| Multivariate tail conditional expectation for elliptical distributions Z Landsman, U Makov, T Shushi Insurance: Mathematics and Economics 70, 216-223, 2016 | 57 | 2016 |
| Tail conditional moments for elliptical and log-elliptical distributions Z Landsman, U Makov, T Shushi Insurance: Mathematics and Economics 71, 179-188, 2016 | 44 | 2016 |
| A multivariate tail covariance measure for elliptical distributions Z Landsman, U Makov, T Shushi Insurance: Mathematics and Economics 81, 27-35, 2018 | 43 | 2018 |
| Skew-elliptical distributions with applications in risk theory T Shushi European Actuarial Journal 7 (1), 277-296, 2017 | 29 | 2017 |
| 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 | 25 | 2020 |
| 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 | 23 | 2021 |
| Accommodating retrocausality with free will Y Aharonov, E Cohen, T Shushi Quanta 5 (1), 53-60, 2016 | 23 | 2016 |
| Generalized skew-elliptical distributions are closed under affine transformations T Shushi Statistics & Probability Letters 134, 1-4, 2018 | 21 | 2018 |
| 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 | 20 | 2020 |
| A generalized measure for the optimal portfolio selection problem and its explicit solution Z Landsman, U Makov, T Shushi Risks 6 (1), 19, 2018 | 18 | 2018 |
| A proof for the conjecture of characteristic function of the generalized skew-elliptical distributions T Shushi Statistics & Probability Letters 119, 301-304, 2016 | 18 | 2016 |
| The optimal solution of ESG portfolio selection models that are based on the average ESG score T Shushi Operations Research Letters 50 (5), 513-516, 2022 | 17 | 2022 |
| Stein’s Lemma for generalized skew-elliptical random vectors C Adcock, Z Landsman, T Shushi Communications in Statistics-Theory and Methods 50 (13), 3014-3029, 2021 | 17 | 2021 |
| 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 | 15 | 2020 |
| An appearance of classical matter from the self-organizing process of quantum systems T Shushi Europhysics Letters 141 (6), 64001, 2023 | 14 | 2023 |
| On superoscillations and supershifts in several variables Y Aharonov, F Colombo, AN Jordan, I Sabadini, T Shushi, DC Struppa, ... Quantum Studies: Mathematics and Foundations 9 (4), 417-433, 2022 | 13 | 2022 |
| A cryptocurrency risk–Return analysis for bull and bear regimes I Barkai, T Shushi, R Yosef The Journal of Alternative Investments 24 (1), 95-118, 2021 | 13 | 2021 |
| Extended generalized skew-elliptical distributions and their moments Z Landsman, U Makov, T Shushi Sankhya A 79, 76-100, 2017 | 12 | 2017 |
| Countering a fundamental law of attraction with quantum wave-packet engineering G Amit, Y Japha, T Shushi, R Folman, E Cohen Physical Review Research 5 (1), 013150, 2023 | 11 | 2023 |
| 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 | 11 | 2015 |
ZINOVIY LANDSMANUniversity of HaifaVerified email at stat.haifa.ac.il
