based on Number of Citation: 62:



                                        Portfolio optimization in electricity markets Liu, M., Wu, F.F. 2007 Electric Power Systems Research
                                        77(8), pp. 1000-1009



                                        Number of Citation, as of March 4, 2019: 54



                                        Rank based on Number of Citation: 63:



                                        Optimal portfolio selection and dynamic benchmark tracking Gaivoronski, A.A., Krylov, S., Van Der Wijst, N. 2005 European Journal of Operational Research
                                        163(1), pp. 115-131



                                        Number of Citation, as of March 4, 2019: 52



                                        Rank based on Number of Citation: 64:



                                        Socially responsible funds and market crises Nofsinger, J., Varma, A. 2014 Journal of Banking and Finance
                                        48, pp. 180-193



                                        Number of Citation, as of March 4, 2019: 51



                                        Rank based on Number of Citation: 65:



                                        Hedge funds: Quantitative insights ( Book) Lhabitant, F.-S. 2013 Hedge Funds: Quantitative Insights
                                        pp. 1-336



                                        Number of Citation, as of March 4, 2019: 50



                                        Rank based on Number of Citation: 66:



                                        Integrating technology roadmapping and portfolio management at the front-end of new product development Oliveira, M.G., Rozenfeld, H. 2010 Technological Forecasting and Social Change
                                        77(8), pp. 1339-1354



                                        Number of Citation, as of March 4, 2019: 50



                                        Rank based on Number of Citation: 67:



                                        Financial modelling: Where to go? With an illustration for portfolio management Spronk, J., Hallerbach, W. 1997 European Journal of Operational Research
                                        99(1), pp. 113-125



                                        Number of Citation, as of March 4, 2019: 50



                                        Rank based on Number of Citation: 68:



                                        Optimality conditions in portfolio analysis with general deviation measures Rockafellar, R.T., Uryasev, S., Zabarankin, M. 2006 Mathematical Programming
                                        108(2-3), pp. 515-540



                                        Number of Citation, as of March 4, 2019: 49



                                        Rank based on Number of Citation: 69:



                                        Contingent portfolio programming for the management of risky projects Gustafsson, J., Salo, A. 2005 Operations Research
                                        53(6), pp. 946-956



                                        Number of Citation, as of March 4, 2019: 48



                                        Rank based on Number of Citation: 70:



                                        Dynamic models for fixed-income portfolio management under uncertainty Zenios, S.A., Holmer, M.R., McKendall, R., Vassiadou-Zeniou, C. 1998 Journal of Economic Dynamics and Control
                                        22(10), pp. 1517-1541



                                        Number of Citation, as of March 4, 2019: 48



                                        Rank based on Number of Citation: 71:



                                        Spectral risk measures and portfolio selection Adam, A., Houkari, M., Laurent, J.-P. 2008 Journal of Banking and Finance
                                        32(9), pp. 1870-1882



                                        Number of Citation, as of March 4, 2019: 47



                                        Rank based on Number of Citation: 72:



                                        The financial aspect of managing technical debt: A systematic literature review Ampatzoglou, A., Ampatzoglou, A., Chatzigeorgiou, A., Avgeriou, P. 2015 Information and Software Technology
                                        64, pp. 52-73



                                        Number of Citation, as of March 4, 2019: 46



                                        Rank based on Number of Citation: 73:



                                        Community detection for correlation matrices Open Access MacMahon, M., Garlaschelli, D. 2015 Physical Review X
                                        5(2),021006



                                        Number of Citation, as of March 4, 2019: 45



                                        Rank based on Number of Citation: 74:



                                        Portfolio optimization and performance analysis ( Book) Prigent, J.-L. 2007 Portfolio Optimization and Performance Analysis
                                        pp. 1-434



                                        Number of Citation, as of March 4, 2019: 45



                                        Rank based on Number of Citation: 75:



                                        A stochastic soft constraints fuzzy model for a portfolio selection problem Lacagnina, V., Pecorella, A. 2006 Fuzzy Sets and Systems
                                        157(10), pp. 1317-1327



                                        Number of Citation, as of March 4, 2019: 45



                                        Rank based on Number of Citation: 76:



                                        Downside loss aversion and portfolio management Jarrow, R., Zhaou, F. 2006 Management Science
                                        52(4), pp. 558-566



                                        Number of Citation, as of March 4, 2019: 45



                                        Rank based on Number of Citation: 77:



                                        Reaching goals by a deadline: Digital options and continuous-time active portfolio management Browne, S. 1999 Advances in Applied Probability
                                        31(2), pp. 551-577



                                        Number of Citation, as of March 4, 2019: 45



                                        Rank based on Number of Citation: 78:



                                        Risk management applied to projects, programs, and portfolios Sanchez, H., Robert, B., Bourgault, M., Pellerin, R. 2009 International Journal of Managing Projects in Business
                                        2(1), pp. 14-35



                                        Number of Citation, as of March 4, 2019: 44



                                        Rank based on Number of Citation: 79:



                                        Application of the fuzzy weighted average in strategic portfolio management Lin, C., Tan, B., Hsieh, P.-J. 2005 Decision Sciences
                                        36(3), pp. 489-510



                                        Number of Citation, as of March 4, 2019: 43



                                        Rank based on Number of Citation: 80:



                                        Project valuation and power portfolio management in a competitive market Siddiqi, S.N. 2000 IEEE Transactions on Power Systems
                                        15(1), pp. 116-121



                                        Number of Citation, as of March 4, 2019: 43



                                        Rank based on Number of Citation: 81:



                                        Successful project portfolio management beyond project selection techniques: Understanding the role of structural alignment Kaiser, M.G., El Arbi, F., Ahlemann, F. 2015 International Journal of Project Management
                                        33(1), pp. 126-139



                                        Number of Citation, as of March 4, 2019: 42



                                        Rank based on Number of Citation: 82:



                                        Balancing risk and return in a customer portfolio Tarasi, C.O., Bolton, R.N., Hutt, M.D., Walker, B.A. 2011 Journal of Marketing
                                        75(3), pp. 1-17



                                        Number of Citation, as of March 4, 2019: 42



                                        Rank based on Number of Citation: 83:



                                        Risk management with benchmarking Basak, S., Shapiro, A., Teplá, L. 2006 Management Science
                                        52(4), pp. 542-557



                                        Number of Citation, as of March 4, 2019: 41



                                        Rank based on Number of Citation: 84:



                                        Diversification evidence from international equity markets using extreme values and stochastic copulas Bhatti, M.I., Nguyen, C.C. 2012 Journal of International Financial Markets, Institutions and Money
                                        22(3), pp. 622-646



                                        Number of Citation, as of March 4, 2019: 40



                                        Rank based on Number of Citation: 85:



                                        A portfolio approach to technical debt management Guo, Y., Seaman, C. 2011 Proceedings - International Conference on Software Engineering
                                        pp. 31-34



                                        Number of Citation, as of March 4, 2019: 38



                                        Rank based on Number of Citation: 86:



                                        Multiple project management: a modern competitive necessity Dooley, L., Lupton, G., O'Sullivan, D. 2005 Journal of Manufacturing Technology Management
                                        16(5), pp. 466-482



                                        Number of Citation, as of March 4, 2019: 38



                                        Rank based on Number of Citation: 87:



                                        A multi-criterion approach for selecting attractive portfolio Bouri, A., Martel, J.M., Chabchoub, H. 2002 Journal of Multi-Criteria Decision Analysis
                                        11(4-5), pp. 269-277



                                        Number of Citation, as of March 4, 2019: 38



                                        Rank based on Number of Citation: 88:



                                        Financial asset-pricing theory and stochastic programming models for asset/liability management: A synthesis Klaassen, P. 1998 Management Science
                                        44(1), pp. 31-48



                                        Number of Citation, as of March 4, 2019: 38



                                        Rank based on Number of Citation: 89:



                                        Dynamic capability through project portfolio management in service and manufacturing industries Killen, C.P., Hunt, R.A. 2010 International Journal of Managing Projects in Business
                                        3(1), pp. 157-169



                                        Number of Citation, as of March 4, 2019: 37



                                        Rank based on Number of Citation: 90:



                                        Algorithms for portfolio management based on the Newton method Agarwal, A., Hazan, E., Kale, S., Schapire, R.E. 2006 ICML 2006 - Proceedings of the 23rd International Conference on Machine Learning
                                        2006, pp. 9-16



                                        Number of Citation, as of March 4, 2019: 37



                                        Rank based on Number of Citation: 91:



                                        Is a team different from the sum of its parts evidence from mutual fund managers Bär, M., Kempf, A., Ruenzi, S. 2011 Review of Finance
                                        15(2), pp. 359-396



                                        Number of Citation, as of March 4, 2019: 35



                                        Rank based on Number of Citation: 92:



                                        Stock price prediction using reinforcement learning Lee, J.W. 2001 IEEE International Symposium on Industrial Electronics
                                        1, pp. 690-695



                                        Number of Citation, as of March 4, 2019: 35



                                        Rank based on Number of Citation: 93:



                                        Risk-constrained dynamic active portfolio management Browne, S. 2000 Management Science
                                        46(9), pp. 1188-1199



                                        Number of Citation, as of March 4, 2019: 35



                                        Rank based on Number of Citation: 94:



                                        New product portfolio performance in family firms Kraiczy, N.D., Hack, A., Kellermanns, F.W. 2014 Journal of Business Research
                                        67(6), pp. 1065-1073



                                        Number of Citation, as of March 4, 2019: 33



                                        Rank based on Number of Citation: 95:



                                        Establishing project portfolio management: An exploratory analysis of the influence of internal stakeholders' interactions Beringer, C., Jonas, D., Georg Gemünden, H. 2012 Project Management Journal
                                        43(6), pp. 16-32



                                        Number of Citation, as of March 4, 2019: 33



                                        Rank based on Number of Citation: 96:



                                        Variance reduction in sample approximations of stochastic programs Koivu, M. 2005 Mathematical Programming
                                        103(3), pp. 463-485



                                        Number of Citation, as of March 4, 2019: 33



                                        Rank based on Number of Citation: 97:



                                        Dynamic risk management in petroleum project investment based on a variable precision rough set model Xie, G., Yue, W., Wang, S., Lai, K.K. 2010 Technological Forecasting and Social Change
                                        77(6), pp. 891-901



                                        Number of Citation, as of March 4, 2019: 32



                                        Rank based on Number of Citation: 98:



                                        Portfolio diversification, leverage, and financial contagion Schinasi, G.J., Smith, R.T. 2000 IMF Staff Papers
                                        47(2), pp. 159-176



                                        Number of Citation, as of March 4, 2019: 32



                                        Rank based on Number of Citation: 99:



                                        Performance of salmon fishery portfolios across western North America
                                        Open Access Griffiths, J.R., Schindler, D.E., Armstrong, J.B., (...), Stanford, J.A., Volk, E.C. 2014 Journal of Applied Ecology
                                        51(6), pp. 1554-1563



                                        Number of Citation, as of March 4, 2019: 31



                                        Rank based on Number of Citation: 100:



                                        Safety first portfolio choice based on financial and sustainability returns Dorfleitner, G., Utz, S. 2012 European Journal of Operational Research
                                        221(1), pp. 155-164



                                        Number of Citation, as of March 4, 2019: 31







                                        share|improve this answer














                                        share|improve this answer



                                        share|improve this answer








                                        edited 2 hours ago

























                                        answered 3 hours ago









                                        EmmaEmma

                                        30712




                                        30712























                                            0












                                            $begingroup$

                                            Welcome to Quant SE!






                                            The best source to check for most significant and reliable articles is
                                            scopus.com. For instance, I copy top 200 articles based on the keyword
                                            "Portfolio Management":






                                            Sorry about that I had to add four different posts.



                                            Best wishes!





