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Crossref Cited-by (3)

The listed references are provided by Cited-by (Crossref service) and thus do not represent the full list of sources citing the article.

1. Application of Performance Ratios in Portfolio Optimization
Aleš Kresta
Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis  vol: 63,  issue: 6,  first page: 1969,  year: 2015  
https://doi.org/10.11118/actaun201563061969

2. Application of Performance Ratios in Portfolio Optimization
Aleš Kresta
Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis  vol: 63,  issue: 6,  first page: 1969,  year: 2015  
https://doi.org/10.11118/actaun201563061969

3. Evaluation of multivariate GARCH models in an optimal asset allocation framework
Nor Syahilla Abdul Aziz, Spyridon Vrontos, Haslifah M. Hasim
The North American Journal of Economics and Finance  vol: 47,  first page: 568,  year: 2019  
https://doi.org/10.1016/j.najef.2018.06.012