MURAT MAZIBAŞ : Citation Profile

University of Dundee

5

H index

2

i10 index

49

Citations

RESEARCH PRODUCTION:

9

Articles

1

Chapters

RESEARCH ACTIVITY:

   21 years (2003 - 2024). See details.
   Cites by year: 2
   Journals where MURAT MAZIBAŞ has often published
   Relations with other researchers
   Recent citing documents: 19.    Total self citations: 1 (2 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pma2044
   Updated: 2026-05-02    RAS profile: 2025-02-08    
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Relations with other researchers

Works with:

Rambaccussing, Dooruj (2)

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

Is cited by:

Miralles Quirós, José (2)

SYRIOPOULOS, THEODOROS (2)

Perote, Javier (2)

Syriopoulos, Theodore (2)

Thomakos, Dimitrios (1)

Kallandranis, Christos (1)

Yarovaya, Larisa (1)

Chkili, Walid (1)

Anastasiou, Dimitris (1)

Stankov, Petar (1)

Stengos, Thanasis (1)

Cites to:

Engle, Robert (15)

Bollerslev, Tim (6)

Laurent, Sébastien (5)

Hamilton, James (5)

Roubaud, David (4)

Andersen, Torben (4)

Nelson, Charles (4)

Sheppard, Kevin (4)

Startz, Richard (4)

Sibbertsen, Philipp (4)

Urquhart, Andrew (4)

Main data

Where MURAT MAZIBAŞ has published?

Journals with more than one article published# docs
International Review of Financial Analysis2
Iktisat Isletme ve Finans2

Recent works citing MURAT MAZIBAŞ (2025 and 2024)

YearTitle of citing document
2025Portfolio Analysis Based on Markowitz Stochastic Dominance Criteria: A Behavioral Perspective. (2025). Xu, Peng. In: Papers. RePEc:arx:papers:2509.22896.

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2025Hybrid LSTM and PPO Networks for Dynamic Portfolio Optimization. (2025). Kevin, Jun ; Yugopuspito, Pujianto. In: Papers. RePEc:arx:papers:2511.17963.

Full description at Econpapers || Download paper

2025Long-term forecasting in asset pricing: Machine learning models’ sensitivity to macroeconomic shifts and firm-specific factors. (2025). Zhang, Yang ; Qian, Yihe. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:78:y:2025:i:c:s1062940825000634.

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2025Behavioral dynamic portfolio selection with S-shaped utility and epsilon-contaminations. (2025). Vantaggi, Barbara ; Petturiti, Davide ; Cinfrignini, Andrea. In: European Journal of Operational Research. RePEc:eee:ejores:v:325:y:2025:i:3:p:500-515.

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2024Portfolio management of ESG-labeled energy companies based on PTV and ESG factors. (2024). Alonso, Maria-Teresa ; Esparcia, Carlos ; Diaz, Antonio. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002536.

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2025Can cryptocurrency or gold rescue BRICS stocks amid the Russia-Ukraine conflict?. (2025). Stankov, Petar ; Enilov, Martin ; Wang, Wei. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s1057521925004089.

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2024Macroeconomic environment and the future performance of loans: Evidence from three peer-to-peer platforms. (2024). Baumohl, Eduard ; Lyocsa, Tefan ; Vaaniova, Petra. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s105752192400348x.

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2024Dynamic consumption and portfolio choice considering information learning and stochastic interest rate. (2024). Liu, Yongjun ; Zhou, Minna. In: Finance Research Letters. RePEc:eee:finlet:v:65:y:2024:i:c:s1544612324005245.

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2025Utility maximization of household with information learning and health shocks. (2025). Siu, Tak Kuen ; Wang, Rongming. In: Finance Research Letters. RePEc:eee:finlet:v:86:y:2025:i:pa:s1544612325014965.

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2025A novel utility-based approach for enhanced indexation. (2025). Zhou, Minna ; Wang, Chao. In: Finance Research Letters. RePEc:eee:finlet:v:86:y:2025:i:pb:s1544612325017088.