                                            Rank based on Number of Citation: 1:



                                            The econometrics of financial markets ( Book) Campbell, J.Y., Lo, A.W., MacKinlay, A.C. 2012 The Econometrics of Financial Markets
                                            pp. 1-611



                                            Number of Citation, as of March 4, 2019: 2366



                                            Rank based on Number of Citation: 2:



                                            An integrated framework for project portfolio selection Archer, N.P., Ghasemzadeh, F. 1999 International Journal of Project Management
                                            17(4), pp. 207-216



                                            Number of Citation, as of March 4, 2019: 419



                                            Rank based on Number of Citation: 3:



                                            Intellectual capital and the 'capable firm': Narrating, visualising and numbering for managing knowledge Mouritsen, J., Larsen, H.T., Bukh, P.N.D. 2001 Accounting, Organizations and Society
                                            26(7-8), pp. 735-762



                                            Number of Citation, as of March 4, 2019: 287



                                            Rank based on Number of Citation: 4:



                                            Banking in the theory of finance Fama, E.F. 1980 Journal of Monetary Economics
                                            6(1), pp. 39-57



                                            Number of Citation, as of March 4, 2019: 247



                                            Rank based on Number of Citation: 5:



                                            Customer Portfolio Management: Toward a Dynamic Theory of Exchange Relationships Johnson, M.D., Selnes, F. 2004 Journal of Marketing
                                            68(2), pp. 1-17



                                            Number of Citation, as of March 4, 2019: 242



                                            Rank based on Number of Citation: 6:



                                            Extreme value dependence in financial markets: Diagnostics, models, and financial implications Poon, S.-H., Rockinger, M., Tawn, J. 2004 Review of Financial Studies
                                            17(2), pp. 581-610



                                            Number of Citation, as of March 4, 2019: 239



                                            Rank based on Number of Citation: 7:



                                            Credit risk: Pricing, measurement, and management ( Book) Duffie, D., Singleton, J.K. 2012 Credit Risk: Pricing, Measurement, and Management
                                            231



                                            *Number of Citation, as of March 4, 2019: *
                                            Rank based on Number of Citation: 8:



                                            A fuzzy goal programming approach to portfolio selection Arenas Parra, M., Bilbao Terol, A., Rodríguez Uría, M.V. 2001 European Journal of Operational Research
                                            133(2), pp. 287-297



                                            Number of Citation, as of March 4, 2019: 209



                                            Rank based on Number of Citation: 9:



                                            High dimensional covariance matrix estimation using a factor model Fan, J., Fan, Y., Lv, J. 2008 Journal of Econometrics
                                            147(1), pp. 186-197



                                            Number of Citation, as of March 4, 2019: 194



                                            Rank based on Number of Citation: 10:



                                            A fuzzy set approach for R&D portfolio selection using a real options valuation model Wang, J., Hwang, W.-L. 2007 Omega
                                            35(3), pp. 247-257



                                            Number of Citation, as of March 4, 2019: 192



                                            Rank based on Number of Citation: 11:



                                            Measuring customer perceived online service quality: Scale development and managerial implications Yang, Z., Jun, M., Peterson, R.T. 2004 International Journal of Operations and Production Management
                                            24(11), pp. 1149-1174



                                            Number of Citation, as of March 4, 2019: 182



                                            Rank based on Number of Citation: 12:



                                            Thinking differently about purchasing portfolios: An assessment of sustainable sourcing Pagell, M., Wu, Z., Wasserman, M.E. 2010 Journal of Supply Chain Management
                                            46(1), pp. 57-73



                                            Number of Citation, as of March 4, 2019: 175



                                            Rank based on Number of Citation: 13:



                                            Risk aversion or myopia? Choices in repeated gambles and retirement investments Benartzi, S., Thaler, R.H. 1999 Management Science
                                            45(3), pp. 364-381



                                            Number of Citation, as of March 4, 2019: 175



                                            Rank based on Number of Citation: 14:



                                            Does aquaculture add resilience to the global food system? Troell, M., Naylor, R.L., Metian, M., (...), Xepapadeas, T., De Zeeuw, A. 2014 Proceedings of the National Academy of Sciences of the United States of America
                                            111(37), pp. 13257-13263



                                            Number of Citation, as of March 4, 2019: 148



                                            Rank based on Number of Citation: 15:



                                            Financial risk management in a competitive electricity market roger bjorgan Liu, C.-C. 1999 IEEE Transactions on Power Systems
                                            14(4), pp. 1285-1291



                                            Number of Citation, as of March 4, 2019: 144



                                            Rank based on Number of Citation: 16:



                                            A comparison of VaR and CVaR constraints on portfolio selection with the mean-variance model Alexander, G.J., Baptista, A.M. 2004 Management Science
                                            50(9), pp. 1261-1273



                                            Number of Citation, as of March 4, 2019: 141



                                            Rank based on Number of Citation: 17:



                                            Project portfolio management - There's more to it than what management enacts Blichfeldt, B.S., Eskerod, P. 2008 International Journal of Project Management
                                            26(4), pp. 357-365



                                            Number of Citation, as of March 4, 2019: 135



                                            Rank based on Number of Citation: 18:



                                            The intersection of market and credit risk Jarrow, R.A., Turnbull, S.M. 2000 Journal of Banking and Finance
                                            24(1-2), pp. 271-299



                                            Number of Citation, as of March 4, 2019: 134



                                            Rank based on Number of Citation: 19:



                                            Probabilistic constrained load flow considering integration of wind power generation and electric vehicles Vlachogiannis, J.G. 2009 IEEE Transactions on Power Systems
                                            24(4), pp. 1808-1817



                                            Number of Citation, as of March 4, 2019: 133



                                            Rank based on Number of Citation: 20:



                                            Preference programming for robust portfolio modeling and project selection Liesiö, J., Mild, P., Salo, A. 2007 European Journal of Operational Research
                                            181(3), pp. 1488-1505



                                            Number of Citation, as of March 4, 2019: 130



                                            Rank based on Number of Citation: 21:



                                            Extreme financial risks: From dependence to risk management ( Book) Malevergn, Y., Sornette, D. 2006 Extreme Financial Risks: From Dependence to Risk Management
                                            pp. 1-312



                                            Number of Citation, as of March 4, 2019: 124



                                            Rank based on Number of Citation: 22:



                                            Bio-folio: Applying portfolio theory to biodiversity Figge, F. 2004 Biodiversity and Conservation
                                            13(4), pp. 827-849



                                            Number of Citation, as of March 4, 2019: 121



                                            Rank based on Number of Citation: 23:



                                            Venture capitalists' decision to syndicate Manigart, S., Lockett, A., Meuleman, M., (...), Desbrières, P., Hommel, U. 2006 Entrepreneurship: Theory and Practice
                                            30(2), pp. 131-153



                                            Number of Citation, as of March 4, 2019: 111



                                            Rank based on Number of Citation: 24:



                                            Scenario tree modeling for multistage stochastic programs Heitsch, H., Römisch, W. 2009 Mathematical Programming
                                            118(2), pp. 371-406



                                            Number of Citation, as of March 4, 2019: 110



                                            Rank based on Number of Citation: 25:



                                            Option pricing: Valuation models and applications Broadie, M., Detemple, J.B. 2004 Management Science
                                            50(9), pp. 1145-1177



                                            Number of Citation, as of March 4, 2019: 108



                                            Rank based on Number of Citation: 26:



                                            Audit firm portfolio management decisions Johnstone, K.M., Bedard, J.C. 2004 Journal of Accounting Research
                                            42(4), pp. 659-690



                                            Number of Citation, as of March 4, 2019: 104



                                            Rank based on Number of Citation: 27:



                                            Asset and liability management under a continuous-time mean-variance optimization framework Chiu, M.C., Li, D. 2006 Insurance: Mathematics and Economics
                                            39(3), pp. 330-355



                                            Number of Citation, as of March 4, 2019: 103



                                            Rank based on Number of Citation: 28:



                                            A theoretical ramework for managing the new product development portfolio: When and how to use strategic buckets Chao, R.O., Kavadias, S. 2008 Management Science
                                            54(5), pp. 907-921



                                            Number of Citation, as of March 4, 2019: 102



                                            Rank based on Number of Citation: 29:



                                            Fuzzy portfolio selection using fuzzy analytic hierarchy process Tiryaki, F., Ahlatcioglu, B. 2009 Information Sciences
                                            179(1-2), pp. 53-69



                                            Number of Citation, as of March 4, 2019: 100



                                            Rank based on Number of Citation: 30:



                                            Performance Incentive Fees: An Agency Theoretic Approach Starks, L.T. 1987 Journal of Financial and Quantitative Analysis
                                            22(1), pp. 17-32



                                            Number of Citation, as of March 4, 2019: 100



                                            Rank based on Number of Citation: 31:



                                            Toward a theory of project interdependencies in high tech R & D environments Verma, D., Sinha, K.K. 2002 Journal of Operations Management
                                            20(5), pp. 451-468



                                            Number of Citation, as of March 4, 2019: 98



                                            Rank based on Number of Citation: 32:



                                            Applying innovation ( Book) O'Sullivan, D., Dooley, L. 2009 Applying Innovation
                                            pp. 1-391



                                            Number of Citation, as of March 4, 2019: 96



                                            Rank based on Number of Citation: 33:



                                            Toward a theory of competencies for the management of product complexity: Six case studies Closs, D.J., Jacobs, M.A., Swink, M., Webb, G.S. 2008 Journal of Operations Management
                                            26(5), pp. 590-610



                                            Number of Citation, as of March 4, 2019: 91



                                            Rank based on Number of Citation: 34:



                                            A fuzzy decision support system for strategic portfolio management Lin, C., Hsieh, P.-J. 2004 Decision Support Systems
                                            38(3), pp. 383-398



                                            Number of Citation, as of March 4, 2019: 90



                                            Rank based on Number of Citation: 35:



                                            The challenge of autonomy and dependence in franchised channels of distribution Dant, R.P., Gundlach, G.T. 1999 Journal of Business Venturing
                                            14(1), pp. 35-67



                                            Number of Citation, as of March 4, 2019: 90



                                            Rank based on Number of Citation: 36:



                                            Project portfolios in dynamic environments: Organizing for uncertainty Petit, Y. 2012 International Journal of Project Management
                                            30(5), pp. 539-553



                                            Number of Citation, as of March 4, 2019: 84



                                            Rank based on Number of Citation: 37:



                                            Possibilistic mean-variance models and efficient frontiers for portfolio selection problem Zhang, W.-G., Wang, Y.-L., Chen, Z.-P., Nie, Z.-K. 2007 Information Sciences
                                            177(13), pp. 2787-2801



                                            Number of Citation, as of March 4, 2019: 84



                                            Rank based on Number of Citation: 38:



                                            Constructing risk measures from uncertainty sets Natarajan, K., Pachamanova, D., Sim, M. 2009 Operations Research
                                            57(5), pp. 1129-1141



                                            Number of Citation, as of March 4, 2019: 77



                                            Rank based on Number of Citation: 39:



                                            Stock trading using RSPOP: A novel rough set-based neuro-fuzzy approach Ang, K.K., Quek, C. 2006 IEEE Transactions on Neural Networks
                                            17(5), pp. 1301-1315



                                            Number of Citation, as of March 4, 2019: 73



                                            Rank based on Number of Citation: 40:



                                            Behavior of internal stakeholders in project portfolio management and its impact on success Beringer, C., Jonas, D., Kock, A. 2013 International Journal of Project Management
                                            31(6), pp. 830-846



                                            Number of Citation, as of March 4, 2019: 72



                                            Rank based on Number of Citation: 41:



                                            The management of project management: A conceptual framework for project governance Too, E.G., Weaver, P. 2014 International Journal of Project Management
                                            32(8), pp. 1382-1394



                                            Number of Citation, as of March 4, 2019: 71



                                            Rank based on Number of Citation: 42:



                                            Construction client multi-projects - A complex adaptive systems perspective Aritua, B., Smith, N.J., Bower, D. 2009 International Journal of Project Management
                                            27(1), pp. 72-79



                                            Number of Citation, as of March 4, 2019: 71



                                            Rank based on Number of Citation: 43:



                                            Portfolio optimization with mental accounts
                                            Open Access Das, S., Markowitz, H., Scheid, J., Statman, M. 2010 Journal of Financial and Quantitative Analysis
                                            45(2), pp. 311-334



                                            Number of Citation, as of March 4, 2019: 69



                                            Rank based on Number of Citation: 44:



                                            The advent of copulas in finance Genest, C., Gendron, M., Bourdeau-Brien, M. 2009 European Journal of Finance
                                            15(7-8), pp. 609-618



                                            Number of Citation, as of March 4, 2019: 69



                                            Rank based on Number of Citation: 45:



                                            Advancing project and portfolio management research: Applying strategic management theories Killen, C.P., Jugdev, K., Drouin, N., Petit, Y. 2012 International Journal of Project Management
                                            30(5), pp. 525-538



                                            Number of Citation, as of March 4, 2019: 67



                                            Rank based on Number of Citation: 46:



                                            Exploring portfolio decision-making processes Kester, L., Griffin, A., Hultink, E.J., Lauche, K. 2011 Journal of Product Innovation Management
                                            28(5), pp. 641-661



                                            Number of Citation, as of March 4, 2019: 66



                                            Rank based on Number of Citation: 47:



                                            Resource allocation strategy for innovation portfolio management Klingebiel, R., Rammer, C. 2014 Strategic Management Journal
                                            35(2), pp. 246-268



                                            Number of Citation, as of March 4, 2019: 65



                                            Rank based on Number of Citation: 48:



                                            Neural network-based mean-variance-skewness model for portfolio selection Yu, L., Wang, S., Lai, K.K. 2008 Computers and Operations Research
                                            35(1), pp. 34-46



                                            Number of Citation, as of March 4, 2019: 63



                                            Rank based on Number of Citation: 49:



                                            Portfolio optimization using multi-objective genetic algorithms Skolpadungket, P., Dahal, K., Harnpornchai, N. 2007 2007 IEEE Congress on Evolutionary Computation, CEC 2007
                                            4424514, pp. 516-523



                                            Number of Citation, as of March 4, 2019: 63



                                            Rank based on Number of Citation: 50:



                                            Do relationship portfolios and networks provide the key to successful relationship management? Zolkiewski, J., Turnbull, P. 2002 Journal of Business & Industrial Marketing
                                            17(7), pp. 575-597



                                            Number of Citation, as of March 4, 2019: 63






                                            share|improve this answer











                                            $endgroup$


















                                              0












                                              $begingroup$

                                              Welcome to Quant SE!






                                              The best source to check for most significant and reliable articles is
                                              scopus.com. For instance, I copy top 200 articles based on the keyword
                                              "Portfolio Management":






                                              Sorry about that I had to add four different posts.



                                              Best wishes!





