| Minimizing the probability of lifetime ruin under ambiguity aversion E Bayraktar, Y Zhang SIAM Journal on Control and Optimization 53 (1), 58-90, 2015 | 42 | 2015 |
| Fundamental theorem of asset pricing under transaction costs and model uncertainty E Bayraktar, Y Zhang Mathematics of Operations Research 41 (3), 1039-1054, 2016 | 27 | 2016 |
| Stochastic Perron's method for the probability of lifetime ruin problem under transaction costs E Bayraktar, Y Zhang SIAM Journal on Control and Optimization 53 (1), 91-113, 2015 | 19 | 2015 |
| A mean field competition M Nutz, Y Zhang Mathematics of Operations Research 44 (4), 1245-1263, 2019 | 16 | 2019 |
| A note on the fundamental theorem of asset pricing under model uncertainty E Bayraktar, Y Zhang, Z Zhou Risks 2 (4), 425-433, 2014 | 12 | 2014 |
| A rank-based mean field game in the strong formulation E Bayraktar, Y Zhang Electronic Communications in Probability 21, 2016 | 11 | 2016 |
| Lifetime ruin under ambiguous hazard rate VR Young, Y Zhang Insurance: Mathematics and Economics 70, 125-134, 2016 | 8 | 2016 |
| Large tournament games E Bayraktar, J Cvitanić, Y Zhang The Annals of Applied Probability 29 (6), 3695-3744, 2019 | 5 | 2019 |
| Conditional optimal stopping: A time-inconsistent optimization M Nutz, Y Zhang Available at SSRN 3409585, 2019 | 3 | 2019 |
| Teamwise Mean Field Competitions X Yu, Y Zhang, Z Zhou Available at SSRN 3638969, 2020 | | 2020 |
| Terminal Ranking Games E Bayraktar, Y Zhang arXiv preprint arXiv:1906.09628, 2019 | | 2019 |
Erhan BayraktarProfessor, University of Michigan, Department of MathematicsVerified email at umich.edu
