Financial Crisis, VaR Forecasts and the Performance of Time Varying EVT-Copulas. - Theo Berger (OR, 2012)

Misspecified Dependency Modelling: What Does It Mean for Risk Measurement? - Theo Berger (OR, 2013)

Value-at-Risk Forecasts Based on Decomposed Return Series: The Short Run Matters. - Theo Berger (OR, 2015)

Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios. - Mazin A. M. Al Janabi; Jose Arreola Hernandez; Theo Berger; Duc Khuong Nguyen (Eur. J. Oper. Res., 2017)

Value-at-risk backtesting: Beyond the empirical failure rate. - Theo Berger; Gunnar Moys (Expert Syst. Appl., 2021)

Explainable Machine Learning and Economic Panel Data. - Theo Berger (OR, 2022)

On the information content of explainable artificial intelligence for quantitative approaches in finance. - Theo Berger (OR Spectr., 2025)