researcher

Erhan Bayraktar

176 papers hereh-index 374.5k citations246 works total

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

author position

sole author3
first author158
middle author11
last author3

Across the 175 of 176 papers where every author was matched, so the position is known.

fields

math.PR65
math.OC49
q-fin.MF15
q-fin.PM11
math.AP6
cs.CE5

same name

Erhan Bayraktar — 18 papers, h 5
Erhan Bayraktar — 16 papers, h 2
Erhan Bayraktar — 12 papers, h 3
Erhan Bayraktar — 10 papers, h 2
Erhan Bayraktar — 4 papers
Erhan Bayraktar — 4 papers, h 1

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

20052026

most citedAdaptive Poisson disorder problem

64 citations · 410 across the 142 of their papers we have counts for

collaborators

Showing 2014 · math.OCShow all

2 papers · 2 filters

math.OC2014★ 1 cited

Stochastic Perron's Method for the Probability of lifetime ruin problem under transaction costs

Erhan Bayraktar, Yuchong Zhang

We apply stochastic Perron's method to a singular control problem where an individual targets at a given consumption rate, invests in a risky financial market in which trading is s…

math.OC2014

Minimizing the Probability of Lifetime Ruin Under Ambiguity Aversion

Erhan Bayraktar, Yuchong Zhang

We determine the optimal robust investment strategy of an individual who targets at a given rate of consumption and seeks to minimize the probability of lifetime ruin when she does…