References

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• 1999Coherent Measures of Risk8,849 cited
• 2000Optimization of conditional value-at-risk6,711 cited
• 2002Conditional value-at-risk for general loss distributions3,847 cited
• 2001Extreme Correlation of International Equity Markets2,608 cited
• 2007Pair-copula constructions of multiple dependence2,055 cited
• 1994Autoregressive Conditional Density Estimation1,580 cited
• 2002Asymmetric correlations of equity portfolios1,530 cited
• 2012GENERALIZED AUTOREGRESSIVE SCORE MODELS WITH APPLICATIONS988 cited
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• 2002A Universal Performance Measure590 cited
• 2019