| Bilateral counterparty risk valuation with stochastic dynamical models and application to Credit Default Swaps D Brigo, A Capponi arXiv preprint arXiv:0812.3705, 2008 | 219* | 2008 |
| Arbitrage‐free bilateral counterparty risk valuation under collateralization and application to credit default swaps D Brigo, A Capponi, A Pallavicini Mathematical Finance: An International Journal of Mathematics, Statistics …, 2014 | 187 | 2014 |
| Liquidity Provision on Blockchain-based Decentralized Exchanges A Capponi, R Jia Available at SSRN 3805095, 2023 | 120* | 2023 |
| Collateral margining in arbitrage-free counterparty valuation adjustment including re-hypotecation and netting D Brigo, A Capponi, A Pallavicini, V Papatheodorou arXiv preprint arXiv:1101.3926, 2011 | 110* | 2011 |
| Systemic risk mitigation in financial networks A Capponi, PC Chen Journal of Economic Dynamics and Control 58, 152-166, 2015 | 102 | 2015 |
| Proof-of-work cryptocurrencies: Does mining technology undermine decentralization? A Capponi, S Olafsson, H Alsabah Management Science 69 (11), 6455-6481, 2023 | 98* | 2023 |
| Bail-ins and bailouts: Incentives, connectivity, and systemic stability B Bernard, A Capponi, JE Stiglitz Journal of Political Economy 130 (7), 1805-1859, 2022 | 90 | 2022 |
| Dynamic Portfolio Optimization with a Defaultable Security and Regime‐Switching A Capponi, JE Figueroa‐López Mathematical Finance 24 (2), 207-249, 2014 | 82 | 2014 |
| Liability concentration and systemic losses in financial networks A Capponi, PC Chen, DD Yao Operations Research 64 (5), 1121-1134, 2016 | 73 | 2016 |
| Arbitrage‐free XVA M Bichuch, A Capponi, S Sturm Mathematical Finance 28 (2), 582-620, 2018 | 69 | 2018 |
| Personalized robo-advising: Enhancing investment through client interaction A Capponi, S Olafsson, T Zariphopoulou Management Science 68 (4), 2485-2512, 2022 | 65 | 2022 |
| Price contagion through balance sheet linkages A Capponi, M Larsson The Review of Asset Pricing Studies 5 (2), 227-253, 2015 | 59 | 2015 |
| Towards a theory of events KM Chandy, M Charpentier, A Capponi Proceedings of the 2007 inaugural international conference on Distributed …, 2007 | 58 | 2007 |
| Systemic risk in interbanking networks L Bo, A Capponi SIAM Journal on Financial Mathematics 6 (1), 386-424, 2015 | 53 | 2015 |
| Swing pricing for mutual funds: Breaking the feedback loop between fire sales and fund redemptions A Capponi, P Glasserman, M Weber Management Science 66 (8), 3581-3602, 2020 | 51 | 2020 |
| Robo-advising: Learning investors’ risk preferences via portfolio choices H Alsabah, A Capponi, O Ruiz Lacedelli, M Stern Journal of Financial Econometrics 19 (2), 369-392, 2021 | 49 | 2021 |
| Optimal investment in credit derivatives portfolio under contagion risk L Bo, A Capponi Mathematical Finance 26 (4), 785-834, 2016 | 40 | 2016 |
| The collateral rule: Evidence from the credit default swap market A Capponi, WSA Cheng, S Giglio, R Haynes, A Appendix, ... Journal of Monetary Economics 126, 58-86, 2022 | 39* | 2022 |
| A Theory of Collateral Requirements for Central Counterparties A Capponi, JJ Wang, H Zhang | 38* | 2018 |
| Pricing and mitigation of counterparty credit exposures A Capponi Handbook of Systemic Risk, edited by J.-P. Fouque and J. Langsam. Cambridge …, 2012 | 36 | 2012 |