                                              Rank based on Number of Citation: 1:



                                              The econometrics of financial markets ( Book) Campbell, J.Y., Lo, A.W., MacKinlay, A.C. 2012 The Econometrics of Financial Markets
                                              pp. 1-611



                                              Number of Citation, as of March 4, 2019: 2366



                                              Rank based on Number of Citation: 2:



                                              An integrated framework for project portfolio selection Archer, N.P., Ghasemzadeh, F. 1999 International Journal of Project Management
                                              17(4), pp. 207-216



                                              Number of Citation, as of March 4, 2019: 419



                                              Rank based on Number of Citation: 3:



                                              Intellectual capital and the 'capable firm': Narrating, visualising and numbering for managing knowledge Mouritsen, J., Larsen, H.T., Bukh, P.N.D. 2001 Accounting, Organizations and Society
                                              26(7-8), pp. 735-762



                                              Number of Citation, as of March 4, 2019: 287



                                              Rank based on Number of Citation: 4:



                                              Banking in the theory of finance Fama, E.F. 1980 Journal of Monetary Economics
                                              6(1), pp. 39-57



                                              Number of Citation, as of March 4, 2019: 247



                                              Rank based on Number of Citation: 5:



                                              Customer Portfolio Management: Toward a Dynamic Theory of Exchange Relationships Johnson, M.D., Selnes, F. 2004 Journal of Marketing
                                              68(2), pp. 1-17



                                              Number of Citation, as of March 4, 2019: 242



                                              Rank based on Number of Citation: 6:



                                              Extreme value dependence in financial markets: Diagnostics, models, and financial implications Poon, S.-H., Rockinger, M., Tawn, J. 2004 Review of Financial Studies
                                              17(2), pp. 581-610



                                              Number of Citation, as of March 4, 2019: 239



                                              Rank based on Number of Citation: 7:



                                              Credit risk: Pricing, measurement, and management ( Book) Duffie, D., Singleton, J.K. 2012 Credit Risk: Pricing, Measurement, and Management
                                              231



                                              *Number of Citation, as of March 4, 2019: *
                                              Rank based on Number of Citation: 8:



                                              A fuzzy goal programming approach to portfolio selection Arenas Parra, M., Bilbao Terol, A., Rodríguez Uría, M.V. 2001 European Journal of Operational Research
                                              133(2), pp. 287-297



                                              Number of Citation, as of March 4, 2019: 209



                                              Rank based on Number of Citation: 9:



                                              High dimensional covariance matrix estimation using a factor model Fan, J., Fan, Y., Lv, J. 2008 Journal of Econometrics
                                              147(1), pp. 186-197



                                              Number of Citation, as of March 4, 2019: 194



                                              Rank based on Number of Citation: 10:



                                              A fuzzy set approach for R&D portfolio selection using a real options valuation model Wang, J., Hwang, W.-L. 2007 Omega
                                              35(3), pp. 247-257



                                              Number of Citation, as of March 4, 2019: 192



                                              Rank based on Number of Citation: 11:



                                              Measuring customer perceived online service quality: Scale development and managerial implications Yang, Z., Jun, M., Peterson, R.T. 2004 International Journal of Operations and Production Management
                                              24(11), pp. 1149-1174



                                              Number of Citation, as of March 4, 2019: 182



                                              Rank based on Number of Citation: 12:



                                              Thinking differently about purchasing portfolios: An assessment of sustainable sourcing Pagell, M., Wu, Z., Wasserman, M.E. 2010 Journal of Supply Chain Management
                                              46(1), pp. 57-73



                                              Number of Citation, as of March 4, 2019: 175



                                              Rank based on Number of Citation: 13:



                                              Risk aversion or myopia? Choices in repeated gambles and retirement investments Benartzi, S., Thaler, R.H. 1999 Management Science
                                              45(3), pp. 364-381



                                              Number of Citation, as of March 4, 2019: 175



                                              Rank based on Number of Citation: 14:



                                              Does aquaculture add resilience to the global food system? Troell, M., Naylor, R.L., Metian, M., (...), Xepapadeas, T., De Zeeuw, A. 2014 Proceedings of the National Academy of Sciences of the United States of America
                                              111(37), pp. 13257-13263



                                              Number of Citation, as of March 4, 2019: 148



                                              Rank based on Number of Citation: 15:



                                              Financial risk management in a competitive electricity market roger bjorgan Liu, C.-C. 1999 IEEE Transactions on Power Systems
                                              14(4), pp. 1285-1291



                                              Number of Citation, as of March 4, 2019: 144



                                              Rank based on Number of Citation: 16:



                                              A comparison of VaR and CVaR constraints on portfolio selection with the mean-variance model Alexander, G.J., Baptista, A.M. 2004 Management Science
                                              50(9), pp. 1261-1273



                                              Number of Citation, as of March 4, 2019: 141



                                              Rank based on Number of Citation: 17:



                                              Project portfolio management - There's more to it than what management enacts Blichfeldt, B.S., Eskerod, P. 2008 International Journal of Project Management
                                              26(4), pp. 357-365



                                              Number of Citation, as of March 4, 2019: 135



                                              Rank based on Number of Citation: 18:



                                              The intersection of market and credit risk Jarrow, R.A., Turnbull, S.M. 2000 Journal of Banking and Finance
                                              24(1-2), pp. 271-299



                                              Number of Citation, as of March 4, 2019: 134



                                              Rank based on Number of Citation: 19:



                                              Probabilistic constrained load flow considering integration of wind power generation and electric vehicles Vlachogiannis, J.G. 2009 IEEE Transactions on Power Systems
                                              24(4), pp. 1808-1817



                                              Number of Citation, as of March 4, 2019: 133



                                              Rank based on Number of Citation: 20:



                                              Preference programming for robust portfolio modeling and project selection Liesiö, J., Mild, P., Salo, A. 2007 European Journal of Operational Research
                                              181(3), pp. 1488-1505



                                              Number of Citation, as of March 4, 2019: 130



                                              Rank based on Number of Citation: 21:



                                              Extreme financial risks: From dependence to risk management ( Book) Malevergn, Y., Sornette, D. 2006 Extreme Financial Risks: From Dependence to Risk Management
                                              pp. 1-312



                                              Number of Citation, as of March 4, 2019: 124



                                              Rank based on Number of Citation: 22:



                                              Bio-folio: Applying portfolio theory to biodiversity Figge, F. 2004 Biodiversity and Conservation
                                              13(4), pp. 827-849



                                              Number of Citation, as of March 4, 2019: 121



                                              Rank based on Number of Citation: 23:



                                              Venture capitalists' decision to syndicate Manigart, S., Lockett, A., Meuleman, M., (...), Desbrières, P., Hommel, U. 2006 Entrepreneurship: Theory and Practice
                                              30(2), pp. 131-153



                                              Number of Citation, as of March 4, 2019: 111



                                              Rank based on Number of Citation: 24:



                                              Scenario tree modeling for multistage stochastic programs Heitsch, H., Römisch, W. 2009 Mathematical Programming
                                              118(2), pp. 371-406



                                              Number of Citation, as of March 4, 2019: 110



                                              Rank based on Number of Citation: 25:



                                              Option pricing: Valuation models and applications Broadie, M., Detemple, J.B. 2004 Management Science
                                              50(9), pp. 1145-1177



                                              Number of Citation, as of March 4, 2019: 108



                                              Rank based on Number of Citation: 26:



                                              Audit firm portfolio management decisions Johnstone, K.M., Bedard, J.C. 2004 Journal of Accounting Research
                                              42(4), pp. 659-690



                                              Number of Citation, as of March 4, 2019: 104



                                              Rank based on Number of Citation: 27:



                                              Asset and liability management under a continuous-time mean-variance optimization framework Chiu, M.C., Li, D. 2006 Insurance: Mathematics and Economics
                                              39(3), pp. 330-355



                                              Number of Citation, as of March 4, 2019: 103



                                              Rank based on Number of Citation: 28:



                                              A theoretical ramework for managing the new product development portfolio: When and how to use strategic buckets Chao, R.O., Kavadias, S. 2008 Management Science
                                              54(5), pp. 907-921



                                              Number of Citation, as of March 4, 2019: 102



                                              Rank based on Number of Citation: 29:



                                              Fuzzy portfolio selection using fuzzy analytic hierarchy process Tiryaki, F., Ahlatcioglu, B. 2009 Information Sciences
                                              179(1-2), pp. 53-69



                                              Number of Citation, as of March 4, 2019: 100



                                              Rank based on Number of Citation: 30:



                                              Performance Incentive Fees: An Agency Theoretic Approach Starks, L.T. 1987 Journal of Financial and Quantitative Analysis
                                              22(1), pp. 17-32



                                              Number of Citation, as of March 4, 2019: 100



                                              Rank based on Number of Citation: 31:



                                              Toward a theory of project interdependencies in high tech R & D environments Verma, D., Sinha, K.K. 2002 Journal of Operations Management
                                              20(5), pp. 451-468



                                              Number of Citation, as of March 4, 2019: 98



                                              Rank based on Number of Citation: 32:



                                              Applying innovation ( Book) O'Sullivan, D., Dooley, L. 2009 Applying Innovation
                                              pp. 1-391



                                              Number of Citation, as of March 4, 2019: 96



                                              Rank based on Number of Citation: 33:



                                              Toward a theory of competencies for the management of product complexity: Six case studies Closs, D.J., Jacobs, M.A., Swink, M., Webb, G.S. 2008 Journal of Operations Management
                                              26(5), pp. 590-610



                                              Number of Citation, as of March 4, 2019: 91



                                              Rank based on Number of Citation: 34:



                                              A fuzzy decision support system for strategic portfolio management Lin, C., Hsieh, P.-J. 2004 Decision Support Systems
                                              38(3), pp. 383-398



                                              Number of Citation, as of March 4, 2019: 90



                                              Rank based on Number of Citation: 35:



                                              The challenge of autonomy and dependence in franchised channels of distribution Dant, R.P., Gundlach, G.T. 1999 Journal of Business Venturing
                                              14(1), pp. 35-67



                                              Number of Citation, as of March 4, 2019: 90



                                              Rank based on Number of Citation: 36:



                                              Project portfolios in dynamic environments: Organizing for uncertainty Petit, Y. 2012 International Journal of Project Management
                                              30(5), pp. 539-553



                                              Number of Citation, as of March 4, 2019: 84



                                              Rank based on Number of Citation: 37:



                                              Possibilistic mean-variance models and efficient frontiers for portfolio selection problem Zhang, W.-G., Wang, Y.-L., Chen, Z.-P., Nie, Z.-K. 2007 Information Sciences
                                              177(13), pp. 2787-2801



                                              Number of Citation, as of March 4, 2019: 84



                                              Rank based on Number of Citation: 38:



                                              Constructing risk measures from uncertainty sets Natarajan, K., Pachamanova, D., Sim, M. 2009 Operations Research
                                              57(5), pp. 1129-1141



                                              Number of Citation, as of March 4, 2019: 77



                                              Rank based on Number of Citation: 39:



                                              Stock trading using RSPOP: A novel rough set-based neuro-fuzzy approach Ang, K.K., Quek, C. 2006 IEEE Transactions on Neural Networks
                                              17(5), pp. 1301-1315



                                              Number of Citation, as of March 4, 2019: 73



                                              Rank based on Number of Citation: 40:



                                              Behavior of internal stakeholders in project portfolio management and its impact on success Beringer, C., Jonas, D., Kock, A. 2013 International Journal of Project Management
                                              31(6), pp. 830-846



                                              Number of Citation, as of March 4, 2019: 72



                                              Rank based on Number of Citation: 41:



                                              The management of project management: A conceptual framework for project governance Too, E.G., Weaver, P. 2014 International Journal of Project Management
                                              32(8), pp. 1382-1394



                                              Number of Citation, as of March 4, 2019: 71



                                              Rank based on Number of Citation: 42:



                                              Construction client multi-projects - A complex adaptive systems perspective Aritua, B., Smith, N.J., Bower, D. 2009 International Journal of Project Management
                                              27(1), pp. 72-79



                                              Number of Citation, as of March 4, 2019: 71



                                              Rank based on Number of Citation: 43:



                                              Portfolio optimization with mental accounts
                                              Open Access Das, S., Markowitz, H., Scheid, J., Statman, M. 2010 Journal of Financial and Quantitative Analysis
                                              45(2), pp. 311-334



                                              Number of Citation, as of March 4, 2019: 69



                                              Rank based on Number of Citation: 44:



                                              The advent of copulas in finance Genest, C., Gendron, M., Bourdeau-Brien, M. 2009 European Journal of Finance
                                              15(7-8), pp. 609-618



                                              Number of Citation, as of March 4, 2019: 69



                                              Rank based on Number of Citation: 45:



                                              Advancing project and portfolio management research: Applying strategic management theories Killen, C.P., Jugdev, K., Drouin, N., Petit, Y. 2012 International Journal of Project Management
                                              30(5), pp. 525-538



                                              Number of Citation, as of March 4, 2019: 67



                                              Rank based on Number of Citation: 46:



                                              Exploring portfolio decision-making processes Kester, L., Griffin, A., Hultink, E.J., Lauche, K. 2011 Journal of Product Innovation Management
                                              28(5), pp. 641-661



                                              Number of Citation, as of March 4, 2019: 66



                                              Rank based on Number of Citation: 47:



                                              Resource allocation strategy for innovation portfolio management Klingebiel, R., Rammer, C. 2014 Strategic Management Journal
                                              35(2), pp. 246-268



                                              Number of Citation, as of March 4, 2019: 65



                                              Rank based on Number of Citation: 48:



                                              Neural network-based mean-variance-skewness model for portfolio selection Yu, L., Wang, S., Lai, K.K. 2008 Computers and Operations Research
                                              35(1), pp. 34-46



                                              Number of Citation, as of March 4, 2019: 63



                                              Rank based on Number of Citation: 49:



                                              Portfolio optimization using multi-objective genetic algorithms Skolpadungket, P., Dahal, K., Harnpornchai, N. 2007 2007 IEEE Congress on Evolutionary Computation, CEC 2007
                                              4424514, pp. 516-523



                                              Number of Citation, as of March 4, 2019: 63



                                              Rank based on Number of Citation: 50:



                                              Do relationship portfolios and networks provide the key to successful relationship management? Zolkiewski, J., Turnbull, P. 2002 Journal of Business & Industrial Marketing
                                              17(7), pp. 575-597



                                              Number of Citation, as of March 4, 2019: 63






                                              share|improve this answer











                                              $endgroup$
















                                                0












                                                0








                                                0





                                                $begingroup$

                                                Welcome to Quant SE!






