Michael Pokojovy : Citation Profile


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5

Citations

RESEARCH PRODUCTION:

13

Articles

2

Papers

RESEARCH ACTIVITY:

   10 years (2015 - 2025). See details.
   Cites by year: 0
   Journals where Michael Pokojovy has often published
   Relations with other researchers
   Recent citing documents: 2.    Total self citations: 1 (16.67 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppo814
   Updated: 2026-09-19    RAS profile: 2026-05-25    
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Relations with other researchers


Works with:

Fullerton, Thomas (2)

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

Is cited by:

Cites to:

Riani, Marco (5)

merton, robert (5)

Leland, Hayne (2)

Dybvig, Phillip (1)

Tauchen, George (1)

Kreps, David (1)

Jarrow, Robert (1)

Duffee, Greg (1)

Fan, Jianqing (1)

Ait-Sahalia, Yacine (1)

Singleton, Kenneth (1)

Main data


Where Michael Pokojovy has published?


Journals with more than one article published# docs
Mathematics3

Working Papers Series with more than one paper published# docs
Papers / arXiv.org2

Recent works citing Michael Pokojovy (2025 and 2024)


YearTitle of citing document
2025ACO advanced Mamba for adaptive portfolio optimization. (2025). Zinovev, Vyacheslav ; Moni, Mohanan ; Ushakov, Fedor ; Vukovi, Darko B. In: Finance Research Letters. RePEc:eee:finlet:v:86:y:2025:i:pe:s1544612325019166.

Full description at Econpapers || Download paper

2025Robust and efficient parameter estimation for discretely observed stochastic processes. (2025). Ghosh, Abhik ; Hore, Rohan. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:77:y:2025:i:3:d:10.1007_s10463-024-00922-9.

Full description at Econpapers || Download paper

Works by Michael Pokojovy:


YearTitleTypeCited
2024On Mertons Optimal Portfolio Problem with Sporadic Bankruptcy for Isoelastic Utility In: Papers.
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2024Portfolio Optimization with Feedback Strategies Based on Artificial Neural Networks In: Papers.
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2024Portfolio optimization with feedback strategies based on artificial neural networks.(2024) In: Finance Research Letters.
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This paper has nother version. Agregated cites: 1
article
2022A robust deterministic affine-equivariant algorithm for multivariate location and scatter In: Computational Statistics & Data Analysis.
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2025Maximum Trimmed Likelihood Estimation for Discrete Multivariate Vasicek Processes In: Economies.
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2025Enhancing the Accuracy of Image Classification for Degenerative Brain Diseases with CNN Ensemble Models Using Mel-Spectrograms In: Mathematics.
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2019On the Performance of Variable Selection and Classification via Rank-Based Classifier In: Mathematics.
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2021Applying Heath-Jarrow-Morton Model to Forecasting the US Treasury Daily Yield Curve Rates In: Mathematics.
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2015Solving the Linear 1D Thermoelasticity Equations with Pure Delay In: International Journal of Mathematics and Mathematical Sciences.
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article2
2025A decision-space model explains context-specific decision-making In: Nature Communications.
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2023Small Firm Electricity Demand in Las Cruces, New Mexico, USA In: Revista Economía.
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2022Univariate fast initial response statistical process control with taut strings In: Journal of Applied Statistics.
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2015A Cluster-Based Outlier Detection Scheme for Multivariate Data In: Journal of the American Statistical Association.
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article1
2024A hybrid method for density power divergence minimization with application to robust univariate location and scale estimation In: Communications in Statistics - Theory and Methods.
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article1
2025ON MERTON€™S OPTIMAL PORTFOLIO PROBLEM WITH SPORADIC BANKRUPTCY FOR ISOELASTIC UTILITY In: International Journal of Theoretical and Applied Finance (IJTAF).
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article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated August, 20 2026. Contact: CitEc Team