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researcher

R. Sircar

27 papers hereh-index 303.3k citations131 works total

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

author position
  • first author2
  • middle author6
  • last author19

Across the 27 of 27 papers where every author was matched, so the position is known.

fields
  • math.OC6
  • q-fin.MF6
  • q-fin.CP3
  • cs.LG2
  • math.PR2
  • q-fin.PM2
same name
  • R. Sircar — 1 paper, h 2

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
20072026
most citedFrom Smile Asymptotics to Market Risk Measures

13 citations · 35 across the 24 of their papers we have counts for

collaborators
Showing 2022Show all

1 paper · 1 filter

q-fin.MF2022

Formation of Optimal Interbank Networks under Liquidity Shocks

Daniel E. Rigobon, Ronnie Sircar

We study the formation of an optimal interbank network in a model where banks control both their supply of liquidity, through cash reserves, and their exposures to other banks' ris…

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