                                                The best source to check for most significant and reliable articles is
                                                scopus.com. For instance, I copy top 200 articles based on the keyword
                                                "Portfolio Management":






                                                Sorry about that I had to add four different posts.



                                                Best wishes!





                                                Rank based on Number of Citation: 1:



                                                The econometrics of financial markets ( Book) Campbell, J.Y., Lo, A.W., MacKinlay, A.C. 2012 The Econometrics of Financial Markets
                                                pp. 1-611



                                                Number of Citation, as of March 4, 2019: 2366



                                                Rank based on Number of Citation: 2:



                                                An integrated framework for project portfolio selection Archer, N.P., Ghasemzadeh, F. 1999 International Journal of Project Management
                                                17(4), pp. 207-216



                                                Number of Citation, as of March 4, 2019: 419



                                                Rank based on Number of Citation: 3:



                                                Intellectual capital and the 'capable firm': Narrating, visualising and numbering for managing knowledge Mouritsen, J., Larsen, H.T., Bukh, P.N.D. 2001 Accounting, Organizations and Society
                                                26(7-8), pp. 735-762



                                                Number of Citation, as of March 4, 2019: 287



                                                Rank based on Number of Citation: 4:



                                                Banking in the theory of finance Fama, E.F. 1980 Journal of Monetary Economics
                                                6(1), pp. 39-57



                                                Number of Citation, as of March 4, 2019: 247



                                                Rank based on Number of Citation: 5:



                                                Customer Portfolio Management: Toward a Dynamic Theory of Exchange Relationships Johnson, M.D., Selnes, F. 2004 Journal of Marketing
                                                68(2), pp. 1-17



                                                Number of Citation, as of March 4, 2019: 242



                                                Rank based on Number of Citation: 6:



                                                Extreme value dependence in financial markets: Diagnostics, models, and financial implications Poon, S.-H., Rockinger, M., Tawn, J. 2004 Review of Financial Studies
                                                17(2), pp. 581-610



                                                Number of Citation, as of March 4, 2019: 239



                                                Rank based on Number of Citation: 7:



                                                Credit risk: Pricing, measurement, and management ( Book) Duffie, D., Singleton, J.K. 2012 Credit Risk: Pricing, Measurement, and Management
                                                231



                                                *Number of Citation, as of March 4, 2019: *
                                                Rank based on Number of Citation: 8:



                                                A fuzzy goal programming approach to portfolio selection Arenas Parra, M., Bilbao Terol, A., Rodríguez Uría, M.V. 2001 European Journal of Operational Research
                                                133(2), pp. 287-297



                                                Number of Citation, as of March 4, 2019: 209



                                                Rank based on Number of Citation: 9:



                                                High dimensional covariance matrix estimation using a factor model Fan, J., Fan, Y., Lv, J. 2008 Journal of Econometrics
                                                147(1), pp. 186-197



                                                Number of Citation, as of March 4, 2019: 194



                                                Rank based on Number of Citation: 10:



                                                A fuzzy set approach for R&D portfolio selection using a real options valuation model Wang, J., Hwang, W.-L. 2007 Omega
                                                35(3), pp. 247-257



                                                Number of Citation, as of March 4, 2019: 192



                                                Rank based on Number of Citation: 11:



                                                Measuring customer perceived online service quality: Scale development and managerial implications Yang, Z., Jun, M., Peterson, R.T. 2004 International Journal of Operations and Production Management
                                                24(11), pp. 1149-1174



                                                Number of Citation, as of March 4, 2019: 182



                                                Rank based on Number of Citation: 12:



                                                Thinking differently about purchasing portfolios: An assessment of sustainable sourcing Pagell, M., Wu, Z., Wasserman, M.E. 2010 Journal of Supply Chain Management
                                                46(1), pp. 57-73



                                                Number of Citation, as of March 4, 2019: 175



                                                Rank based on Number of Citation: 13:



                                                Risk aversion or myopia? Choices in repeated gambles and retirement investments Benartzi, S., Thaler, R.H. 1999 Management Science
                                                45(3), pp. 364-381



                                                Number of Citation, as of March 4, 2019: 175



                                                Rank based on Number of Citation: 14:



                                                Does aquaculture add resilience to the global food system? Troell, M., Naylor, R.L., Metian, M., (...), Xepapadeas, T., De Zeeuw, A. 2014 Proceedings of the National Academy of Sciences of the United States of America
                                                111(37), pp. 13257-13263



                                                Number of Citation, as of March 4, 2019: 148



                                                Rank based on Number of Citation: 15:



                                                Financial risk management in a competitive electricity market roger bjorgan Liu, C.-C. 1999 IEEE Transactions on Power Systems
                                                14(4), pp. 1285-1291



                                                Number of Citation, as of March 4, 2019: 144



                                                Rank based on Number of Citation: 16:



                                                A comparison of VaR and CVaR constraints on portfolio selection with the mean-variance model Alexander, G.J., Baptista, A.M. 2004 Management Science
                                                50(9), pp. 1261-1273



                                                Number of Citation, as of March 4, 2019: 141



                                                Rank based on Number of Citation: 17:



                                                Project portfolio management - There's more to it than what management enacts Blichfeldt, B.S., Eskerod, P. 2008 International Journal of Project Management
                                                26(4), pp. 357-365



                                                Number of Citation, as of March 4, 2019: 135



                                                Rank based on Number of Citation: 18:



                                                The intersection of market and credit risk Jarrow, R.A., Turnbull, S.M. 2000 Journal of Banking and Finance
                                                24(1-2), pp. 271-299



                                                Number of Citation, as of March 4, 2019: 134



                                                Rank based on Number of Citation: 19:



                                                Probabilistic constrained load flow considering integration of wind power generation and electric vehicles Vlachogiannis, J.G. 2009 IEEE Transactions on Power Systems
                                                24(4), pp. 1808-1817



                                                Number of Citation, as of March 4, 2019: 133



                                                Rank based on Number of Citation: 20:



                                                Preference programming for robust portfolio modeling and project selection Liesiö, J., Mild, P., Salo, A. 2007 European Journal of Operational Research
                                                181(3), pp. 1488-1505



                                                Number of Citation, as of March 4, 2019: 130



                                                Rank based on Number of Citation: 21:



                                                Extreme financial risks: From dependence to risk management ( Book) Malevergn, Y., Sornette, D. 2006 Extreme Financial Risks: From Dependence to Risk Management
                                                pp. 1-312



                                                Number of Citation, as of March 4, 2019: 124



                                                Rank based on Number of Citation: 22:



                                                Bio-folio: Applying portfolio theory to biodiversity Figge, F. 2004 Biodiversity and Conservation
                                                13(4), pp. 827-849



                                                Number of Citation, as of March 4, 2019: 121



                                                Rank based on Number of Citation: 23:



                                                Venture capitalists' decision to syndicate Manigart, S., Lockett, A., Meuleman, M., (...), Desbrières, P., Hommel, U. 2006 Entrepreneurship: Theory and Practice
                                                30(2), pp. 131-153



                                                Number of Citation, as of March 4, 2019: 111



                                                Rank based on Number of Citation: 24:



                                                Scenario tree modeling for multistage stochastic programs Heitsch, H., Römisch, W. 2009 Mathematical Programming
                                                118(2), pp. 371-406



                                                Number of Citation, as of March 4, 2019: 110



                                                Rank based on Number of Citation: 25:



                                                Option pricing: Valuation models and applications Broadie, M., Detemple, J.B. 2004 Management Science
                                                50(9), pp. 1145-1177



                                                Number of Citation, as of March 4, 2019: 108



                                                Rank based on Number of Citation: 26:



                                                Audit firm portfolio management decisions Johnstone, K.M., Bedard, J.C. 2004 Journal of Accounting Research
                                                42(4), pp. 659-690



                                                Number of Citation, as of March 4, 2019: 104



                                                Rank based on Number of Citation: 27:



                                                Asset and liability management under a continuous-time mean-variance optimization framework Chiu, M.C., Li, D. 2006 Insurance: Mathematics and Economics
                                                39(3), pp. 330-355



                                                Number of Citation, as of March 4, 2019: 103



                                                Rank based on Number of Citation: 28:



                                                A theoretical ramework for managing the new product development portfolio: When and how to use strategic buckets Chao, R.O., Kavadias, S. 2008 Management Science
                                                54(5), pp. 907-921



                                                Number of Citation, as of March 4, 2019: 102



                                                Rank based on Number of Citation: 29:



                                                Fuzzy portfolio selection using fuzzy analytic hierarchy process Tiryaki, F., Ahlatcioglu, B. 2009 Information Sciences
                                                179(1-2), pp. 53-69



                                                Number of Citation, as of March 4, 2019: 100



                                                Rank based on Number of Citation: 30:



                                                Performance Incentive Fees: An Agency Theoretic Approach Starks, L.T. 1987 Journal of Financial and Quantitative Analysis
                                                22(1), pp. 17-32



                                                Number of Citation, as of March 4, 2019: 100



                                                Rank based on Number of Citation: 31:



                                                Toward a theory of project interdependencies in high tech R & D environments Verma, D., Sinha, K.K. 2002 Journal of Operations Management
                                                20(5), pp. 451-468



                                                Number of Citation, as of March 4, 2019: 98



                                                Rank based on Number of Citation: 32:



                                                Applying innovation ( Book) O'Sullivan, D., Dooley, L. 2009 Applying Innovation
                                                pp. 1-391



                                                Number of Citation, as of March 4, 2019: 96



                                                Rank based on Number of Citation: 33:



                                                Toward a theory of competencies for the management of product complexity: Six case studies Closs, D.J., Jacobs, M.A., Swink, M., Webb, G.S. 2008 Journal of Operations Management
                                                26(5), pp. 590-610



                                                Number of Citation, as of March 4, 2019: 91



                                                Rank based on Number of Citation: 34:



                                                A fuzzy decision support system for strategic portfolio management Lin, C., Hsieh, P.-J. 2004 Decision Support Systems
                                                38(3), pp. 383-398



                                                Number of Citation, as of March 4, 2019: 90



                                                Rank based on Number of Citation: 35:



                                                The challenge of autonomy and dependence in franchised channels of distribution Dant, R.P., Gundlach, G.T. 1999 Journal of Business Venturing
                                                14(1), pp. 35-67



                                                Number of Citation, as of March 4, 2019: 90



                                                Rank based on Number of Citation: 36:



                                                Project portfolios in dynamic environments: Organizing for uncertainty Petit, Y. 2012 International Journal of Project Management
                                                30(5), pp. 539-553



                                                Number of Citation, as of March 4, 2019: 84



                                                Rank based on Number of Citation: 37:



                                                Possibilistic mean-variance models and efficient frontiers for portfolio selection problem Zhang, W.-G., Wang, Y.-L., Chen, Z.-P., Nie, Z.-K. 2007 Information Sciences
                                                177(13), pp. 2787-2801



                                                Number of Citation, as of March 4, 2019: 84



                                                Rank based on Number of Citation: 38:



                                                Constructing risk measures from uncertainty sets Natarajan, K., Pachamanova, D., Sim, M. 2009 Operations Research
                                                57(5), pp. 1129-1141



                                                Number of Citation, as of March 4, 2019: 77



                                                Rank based on Number of Citation: 39:



                                                Stock trading using RSPOP: A novel rough set-based neuro-fuzzy approach Ang, K.K., Quek, C. 2006 IEEE Transactions on Neural Networks
                                                17(5), pp. 1301-1315



                                                Number of Citation, as of March 4, 2019: 73



                                                Rank based on Number of Citation: 40:



                                                Behavior of internal stakeholders in project portfolio management and its impact on success Beringer, C., Jonas, D., Kock, A. 2013 International Journal of Project Management
                                                31(6), pp. 830-846



                                                Number of Citation, as of March 4, 2019: 72



                                                Rank based on Number of Citation: 41:



                                                The management of project management: A conceptual framework for project governance Too, E.G., Weaver, P. 2014 International Journal of Project Management
                                                32(8), pp. 1382-1394



                                                Number of Citation, as of March 4, 2019: 71



                                                Rank based on Number of Citation: 42:



                                                Construction client multi-projects - A complex adaptive systems perspective Aritua, B., Smith, N.J., Bower, D. 2009 International Journal of Project Management
                                                27(1), pp. 72-79



                                                Number of Citation, as of March 4, 2019: 71



                                                Rank based on Number of Citation: 43:



                                                Portfolio optimization with mental accounts
                                                Open Access Das, S., Markowitz, H., Scheid, J., Statman, M. 2010 Journal of Financial and Quantitative Analysis
                                                45(2), pp. 311-334



