| Black-litterman and beyond: The bayesian paradigm in investment management PN Kolm, G Ritter, J Simonian The Journal of Portfolio Management, to appear, 2021 | 38 | 2021 |
| A machine learning approach to risk factors: A case study using the fama–french–carhart model J Simonian, C Wu, D Itano, V Narayanam The Journal of Financial Data Science 1 (1), 32-44, 2019 | 32 | 2019 |
| Risk parity: The democratization of risk in asset allocation FA Fabozzi, J Simonian, FJ Fabozzi The Journal of Portfolio Management 47 (5), 41-50, 2021 | 30 | 2021 |
| Triumph of the Empiricists: The Birth of Financial Data Science J Simonian, FJ Fabozzi The Journal of Financial Data Science, 2019 | 17 | 2019 |
| INVITED EDITORIAL COMMENT: Order from Chaos: How Data Science Is Revolutionizing Investment Practice J Simonian, ML de Prado, FJ Fabozzi Journal of portfolio management 45 (1), 1-4, 2018 | 16 | 2018 |
| Sharpe Parity Redux. J Simonian, A Martirosyan Journal of Portfolio Management 48 (4), 2022 | 14 | 2022 |
| Portfolio selection: a game-theoretic approach J Simonian Journal of Portfolio Management 45 (6), 108-116, 2019 | 13 | 2019 |
| Minsky vs. Machine: New Foundations for Quant-Macro Investing J Simonian, C Wu The Journal of Financial Data Science, 2019 | 13 | 2019 |
| Incorporating uncertainty into the Black–Litterman portfolio selection model J Simonian, J Davis Applied Economics Letters 18 (17), 1719-1722, 2011 | 13 | 2011 |
| The most simple methodology to create a valid correlation matrix for risk management and option pricing purposes J Simonian Applied Economics Letters 17 (18), 1767-1768, 2010 | 13 | 2010 |
| Factors in Time: Fine-Tuning Hedge Fund Replication J Simonian, C Wu Journal of Portfolio Management 45 (3), 159-164, 2019 | 10 | 2019 |
| A Network Approach to Analyzing Hedge Fund Connectivity GS Konstantinov, J Simonian The Journal of Financial Data Science 2 (3), 55-72, 2020 | 9* | 2020 |
| Copula-opinion pooling with complex opinions J Simonian Quantitative Finance 14 (6), 941-946, 2014 | 9 | 2014 |
| A Bayesian approach to building robust structural credit default models J Simonian Applied Economics Letters 18 (14), 1397-1400, 2011 | 9 | 2011 |
| Modular Machine Learning for Model Validation: An Application to the Fundamental Law of Active Management J Simonian The Journal of Financial Data Science 2 (2), 41-50, 2020 | 8 | 2020 |
| Robust value-at-risk: an information-theoretic approach J Simonian, J Davis Applied Economics Letters 17 (16), 1551-1553, 2010 | 7 | 2010 |
| The Paradoxes of Chemical Classification: Why `water is H2O' is Not an Identity Statement J Simonian Foundations of Chemistry 7 (1), 49-56, 2005 | 6 | 2005 |
| A formal methodology for aggregating multiple market views J Simonian Applied Financial Economics 22 (14), 1175-1179, 2012 | 5 | 2012 |
| Liquidity on the outside from the inside J Simonian Applied Economics Letters 18 (16), 1591-1593, 2011 | 5 | 2011 |
| Asset Allocation: Systemic Liquidity as a Risk Factor S Page, J Simonian, F He Trading 2011 (1), 19-23, 2011 | 5 | 2011 |
