| Stability analysis of financial contagion due to overlapping portfolios F Caccioli, M Shrestha, C Moore, JD Farmer Journal of Banking & Finance 46, 233-245, 2014 | 366 | 2014 |
| Pathways towards instability in financial networks M Bardoscia, S Battiston, F Caccioli, G Caldarelli Nature Communications 8 (1), 1-7, 2017 | 172 | 2017 |
| Overlapping portfolios, contagion, and financial stability F Caccioli, JD Farmer, N Foti, D Rockmore Journal of Economic Dynamics and Control 51, 50-63, 2015 | 169* | 2015 |
| Heterogeneity, correlations and financial contagion F Caccioli, TA Catanach, JD Farmer Arxiv preprint arXiv:1109.1213, 2011 | 129 | 2011 |
| DebtRank: A microscopic foundation for shock propagation M Bardoscia, S Battiston, F Caccioli, G Caldarelli PloS one 10 (6), e0130406, 2015 | 113* | 2015 |
| Network valuation in financial systems P Barucca, M Bardoscia, F Caccioli, M D'Errico, G Visentin, G Caldarelli, ... Mathematical Finance 30 (4), 1181-1204, 2020 | 76 | 2020 |
| Eroding market stability by proliferation of financial instruments F Caccioli, M Marsili, P Vivo The European Physical Journal B 71 (4), 467-479, 2009 | 74 | 2009 |
| Network models of financial systemic risk: a review F Caccioli, P Barucca, T Kobayashi Journal of Computational Social Science 1 (1), 81-114, 2018 | 68 | 2018 |
| Early coauthorship with top scientists predicts success in academic careers W Li, T Aste, F Caccioli, G Livan Nature communications 10 (1), 1-9, 2019 | 58 | 2019 |
| Distress propagation in complex networks: the case of non-linear DebtRank M Bardoscia, F Caccioli, JI Perotti, G Vivaldo, G Caldarelli PloS one 11 (10), e0163825, 2016 | 57 | 2016 |
| Taming the Basel leverage cycle C Aymanns, F Caccioli, JD Farmer, VWC Tan Journal of financial stability 27, 263-277, 2016 | 51 | 2016 |
| Critical fluctuations in spatial complex networks S Bradde, F Caccioli, L Dall’Asta, G Bianconi Physical review letters 104 (21), 218701, 2010 | 50 | 2010 |
| Dynamic facilitation picture of a higher-order glass singularity M Sellitto, D De Martino, F Caccioli, JJ Arenzon Physical review letters 105 (26), 265704, 2010 | 35 | 2010 |
| Optimal liquidation strategies regularize portfolio selection F Caccioli, S Still, M Marsili, I Kondor The European Journal of Finance 19 (6), 554-571, 2013 | 34 | 2013 |
| Random matrix approach to collective behavior and bulk universality in protein dynamics R Potestio, F Caccioli, P Vivo Physical review letters 103 (26), 268101, 2009 | 34 | 2009 |
| Replica approach to mean-variance portfolio optimization I Varga-Haszonits, F Caccioli, I Kondor Journal of Statistical Mechanics: Theory and Experiment 2016 (12), 123404, 2016 | 25 | 2016 |
| Liquidity risk and instabilities in portfolio optimization F Caccioli, I Kondor, M Marsili, S Still International Journal of Theoretical and Applied Finance 19 (05), 1650035, 2016 | 21* | 2016 |
| Stress test scenario: sybil logic bomb cyber catastrophe SJ Ruffle, G Bowman, F Caccioli, AW Coburn, S Kelly, B Leslie, D Ralph Cambridge Risk Framew. Ser. Cent. Risk Stud. Univ. Cambridge, 2014 | 21 | 2014 |
| Reconstructing and stress testing credit networks A Ramadiah, F Caccioli, D Fricke Journal of Economic Dynamics and Control 111, 103817, 2020 | 20 | 2020 |
| Impact-adjusted valuation and the criticality of leverage F Caccioli, JP Bouchaud, D Farmer Risk 25 (12), 74-77, 2012 | 20* | 2012 |
