Clint Howard : Citation Profile

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H index

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i10 index

6

Citations

RESEARCH PRODUCTION:

4

Articles

RESEARCH ACTIVITY:

   1 years (2024 - 2025). See details.
   Cites by year: 6
   Journals where Clint Howard has often published
   Relations with other researchers
   Recent citing documents: 6.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pho851
   Updated: 2026-06-06    RAS profile: 2025-04-08    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Clint Howard.

Is cited by:

Trucíos, Carlos (1)

De Nard, Gianluca (1)

Cites to:

Ledoit, Olivier (4)

Wolf, Michael (4)

Diebold, Francis (2)

Campbell, John (2)

Rubesam, Alexandre (2)

Mantegna, Rosario (2)

Výrost, Tomáš (1)

Baumohl, Eduard (1)

Weber, Michael (1)

welch, ivo (1)

Santa-Clara, Pedro (1)

Main data

Where Clint Howard has published?

Journals with more than one article published# docs
Financial Analysts Journal2

Recent works citing Clint Howard (2025 and 2024)

YearTitle of citing document
2025Causal Portfolio Optimization: Principles and Sensitivity-Based Solutions. (2025). Dominguez, Alejandro Rodriguez. In: Papers. RePEc:arx:papers:2504.05743.

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2025An Improved Frank–Wolfe Algorithm to Solve the Tactical Investment Portfolio Optimization Problem. (2025). Setyawan, Deva Putra ; Chaerani, Diah ; Sukono, Sukono. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:18:p:3038-:d:1754014.

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2026Diversification effects of ESG penalties in sustainable mean–variance portfolios. (2026). Mller, Lukas. In: Journal of Asset Management. RePEc:pal:assmgt:v:27:y:2026:i:2:d:10.1057_s41260-026-00446-2.

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2026Hierarchical risk clustering versus traditional risk-based portfolios: an empirical out-of-sample comparison. (2026). Trucíos, Carlos ; Trucos, Carlos. In: Empirical Economics. RePEc:spr:empeco:v:70:y:2026:i:3:d:10.1007_s00181-026-02900-x.

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2025How well do machine learning models in finance work?. (2025). Kang, Yeonchan ; Webb, Robert I ; Ryu, Doojin. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-025-00870-0.

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2025AI shrinkage: a data-driven approach for risk-optimized portfolios. (2025). De Nard, Gianluca ; Kostovic, Damjan. In: ECON - Working Papers. RePEc:zur:econwp:470.

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Works by Clint Howard:

YearTitleTypeCited
2025Beyond GMV: the relevance of covariance matrix estimation for risk-based portfolio construction In: Quantitative Finance.
[Full Text][Citation analysis]		article3
20243D Investing: Jointly Optimizing Return, Risk, and Sustainability In: Financial Analysts Journal.
[Full Text][Citation analysis]		article1
2024Choices Matter When Training Machine Learning Models for Return Prediction In: Financial Analysts Journal.
[Full Text][Citation analysis]		article1
2025Causal Network Representations in Factor Investing In: Intelligent Systems in Accounting, Finance and Management.
[Full Text][Citation analysis]		article1

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated May, 3 2026. Contact: CitEc Team