| Portfolio construction and risk budgeting B Scherer РГБ, 2007 | 246 | 2007 |
| Portfolio resampling: Review and critique B Scherer Financial Analysts Journal 58 (6), 98-109, 2002 | 211 | 2002 |
| A note on the returns from minimum variance investing B Scherer Journal of Empirical Finance 18 (4), 652-660, 2011 | 178 | 2011 |
| Introduction to modern portfolio optimization with NUOPT and S-PLUS B Scherer, RD Martin Springer New York, 2005 | 102 | 2005 |
| Individualization of robo-advice M Faloon, B Scherer The Journal of Wealth Management 20 (1), 30, 2017 | 101 | 2017 |
| Can robust portfolio optimisation help to build better portfolios? B Scherer Journal of Asset Management 7, 374-387, 2007 | 84 | 2007 |
| Varying risk premia in international bond markets S Kessler, B Scherer Journal of Banking & Finance 33 (8), 1361-1375, 2009 | 60 | 2009 |
| Optimal asset allocation for sovereign wealth funds A Gintschel, B Scherer Journal of Asset Management 9, 215-238, 2008 | 57 | 2008 |
| The diversification benefits of commodity futures indexes: A mean‐variance spanning test B Scherer, L He The handbook of commodity investing, 241-265, 2008 | 47 | 2008 |
| Portfolio choice for oil-based sovereign wealth funds B Scherer The Journal of Alternative Investments 13 (3), 24-34, 2010 | 40 | 2010 |
| A note on portfolio choice for sovereign wealth funds B Scherer Financial Markets and Portfolio Management 23, 315-327, 2009 | 36 | 2009 |
| Pooling trades in a quantitative investment process C O'Cinneide, B Scherer, X Xu Journal of Portfolio Management 32 (4), 33, 2006 | 36 | 2006 |
| Modern Portfolio Optimization with NuOPT™, S-PLUS®, and S+ Bayes™ B Scherer, RD Martin Springer Science & Business Media, 2005 | 33 | 2005 |
| An alternative route to performance hypothesis testing B Scherer Journal of Asset Management 5 (1), 5-12, 2004 | 27 | 2004 |
| The impact of constraints on value-added B Scherer, X Xu Journal of Portfolio Management 33 (4), 45, 2007 | 23 | 2007 |
| Hedge fund return sensitivity to global liquidity S Kessler, B Scherer Journal of Financial Markets 14 (2), 301-322, 2011 | 21 | 2011 |
| Resampled efficiency and portfolio choice B Scherer Financial Markets and Portfolio Management 18 (4), 382, 2004 | 21 | 2004 |
| Algorithmic portfolio choice: lessons from panel survey data B Scherer Financial Markets and Portfolio Management 31 (1), 49-67, 2017 | 20 | 2017 |
| A note on the out-of-sample performance of resampled efficiency B Scherer Journal of Asset Management 7 (3), 170-178, 2006 | 18 | 2006 |
| Value by design? S Kessler, B Scherer, JP Harries Journal of Portfolio Management 46 (2), 25-43, 2020 | 17 | 2020 |
