| The properties of equally weighted risk contribution portfolios S Maillard, T Roncalli, J Teïletche Journal of Portfolio Management 36 (4), 60, 2010 | 1006 | 2010 |
| Copulas for finance-a reading guide and some applications E Bouyé, V Durrleman, A Nikeghbali, G Riboulet, T Roncalli Available at SSRN 1032533, 2000 | 723 | 2000 |
| Introduction to risk parity and budgeting T Roncalli CRC Press, 2013 | 389 | 2013 |
| Which copula is the right one? V Durrleman, A Nikeghbali, T Roncalli Available at SSRN 1032545, 2000 | 285 | 2000 |
| Loss distribution approach for operational risk A Frachot, P Georges, T Roncalli Available at SSRN 1032523, 2001 | 277 | 2001 |
| Loss distribution approach in practice A Frachot, O Moudoulaud, T Roncalli Risk Books, 2004 | 220 | 2004 |
| Risk parity portfolios with risk factors T Roncalli, G Weisang Quantitative Finance 16 (3), 377-388, 2016 | 166 | 2016 |
| Managing risk exposures using the risk budgeting approach B Bruder, T Roncalli Available at SSRN 2009778, 2012 | 137 | 2012 |
| Multivariate survival modelling: a unified approach with copulas P Georges, AG Lamy, E Nicolas, G Quibel, T Roncalli Available at SSRN 1032559, 2001 | 135 | 2001 |
| The correlation problem in operational risk A Frachot, T Roncalli, E Salomon OperationalRisk Risk's Newsletter, 2004 | 124 | 2004 |
| La gestion des risques financiers T Roncalli, A Frachot Economica, 2004 | 114 | 2004 |
| Internal data, external data and consortium data for operational risk measurement: How to pool data properly N Baud, A Frachot, T Roncalli Groupe de Recherche Operationnelle, Credit Lyonnais, France, 1-18, 2002 | 107 | 2002 |
| Revisiting the dependence between financial markets with copulas A Costinot, T Roncalli, J Teiletche Available at SSRN 1032535, 2000 | 87 | 2000 |
| How ESG investing has impacted the asset pricing in the equity market L Bennani, T Le Guenedal, F Lepetit, L Ly, V Mortier, T Roncalli, T Sekine Available at SSRN 3316862, 2018 | 82 | 2018 |
| Mixing internal and external data for managing operational risk A Frachot, T Roncalli Available at SSRN 1032525, 2007 | 80 | 2007 |
| Machine learning optimization algorithms & portfolio allocation S Perrin, T Roncalli Machine learning for asset management: New developments and financial …, 2020 | 79 | 2020 |
| Financial Applications of Gaussian Processes and Bayesian Optimization J Gonzalvez, E Lezmi, T Roncalli, J Xu arXiv preprint arXiv:1903.04841, 2019 | 79 | 2019 |
| ESG investing in recent years: New insights from old challenges A Drei, T Le Guenedal, F Lepetit, V Mortier, T Roncalli, T Sekine Available at SSRN 3683469, 2019 | 78 | 2019 |
| Handbook of financial risk management T Roncalli Chapman and Hall/CRC, 2020 | 74 | 2020 |
| Maximum likelihood estimate of default correlations P Demey, JF Jouanin, C Roget, T Roncalli Available at SSRN 1032590, 2007 | 74* | 2007 |