                                                Number of Citation, as of March 4, 2019: 69



                                                Rank based on Number of Citation: 44:



                                                The advent of copulas in finance Genest, C., Gendron, M., Bourdeau-Brien, M. 2009 European Journal of Finance
                                                15(7-8), pp. 609-618



                                                Number of Citation, as of March 4, 2019: 69



                                                Rank based on Number of Citation: 45:



                                                Advancing project and portfolio management research: Applying strategic management theories Killen, C.P., Jugdev, K., Drouin, N., Petit, Y. 2012 International Journal of Project Management
                                                30(5), pp. 525-538



                                                Number of Citation, as of March 4, 2019: 67



                                                Rank based on Number of Citation: 46:



                                                Exploring portfolio decision-making processes Kester, L., Griffin, A., Hultink, E.J., Lauche, K. 2011 Journal of Product Innovation Management
                                                28(5), pp. 641-661



                                                Number of Citation, as of March 4, 2019: 66



                                                Rank based on Number of Citation: 47:



                                                Resource allocation strategy for innovation portfolio management Klingebiel, R., Rammer, C. 2014 Strategic Management Journal
                                                35(2), pp. 246-268



                                                Number of Citation, as of March 4, 2019: 65



                                                Rank based on Number of Citation: 48:



                                                Neural network-based mean-variance-skewness model for portfolio selection Yu, L., Wang, S., Lai, K.K. 2008 Computers and Operations Research
                                                35(1), pp. 34-46



                                                Number of Citation, as of March 4, 2019: 63



                                                Rank based on Number of Citation: 49:



                                                Portfolio optimization using multi-objective genetic algorithms Skolpadungket, P., Dahal, K., Harnpornchai, N. 2007 2007 IEEE Congress on Evolutionary Computation, CEC 2007
                                                4424514, pp. 516-523



                                                Number of Citation, as of March 4, 2019: 63



                                                Rank based on Number of Citation: 50:



                                                Do relationship portfolios and networks provide the key to successful relationship management? Zolkiewski, J., Turnbull, P. 2002 Journal of Business & Industrial Marketing
                                                17(7), pp. 575-597



                                                Number of Citation, as of March 4, 2019: 63






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                                                $endgroup$



                                                Welcome to Quant SE!






                                                The best source to check for most significant and reliable articles is
                                                scopus.com. For instance, I copy top 200 articles based on the keyword
                                                "Portfolio Management":






                                                Sorry about that I had to add four different posts.



                                                Best wishes!





                                                Rank based on Number of Citation: 1:



                                                The econometrics of financial markets ( Book) Campbell, J.Y., Lo, A.W., MacKinlay, A.C. 2012 The Econometrics of Financial Markets
                                                pp. 1-611



                                                Number of Citation, as of March 4, 2019: 2366



                                                Rank based on Number of Citation: 2:



                                                An integrated framework for project portfolio selection Archer, N.P., Ghasemzadeh, F. 1999 International Journal of Project Management
                                                17(4), pp. 207-216



                                                Number of Citation, as of March 4, 2019: 419



                                                Rank based on Number of Citation: 3:



                                                Intellectual capital and the 'capable firm': Narrating, visualising and numbering for managing knowledge Mouritsen, J., Larsen, H.T., Bukh, P.N.D. 2001 Accounting, Organizations and Society
                                                26(7-8), pp. 735-762



                                                Number of Citation, as of March 4, 2019: 287



                                                Rank based on Number of Citation: 4:



                                                Banking in the theory of finance Fama, E.F. 1980 Journal of Monetary Economics
                                                6(1), pp. 39-57



                                                Number of Citation, as of March 4, 2019: 247



                                                Rank based on Number of Citation: 5:



                                                Customer Portfolio Management: Toward a Dynamic Theory of Exchange Relationships Johnson, M.D., Selnes, F. 2004 Journal of Marketing
                                                68(2), pp. 1-17



                                                Number of Citation, as of March 4, 2019: 242



                                                Rank based on Number of Citation: 6:



                                                Extreme value dependence in financial markets: Diagnostics, models, and financial implications Poon, S.-H., Rockinger, M., Tawn, J. 2004 Review of Financial Studies
                                                17(2), pp. 581-610



                                                Number of Citation, as of March 4, 2019: 239



                                                Rank based on Number of Citation: 7:



                                                Credit risk: Pricing, measurement, and management ( Book) Duffie, D., Singleton, J.K. 2012 Credit Risk: Pricing, Measurement, and Management
                                                231



                                                *Number of Citation, as of March 4, 2019: *
                                                Rank based on Number of Citation: 8:



                                                A fuzzy goal programming approach to portfolio selection Arenas Parra, M., Bilbao Terol, A., Rodríguez Uría, M.V. 2001 European Journal of Operational Research
                                                133(2), pp. 287-297



                                                Number of Citation, as of March 4, 2019: 209



                                                Rank based on Number of Citation: 9:



                                                High dimensional covariance matrix estimation using a factor model Fan, J., Fan, Y., Lv, J. 2008 Journal of Econometrics
                                                147(1), pp. 186-197



                                                Number of Citation, as of March 4, 2019: 194



                                                Rank based on Number of Citation: 10:



                                                A fuzzy set approach for R&D portfolio selection using a real options valuation model Wang, J., Hwang, W.-L. 2007 Omega
                                                35(3), pp. 247-257



                                                Number of Citation, as of March 4, 2019: 192



                                                Rank based on Number of Citation: 11:



                                                Measuring customer perceived online service quality: Scale development and managerial implications Yang, Z., Jun, M., Peterson, R.T. 2004 International Journal of Operations and Production Management
                                                24(11), pp. 1149-1174



                                                Number of Citation, as of March 4, 2019: 182



                                                Rank based on Number of Citation: 12:



                                                Thinking differently about purchasing portfolios: An assessment of sustainable sourcing Pagell, M., Wu, Z., Wasserman, M.E. 2010 Journal of Supply Chain Management
                                                46(1), pp. 57-73



                                                Number of Citation, as of March 4, 2019: 175



                                                Rank based on Number of Citation: 13:



                                                Risk aversion or myopia? Choices in repeated gambles and retirement investments Benartzi, S., Thaler, R.H. 1999 Management Science
                                                45(3), pp. 364-381



                                                Number of Citation, as of March 4, 2019: 175



                                                Rank based on Number of Citation: 14:



                                                Does aquaculture add resilience to the global food system? Troell, M., Naylor, R.L., Metian, M., (...), Xepapadeas, T., De Zeeuw, A. 2014 Proceedings of the National Academy of Sciences of the United States of America
                                                111(37), pp. 13257-13263



                                                Number of Citation, as of March 4, 2019: 148



                                                Rank based on Number of Citation: 15:



                                                Financial risk management in a competitive electricity market roger bjorgan Liu, C.-C. 1999 IEEE Transactions on Power Systems
                                                14(4), pp. 1285-1291



                                                Number of Citation, as of March 4, 2019: 144



                                                Rank based on Number of Citation: 16:



                                                A comparison of VaR and CVaR constraints on portfolio selection with the mean-variance model Alexander, G.J., Baptista, A.M. 2004 Management Science
                                                50(9), pp. 1261-1273



                                                Number of Citation, as of March 4, 2019: 141



                                                Rank based on Number of Citation: 17:



                                                Project portfolio management - There's more to it than what management enacts Blichfeldt, B.S., Eskerod, P. 2008 International Journal of Project Management
                                                26(4), pp. 357-365



                                                Number of Citation, as of March 4, 2019: 135



                                                Rank based on Number of Citation: 18:



                                                The intersection of market and credit risk Jarrow, R.A., Turnbull, S.M. 2000 Journal of Banking and Finance
                                                24(1-2), pp. 271-299



                                                Number of Citation, as of March 4, 2019: 134



                                                Rank based on Number of Citation: 19:



                                                Probabilistic constrained load flow considering integration of wind power generation and electric vehicles Vlachogiannis, J.G. 2009 IEEE Transactions on Power Systems
                                                24(4), pp. 1808-1817



                                                Number of Citation, as of March 4, 2019: 133



                                                Rank based on Number of Citation: 20:



                                                Preference programming for robust portfolio modeling and project selection Liesiö, J., Mild, P., Salo, A. 2007 European Journal of Operational Research
                                                181(3), pp. 1488-1505



                                                Number of Citation, as of March 4, 2019: 130



                                                Rank based on Number of Citation: 21:



                                                Extreme financial risks: From dependence to risk management ( Book) Malevergn, Y., Sornette, D. 2006 Extreme Financial Risks: From Dependence to Risk Management
                                                pp. 1-312



                                                Number of Citation, as of March 4, 2019: 124



                                                Rank based on Number of Citation: 22:



                                                Bio-folio: Applying portfolio theory to biodiversity Figge, F. 2004 Biodiversity and Conservation
                                                13(4), pp. 827-849



                                                Number of Citation, as of March 4, 2019: 121



                                                Rank based on Number of Citation: 23:



                                                Venture capitalists' decision to syndicate Manigart, S., Lockett, A., Meuleman, M., (...), Desbrières, P., Hommel, U. 2006 Entrepreneurship: Theory and Practice
                                                30(2), pp. 131-153



                                                Number of Citation, as of March 4, 2019: 111



                                                Rank based on Number of Citation: 24:



                                                Scenario tree modeling for multistage stochastic programs Heitsch, H., Römisch, W. 2009 Mathematical Programming
                                                118(2), pp. 371-406



                                                Number of Citation, as of March 4, 2019: 110



                                                Rank based on Number of Citation: 25:



                                                Option pricing: Valuation models and applications Broadie, M., Detemple, J.B. 2004 Management Science
                                                50(9), pp. 1145-1177



                                                Number of Citation, as of March 4, 2019: 108



                                                Rank based on Number of Citation: 26:



                                                Audit firm portfolio management decisions Johnstone, K.M., Bedard, J.C. 2004 Journal of Accounting Research
                                                42(4), pp. 659-690



                                                Number of Citation, as of March 4, 2019: 104



                                                Rank based on Number of Citation: 27:



                                                Asset and liability management under a continuous-time mean-variance optimization framework Chiu, M.C., Li, D. 2006 Insurance: Mathematics and Economics
                                                39(3), pp. 330-355



                                                Number of Citation, as of March 4, 2019: 103



                                                Rank based on Number of Citation: 28:



                                                A theoretical ramework for managing the new product development portfolio: When and how to use strategic buckets Chao, R.O., Kavadias, S. 2008 Management Science
                                                54(5), pp. 907-921



                                                Number of Citation, as of March 4, 2019: 102



                                                Rank based on Number of Citation: 29:



                                                Fuzzy portfolio selection using fuzzy analytic hierarchy process Tiryaki, F., Ahlatcioglu, B. 2009 Information Sciences
                                                179(1-2), pp. 53-69



                                                Number of Citation, as of March 4, 2019: 100



                                                Rank based on Number of Citation: 30:



                                                Performance Incentive Fees: An Agency Theoretic Approach Starks, L.T. 1987 Journal of Financial and Quantitative Analysis
                                                22(1), pp. 17-32



                                                Number of Citation, as of March 4, 2019: 100



                                                Rank based on Number of Citation: 31:



                                                Toward a theory of project interdependencies in high tech R & D environments Verma, D., Sinha, K.K. 2002 Journal of Operations Management
                                                20(5), pp. 451-468



                                                Number of Citation, as of March 4, 2019: 98



                                                Rank based on Number of Citation: 32:



                                                Applying innovation ( Book) O'Sullivan, D., Dooley, L. 2009 Applying Innovation
                                                pp. 1-391



                                                Number of Citation, as of March 4, 2019: 96



                                                Rank based on Number of Citation: 33:



                                                Toward a theory of competencies for the management of product complexity: Six case studies Closs, D.J., Jacobs, M.A., Swink, M., Webb, G.S. 2008 Journal of Operations Management
                                                26(5), pp. 590-610



                                                Number of Citation, as of March 4, 2019: 91



                                                Rank based on Number of Citation: 34:



                                                A fuzzy decision support system for strategic portfolio management Lin, C., Hsieh, P.-J. 2004 Decision Support Systems
                                                38(3), pp. 383-398



                                                Number of Citation, as of March 4, 2019: 90



                                                Rank based on Number of Citation: 35:



                                                The challenge of autonomy and dependence in franchised channels of distribution Dant, R.P., Gundlach, G.T. 1999 Journal of Business Venturing
                                                14(1), pp. 35-67



                                                Number of Citation, as of March 4, 2019: 90



                                                Rank based on Number of Citation: 36:



                                                Project portfolios in dynamic environments: Organizing for uncertainty Petit, Y. 2012 International Journal of Project Management
                                                30(5), pp. 539-553



                                                Number of Citation, as of March 4, 2019: 84



                                                Rank based on Number of Citation: 37:



                                                Possibilistic mean-variance models and efficient frontiers for portfolio selection problem Zhang, W.-G., Wang, Y.-L., Chen, Z.-P., Nie, Z.-K. 2007 Information Sciences
                                                177(13), pp. 2787-2801



                                                Number of Citation, as of March 4, 2019: 84



                                                Rank based on Number of Citation: 38:



                                                Constructing risk measures from uncertainty sets Natarajan, K., Pachamanova, D., Sim, M. 2009 Operations Research
                                                57(5), pp. 1129-1141



                                                Number of Citation, as of March 4, 2019: 77



                                                Rank based on Number of Citation: 39:



