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Publications by Erhan Bayraktar
On the Quasi-Sure Superhedging Duality With Frictions
Finance and Stochastics
Uncertainty
Statistics
Finance
Probability
Stochastic Perron’s Method and Verification Without Smoothness Using Viscosity Comparison: The Linear Case
Proceedings of the American Mathematical Society
Mathematics
Applied Mathematics
Comparing the G-Normal Distribution to Its Classical Counterpart
Communications on Stochastic Analysis
Statistics
Probability
The Standard Poisson Disorder Problem Revisited
Stochastic Processes and their Applications
Modeling
Applied Mathematics
Statistics
Probability
Simulation
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Self-Fulfilling Liquidity Dry-Ups
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CEO Preferences and Acquisitions
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Asset Quality Misrepresentation by Financial Intermediaries: Evidence From the RMBS Market
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Ambiguous Information, Portfolio Inertia, and Excess Volatility
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Diversification and Its Discontents: Idiosyncratic and Entrepreneurial Risk in the Quest for Social Status
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Incentivizing Calculated Risk-Taking: Evidence From an Experiment With Commercial Bank Loan Officers
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Learning From Coworkers: Peer Effects on Individual Investment Decisions
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Executive Compensation and the Maturity Structure of Corporate Debt
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