David Turkington

745 total citations
53 papers, 495 citations indexed

About

David Turkington is a scholar working on Finance, Economics and Econometrics and Management Science and Operations Research. According to data from OpenAlex, David Turkington has authored 53 papers receiving a total of 495 indexed citations (citations by other indexed papers that have themselves been cited), including 33 papers in Finance, 27 papers in Economics and Econometrics and 13 papers in Management Science and Operations Research. Recurrent topics in David Turkington's work include Financial Markets and Investment Strategies (27 papers), Market Dynamics and Volatility (19 papers) and Financial Risk and Volatility Modeling (9 papers). David Turkington is often cited by papers focused on Financial Markets and Investment Strategies (27 papers), Market Dynamics and Volatility (19 papers) and Financial Risk and Volatility Modeling (9 papers). David Turkington collaborates with scholars based in United States, Japan and Sweden. David Turkington's co-authors include Mark Kritzman, Sébastien Page, George Serafeim, William B. Kinlaw, Hui Wang, Hui Wang, Yazid M. Sharaiha, Bac Van Luu and Chirag B. Patel and has published in prestigious journals such as Financial Analysts Journal, The Journal of Portfolio Management and The Journal of Alternative Investments.

In The Last Decade

David Turkington

36 papers receiving 438 citations

Peers

David Turkington
Rand Kwong Yew Low Australia
Daniele Bianchi United Kingdom
Rudi Zagst Germany
João F. Caldeira Brazil
Marcelo Brutti Righi Brazil
Gary van Vuuren South Africa
Zhuo Qiao Macao
Tolga Cenesizoglu Canada
Andreas Neuhierl United States
Andrea Consiglio Italy
Rand Kwong Yew Low Australia
David Turkington
Citations per year, relative to David Turkington David Turkington (= 1×) peers Rand Kwong Yew Low

Countries citing papers authored by David Turkington

Since Specialization
Citations

This map shows the geographic impact of David Turkington's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by David Turkington with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites David Turkington more than expected).

Fields of papers citing papers by David Turkington

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by David Turkington. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by David Turkington. The network helps show where David Turkington may publish in the future.

Co-authorship network of co-authors of David Turkington

This figure shows the co-authorship network connecting the top 25 collaborators of David Turkington. A scholar is included among the top collaborators of David Turkington based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with David Turkington. David Turkington is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Kritzman, Mark, et al.. (2025). Relevance-Based Importance: A Comprehensive Measure of Variable Importance in Prediction. The Journal of Portfolio Management. 51(9). 17–36.
2.
Kritzman, Mark, et al.. (2025). Prediction with Incomplete Information. 7(4). 8–21.
3.
4.
Kinlaw, William B., Mark Kritzman, & David Turkington. (2023). Co-Occurrence: A New Perspective on Portfolio Diversification. SSRN Electronic Journal.
5.
Kritzman, Mark, et al.. (2023). An Intuitive Guide to Relevance-Based Prediction. The Journal of Portfolio Management. 49(9). 96–104.
6.
Kritzman, Mark, et al.. (2023). Portfolio Construction When Regimes are Ambiguous. SSRN Electronic Journal.
7.
Turkington, David, et al.. (2023). Stock Vulnerability and Resilience. The Journal of Portfolio Management. 49(5). 34–44.
8.
Kritzman, Mark, et al.. (2023). Event Time. The Journal of Portfolio Management. 49(7). 81–92.
9.
Kritzman, Mark, et al.. (2022). Relevance-Based Prediction: A Transparent and Adaptive Alternative to Machine Learning. 5(1). 27–46. 1 indexed citations
10.
Turkington, David, et al.. (2021). Investable and Interpretable Machine Learning for Equities. 4(1). 54–74. 3 indexed citations
11.
Kritzman, Mark, et al.. (2020). Addition by Subtraction: A Better Way to Forecast Factor Returns (and Everything Else). The Journal of Portfolio Management. 46(8). 98–107. 4 indexed citations
12.
Kritzman, Mark, et al.. (2020). Portfolio Choice with Path-Dependent Scenarios. Financial Analysts Journal. 77(1). 90–100. 2 indexed citations
13.
Kinlaw, William B., et al.. (2020). Private Equity and the Leverage Myth. The Journal of Alternative Investments. 23(3). 21–31. 1 indexed citations
14.
Kritzman, Mark, et al.. (2019). Private Equity Valuations and Public Equity Performance. The Journal of Alternative Investments. 22(1). 8–19. 10 indexed citations
15.
Kritzman, Mark, et al.. (2017). Facts about Factors. The Journal of Portfolio Management. 43(5). 55–65. 3 indexed citations
16.
Luu, Bac Van, et al.. (2014). The Shadow Price of Liquidity in Asset Allocation - A Case Study. SSRN Electronic Journal. 1 indexed citations
17.
Turkington, David, et al.. (2013). Correlation surprise. Journal of Asset Management. 14(6). 385–399. 11 indexed citations
18.
Kritzman, Mark, Sébastien Page, & David Turkington. (2012). Regime Shifts: Implications for Dynamic Strategies. SSRN Electronic Journal. 48 indexed citations
19.
Kritzman, Mark, Sébastien Page, & David Turkington. (2012). Regime Shifts: Implications for Dynamic Strategies (corrected). Financial Analysts Journal. 68(3). 22–39. 82 indexed citations
20.
Kritzman, Mark, Sébastien Page, & David Turkington. (2010). In Defense of Optimization: The Fallacy of 1/N. SSRN Electronic Journal. 25 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

Explore authors with similar magnitude of impact

Breakdown of academic impact, for papers by Rand Kwong Yew Low Breakdown of academic impact, for papers by Daniele Bianchi Breakdown of academic impact, for papers by Rudi Zagst Breakdown of academic impact, for papers by João F. Caldeira Breakdown of academic impact, for papers by Marcelo Brutti Righi Breakdown of academic impact, for papers by Gary van Vuuren Breakdown of academic impact, for papers by Zhuo Qiao Breakdown of academic impact, for papers by Tolga Cenesizoglu Breakdown of academic impact, for papers by Andreas Neuhierl Breakdown of academic impact, for papers by Andrea Consiglio
Rankless by CCL
2026