                                                Stock trading using RSPOP: A novel rough set-based neuro-fuzzy approach Ang, K.K., Quek, C. 2006 IEEE Transactions on Neural Networks
                                                17(5), pp. 1301-1315



                                                Number of Citation, as of March 4, 2019: 73



                                                Rank based on Number of Citation: 40:



                                                Behavior of internal stakeholders in project portfolio management and its impact on success Beringer, C., Jonas, D., Kock, A. 2013 International Journal of Project Management
                                                31(6), pp. 830-846



                                                Number of Citation, as of March 4, 2019: 72



                                                Rank based on Number of Citation: 41:



                                                The management of project management: A conceptual framework for project governance Too, E.G., Weaver, P. 2014 International Journal of Project Management
                                                32(8), pp. 1382-1394



                                                Number of Citation, as of March 4, 2019: 71



                                                Rank based on Number of Citation: 42:



                                                Construction client multi-projects - A complex adaptive systems perspective Aritua, B., Smith, N.J., Bower, D. 2009 International Journal of Project Management
                                                27(1), pp. 72-79



                                                Number of Citation, as of March 4, 2019: 71



                                                Rank based on Number of Citation: 43:



                                                Portfolio optimization with mental accounts
                                                Open Access Das, S., Markowitz, H., Scheid, J., Statman, M. 2010 Journal of Financial and Quantitative Analysis
                                                45(2), pp. 311-334



                                                Number of Citation, as of March 4, 2019: 69



                                                Rank based on Number of Citation: 44:



                                                The advent of copulas in finance Genest, C., Gendron, M., Bourdeau-Brien, M. 2009 European Journal of Finance
                                                15(7-8), pp. 609-618



                                                Number of Citation, as of March 4, 2019: 69



                                                Rank based on Number of Citation: 45:



                                                Advancing project and portfolio management research: Applying strategic management theories Killen, C.P., Jugdev, K., Drouin, N., Petit, Y. 2012 International Journal of Project Management
                                                30(5), pp. 525-538



                                                Number of Citation, as of March 4, 2019: 67



                                                Rank based on Number of Citation: 46:



                                                Exploring portfolio decision-making processes Kester, L., Griffin, A., Hultink, E.J., Lauche, K. 2011 Journal of Product Innovation Management
                                                28(5), pp. 641-661



                                                Number of Citation, as of March 4, 2019: 66



                                                Rank based on Number of Citation: 47:



                                                Resource allocation strategy for innovation portfolio management Klingebiel, R., Rammer, C. 2014 Strategic Management Journal
                                                35(2), pp. 246-268



                                                Number of Citation, as of March 4, 2019: 65



                                                Rank based on Number of Citation: 48:



                                                Neural network-based mean-variance-skewness model for portfolio selection Yu, L., Wang, S., Lai, K.K. 2008 Computers and Operations Research
                                                35(1), pp. 34-46



                                                Number of Citation, as of March 4, 2019: 63



                                                Rank based on Number of Citation: 49:



                                                Portfolio optimization using multi-objective genetic algorithms Skolpadungket, P., Dahal, K., Harnpornchai, N. 2007 2007 IEEE Congress on Evolutionary Computation, CEC 2007
                                                4424514, pp. 516-523



                                                Number of Citation, as of March 4, 2019: 63



                                                Rank based on Number of Citation: 50:



                                                Do relationship portfolios and networks provide the key to successful relationship management? Zolkiewski, J., Turnbull, P. 2002 Journal of Business & Industrial Marketing
                                                17(7), pp. 575-597



                                                Number of Citation, as of March 4, 2019: 63







                                                share|improve this answer














                                                share|improve this answer



                                                share|improve this answer








                                                edited 2 hours ago

























                                                answered 3 hours ago









                                                EmmaEmma

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                                                    $begingroup$

                                                    Rank based on Number of Citation: 151:



                                                    An empirical investigation of the antecedents and outcomes of NPD portfolio success Kester, L., Hultink, E.J., Griffin, A. 2014 Journal of Product Innovation Management
                                                    31(6), pp. 1199-1213



                                                    Number of Citation, as of March 4, 2019: 18



                                                    Rank based on Number of Citation: 152:



                                                    Developing a project portfolio selection model for contractor firms considering the risk factor
                                                    Open Access Abbasianjahromi, H., Rajaie, H. 2012 Journal of Civil Engineering and Management*
                                                    18(6), pp. 879-889



                                                    Number of Citation, as of March 4, 2019: 18



                                                    Rank based on Number of Citation: 153:



                                                    Splitting up value: A critical review of residual income theories Magni, C.A. 2009 European Journal of Operational Research
                                                    198(1), pp. 1-22



                                                    Number of Citation, as of March 4, 2019: 18



                                                    Rank based on Number of Citation: 154:



                                                    IT sourcing portfolio management for IT services providers - A risk/cost perspective | [Gestion du portefeuille d'externalisation des IT par les fournisseurs de services informatiques: Une perspective centrée sur les risques et les coûts] Zimmermann, S., Katzmarzik, A., Kundisch, D. 2008 ICIS 2008 Proceedings - Twenty Ninth International Conference on Information Systems



                                                    Number of Citation, as of March 4, 2019: 18



                                                    Rank based on Number of Citation: 155:



                                                    Economic Properties of the Risk Sensitive Criterion for Portfolio Management Bielecki, T.R., Pliska, S.R. 2003 Review of Accounting and Finance
                                                    2(2), pp. 3-17



                                                    Number of Citation, as of March 4, 2019: 18



                                                    Rank based on Number of Citation: 156:



                                                    Managing R&D Project Shifts in High-Tech Organizations: A Multi-Method Study Chandrasekaran, A., Linderman, K., Sting, F.J., Benner, M.J. 2016 Production and Operations Management
                                                    25(3), pp. 390-416



                                                    Number of Citation, as of March 4, 2019: 17



                                                    Rank based on Number of Citation: 157:



                                                    Investment Recommendation in P2P Lending: A Portfolio Perspective with Risk Management Zhao, H., Wu, L., Liu, Q., Ge, Y., Chen, E. 2015 Proceedings - IEEE International Conference on Data Mining, ICDM
                                                    2015-January(January),7023455, pp. 1109-1114



                                                    Number of Citation, as of March 4, 2019: 17



                                                    Rank based on Number of Citation: 158:



                                                    Optimizing the shares of native tree species in forest plantations with biased financial parameters Hildebrandt, P., Knoke, T. 2009 Ecological Economics
                                                    68(11), pp. 2825-2833



                                                    Number of Citation, as of March 4, 2019: 17



                                                    Rank based on Number of Citation: 159:



                                                    Optimization strategies in credit portfolio management Ivorra, B., Mohammadi, B., Ramos, A.M. 2009 Journal of Global Optimization
                                                    43(2-3), pp. 415-427



                                                    Number of Citation, as of March 4, 2019: 17



                                                    Rank based on Number of Citation: 160:



                                                    History path dependent optimal control and portfolio valuation and management Aubin, J.-P., Haddad, G. 2002 Positivity
                                                    6(3), pp. 331-358



                                                    Number of Citation, as of March 4, 2019: 17



                                                    Rank based on Number of Citation: 161:



                                                    Cloning for intelligent adaptive information agents Decker, K., Sycara, K., Williamson, M. 1997 Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
                                                    1286, pp. 63-75



                                                    Number of Citation, as of March 4, 2019: 17



                                                    Rank based on Number of Citation: 162:



                                                    Modelling the dynamic dependence structure in multivariate financial time series Şerban, M., Brockwell, A., Lehoczky, J., Srivastava, S. 2007 Journal of Time Series Analysis
                                                    28(5), pp. 763-782



                                                    Number of Citation, as of March 4, 2019: 16



                                                    Rank based on Number of Citation: 163:



                                                    Risk sensitive portfolio management with Cox-Ingersoll-Ross interest rates: The HJB equation Bielecki, T.R., Pliska, S.R., Sheu, S.-J. 2006 SIAM Journal on Control and Optimization
                                                    44(5), pp. 1811-1843



                                                    Number of Citation, as of March 4, 2019: 16



                                                    Rank based on Number of Citation: 164:



                                                    "web-weaving": An approach to sustainable e-retail and online advantage in lingerie fashion marketing Ashworth, C.J., Schmidt, R.Ä., Pioch, E.A., Hallsworth, A. 2006 International Journal of Retail and Distribution Management
                                                    34(6), pp. 497-511



                                                    Number of Citation, as of March 4, 2019: 16



                                                    Rank based on Number of Citation: 165:



                                                    Developing a decision tool for identifying operational and attractive segments Dibb, S. 1995 Journal of Strategic Marketing
                                                    3(3), pp. 189-203



                                                    Number of Citation, as of March 4, 2019: 16



                                                    Rank based on Number of Citation: 166:



                                                    Capital Asset Pricing Model (CAPM) with drawdown measure Zabarankin, M., Pavlikov, K., Uryasev, S. 2014 European Journal of Operational Research
                                                    234(2), pp. 508-517



                                                    Number of Citation, as of March 4, 2019: 15



                                                    Rank based on Number of Citation: 167:



                                                    The effects of venture capitalists on the governance of firms Bonini, S., Alkan, S., Salvi, A. 2012 Corporate Governance: An International Review
                                                    20(1), pp. 21-45



                                                    Number of Citation, as of March 4, 2019: 15



                                                    Rank based on Number of Citation: 168:



                                                    An introduction to wavelet theory in finance: A wavelet multiscale approach ( Book) In, F., Kim, S. 2012 An Introduction to Wavelet Theory in Finance: A Wavelet Multiscale Approach
                                                    pp. 1-204



                                                    Number of Citation, as of March 4, 2019: 15



                                                    Rank based on Number of Citation: 169:



                                                    The Theory and Practice of Investment Management: Asset Allocation, Valuation, Portfolio Construction, and Strategies, Second Edition (Book) Open Access Fabozzi, F.J., Markowitz, H.M. 2011 The Theory and Practice of Investment Management: Asset Allocation, Valuation, Portfolio Construction, and Strategies, Second Edition*



                                                    Number of Citation, as of March 4, 2019: 15



                                                    Rank based on Number of Citation: 170:



                                                    Portfolio management within the frame of multiobjective mathematical programming: A categorised bibliographic study Xidonas, P., Mavrotas, G., Psarras, J. 2010 International Journal of Operational Research
                                                    8(1), pp. 21-41



                                                    Number of Citation, as of March 4, 2019: 15



                                                    Rank based on Number of Citation: 171:



                                                    Extreme returns and value at risk in international securitized real estate markets Liow, K.H. 2008 Journal of Property Investment and Finance
                                                    26(5), pp. 418-446



                                                    Number of Citation, as of March 4, 2019: 15



                                                    Rank based on Number of Citation: 172:



                                                    An improved fixed-rate mortgage valuation methodology with interacting prepayment and default options Sharp, N.J., Newton, D.P., Duck, P.W. 2008 Journal of Real Estate Finance and Economics
                                                    36(3), pp. 307-342



                                                    Number of Citation, as of March 4, 2019: 15



                                                    Rank based on Number of Citation: 173:



                                                    Effects of options trade on purchasing portfolio for load serving entities Wang, J., Li, Y., Zhang, S. 2008 Dianli Xitong Zidonghua/Automation of Electric Power Systems
                                                    32(3), pp. 30-32+96



                                                    Number of Citation, as of March 4, 2019: 15



                                                    Rank based on Number of Citation: 174:



                                                    Handbook of enterprise systems architecture in practice ( Book) Saha, P. 2007 Handbook of Enterprise Systems Architecture in Practice
                                                    pp. 1-471



                                                    Number of Citation, as of March 4, 2019: 15



                                                    Rank based on Number of Citation: 175:



                                                    Optimal guaranteed return portfolios and the casino effect Dert, C., Oldenkamp, B. 2000 Operations Research
                                                    48(5), pp. 768-775



                                                    Number of Citation, as of March 4, 2019: 15



                                                    Rank based on Number of Citation: 176:



                                                    Integrating arbitrage pricing theory and artificial neural networks to support portfolio management Hung, S.-Y., Liang, T.-P., Liu, V.W.-C. 1996 Decision Support Systems
                                                    18(3-4), pp. 301-316



                                                    Number of Citation, as of March 4, 2019: 15



                                                    Rank based on Number of Citation: 177:



                                                    Self-organizing neural network system for trading common stocks Wilson, C.L. 1994 IEEE International Conference on Neural Networks - Conference Proceedings
                                                    6, pp. 3651-3654



                                                    Number of Citation, as of March 4, 2019: 15



                                                    Rank based on Number of Citation: 178:



                                                    A dynamic balance sheet management model for a Canadian chartered bank Brodt, A.I. 1978 Journal of Banking and Finance
                                                    2(3), pp. 221-241



                                                    Number of Citation, as of March 4, 2019: 15



                                                    Rank based on Number of Citation: 179:



                                                    Antecedents of project managers’ voice behavior: The moderating effect of organization-based self-esteem and affective organizational commitment Ekrot, B., Rank, J., Gemünden, H.G. 2016 International Journal of Project Management
                                                    34(6), pp. 1028-1042



                                                    Number of Citation, as of March 4, 2019: 14



                                                    Rank based on Number of Citation: 180:



                                                    Efficiently inefficient: How smart money invests and market prices are determined ( Book) Pedersen, L.H. 2015 Efficiently Inefficient: How Smart Money Invests and Market Prices are Determined
                                                    pp. 1-348



                                                    Number of Citation, as of March 4, 2019: 14



                                                    Rank based on Number of Citation: 181:



