| Martingale and duality methods for utility maximization in an incomplete market I Karatzas, JP Lehoczky, SE Shreve, GL Xu SIAM Journal on Control and optimization 29 (3), 702-730, 1991 | 905 | 1991 |
| Optimal investment and consumption with transaction costs SE Shreve, HM Soner The Annals of Applied Probability, 609-692, 1994 | 774 | 1994 |
| Computation of mean-semivariance efficient sets by the critical line algorithm H Markowitz, P Todd, G Xu, Y Yamane Annals of Operations Research 45 (1), 307-317, 1993 | 255 | 1993 |
| A duality method for optimal consumption and investment under short-selling prohibition. I. General market coefficients GL Xu, SE Shreve The Annals of Applied Probability, 87-112, 1992 | 160 | 1992 |
| A duality method for optimal consumption and investment under short-selling prohibition. II. Constant market coefficients GL Xu, SE Shreve The Annals of Applied Probability, 314-328, 1992 | 110 | 1992 |
| Data mining corrections HM Markowitz, GL Xu Journal of Portfolio Management 21 (1), 60, 1994 | 90 | 1994 |
| Earnings forecasting in a global stock selection model and efficient portfolio construction and management JB Guerard Jr, H Markowitza, GL Xu HANDBOOK OF APPLIED INVESTMENT RESEARCH, 75-85, 2020 | 81 | 2020 |
| A comparison of some aspects of the US and Japanese equity markets M Bloch, J Guerard, H Markowitz, P Todd, G Xu HANDBOOK OF APPLIED INVESTMENT RESEARCH, 17-40, 2020 | 78 | 2020 |
| Investing with momentum: The past, present, and future JB Guerard, G Xu, M Gültekin The Journal of Investing 21 (1), 68-80, 2012 | 60 | 2012 |
| Fast computation of mean-variance efficient sets using historical covariances HM Markowitz, P Todd, G Xu, Y Yamane Journal of Financial Engineering 1 (2), 117-132, 1992 | 33 | 1992 |
| A duality method for optimal consumption and investment under short-selling prohibition GL Xu, SE Shreve | 29 | 1990 |
| The role of effective corporate decisions in the creation of efficient portfolios JB Guerard Jr, H Markowitz, G Xu HANDBOOK OF APPLIED INVESTMENT RESEARCH, 63-73, 2020 | 24 | 2020 |
| Global stock selection modeling and efficient portfolio construction and management JB Guerard, H Markowitz, G Xu The Journal of Investing 22 (4), 121-128, 2013 | 18 | 2013 |
| Stock-selection modeling and data mining corrections: Long-only versus 130/30 models JB Guerard, S Chettiappan, GL Xu Handbook of Portfolio Construction, 621-648, 2010 | 14 | 2010 |
| Global portfolio construction with emphasis on conflicting corporate strategies to maximize stockholder wealth JB Guerard, H Markowitz, G Xu, Z Wang Annals of Operations Research 267 (1), 203-219, 2018 | 12 | 2018 |
| Optimality conditions for utility maximization in an incomplete market I Karatzas, JP Lehoczky, SE Shreve, GL Xu Analysis and Optimization of Systes, 3-23, 1990 | 11 | 1990 |
| A further analysis of robust regression modeling and data mining corrections testing in global stocks JB Guerard, G Xu, H Markowitz Annals of Operations Research 303 (1), 175-195, 2021 | 9 | 2021 |
| Data mining corrections testing in Chinese stocks JB Guerard Jr, RA Gillam, H Markowitz, G Xu, S Deng, Z Wang Interfaces 48 (2), 108-120, 2018 | 9 | 2018 |
| Portfolio construction and management in the Barra Aegis system: A case study using the USER data W Miller, GL Xu, JB Guerard The Journal of Investing 23 (4), 111-120, 2014 | 6 | 2014 |
| Financial anomalies in portfolio construction and management H Markowitz, J Guerard, G Xu, B Beheshti The Journal of Portfolio Management 47 (6), 51-64, 2021 | 5 | 2021 |
