Ordered by composite index (descending). Higher values indicate more intensive citation.
| # | Reference | Year | Mentions | Breadth | Sec. Wtd | Share | Composite | Main % |
|---|---|---|---|---|---|---|---|---|
| 1 | Olivier Ledoit and Michael Wolf | 2004 | 11 | 3 | 19.0 | 0.099 | 1.000 | 100% |
| 2 | Ledoit, Olivier and Wolf, Michael | 2017 | 9 | 5 | 15.0 | 0.081 | 1.000 | 100% |
| 3 | Olivier Ledoit and Michael Wolf | 2012 | 6 | 3 | 9.0 | 0.054 | 1.000 | 100% |
| 4 | Shi, Fangquan and Shu, Lianjie and Yang, Aijun and... | 2020 | 11 | 8 | 21.0 | 0.099 | 1.000 | 100% |
| 5 | DeMiguel, Victor and Garlappi, Lorenzo and Nogales... | 2009 | 8 | 5 | 13.0 | 0.072 | 1.000 | 100% |
| 6 | Olivier Ledoit and Michael Wolf | 2003 | 4 | 3 | 6.0 | 0.036 | 0.928 | 100% |
| 7 | Ledoit, Olivier and Wolf, Michael | 2022 | 3 | 3 | 5.0 | 0.027 | 0.843 | 100% |
| 8 | Nguyen, Viet Anh and Kuhn, Daniel and Esfahani, Pe... | 2022 | 3 | 3 | 5.0 | 0.027 | 0.843 | 100% |
| 9 | Dai, Runyu and Uematsu, Yoshimasa and Matsuda, Yas... | 2024 | 4 | 2 | 5.0 | 0.036 | 0.811 | 100% |
| 10 | Barroso, Pedro and Saxena, Konark | 2022 | 4 | 2 | 6.0 | 0.036 | 0.811 | 100% |
| 11 | Olivier Ledoit and Michael Wolf | 2004 | 3 | 2 | 4.0 | 0.027 | 0.737 | 100% |
| 12 | Stein, C. | 1986 | 3 | 2 | 5.0 | 0.027 | 0.737 | 100% |
| 13 | Ledoit, Olivier and Wolf, Michael | 2020 | 2 | 2 | 3.0 | 0.018 | 0.644 | 100% |
| 14 | Won, Joong-Ho and Lim, Johan and Kim, Seung-Jean a... | 2013 | 2 | 2 | 3.0 | 0.018 | 0.644 | 100% |
| 15 | DeMiguel, Victor and Garlappi, Lorenzo and Uppal, ... | 2009 | 2 | 2 | 4.0 | 0.018 | 0.644 | 100% |
| 16 | Olivier Ledoit and Michael Wolf | 2022 | 3 | 1 | 6.0 | 0.027 | 0.585 | 100% |
| 17 | Fan, Jianqing and Liao, Yuan and Mincheva, Martina | 2013 | 2 | 1 | 2.0 | 0.018 | 0.511 | 100% |
| 18 | Ding, Yi and Li, Yingying and Zheng, Xinghua | 2021 | 2 | 1 | 2.0 | 0.018 | 0.511 | 100% |
| 19 | Anestis Touloumis | 2015 | 2 | 1 | 2.0 | 0.018 | 0.511 | 100% |
| 20 | Olivier Ledoit | 1995 | 2 | 1 | 4.0 | 0.018 | 0.511 | 100% |
| 21 | Nicholas Barberis and Andrei Shleifer and Jeffrey ... | 2005 | 1 | 1 | 1.0 | 0.009 | 0.406 | 100% |
| 22 | Pirinsky, Christo and Wang, Qinghai | 2006 | 1 | 1 | 1.0 | 0.009 | 0.406 | 100% |
| 23 | T. Clifton Green and Byoung-Hyoun Hwang | 2009 | 1 | 1 | 1.0 | 0.009 | 0.406 | 100% |
| 24 | Benjamin M. Blau and Todd G. Griffith and Ryan J. ... | 2023 | 1 | 1 | 1.0 | 0.009 | 0.406 | 100% |
| 25 | Laura Malceniece and Kārlis Malcenieks and Tālis J... | 2019 | 1 | 1 | 1.0 | 0.009 | 0.406 | 100% |
| 26 | H. Robert Vaart | 1961 | 1 | 1 | 1.0 | 0.009 | 0.406 | 100% |
| 27 | Chaoxing Dai and Kun Lu and Dacheng Xiu | 2019 | 1 | 1 | 1.0 | 0.009 | 0.406 | 100% |
| 28 | Donggyu Kim and Jianqing Fan | 2019 | 1 | 1 | 1.0 | 0.009 | 0.406 | 100% |
| 29 | Taras Bodnar and Nestor Parolya and Wolfgang Schmi... | 2018 | 1 | 1 | 1.0 | 0.009 | 0.406 | 100% |
| 30 | Markowitz, Harry | 1952 | 1 | 1 | 1.0 | 0.009 | 0.406 | 100% |
| 31 | Fan, Jianqing and Li, Yingying and Yu, Ke | 2012 | 1 | 1 | 1.0 | 0.009 | 0.406 | 100% |
| 32 | Cai, T. Tony and Hu, Jianchang and Li, Yingying an... | 2020 | 1 | 1 | 1.0 | 0.009 | 0.406 | 100% |
| 33 | Taras Bodnar and Stepan Mazur and Yarema Okhrin | 2017 | 1 | 1 | 1.0 | 0.009 | 0.406 | 100% |
| 34 | Reh, Laura and Krüger, Fabian and Liesenfeld, Roma... | 2023 | 1 | 1 | 1.0 | 0.009 | 0.406 | 100% |
| 35 | Thomas Conlon and John Cotter and Iason Kynigakis | 2025 | 1 | 1 | 1.0 | 0.009 | 0.406 | 100% |
| 36 | Jianqing Fan and Yingying Fan and Jinchi Lv | 2008 | 1 | 1 | 1.0 | 0.009 | 0.406 | 100% |
| 37 | Jianqing Fan and Han Liu and Weichen Wang (self) | 2018 | 1 | 1 | 1.0 | 0.009 | 0.406 | 100% |
| 38 | Hanchao Wang and Bin Peng and Degui Li and Chenlei... | 2021 | 1 | 1 | 1.0 | 0.009 | 0.406 | 100% |
| 39 | Abadir, Karim M. and Distaso, Walter and Žikeš, Fi... | 2014 | 1 | 1 | 1.0 | 0.009 | 0.406 | 100% |
| 40 | Lam, Clifford | 2016 | 1 | 1 | 1.0 | 0.009 | 0.406 | 100% |
| 41 | Torsten Morstedt and Bernhard Lutz and Dirk Neuman... | 2024 | 1 | 1 | 1.0 | 0.009 | 0.406 | 100% |
| 42 | Cui, Liyuan and Hong, Yongmiao and Li, Yingxing an... | 2024 | 1 | 1 | 2.0 | 0.009 | 0.406 | 100% |
| 43 | Ledoit, Olivier and Wolf, Michael | 2011 | 1 | 1 | 2.0 | 0.009 | 0.406 | 100% |
| 44 | Ledoit, Oliver and Wolf, Michael | 2008 | 1 | 1 | 2.0 | 0.009 | 0.406 | 100% |
| 45 | Goto, Shingo and Xu, Yan | 2015 | 1 | 1 | 2.0 | 0.009 | 0.406 | 100% |