                                                    Comparing water options for irrigation farmers using Modern Portfolio Theory Gaydon, D.S., Meinke, H., Rodriguez, D., McGrath, D.J. 2012 Agricultural Water Management
                                                    115, pp. 1-9



                                                    Number of Citation, as of March 4, 2019: 14



                                                    Rank based on Number of Citation: 182:



                                                    Multi-period portfolio optimization for asset-liability management with bankrupt control Li, C., Li, Z. 2012 Applied Mathematics and Computation
                                                    218(22), pp. 11196-11208



                                                    Number of Citation, as of March 4, 2019: 14



                                                    Rank based on Number of Citation: 183:



                                                    A game theory-based model for product portfolio management in a competitive market Sadeghi, A., Zandieh, M. 2011 Expert Systems with Applications
                                                    38(7), pp. 7919-7923



                                                    Number of Citation, as of March 4, 2019: 14



                                                    Rank based on Number of Citation: 184:



                                                    An empirical investigation of organizational memetic variation Shepherd, J., McKelvey, B. 2009 Journal of Bioeconomics
                                                    11(2), pp. 135-164



                                                    Number of Citation, as of March 4, 2019: 14



                                                    Rank based on Number of Citation: 185:



                                                    Gaining insights through strategy analysis Day, G. 1983 Journal of Business Strategy
                                                    4(1), pp. 51-58



                                                    Number of Citation, as of March 4, 2019: 14



                                                    Rank based on Number of Citation: 186:



                                                    Time-consistent portfolio selection under short-selling prohibition: From discrete to continuous setting Bensoussan, A., Wong, K.C., Yam, S.C.P., Yung, S.P. 2014 SIAM Journal on Financial Mathematics
                                                    5(1), pp. 153-190



                                                    Number of Citation, as of March 4, 2019: 13



                                                    Rank based on Number of Citation: 187:



                                                    Portfolio optimization in an upside potential and downside risk framework Cumova, D., Nawrocki, D. 2014 Journal of Economics and Business
                                                    71, pp. 68-89



                                                    Number of Citation, as of March 4, 2019: 13



                                                    Rank based on Number of Citation: 188:



                                                    Portfolio district reform meets school turnaround: Early implementation findings from the Los Angeles Public School Choice Initiative Daly, A.J., Finnigan, K.S., Marsh, J.A., Strunk, K.O., Bush, S. 2013 Journal of Educational Administration
                                                    51(4), pp. 498-527



                                                    Number of Citation, as of March 4, 2019: 13



                                                    Rank based on Number of Citation: 189:



                                                    A decision support tool for project portfolio management with imprecise data Relich, M., Jakábová, M. 2013 Proceedings of the 10th International Conference on Strategic Management and its Support by Information Systems, SMSIS 2013
                                                    pp. 164-172



                                                    Number of Citation, as of March 4, 2019: 13



                                                    Rank based on Number of Citation: 190:



                                                    Innovation project portfolio management: A qualitative analysis Lerch, M., Spieth, P. 2013 IEEE Transactions on Engineering Management
                                                    60(1),6226842, pp. 18-29



                                                    Number of Citation, as of March 4, 2019: 13



                                                    Rank based on Number of Citation: 191:



                                                    A measure for companies’ customer portfolio management Terho, H. 2009 Journal of Business-to-Business Marketing
                                                    16(4), pp. 374-411



                                                    Number of Citation, as of March 4, 2019: 13



                                                    Rank based on Number of Citation: 192:



                                                    Portfolio optimization with prior stock selection Fulga, C., Dedu, S., Şerban, F. 2009 Economic Computation and Economic Cybernetics Studies and Research
                                                    4



                                                    Number of Citation, as of March 4, 2019: 13



                                                    Rank based on Number of Citation: 193:



                                                    Applications for stochastic optimization in the power industry Spangardt, G., Lucht, M., Handschin, E. 2006 Electrical Engineering
                                                    88(3), pp. 177-182



                                                    Number of Citation, as of March 4, 2019: 13



                                                    Rank based on Number of Citation: 194:



                                                    Real estate portfolio construction and estimation risk Lee, S., Stevenson, S. 2005 Journal of Property Investment and Finance
                                                    23(3), pp. 234-253



                                                    Number of Citation, as of March 4, 2019: 13



                                                    Rank based on Number of Citation: 195:



                                                    Signed graphs for portfolio analysis in risk management Harary, F., Lim, M.-H., Wunsch, D.C. 2002 IMA Journal of Management Mathematics
                                                    13(3), pp. 201-210



                                                    Number of Citation, as of March 4, 2019: 13



                                                    Rank based on Number of Citation: 196:



                                                    Application of genetic algorithms in portfolio optimization for the oil and gas industry Fichter, Daniel P. 2000 Proceedings - SPE Annual Technical Conference and Exhibition
                                                    PI, pp. 269-276



                                                    Number of Citation, as of March 4, 2019: 13



                                                    Rank based on Number of Citation: 197:



                                                    Management attitudes, learning and scale in successful diversification: A dynamic and behavioural resource system view Morecroft, J.D.W. 1999 Journal of the Operational Research Society
                                                    50(4), pp. 315-336



                                                    Number of Citation, as of March 4, 2019: 13



                                                    Rank based on Number of Citation: 198:



                                                    An applied organizational rewards distribution system Datta, P. 2012 Management Decision
                                                    50(3), pp. 479-501



                                                    Number of Citation, as of March 4, 2019: 12



                                                    Rank based on Number of Citation: 199:



                                                    Detection of momentum effects using an index out-performance strategy Meade, N., Beasley, J.E. 2011 Quantitative Finance
                                                    11(2), pp. 313-326



                                                    Number of Citation, as of March 4, 2019: 12



                                                    Rank based on Number of Citation: 200:



                                                    Self-adaptive mutation only genetic algorithm: An application on the optimization of airport capacity utilization Shiu, K.L., Szeto, K.Y. 2008 Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
                                                    5326 LNCS, pp. 428-435



                                                    Number of Citation, as of March 4, 2019: 12






                                                    share|improve this answer











                                                    $endgroup$


















                                                      0












                                                      $begingroup$

                                                      Rank based on Number of Citation: 151:



                                                      An empirical investigation of the antecedents and outcomes of NPD portfolio success Kester, L., Hultink, E.J., Griffin, A. 2014 Journal of Product Innovation Management
                                                      31(6), pp. 1199-1213



                                                      Number of Citation, as of March 4, 2019: 18



                                                      Rank based on Number of Citation: 152:



                                                      Developing a project portfolio selection model for contractor firms considering the risk factor
                                                      Open Access Abbasianjahromi, H., Rajaie, H. 2012 Journal of Civil Engineering and Management*
                                                      18(6), pp. 879-889



                                                      Number of Citation, as of March 4, 2019: 18



                                                      Rank based on Number of Citation: 153:



                                                      Splitting up value: A critical review of residual income theories Magni, C.A. 2009 European Journal of Operational Research
                                                      198(1), pp. 1-22



                                                      Number of Citation, as of March 4, 2019: 18



                                                      Rank based on Number of Citation: 154:



                                                      IT sourcing portfolio management for IT services providers - A risk/cost perspective | [Gestion du portefeuille d'externalisation des IT par les fournisseurs de services informatiques: Une perspective centrée sur les risques et les coûts] Zimmermann, S., Katzmarzik, A., Kundisch, D. 2008 ICIS 2008 Proceedings - Twenty Ninth International Conference on Information Systems



                                                      Number of Citation, as of March 4, 2019: 18



                                                      Rank based on Number of Citation: 155:



                                                      Economic Properties of the Risk Sensitive Criterion for Portfolio Management Bielecki, T.R., Pliska, S.R. 2003 Review of Accounting and Finance
                                                      2(2), pp. 3-17



                                                      Number of Citation, as of March 4, 2019: 18



                                                      Rank based on Number of Citation: 156:



                                                      Managing R&D Project Shifts in High-Tech Organizations: A Multi-Method Study Chandrasekaran, A., Linderman, K., Sting, F.J., Benner, M.J. 2016 Production and Operations Management
                                                      25(3), pp. 390-416



                                                      Number of Citation, as of March 4, 2019: 17



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                                                      Investment Recommendation in P2P Lending: A Portfolio Perspective with Risk Management Zhao, H., Wu, L., Liu, Q., Ge, Y., Chen, E. 2015 Proceedings - IEEE International Conference on Data Mining, ICDM
                                                      2015-January(January),7023455, pp. 1109-1114



                                                      Number of Citation, as of March 4, 2019: 17



                                                      Rank based on Number of Citation: 158:



                                                      Optimizing the shares of native tree species in forest plantations with biased financial parameters Hildebrandt, P., Knoke, T. 2009 Ecological Economics
                                                      68(11), pp. 2825-2833



                                                      Number of Citation, as of March 4, 2019: 17



                                                      Rank based on Number of Citation: 159:



                                                      Optimization strategies in credit portfolio management Ivorra, B., Mohammadi, B., Ramos, A.M. 2009 Journal of Global Optimization
                                                      43(2-3), pp. 415-427



                                                      Number of Citation, as of March 4, 2019: 17



                                                      Rank based on Number of Citation: 160:



                                                      History path dependent optimal control and portfolio valuation and management Aubin, J.-P., Haddad, G. 2002 Positivity
                                                      6(3), pp. 331-358



                                                      Number of Citation, as of March 4, 2019: 17



                                                      Rank based on Number of Citation: 161:



                                                      Cloning for intelligent adaptive information agents Decker, K., Sycara, K., Williamson, M. 1997 Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
                                                      1286, pp. 63-75



                                                      Number of Citation, as of March 4, 2019: 17



                                                      Rank based on Number of Citation: 162:



                                                      Modelling the dynamic dependence structure in multivariate financial time series Şerban, M., Brockwell, A., Lehoczky, J., Srivastava, S. 2007 Journal of Time Series Analysis
                                                      28(5), pp. 763-782



                                                      Number of Citation, as of March 4, 2019: 16



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                                                      Risk sensitive portfolio management with Cox-Ingersoll-Ross interest rates: The HJB equation Bielecki, T.R., Pliska, S.R., Sheu, S.-J. 2006 SIAM Journal on Control and Optimization
                                                      44(5), pp. 1811-1843



                                                      Number of Citation, as of March 4, 2019: 16



                                                      Rank based on Number of Citation: 164:



                                                      "web-weaving": An approach to sustainable e-retail and online advantage in lingerie fashion marketing Ashworth, C.J., Schmidt, R.Ä., Pioch, E.A., Hallsworth, A. 2006 International Journal of Retail and Distribution Management
                                                      34(6), pp. 497-511



                                                      Number of Citation, as of March 4, 2019: 16



                                                      Rank based on Number of Citation: 165:



                                                      Developing a decision tool for identifying operational and attractive segments Dibb, S. 1995 Journal of Strategic Marketing
                                                      3(3), pp. 189-203



                                                      Number of Citation, as of March 4, 2019: 16



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                                                      234(2), pp. 508-517



                                                      Number of Citation, as of March 4, 2019: 15



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                                                      Number of Citation, as of March 4, 2019: 15



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                                                      An introduction to wavelet theory in finance: A wavelet multiscale approach ( Book) In, F., Kim, S. 2012 An Introduction to Wavelet Theory in Finance: A Wavelet Multiscale Approach
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                                                      The Theory and Practice of Investment Management: Asset Allocation, Valuation, Portfolio Construction, and Strategies, Second Edition (Book) Open Access Fabozzi, F.J., Markowitz, H.M. 2011 The Theory and Practice of Investment Management: Asset Allocation, Valuation, Portfolio Construction, and Strategies, Second Edition*



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                                                      Portfolio management within the frame of multiobjective mathematical programming: A categorised bibliographic study Xidonas, P., Mavrotas, G., Psarras, J. 2010 International Journal of Operational Research
                                                      8(1), pp. 21-41



                                                      Number of Citation, as of March 4, 2019: 15



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                                                      26(5), pp. 418-446



                                                      Number of Citation, as of March 4, 2019: 15



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                                                      36(3), pp. 307-342



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                                                      Effects of options trade on purchasing portfolio for load serving entities Wang, J., Li, Y., Zhang, S. 2008 Dianli Xitong Zidonghua/Automation of Electric Power Systems
                                                      32(3), pp. 30-32+96



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                                                      48(5), pp. 768-775



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                                                      Integrating arbitrage pricing theory and artificial neural networks to support portfolio management Hung, S.-Y., Liang, T.-P., Liu, V.W.-C. 1996 Decision Support Systems
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                                                      Number of Citation, as of March 4, 2019: 15



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                                                      6, pp. 3651-3654



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                                                      38(7), pp. 7919-7923



                                                      Number of Citation, as of March 4, 2019: 14



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                                                      An empirical investigation of organizational memetic variation Shepherd, J., McKelvey, B. 2009 Journal of Bioeconomics
                                                      11(2), pp. 135-164



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                                                      Gaining insights through strategy analysis Day, G. 1983 Journal of Business Strategy
                                                      4(1), pp. 51-58



                                                      Number of Citation, as of March 4, 2019: 14



                                                      Rank based on Number of Citation: 186:



                                                      Time-consistent portfolio selection under short-selling prohibition: From discrete to continuous setting Bensoussan, A., Wong, K.C., Yam, S.C.P., Yung, S.P. 2014 SIAM Journal on Financial Mathematics
                                                      5(1), pp. 153-190



