Ordered by composite index (descending). Higher values indicate more intensive citation.
| # | Reference | Year | Mentions | Breadth | Sec. Wtd | Share | Composite | Main % |
|---|---|---|---|---|---|---|---|---|
| 1 | Garlappi, Lorenzo and Uppal, Raman and Wang, Tan | 2007 | 7 | 3 | 9.5 | 0.059 | 1.000 | 100% |
| 2 | Gu, Shihao and Kelly, Bryan and Xiu, Dacheng | 2020 | 4 | 3 | 7.0 | 0.034 | 0.928 | 100% |
| 3 | Fan, Jianqing and Ke, Zheng Tracy and Liao, Yuan a... (self) | 2022 | 4 | 3 | 6.5 | 0.034 | 0.928 | 100% |
| 4 | Kozak, Serhiy and Nagel, Stefan and Santosh, Shrih... | 2020 | 3 | 3 | 3.5 | 0.025 | 0.843 | 100% |
| 5 | Allena, Rohit | 2021 | 4 | 2 | 5.0 | 0.034 | 0.811 | 100% |
| 6 | Bianchi, Daniele and Bu | 2021 | 3 | 2 | 5.0 | 0.025 | 0.737 | 100% |
| 7 | Kelly, Bryan T and Malamud, Semyon and Zhou, Kangy... | 2021 | 3 | 2 | 4.0 | 0.025 | 0.737 | 100% |
| 8 | Didisheim, Antoine and Ke, Shikun Barry and Kelly,... | 2023 | 3 | 2 | 4.0 | 0.025 | 0.737 | 100% |
| 9 | DeMiguel, Victor and Garlappi, Lorenzo and Uppal, ... | 2009 | 2 | 2 | 3.0 | 0.017 | 0.644 | 100% |
| 10 | Davidson, Russell and MacKinnon, James G | 1999 | 2 | 2 | 3.0 | 0.017 | 0.644 | 100% |
| 11 | Andrews, Donald WK | 2002 | 2 | 2 | 3.0 | 0.017 | 0.644 | 100% |
| 12 | Ao, Mengmeng and Li, Yingying and Zheng, Xinghua | 2019 | 2 | 2 | 3.0 | 0.017 | 0.644 | 100% |
| 13 | Barras, Laurent and Scaillet, Olivier and Wermers,... | 2010 | 2 | 2 | 3.0 | 0.017 | 0.644 | 100% |
| 14 | Harvey, Campbell R and Liu, Yan | 2020 | 2 | 2 | 3.0 | 0.017 | 0.644 | 100% |
| 15 | Kelly, Bryan T and Pruitt, Seth and Su, Yinan | 2019 | 2 | 2 | 2.5 | 0.017 | 0.644 | 100% |
| 16 | Li, Bin and Rossi, Alberto and Yan, S and Zheng, L... | 2024 | 2 | 2 | 1.5 | 0.017 | 0.644 | 100% |
| 17 | Bessembinder, Hendrik | 2018 | 2 | 2 | 4.0 | 0.017 | 0.644 | 100% |
| 18 | Hansen, Lars Peter and Sargent, Thomas J | 2008 | 3 | 3 | 3.0 | 0.025 | 0.585 | 33% |
| 19 | Anderson, Evan W and Cheng, Ai-Ru | 2016 | 3 | 2 | 1.5 | 0.025 | 0.511 | 33% |
| 20 | Chen, Xiaohong and White, Halbert | 1999 | 2 | 2 | 1.0 | 0.017 | 0.511 | 50% |
| 21 | Gagliardini, Patrick and Ossola, Elisa and Scaille... | 2016 | 2 | 1 | 4.0 | 0.017 | 0.511 | 100% |
| 22 | Bai, J. | 2009 | 2 | 1 | 4.0 | 0.017 | 0.511 | 100% |
| 23 | Schmidt-Hieber, Johannes | 2020 | 2 | 2 | 2.5 | 0.017 | 0.511 | 50% |
