Multivariate tail conditional expectation for elliptical distributions Z Landsman, U Makov, T Shushi Insurance: Mathematics and Economics 70, 216-223, 2016 | 26 | 2016 |

A multivariate tail covariance measure for elliptical distributions Z Landsman, U Makov, T Shushi Insurance: Mathematics and Economics 81, 27-35, 2018 | 22 | 2018 |

Tail conditional moments for elliptical and log-elliptical distributions Z Landsman, U Makov, T Shushi Insurance: Mathematics and Economics 71, 179-188, 2016 | 18 | 2016 |

Skew-elliptical distributions with applications in risk theory T Shushi European Actuarial Journal 7 (1), 277-296, 2017 | 15 | 2017 |

Generalized skew-elliptical distributions are closed under affine transformations T Shushi Statistics & Probability Letters 134, 1-4, 2018 | 14 | 2018 |

Accommodating retrocausality with free will Y Aharonov, E Cohen, T Shushi Quanta 5 (1), 53-60, 2016 | 13 | 2016 |

A Generalized Measure for the Optimal Portfolio Selection Problem and its Explicit Solution Z Landsman, U Makov, T Shushi Risks 6 (1), 19, 2018 | 10 | 2018 |

A proof for the conjecture of characteristic function of the generalized skew-elliptical distributions T Shushi Statistics & Probability Letters 119, 301-304, 2016 | 9 | 2016 |

The Too-Late-Choice Experiment: Bell's Proof within a Setting where the Nonlocal Effect's Target is an Earlier Event AC Elitzur, E Cohen, T Shushi International Journal of Quantum Foundations 2, 32-46, 2015 | 9 | 2015 |

Stein’s lemma for truncated elliptical random vectors T Shushi Statistics & Probability Letters 137, 297-303, 2018 | 8 | 2018 |

Tail conditional expectations for generalized skew—elliptical distributions Z Landsman, U Makov, T Shushi Available at SSRN 2298265, 2013 | 8 | 2013 |

Stein’s Lemma for generalized skew-elliptical random vectors C Adcock, Z Landsman, T Shushi Communications in Statistics-Theory and Methods, 1-16, 2019 | 7 | 2019 |

Extended Generalized Skew-Elliptical Distributions and their Moments Z Landsman, U Makov, T Shushi Sankhya A 79 (1), 76-100, 2017 | 7 | 2017 |

Analytic solution to the portfolio optimization problem in a mean-variance-skewness model Z Landsman, U Makov, T Shushi The European Journal of Finance 26 (2-3), 165-178, 2020 | 5 | 2020 |

Multivariate risk measures based on conditional expectation and systemic risk for Exponential Dispersion Models T Shushi, J Yao Insurance: Mathematics and Economics 93, 178-186, 2020 | 3 | 2020 |

Portfolio Optimization by a Bivariate Functional of the Mean and Variance Z Landsman, U Makov, T Shushi Journal of Optimization Theory and Applications 185 (2), 622-651, 2020 | 2 | 2020 |

The generalized exponential family of distributions and its characteristics T Shushi Communications in Statistics-Theory and Methods 47 (10), 2520-2526, 2018 | 2 | 2018 |

A new method to generate superoscillating functions and supershifts Y Aharonov, F Colombo, I Sabadini, T Shushi, DC Struppa, J Tollaksen Proceedings of the Royal Society A 477 (2249), 20210020, 2021 | 1 | 2021 |

A new class of superoscillatory functions based on a generalized polar coordinate system Y Aharonov, T Shushi Quantum Studies: Mathematics and Foundations 7 (3), 307-313, 2020 | 1 | 2020 |

Risk management with Tail Quasi-Linear Means N Bäuerle, T Shushi Annals of Actuarial Science 14 (1), 170-187, 2020 | 1 | 2020 |