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• 2012The Herd Behavior Index: A new measure for the implied degree of co-movement in stock markets70 cited
• 2016Risk-consistent conditional systemic risk measures36 cited
• 2017Discrete-Time Mean-CVaR Portfolio Selection and Time-Consistency Induced Term Structure of the CVaR36 cited
• 2014A new characterization of comonotonicity and its application in behavioral finance33 cited
• 2018Dynamically consistent investment under model uncertainty: the robust forward criteria29 cited
• 2019Fair dynamic valuation of insurance liabilities: Merging actuarial judgement with market- and time-consistency28 cited
• 2012FIX: The Fear Index—Measuring Market Fear28 cited
• 2014Limit theorems for power variations of ambit fields driven by white noise27 cited
• 2014A framework for robust measurement of implied correlation25 cited
• 2022A central limit theorem for sets of probability measures23 cited
• 2020A modified version of stochastic dominance involving dependence6 cited