| 24 | Jensen, Theis Ingerslev and Kelly, Bryan and Peder... | 2022 | 2 | 2 | 2.5 | 0.017 | 0.511 | 50% |
| 25 | Fama, Eugene F and French, Kenneth R | 1993 | 2 | 1 | 4.0 | 0.017 | 0.511 | 100% |
| 26 | Cong, Lin William and Tang, Ke and Wang, Jingyuan ... | 2021 | 1 | 1 | 1.0 | 0.008 | 0.406 | 100% |
| 27 | Patton, Andrew J and Weller, Brian M | 2022 | 1 | 1 | 1.0 | 0.008 | 0.406 | 100% |
| 28 | Filipovic, Damir and Schneider, Paul | 2024 | 1 | 1 | 1.0 | 0.008 | 0.406 | 100% |
| 29 | Freyberger, Joachim and Neuhierl, Andreas and Webe... (self) | 2020 | 1 | 1 | 0.5 | 0.008 | 0.406 | 100% |
| 30 | Chen, Luyang and Pelger, Markus and Zhu, Jason | 2020 | 1 | 1 | 0.5 | 0.008 | 0.406 | 100% |
| 31 | Baba-Yara, Fahiz and Boyer, Brian and Davis, Carte... | 2022 | 1 | 1 | 0.5 | 0.008 | 0.406 | 100% |
| 32 | Jagannathan, Ravi and Liao, Yuan and Neuhierl, And... (self) | 2023 | 1 | 1 | 0.5 | 0.008 | 0.406 | 100% |
| 33 | Avramov, Doron | 2002 | 1 | 1 | 0.5 | 0.008 | 0.406 | 100% |
| 34 | Bianchi, Daniele and Rubesam, Alexandre and Tamoni... | 2024 | 1 | 1 | 0.5 | 0.008 | 0.406 | 100% |
| 35 | Chernozhukov, Victor and Chetverikov, Denis and De... | 2018 | 1 | 1 | 0.5 | 0.008 | 0.406 | 100% |
| 36 | Zaffaroni, Paolo | 2019 | 1 | 1 | 2.0 | 0.008 | 0.406 | 100% |
| 37 | Rosenberg, Barr and McKibben, Walt | 1973 | 1 | 1 | 2.0 | 0.008 | 0.406 | 100% |
| 38 | Jagannathan, Ravi and Wang, Zhenyu | 1996 | 1 | 1 | 2.0 | 0.008 | 0.406 | 100% |
| 39 | Connor, Gregory and Hagmann, Matthias and Linton, ... | 2012 | 1 | 1 | 2.0 | 0.008 | 0.406 | 100% |
| 40 | Freyberger, Joachim | 2018 | 1 | 1 | 2.0 | 0.008 | 0.406 | 100% |
| 41 | Cun-Hui Zhang and Stephanie S. Zhang | 2014 | 1 | 1 | 2.0 | 0.008 | 0.406 | 100% |
| 42 | Kohler, Michael and Langer, Sophie | 2021 | 1 | 1 | 2.0 | 0.008 | 0.406 | 100% |
| 43 | Kunsch, Hans R | 1989 | 1 | 1 | 2.0 | 0.008 | 0.406 | 100% |
| 44 | Politis, Dimitris N and Romano, Joseph P | 1994 | 1 | 1 | 2.0 | 0.008 | 0.406 | 100% |
| 45 | Dow, James and da Costa Werlang, Se | 1992 | 1 | 1 | 2.0 | 0.008 | 0.406 | 100% |
| 46 | Klein, Roger W and Bawa, Vijay S | 1976 | 1 | 1 | 2.0 | 0.008 | 0.406 | 100% |
| 47 | Michaud, Richard O | 1989 | 1 | 1 | 2.0 | 0.008 | 0.406 | 100% |
| 48 | Jagannathan, Ravi and Ma, Tongshu | 2003 | 1 | 1 | 2.0 | 0.008 | 0.406 | 100% |
| 49 | Kan, Raymond and Zhou, Guofu | 2007 | 1 | 1 | 2.0 | 0.008 | 0.406 | 100% |
| 50 | Tu, Jun and Zhou, Guofu | 2011 | 1 | 1 | 2.0 | 0.008 | 0.406 | 100% |
