Ordered by composite index (descending). Higher values indicate more intensive citation.
| # | Reference | Year | Mentions | Breadth | Sec. Wtd | Share | Composite | Main % |
|---|---|---|---|---|---|---|---|---|
| 1 | Bianchi, Daniele and De Polis, Andrea and Petrella... | 2022 | 4 | 3 | 6.0 | 0.069 | 0.928 | 100% |
| 2 | Jurek, Jakub W | 2014 | 5 | 2 | 9.0 | 0.086 | 0.874 | 100% |
| 3 | Nakajima, Jouchi | 2020 | 3 | 3 | 5.0 | 0.052 | 0.843 | 100% |
| 4 | Barroso, Pedro and Santa-Clara, Pedro | 2015 | 2 | 2 | 3.0 | 0.034 | 0.644 | 100% |
| 5 | Nakajima, Jouchi and Omori, Yasuhiro | 2012 | 2 | 2 | 3.0 | 0.034 | 0.644 | 100% |
| 6 | Rafferty, Barry | 2012 | 2 | 2 | 3.0 | 0.034 | 0.644 | 100% |
| 7 | Litterman, Robert B and Scheinkman, Jose | 1991 | 2 | 2 | 3.0 | 0.034 | 0.644 | 100% |
| 8 | Joslin, Scott | 2018 | 2 | 2 | 3.0 | 0.034 | 0.644 | 100% |
| 9 | Burnside, Craig and Eichenbaum, Martin and Kleshch... | 2011 | 2 | 2 | 3.0 | 0.034 | 0.644 | 100% |
| 10 | Azzalini, Adelchi | 1985 | 2 | 2 | 4.0 | 0.034 | 0.644 | 100% |
| 11 | Azzalini, Adelchi | 2013 | 2 | 2 | 4.0 | 0.034 | 0.644 | 100% |
| 12 | Betancourt, Michael | 2017 | 3 | 1 | 6.0 | 0.052 | 0.585 | 100% |
| 13 | Lustig, Hanno and Roussanov, Nikolai and Verdelhan... | 2011 | 3 | 1 | 6.0 | 0.052 | 0.585 | 100% |
| 14 | Gu | 2007 | 2 | 1 | 4.0 | 0.034 | 0.511 | 100% |
| 15 | Markowitz, H. | 1952 | 1 | 1 | 1.0 | 0.017 | 0.406 | 100% |
| 16 | Hansen, Lars Peter and Richard, Scott F | 1987 | 1 | 1 | 1.0 | 0.017 | 0.406 | 100% |
| 17 | Jacquier, Eric and Polson, Nicholas G and Rossi, P... | 2002 | 1 | 1 | 1.0 | 0.017 | 0.406 | 100% |
| 18 | Shephard, Neil | 2005 | 1 | 1 | 1.0 | 0.017 | 0.406 | 100% |
| 19 | Trolle, Anders B and Schwartz, Eduardo S | 2014 | 1 | 1 | 1.0 | 0.017 | 0.406 | 100% |
| 20 | Li, Mengheng and Scharth, Marcel | 2020 | 1 | 1 | 2.0 | 0.017 | 0.406 | 100% |
| 21 | Carr, Peter and Wu, Liuren | 2007 | 1 | 1 | 2.0 | 0.017 | 0.406 | 100% |
| 22 | Rachev, Svetlozar T and Menn, Christian and Fabozz... | 2005 | 1 | 1 | 2.0 | 0.017 | 0.406 | 100% |
| 23 | Tibshirani, Robert | 1996 | 1 | 1 | 2.0 | 0.017 | 0.406 | 100% |
| 24 | Park, Trevor and Casella, George | 2008 | 1 | 1 | 2.0 | 0.017 | 0.406 | 100% |
| 25 | Belmonte, Miguel AG and Koop, Gary and Korobilis, ... | 2014 | 1 | 1 | 2.0 | 0.017 | 0.406 | 100% |
| 26 | Lopes, Hedibert F and McCulloch, Robert E and Tsay... (self) | 2022 | 1 | 1 | 2.0 | 0.017 | 0.406 | 100% |
| 27 | Bitto, Angela and Fru | 2019 | 1 | 1 | 2.0 | 0.017 | 0.406 | 100% |
| 28 | George, Edward I and McCulloch, Robert E | 1993 | 1 | 1 | 2.0 | 0.017 | 0.406 | 100% |
| 29 | Gamerman, Dani and Lopes, Hedibert F (self) | 2006 | 1 | 1 | 2.0 | 0.017 | 0.406 | 100% |
| 30 | Thomas, Samuel and Tu, Wanzhu | 2021 | 1 | 1 | 2.0 | 0.017 | 0.406 | 100% |
| 31 | Carpenter, Bob and Gelman, Andrew and Hoffman, Mat... | 2017 | 1 | 1 | 2.0 | 0.017 | 0.406 | 100% |
| 32 | Guo, Jiqiang and Gabry, Jonah and Goodrich, Ben an... | 2020 | 1 | 1 | 2.0 | 0.017 | 0.406 | 100% |
| 33 | Collin-Dufresne, Pierre and Goldstein, Robert S | 2002 | 1 | 1 | 2.0 | 0.017 | 0.406 | 100% |
| 34 | Cochrane, John H and Piazzesi, Monika | 2005 | 1 | 1 | 2.0 | 0.017 | 0.406 | 100% |
| 35 | Koijen, Ralph SJ and Moskowitz, Tobias J and Peder... | 2018 | 1 | 1 | 2.0 | 0.017 | 0.406 | 100% |
| 36 | Bayes, Cristian Luis and Branco, Ma | 2007 | 1 | 1 | 2.0 | 0.017 | 0.406 | 100% |