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Çağın Ararat

16 papers hereh-index 7133 citations19 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author1
  • first author12
  • middle author2
  • last author1

Across the 16 of 16 papers where every author was matched, so the position is known.

fields
  • cs.LG3
  • math.OC3
  • q-fin.PM3
  • q-fin.RM3
  • math.PR2
  • math.FA1
same name
  • Çağın Ararat — 1 paper

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20142024
most citedDual representations for systemic risk measures

29 citations · 96 across the 15 of their papers we have counts for

collaborators
Showing 2016Show all

1 paper · 1 filter

q-fin.RM2016★ 29 cited

Dual representations for systemic risk measures

Çağın Ararat, Birgit Rudloff

The financial crisis showed the importance of measuring, allocating and regulating systemic risk. Recently, the systemic risk measures that can be decomposed into an aggregation fu…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.