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OpenAlex Citation Counts

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OpenAlex is a bibliographic catalogue of scientific papers, authors and institutions accessible in open access mode, named after the Library of Alexandria. It's citation coverage is excellent and I hope you will find utility in this listing of citing articles!

If you click the article title, you'll navigate to the article, as listed in CrossRef. If you click the Open Access links, you'll navigate to the "best Open Access location". Clicking the citation count will open this listing for that article. Lastly at the bottom of the page, you'll find basic pagination options.

Requested Article:

Risk Aversion in Regulatory Capital Principles
Tiantian Mao, Ruodu Wang
SIAM Journal on Financial Mathematics (2020) Vol. 11, Iss. 1, pp. 169-200
Closed Access | Times Cited: 40

Showing 1-25 of 40 citing articles:

A Theory for Measures of Tail Risk
Fangda Liu, Ruodu Wang
Mathematics of Operations Research (2021) Vol. 46, Iss. 3, pp. 1109-1128
Closed Access | Times Cited: 51
Star-Shaped Risk Measures
Erio Castagnoli, Giacomo Cattelan, Fabio Maccheroni, et al.
Operations Research (2022) Vol. 70, Iss. 5, pp. 2637-2654
Open Access | Times Cited: 33
Diversification Quotients: Quantifying Diversification via Risk Measures
Xia Han, Liyuan Lin, Ruodu Wang
Management Science (2025)
Open Access
Pareto-optimal peer-to-peer risk sharing with robust distortion risk measures
Mario Ghossoub, Michael B. Zhu, Wing Fung Chong
Astin Bulletin (2025), pp. 1-27
Open Access
Law-invariant return and star-shaped risk measures
Roger J. A. Laeven, Emanuela Rosazza Gianin, Marco Zullino
Insurance Mathematics and Economics (2024) Vol. 117, pp. 140-153
Open Access | Times Cited: 3
Set-valued star-shaped risk measures
Bingchu Nie, Dejian Tian, Long Jiang
Mathematics and Financial Economics (2025)
Closed Access
Adjusted Expected Shortfall
Matteo Burzoni, Cosimo Munari, Ruodu Wang
Journal of Banking & Finance (2021) Vol. 134, pp. 106297-106297
Open Access | Times Cited: 22
Law-Invariant Functionals that Collapse to the Mean: Beyond Convexity
Felix-Benedikt Liebrich, Cosimo Munari
Mathematics and Financial Economics (2022) Vol. 16, Iss. 3, pp. 447-480
Open Access | Times Cited: 15
Risk sharing under heterogeneous beliefs without convexity
Felix-Benedikt Liebrich
Finance and Stochastics (2024) Vol. 28, Iss. 4, pp. 999-1033
Open Access | Times Cited: 3
Bayes risk, elicitability, and the Expected Shortfall
Paul Embrechts, Tiantian Mao, Qiuqi Wang, et al.
Mathematical Finance (2021) Vol. 31, Iss. 4, pp. 1190-1217
Closed Access | Times Cited: 20
Risk concentration and the mean‐expected shortfall criterion
Xia Han, Bin Wang, Ruodu Wang, et al.
Mathematical Finance (2023) Vol. 34, Iss. 3, pp. 819-846
Open Access | Times Cited: 6
Pairwise counter-monotonicity
Jean-Gabriel Lauzier, Liyuan Lin, Ruodu Wang
Insurance Mathematics and Economics (2023) Vol. 111, pp. 279-287
Open Access | Times Cited: 5
On the extension property of dilatation monotone risk measures
Massoomeh Rahsepar, Foivos Xanthos
Statistics & Risk Modeling (2020) Vol. 37, Iss. 3-4, pp. 107-119
Open Access | Times Cited: 12
Adjusted Rényi entropic Value-at-Risk
Zhenfeng Zou, Qinyu Wu, Zichao Xia, et al.
European Journal of Operational Research (2022) Vol. 306, Iss. 1, pp. 255-268
Closed Access | Times Cited: 8
Are reference measures of law-invariant functionals unique?
Felix-Benedikt Liebrich
Insurance Mathematics and Economics (2024) Vol. 118, pp. 129-141
Open Access | Times Cited: 1
A Theory for Measures of Tail Risk
Fangda Liu, Ruodu Wang
SSRN Electronic Journal (2016)
Closed Access | Times Cited: 5
Gini-Type Measures of Risk and Variability: Gini Shortfall, Capital Allocations, and Heavy-Tailed Risks
Edward Furman, Ruodu Wang, Ričardas Zitikis
SSRN Electronic Journal (2016)
Open Access | Times Cited: 5
Diversification Quotients: Quantifying Diversification via Risk Measures
Xia Han, Liyuan Lin, Ruodu Wang
SSRN Electronic Journal (2022)
Open Access | Times Cited: 4
Inf-convolution and Optimal Allocations for Tail Risk Measures
Fangda Liu, Tiantian Mao, Ruodu Wang, et al.
SSRN Electronic Journal (2019)
Closed Access | Times Cited: 4
Monetary Risk Measures
Guangyan Jia, Jianming Xia, Rongjie Zhao
arXiv (Cornell University) (2020)
Open Access | Times Cited: 4
Star-Shaped deviations
Marcelo Brutti Righi, Marlon Ruoso Moresco
Operations Research Letters (2022) Vol. 50, Iss. 5, pp. 548-554
Closed Access | Times Cited: 3
Adjusted higher-order expected shortfall
Zhenfeng Zou, Taizhong Hu
Insurance Mathematics and Economics (2024) Vol. 115, pp. 1-12
Closed Access
Distributional Transforms, Probability Distortions, and Their Applications
Peng Liu, Alexander Schied, Ruodu Wang
SSRN Electronic Journal (2019)
Open Access | Times Cited: 3
Decision Making under Uncertainty: A Game of Two Selves
Jianming Xia
arXiv (Cornell University) (2020)
Closed Access | Times Cited: 3
An elementary proof of the dual representation of Expected Shortfall
Martin Herdegen, Cosimo Munari
Mathematics and Financial Economics (2023) Vol. 17, Iss. 4, pp. 655-662
Open Access | Times Cited: 1
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