| Set-valued shortfall and divergence risk measures Ç Ararat, AH Hamel, B Rudloff International Journal of Theoretical and Applied Finance 20 (05), 1750026, 2017 | 32 | 2017 |
| Dual representations for systemic risk measures Ç Ararat, B Rudloff Mathematics and Financial Economics 14 (1), 139-174, 2020 | 30 | 2020 |
| A norm minimization-based convex vector optimization algorithm Ç Ararat, F Ulus, M Umer Journal of Optimization Theory and Applications 194 (2), 681-712, 2022 | 16 | 2022 |
| Set-valued backward stochastic differential equations Ç Ararat, J Ma, W Wu The Annals of Applied Probability 33 (5), 3418-3448, 2023 | 9 | 2023 |
| A characterization theorem for Aumann integrals Ç Ararat, B Rudloff Set-Valued and Variational Analysis 23 (2), 305-318, 2015 | 9 | 2015 |
| Set-valued risk measures as backward stochastic difference inclusions and equations Ç Ararat, Z Feinstein Finance and Stochastics 25 (1), 43-76, 2021 | 8 | 2021 |
| MAD risk parity portfolios Ç Ararat, F Cesarone, MÇ Pınar, JM Ricci Annals of Operations Research, 1-26, 2024 | 7 | 2024 |
| Computation of systemic risk measures: a mixed-integer programming approach Ç Ararat, N Meimanjanov Operations Research 71 (6), 2130-2145, 2023 | 7* | 2023 |
| Lower cone distribution functions and set-valued quantiles form Galois connections Ç Ararat, AH Hamel Theory of Probability and Its Applications 65 (2), 179-190, 2020 | 7 | 2020 |
| Vector Optimization with Stochastic Bandit Feedback C Ararat, C Tekin International Conference on Artificial Intelligence and Statistics, 2165-2190, 2023 | 5 | 2023 |
| Convergence analysis of a norm minimization-based convex vector optimization algorithm Ç Ararat, F Ulus, M Umer arXiv preprint arXiv:2302.08723, 2023 | 3 | 2023 |
| Geometric duality results and approximation algorithms for convex vector optimization problems Ç Ararat, S Tekgül, F Ulus SIAM Journal on Optimization 33 (1), 116-146, 2023 | 3 | 2023 |
| End-of-Life Inventory Management Problem: Results and Insights E Ozyoruk, NK Erkip, Ç Ararat International Journal of Production Economics 243, 108313, 2022 | 3 | 2022 |
| Portfolio optimization with two coherent risk measures TD Aktürk, Ç Ararat Journal of Global Optimization 78 (3), 597-626, 2020 | 3 | 2020 |
| Pareto Active Learning with Gaussian Processes and Adaptive Discretization A Nika, K Bozgan, S Elahi, Ç Ararat, C Tekin arXiv preprint arXiv:2006.14061, 2020 | 3 | 2020 |
| Portfolio optimization with two quasiconvex risk measures Ç Ararat Turkish Journal of Mathematics 45 (2), 695-717, 2021 | 2 | 2021 |
| Multi-objective risk-averse two-stage stochastic programming problems Ç Ararat, Ö Çavuş, Aİ Mahmutoğulları arXiv preprint arXiv:1711.06403, 2017 | 2 | 2017 |
| Path-Regularity and Martingale Properties of Set-Valued Stochastic Integrals Ç Ararat, J Ma arXiv preprint arXiv:2308.13110, 2023 | 1 | 2023 |
| Random sets and Choquet-type representations Ç Ararat, U Cetin Numerical Algebra, Control and Optimization 13 (3-4), 681-713, 2023 | 1 | 2023 |
| Learning the Pareto Set Under Incomplete Preferences: Pure Exploration in Vector Bandits EM Karagözlü, YC Yıldırım, C Ararat, C Tekin International Conference on Artificial Intelligence and Statistics, 3070-3078, 2024 | | 2024 |
Birgit RudloffProfessor at Vienna University of Economics and Business, Institute for Statistics and Mathematics在 wu.ac.at 的电子邮件经过验证
