| Beyond cash-additive risk measures: when changing the numéraire fails W Farkas, P Koch-Medina, C Munari Finance and Stochastics 18, 145-173, 2014 | 70 | 2014 |
| Measuring risk with multiple eligible assets W Farkas, P Koch-Medina, C Munari Mathematics and Financial Economics 9, 3-27, 2015 | 67 | 2015 |
| Fatou property, representations, and extensions of law-invariant risk measures on general Orlicz spaces N Gao, D Leung, C Munari, F Xanthos Finance and Stochastics 22, 395-415, 2018 | 52 | 2018 |
| Unexpected shortfalls of expected shortfall: Extreme default profiles and regulatory arbitrage P Koch-Medina, C Munari Journal of Banking & Finance 62, 141-151, 2016 | 38 | 2016 |
| Capital requirements with defaultable securities W Farkas, P Koch-Medina, C Munari Insurance: Mathematics and Economics 55, 58-67, 2014 | 38 | 2014 |
| Existence, uniqueness, and stability of optimal payoffs of eligible assets M Baes, P Koch‐Medina, C Munari Mathematical Finance 30 (1), 128-166, 2020 | 30 | 2020 |
| Risk measures based on benchmark loss distributions V Bignozzi, M Burzoni, C Munari Journal of Risk and Insurance 87 (2), 437-475, 2020 | 27 | 2020 |
| Adjusted expected shortfall M Burzoni, C Munari, R Wang Journal of Banking & Finance 134, 106297, 2022 | 24 | 2022 |
| Law-invariant functionals on general spaces of random variables F Bellini, P Koch-Medina, C Munari, G Svindland SIAM Journal on Financial Mathematics 12 (1), 318-341, 2021 | 23 | 2021 |
| Surplus-invariant risk measures N Gao, C Munari Mathematics of Operations Research 45 (4), 1342-1370, 2020 | 22 | 2020 |
| Law-invariant functionals that collapse to the mean F Bellini, P Koch-Medina, C Munari, G Svindland Insurance: Mathematics and Economics 98, 83-91, 2021 | 21 | 2021 |
| Capital adequacy tests and limited liability of financial institutions P Koch-Medina, S Moreno-Bromberg, C Munari Journal of Banking & Finance 51, 93-102, 2015 | 20 | 2015 |
| Diversification, protection of liability holders and regulatory arbitrage P Koch-Medina, C Munari, M Šikić Mathematics and Financial Economics 11, 63-83, 2017 | 19 | 2017 |
| Measuring risk beyond the cash-additive paradigm CA Munari ETH Zurich, 2015 | 18 | 2015 |
| Law-invariant functionals that collapse to the mean: Beyond convexity FB Liebrich, C Munari Mathematics and Financial Economics 16 (3), 447-480, 2022 | 17 | 2022 |
| Dual representations for systemic risk measures based on acceptance sets M Arduca, P Koch-Medina, C Munari Mathematics and Financial Economics 15, 155-184, 2021 | 17 | 2021 |
| Law-invariant risk measures: Extension properties and qualitative robustness P Koch-Medina, C Munari Statistics & Risk Modeling 31 (3-4), 215-236, 2014 | 17 | 2014 |
| Stability properties of Haezendonck–Goovaerts premium principles N Gao, C Munari, F Xanthos Insurance: Mathematics and Economics 94, 94-99, 2020 | 10 | 2020 |
| Fundamental theorem of asset pricing with acceptable risk in markets with frictions M Arduca, C Munari Finance and Stochastics 27 (3), 831-862, 2023 | 8 | 2023 |
| Market-Consistent Prices P Koch-Medina, C Munari Springer International Publishing, 2020 | 6 | 2020 |
