Ordered by composite index (descending). Higher values indicate more intensive citation.
| # | Reference | Year | Mentions | Breadth | Sec. Wtd | Share | Composite | Main % |
|---|---|---|---|---|---|---|---|---|
| 1 | Andrew W. Lo | 1987 | 5 | 3 | 9.0 | 0.100 | 1.000 | 100% |
| 2 | Chen, Hongqiao and Hu, Ming and Perakis, Georgia | 2022 | 3 | 3 | 5.0 | 0.060 | 0.843 | 100% |
| 3 | Eckalbar, John C. | 2010 | 4 | 2 | 7.0 | 0.080 | 0.811 | 100% |
| 4 | Scarf, Herbert E. | 2002 | 3 | 2 | 4.0 | 0.060 | 0.737 | 100% |
| 5 | de la Peña, Victor H. and Ibragimov, Rustam and Jo... | 2004 | 2 | 2 | 3.0 | 0.040 | 0.644 | 100% |
| 6 | Vidmantas Bentkus | 2004 | 2 | 2 | 3.0 | 0.040 | 0.644 | 100% |
| 7 | Bhargava, Hemant K. | 2013 | 3 | 1 | 6.0 | 0.060 | 0.585 | 100% |
| 8 | John C. Cox and Stephen A. Ross and Mark Rubinstei... | 1979 | 3 | 1 | 6.0 | 0.060 | 0.585 | 100% |
| 9 | Herman Chernoff | 1952 | 2 | 1 | 2.0 | 0.040 | 0.511 | 100% |
| 10 | Van Parys, Bart PG and Goulart, Paul J and Kuhn, D... | 2016 | 2 | 1 | 4.0 | 0.040 | 0.511 | 100% |
| 11 | Mallows, C. L. | 1956 | 1 | 1 | 1.0 | 0.020 | 0.406 | 100% |
| 12 | Carrasco, Vinicius and Luz, Vitor Farinha and Kos,... | 2018 | 1 | 1 | 1.0 | 0.020 | 0.406 | 100% |
| 13 | Bertsimas, Dimitris and Popescu, Ioana | 2002 | 1 | 1 | 1.0 | 0.020 | 0.406 | 100% |
| 14 | K. Jansen and J. Haezendonck and M.J. Goovaerts | 1986 | 1 | 1 | 1.0 | 0.020 | 0.406 | 100% |
| 15 | Li, Zhaolin and Kirshner, Samuel N | 2021 | 1 | 1 | 1.0 | 0.020 | 0.406 | 100% |
| 16 | Billingsley, P. | 1995 | 1 | 1 | 1.0 | 0.020 | 0.406 | 100% |
| 17 | de la Peña, Victor H. and Lai, Tze Leung and Shao,... | 2009 | 1 | 1 | 1.0 | 0.020 | 0.406 | 100% |
| 18 | Li, Zhaolin and Liang, Guitian | 2025 | 1 | 1 | 1.0 | 0.020 | 0.406 | 100% |
| 19 | Owhadi, H. and Scovel, C. and Sullivan, T. J. and ... | 2013 | 1 | 1 | 1.0 | 0.020 | 0.406 | 100% |
| 20 | Ibragimov, Rustam and Walden, Johan | 2010 | 1 | 1 | 2.0 | 0.020 | 0.406 | 100% |
| 21 | Wang, Wenli and Cai, Gangshu (George) | 2024 | 1 | 1 | 2.0 | 0.020 | 0.406 | 100% |
| 22 | Broadie, Mark and Detemple, Jerome B. | 2004 | 1 | 1 | 2.0 | 0.020 | 0.406 | 100% |
| 23 | Francesco M. Paris | 2005 | 1 | 1 | 2.0 | 0.020 | 0.406 | 100% |
| 24 | J. Garrido and C. Genest and J. Schulz | 2016 | 1 | 1 | 2.0 | 0.020 | 0.406 | 100% |
| 25 | Smith, James E. | 1995 | 1 | 1 | 2.0 | 0.020 | 0.406 | 100% |
| 26 | Hettich, Rainer and Kortanek, Kenneth O | 1993 | 1 | 1 | 2.0 | 0.020 | 0.406 | 100% |
| 27 | Jiayi Guo and Hao Qiu and Zhen Wang and Zizhuo Wan... | 2023 | 1 | 1 | 2.0 | 0.020 | 0.406 | 100% |
| 28 | Mitrinović, D.S. and Pečarić, J. E. and Fink, A. M... | 1993 | 1 | 1 | 2.0 | 0.020 | 0.406 | 100% |
| 29 | Axaster, Sven. | 2000 | 1 | 1 | 2.0 | 0.020 | 0.406 | 100% |
| 30 | Mattner, Lutz | 2003 | 1 | 1 | 2.0 | 0.020 | 0.406 | 100% |
| 31 | Tilmann Gneiting and Adrian E Raftery | 2007 | 1 | 1 | 2.0 | 0.020 | 0.406 | 100% |