Michael Pokojovy : Citation Profile


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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: 2026-06-27    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:

merton, robert (5)

Riani, Marco (5)

Leland, Hayne (2)

Brennan, Michael (1)

Ait-Sahalia, Yacine (1)

Ng, David (1)

Dybvig, Phillip (1)

Dai, Min (1)

Kreps, David (1)

Singleton, Kenneth (1)

Wachter, Jessica (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 June, 12 2026. Contact: CitEc Team