| 51 | Yuan, Ming and Zhou, Guofu | 2023 | 1 | 1 | 2.0 | 0.008 | 0.406 | 100% |
| 52 | Ellsberg, Daniel | 1961 | 1 | 1 | 2.0 | 0.008 | 0.406 | 100% |
| 53 | Gilboa, Itzhak and Schmeidler, David | 1989 | 1 | 1 | 2.0 | 0.008 | 0.406 | 100% |
| 54 | Epstein, Larry G and Wang, Tan | 1994 | 1 | 1 | 2.0 | 0.008 | 0.406 | 100% |
| 55 | Chopra, Vijay K and Ziemba, William T | 2013 | 1 | 1 | 2.0 | 0.008 | 0.406 | 100% |
| 56 | Markowitz, H. | 1952 | 1 | 1 | 2.0 | 0.008 | 0.406 | 100% |
| 57 | Muravyev, Dmitriy and Pearson, Neil D and Pollet, ... | 2024 | 1 | 1 | 2.0 | 0.008 | 0.406 | 100% |
| 58 | Chen, Honghui and Desai, Hemang and Krishnamurthy,... | 2013 | 1 | 1 | 2.0 | 0.008 | 0.406 | 100% |
| 59 | Jensen, Theis Ingerslev and Kelly, Bryan T and Mal... | 2024 | 1 | 1 | 2.0 | 0.008 | 0.406 | 100% |
| 60 | Benjamini, Yoav and Hochberg, Yosef | 1995 | 1 | 1 | 2.0 | 0.008 | 0.406 | 100% |
| 61 | Benjamini, Yoav and Yekutieli, Daniel | 2001 | 1 | 1 | 2.0 | 0.008 | 0.406 | 100% |
| 62 | Sullivan, Ryan and Timmermann, Allan and White, Ha... | 1999 | 1 | 1 | 2.0 | 0.008 | 0.406 | 100% |
| 63 | Banz, Rolf W and Breen, William J | 1986 | 1 | 1 | 2.0 | 0.008 | 0.406 | 100% |
| 64 | Freyberger, Joachim and Ho | 2024 | 1 | 1 | 2.0 | 0.008 | 0.406 | 100% |
| 65 | Fan, J. and Liao, Y. and Mincheva, M. (self) | 2013 | 1 | 1 | 2.0 | 0.008 | 0.406 | 100% |
| 66 | Patton, Andrew J and Weller, Brian M | 2020 | 1 | 1 | 2.0 | 0.008 | 0.406 | 100% |
| 67 | Avramov, Doron and Cheng, Si and Metzker, Lior | 2023 | 1 | 1 | 2.0 | 0.008 | 0.406 | 100% |
| 68 | Harvey, Campbell R and Liu, Yan and Zhu, Heqing | 2016 | 1 | 1 | 2.0 | 0.008 | 0.406 | 100% |
| 69 | Carhart, Mark M | 1997 | 1 | 1 | 2.0 | 0.008 | 0.406 | 100% |
| 70 | Fama, Eugene F and French, Kenneth R | 2016 | 1 | 1 | 2.0 | 0.008 | 0.406 | 100% |
| 71 | Zellner, Arnold | 1986 | 1 | 1 | 0.5 | 0.008 | 0.087 | 0% |
| 72 | Newey, Whitney K | 1994 | 1 | 1 | 0.5 | 0.008 | 0.087 | 0% |
| 73 | Shen, Xiaotong | 1997 | 1 | 1 | 0.5 | 0.008 | 0.087 | 0% |
| 74 | Chen, Xiaohong and Shen, Xiaotong | 1998 | 1 | 1 | 0.5 | 0.008 | 0.087 | 0% |
| 75 | Chernozhukov, Victor and Newey, Whitney and Singh,... | 2018 | 1 | 1 | 0.5 | 0.008 | 0.087 | 0% |
| 76 | van der Vaart, A. and Wellner, J. | 1996 | 1 | 1 | 0.5 | 0.008 | 0.087 | 0% |
| 77 | Anthony, Martin and Bartlett, Peter L | 2009 | 1 | 1 | 0.5 | 0.008 | 0.087 | 0% |