                                                      Number of Citation, as of March 4, 2019: 13



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                                                      Portfolio optimization in an upside potential and downside risk framework Cumova, D., Nawrocki, D. 2014 Journal of Economics and Business
                                                      71, pp. 68-89



                                                      Number of Citation, as of March 4, 2019: 13



                                                      Rank based on Number of Citation: 188:



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                                                      51(4), pp. 498-527



                                                      Number of Citation, as of March 4, 2019: 13



                                                      Rank based on Number of Citation: 189:



                                                      A decision support tool for project portfolio management with imprecise data Relich, M., Jakábová, M. 2013 Proceedings of the 10th International Conference on Strategic Management and its Support by Information Systems, SMSIS 2013
                                                      pp. 164-172



                                                      Number of Citation, as of March 4, 2019: 13



                                                      Rank based on Number of Citation: 190:



                                                      Innovation project portfolio management: A qualitative analysis Lerch, M., Spieth, P. 2013 IEEE Transactions on Engineering Management
                                                      60(1),6226842, pp. 18-29



                                                      Number of Citation, as of March 4, 2019: 13



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                                                      A measure for companies’ customer portfolio management Terho, H. 2009 Journal of Business-to-Business Marketing
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                                                      Portfolio optimization with prior stock selection Fulga, C., Dedu, S., Şerban, F. 2009 Economic Computation and Economic Cybernetics Studies and Research
                                                      4



                                                      Number of Citation, as of March 4, 2019: 13



                                                      Rank based on Number of Citation: 193:



                                                      Applications for stochastic optimization in the power industry Spangardt, G., Lucht, M., Handschin, E. 2006 Electrical Engineering
                                                      88(3), pp. 177-182



                                                      Number of Citation, as of March 4, 2019: 13



                                                      Rank based on Number of Citation: 194:



                                                      Real estate portfolio construction and estimation risk Lee, S., Stevenson, S. 2005 Journal of Property Investment and Finance
                                                      23(3), pp. 234-253



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                                                      Rank based on Number of Citation: 195:



                                                      Signed graphs for portfolio analysis in risk management Harary, F., Lim, M.-H., Wunsch, D.C. 2002 IMA Journal of Management Mathematics
                                                      13(3), pp. 201-210



                                                      Number of Citation, as of March 4, 2019: 13



                                                      Rank based on Number of Citation: 196:



                                                      Application of genetic algorithms in portfolio optimization for the oil and gas industry Fichter, Daniel P. 2000 Proceedings - SPE Annual Technical Conference and Exhibition
                                                      PI, pp. 269-276



                                                      Number of Citation, as of March 4, 2019: 13



                                                      Rank based on Number of Citation: 197:



                                                      Management attitudes, learning and scale in successful diversification: A dynamic and behavioural resource system view Morecroft, J.D.W. 1999 Journal of the Operational Research Society
                                                      50(4), pp. 315-336



                                                      Number of Citation, as of March 4, 2019: 13



                                                      Rank based on Number of Citation: 198:



                                                      An applied organizational rewards distribution system Datta, P. 2012 Management Decision
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                                                      Number of Citation, as of March 4, 2019: 12



                                                      Rank based on Number of Citation: 199:



                                                      Detection of momentum effects using an index out-performance strategy Meade, N., Beasley, J.E. 2011 Quantitative Finance
                                                      11(2), pp. 313-326



                                                      Number of Citation, as of March 4, 2019: 12



                                                      Rank based on Number of Citation: 200:



                                                      Self-adaptive mutation only genetic algorithm: An application on the optimization of airport capacity utilization Shiu, K.L., Szeto, K.Y. 2008 Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
                                                      5326 LNCS, pp. 428-435



                                                      Number of Citation, as of March 4, 2019: 12






                                                      share|improve this answer











                                                      $endgroup$
















                                                        0












                                                        0








                                                        0





                                                        $begingroup$

                                                        Rank based on Number of Citation: 151:



                                                        An empirical investigation of the antecedents and outcomes of NPD portfolio success Kester, L., Hultink, E.J., Griffin, A. 2014 Journal of Product Innovation Management
                                                        31(6), pp. 1199-1213



                                                        Number of Citation, as of March 4, 2019: 18



                                                        Rank based on Number of Citation: 152:



                                                        Developing a project portfolio selection model for contractor firms considering the risk factor
                                                        Open Access Abbasianjahromi, H., Rajaie, H. 2012 Journal of Civil Engineering and Management*
                                                        18(6), pp. 879-889



                                                        Number of Citation, as of March 4, 2019: 18



                                                        Rank based on Number of Citation: 153:



                                                        Splitting up value: A critical review of residual income theories Magni, C.A. 2009 European Journal of Operational Research
                                                        198(1), pp. 1-22



                                                        Number of Citation, as of March 4, 2019: 18



                                                        Rank based on Number of Citation: 154:



                                                        IT sourcing portfolio management for IT services providers - A risk/cost perspective | [Gestion du portefeuille d'externalisation des IT par les fournisseurs de services informatiques: Une perspective centrée sur les risques et les coûts] Zimmermann, S., Katzmarzik, A., Kundisch, D. 2008 ICIS 2008 Proceedings - Twenty Ninth International Conference on Information Systems



                                                        Number of Citation, as of March 4, 2019: 18



                                                        Rank based on Number of Citation: 155:



                                                        Economic Properties of the Risk Sensitive Criterion for Portfolio Management Bielecki, T.R., Pliska, S.R. 2003 Review of Accounting and Finance
                                                        2(2), pp. 3-17



                                                        Number of Citation, as of March 4, 2019: 18



                                                        Rank based on Number of Citation: 156:



                                                        Managing R&D Project Shifts in High-Tech Organizations: A Multi-Method Study Chandrasekaran, A., Linderman, K., Sting, F.J., Benner, M.J. 2016 Production and Operations Management
                                                        25(3), pp. 390-416



                                                        Number of Citation, as of March 4, 2019: 17



                                                        Rank based on Number of Citation: 157:



                                                        Investment Recommendation in P2P Lending: A Portfolio Perspective with Risk Management Zhao, H., Wu, L., Liu, Q., Ge, Y., Chen, E. 2015 Proceedings - IEEE International Conference on Data Mining, ICDM
                                                        2015-January(January),7023455, pp. 1109-1114



                                                        Number of Citation, as of March 4, 2019: 17



                                                        Rank based on Number of Citation: 158:



                                                        Optimizing the shares of native tree species in forest plantations with biased financial parameters Hildebrandt, P., Knoke, T. 2009 Ecological Economics
                                                        68(11), pp. 2825-2833



                                                        Number of Citation, as of March 4, 2019: 17



                                                        Rank based on Number of Citation: 159:



                                                        Optimization strategies in credit portfolio management Ivorra, B., Mohammadi, B., Ramos, A.M. 2009 Journal of Global Optimization
                                                        43(2-3), pp. 415-427



                                                        Number of Citation, as of March 4, 2019: 17



                                                        Rank based on Number of Citation: 160:



                                                        History path dependent optimal control and portfolio valuation and management Aubin, J.-P., Haddad, G. 2002 Positivity
                                                        6(3), pp. 331-358



                                                        Number of Citation, as of March 4, 2019: 17



                                                        Rank based on Number of Citation: 161:



                                                        Cloning for intelligent adaptive information agents Decker, K., Sycara, K., Williamson, M. 1997 Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
                                                        1286, pp. 63-75



                                                        Number of Citation, as of March 4, 2019: 17



                                                        Rank based on Number of Citation: 162:



                                                        Modelling the dynamic dependence structure in multivariate financial time series Şerban, M., Brockwell, A., Lehoczky, J., Srivastava, S. 2007 Journal of Time Series Analysis
                                                        28(5), pp. 763-782



                                                        Number of Citation, as of March 4, 2019: 16



                                                        Rank based on Number of Citation: 163:



                                                        Risk sensitive portfolio management with Cox-Ingersoll-Ross interest rates: The HJB equation Bielecki, T.R., Pliska, S.R., Sheu, S.-J. 2006 SIAM Journal on Control and Optimization
                                                        44(5), pp. 1811-1843



                                                        Number of Citation, as of March 4, 2019: 16



                                                        Rank based on Number of Citation: 164:



                                                        "web-weaving": An approach to sustainable e-retail and online advantage in lingerie fashion marketing Ashworth, C.J., Schmidt, R.Ä., Pioch, E.A., Hallsworth, A. 2006 International Journal of Retail and Distribution Management
                                                        34(6), pp. 497-511



                                                        Number of Citation, as of March 4, 2019: 16



                                                        Rank based on Number of Citation: 165:



                                                        Developing a decision tool for identifying operational and attractive segments Dibb, S. 1995 Journal of Strategic Marketing
                                                        3(3), pp. 189-203



                                                        Number of Citation, as of March 4, 2019: 16



                                                        Rank based on Number of Citation: 166:



                                                        Capital Asset Pricing Model (CAPM) with drawdown measure Zabarankin, M., Pavlikov, K., Uryasev, S. 2014 European Journal of Operational Research
                                                        234(2), pp. 508-517



                                                        Number of Citation, as of March 4, 2019: 15



                                                        Rank based on Number of Citation: 167:



                                                        The effects of venture capitalists on the governance of firms Bonini, S., Alkan, S., Salvi, A. 2012 Corporate Governance: An International Review
                                                        20(1), pp. 21-45



                                                        Number of Citation, as of March 4, 2019: 15



                                                        Rank based on Number of Citation: 168:



                                                        An introduction to wavelet theory in finance: A wavelet multiscale approach ( Book) In, F., Kim, S. 2012 An Introduction to Wavelet Theory in Finance: A Wavelet Multiscale Approach
                                                        pp. 1-204



                                                        Number of Citation, as of March 4, 2019: 15



                                                        Rank based on Number of Citation: 169:



                                                        The Theory and Practice of Investment Management: Asset Allocation, Valuation, Portfolio Construction, and Strategies, Second Edition (Book) Open Access Fabozzi, F.J., Markowitz, H.M. 2011 The Theory and Practice of Investment Management: Asset Allocation, Valuation, Portfolio Construction, and Strategies, Second Edition*



                                                        Number of Citation, as of March 4, 2019: 15



                                                        Rank based on Number of Citation: 170:



                                                        Portfolio management within the frame of multiobjective mathematical programming: A categorised bibliographic study Xidonas, P., Mavrotas, G., Psarras, J. 2010 International Journal of Operational Research
                                                        8(1), pp. 21-41



                                                        Number of Citation, as of March 4, 2019: 15



                                                        Rank based on Number of Citation: 171:



                                                        Extreme returns and value at risk in international securitized real estate markets Liow, K.H. 2008 Journal of Property Investment and Finance
                                                        26(5), pp. 418-446



                                                        Number of Citation, as of March 4, 2019: 15



                                                        Rank based on Number of Citation: 172:



                                                        An improved fixed-rate mortgage valuation methodology with interacting prepayment and default options Sharp, N.J., Newton, D.P., Duck, P.W. 2008 Journal of Real Estate Finance and Economics
                                                        36(3), pp. 307-342



                                                        Number of Citation, as of March 4, 2019: 15



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                                                        34(6), pp. 1028-1042



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                                                        4



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                                                        5326 LNCS, pp. 428-435



                                                        Number of Citation, as of March 4, 2019: 12






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                                                        $endgroup$



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                                                        18(3-4), pp. 301-316



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                                                        Antecedents of project managers’ voice behavior: The moderating effect of organization-based self-esteem and affective organizational commitment Ekrot, B., Rank, J., Gemünden, H.G. 2016 International Journal of Project Management
                                                        34(6), pp. 1028-1042



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                                                        51(4), pp. 498-527



                                                        Number of Citation, as of March 4, 2019: 13



                                                        Rank based on Number of Citation: 189:



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                                                        pp. 164-172



                                                        Number of Citation, as of March 4, 2019: 13



                                                        Rank based on Number of Citation: 190:



                                                        Innovation project portfolio management: A qualitative analysis Lerch, M., Spieth, P. 2013 IEEE Transactions on Engineering Management
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                                                        Portfolio optimization with prior stock selection Fulga, C., Dedu, S., Şerban, F. 2009 Economic Computation and Economic Cybernetics Studies and Research
                                                        4



                                                        Number of Citation, as of March 4, 2019: 13



                                                        Rank based on Number of Citation: 193:



                                                        Applications for stochastic optimization in the power industry Spangardt, G., Lucht, M., Handschin, E. 2006 Electrical Engineering
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                                                        Number of Citation, as of March 4, 2019: 13



                                                        Rank based on Number of Citation: 194:



                                                        Real estate portfolio construction and estimation risk Lee, S., Stevenson, S. 2005 Journal of Property Investment and Finance
                                                        23(3), pp. 234-253



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                                                        Rank based on Number of Citation: 195:



                                                        Signed graphs for portfolio analysis in risk management Harary, F., Lim, M.-H., Wunsch, D.C. 2002 IMA Journal of Management Mathematics
                                                        13(3), pp. 201-210



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                                                        50(4), pp. 315-336



                                                        Number of Citation, as of March 4, 2019: 13



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                                                        Rank based on Number of Citation: 199:



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                                                        Number of Citation, as of March 4, 2019: 12



                                                        Rank based on Number of Citation: 200:



                                                        Self-adaptive mutation only genetic algorithm: An application on the optimization of airport capacity utilization Shiu, K.L., Szeto, K.Y. 2008 Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
                                                        5326 LNCS, pp. 428-435



                                                        Number of Citation, as of March 4, 2019: 12







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