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2025Returns from liquidity provision in cryptocurrency markets. (2025). Farag, Hisham ; Yarovaya, Larisa ; Luo, DI ; Zieba, Damian. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:175:y:2025:i:c:s0378426625000317.

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2026Enhanced indexing using cumulative prospect theory utility function with expectile risk. (2026). Garg, Divyanee ; Mehra, Aparna ; Khan, Ahmad Zaman. In: Omega. RePEc:eee:jomega:v:139:y:2026:i:c:s0305048325001707.

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2024Prospect theory and asset allocation. (2024). Hlouskova, Jaroslava ; Fortin, Ines. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:94:y:2024:i:c:p:214-240.

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2025Cryptocurrency dynamics during global crises: Insights from Bitcoin’s interplay with traditional markets. (2025). Kallandranis, Christos ; Anastasiou, Dimitrios ; Karagiorgis, Ariston ; Ballis, Antonis. In: International Review of Economics & Finance. RePEc:eee:reveco:v:103:y:2025:i:c:s1059056025006756.

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2024Cryptocurrency volatility: A review, synthesis, and research agenda. (2024). Kumar, Satish ; Ahmed, Mohamed Shaker ; Al-Maghyereh, Aktham I ; El-Masry, Ahmed A. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002654.

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2025Median-adaptive portfolios: a minimum criteria approach to asset allocation. (2025). Thomakos, Dimitrios ; Tarani, Sophia ; Kyriazi, Foteini. In: Annals of Operations Research. RePEc:spr:annopr:v:353:y:2025:i:1:d:10.1007_s10479-023-05465-5.

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2026Behavioral portfolio optimization via cumulative prospect theory with a symmetric alternating direction method of multipliers. (2026). Wu, Zhongming ; de Simone, Valentina ; Yang, Liu. In: Computational Optimization and Applications. RePEc:spr:coopap:v:93:y:2026:i:1:d:10.1007_s10589-025-00721-9.

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2024On the efficiency and its drivers in the cryptocurrency market: the case of Bitcoin and Ethereum. (2024). Ajmi, Ahdi Noomen ; Mokni, Khaled ; el Montasser, Ghassen ; Bouri, Elie. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00566-3.

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2026Using Deep Learning Conditional Value‐at‐Risk Based Utility Function in Cryptocurrency Portfolio Optimisation. (2026). Cheah, Jeremy Engtuck ; Su, Haozhe ; Tan, Linzhi ; Huang, Xinran. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:31:y:2026:i:2:p:2845-2862.

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Works by MURAT MAZIBAŞ:

YearTitleTypeCited
2022A component Markov regime‐switching autoregressive conditional range model In: Bulletin of Economic Research.
[Full Text][Citation analysis]		article0
2022Portfolio optimization with behavioural preferences and investor memory In: European Journal of Operational Research.
[Full Text][Citation analysis]		article13
2010Dynamic hedge fund portfolio construction In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article6
2024Bitcoin replication using machine learning In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article5
2013Dynamic hedge fund portfolio construction: A semi-parametric approach In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article13
2020True versus Spurious Long Memory in Cryptocurrencies In: JRFM.
[Full Text][Citation analysis]		article7
2003Operasyonel Risk Yönetimi Ve Türk Bankacılık Sistemi In: Iktisat Isletme ve Finans.
[Citation analysis]		article0
2009Banka başarısızlıklarının yapay sinir ağlarıylatahmini: Türk bankacılık sistemi üzerine karşılaştırmalı bir uygulama In: Iktisat Isletme ve Finans.
[Citation analysis]		article0
2017Understanding the Recent Growth in Consumer Loans and Credit Cards in Emerging Markets: Evidence from Turkey In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]		article5
2012Factor-Based Hedge Fund Replication with Risk Constraints In: Palgrave Macmillan Books.
[Citation analysis]		chapter0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated March, 14 2026. Contact: CitEc Team