| On the multidimensional controller-and-stopper games E Bayraktar, YJ Huang SIAM Journal on Control and Optimization 51 (2), 1263-1297, 2013 | 47 | 2013 |
| On hedging American options under model uncertainty E Bayraktar, YJ Huang, Z Zhou SIAM Journal on Financial Mathematics 6 (1), 425-447, 2015 | 35 | 2015 |
| Time-consistent stopping under decreasing impatience YJ Huang, A Nguyen-Huu Finance and Stochastics 22 (1), 69-95, 2018 | 26 | 2018 |
| General stopping behaviors of naïve and noncommitted sophisticated agents, with application to probability distortion YJ Huang, A Nguyen‐Huu, XY Zhou Mathematical Finance 30 (1), 310-340, 2020 | 21 | 2020 |
| Model-independent superhedging under portfolio constraints A Fahim, YJ Huang Finance and Stochastics 20 (1), 51-81, 2016 | 20 | 2016 |
| Outperforming the market portfolio with a given probability E Bayraktar, YJ Huang, Q Song The Annals of Applied Probability 22 (4), 1465-1494, 2012 | 17 | 2012 |
| The Optimal Equilibrium for Time-Inconsistent Stopping Problems---The Discrete-Time Case YJ Huang, Z Zhou SIAM Journal on Control and Optimization 57 (1), 590-609, 2019 | 16 | 2019 |
| Strong and weak equilibria for time-inconsistent stochastic control in continuous time YJ Huang, Z Zhou Mathematics of Operations Research, 2020 | 14 | 2020 |
| Optimal equilibria for time‐inconsistent stopping problems in continuous time YJ Huang, Z Zhou Mathematical Finance 30 (3), 1103-1134, 2020 | 14 | 2020 |
| Robust maximization of asymptotic growth under covariance uncertainty E Bayraktar, YJ Huang Annals of Applied Probability 23 (5), 1817-1840, 2013 | 9 | 2013 |
| Optimal stopping under model ambiguity: a time-consistent equilibrium approach YJ Huang, X Yu arXiv preprint arXiv:1906.01232, 2019 | 6 | 2019 |
| Stopping behaviors of naive and non-committed sophisticated agents when they distort probability YJ Huang, A Nguyen-Huu, XY Zhou Available at SSRN 3035538, 2017 | 6 | 2017 |
| A tight converse to the asymptotic performance of Byzantine distributed sequential change detection YC Huang, SC Lin, YJ Huang 2019 IEEE International Symposium on Information Theory (ISIT), 2404-2408, 2019 | 3 | 2019 |
| Consumption, investment and healthcare with aging P Guasoni, YJ Huang Finance and Stochastics 23 (2), 313-358, 2019 | 3 | 2019 |
| Epstein-Zin utility maximization on random horizons J Aurand, YJ Huang arXiv preprint arXiv:1903.08782, 2019 | 3 | 2019 |
| On byzantine distributed sequential change detection with multiple hypotheses YJ Huang, SC Lin, YC Huang 2019 IEEE International Symposium on Information Theory (ISIT), 2209-2213, 2019 | 2 | 2019 |
| Optimal consumption in the stochastic Ramsey problem without boundedness constraints YJ Huang, S Khalili SIAM Journal on Control and Optimization 57 (2), 783-809, 2019 | 2 | 2019 |
| On the stochastic solution to a Cauchy problem associated with nonnegative price processes X Chen, YJ Huang, Q Song, C Zhu arXiv preprint arXiv:1309.0046, 2013 | 2 | 2013 |
| Optimal Equilibria for Multi-dimensional Time-inconsistent Stopping Problems YJ Huang, Z Wang arXiv preprint arXiv:2006.00754, 2020 | 1 | 2020 |
| The stochastic solution to a Cauchy problem for degenerate parabolic equations X Chen, YJ Huang, Q Song, C Zhu Journal of Mathematical Analysis and Applications 451 (1), 448-472, 2017 | 1 | 2017 |
Erhan BayraktarProfessor, University of Michigan, Department of MathematicsVerified email at umich.edu
