Erhan Bayraktar

Economics, Econometrics and Finance · University of Michigan

Mid career · publishing since 2003

Stochastic processes and financial applications Economic theories and models Risk and Portfolio Optimization Insurance, Mortality, Demography, Risk Management Complex Systems and Time Series Analysis

Publications

542

Citations

3,342

Est. group size

Recurring co-author estimate

Active years

Publishing since 2003

In context

Among 205 mid career Economics, Econometrics and Finance PIs within our index

Citations: 3,342cohort median 551

Publications / year (recent): 34.0cohort median 2.6

Typically publishes in teams of ~3 · 84% small-team papers (≤3 authors) · across 48 venues

Publication cadence

Publications per year over the last 10 years — averaging 34.0/year recently

Collaborators per year

Distinct co-authors at University of Michigan each year — a rough indication of whether the group around this researcher has been growing or contracting. An estimate from co-authorship, not a roster: collaborators are not necessarily lab members, and recent years can be under-counted while indexing catches up.

Recent publications

The Demand Externality of Automation
SSRN Electronic Journal · 2026
The McCormick Martingale Optimal Transport
SIAM Journal on Financial Mathematics · 2026
On the mean-Field limit of diffusive games through the master equation: L∞ estimates and extreme value behavior
Stochastic Processes and their Applications · 2026
Viscosity Solutions of Fully Second-Order HJB Equations in the Wasserstein Space
SIAM Journal on Control and Optimization · 2026
Uniform-in-time weak propagation of chaos for consensus-based optimization
The Annals of Applied Probability · 2026
Quantitative convergence rates for extended mean field games with volatility control
Open MIND · 2026
Convergence and turnpike properties of linear-quadratic mean field control problems with common noise
arXiv (Cornell University) · 2026
Convergence and turnpike properties of linear-quadratic mean field control problems with common noise
arXiv (Cornell University) · 2026
Quantitative convergence rates for extended mean field games with volatility control
arXiv (Cornell University) · 2026
Probabilistic cellular automata with local transition matrices: Synchronization, ergodicity, and inference
Bernoulli · 2026
Entropy-Based Dimension-Free Convergence and Loss-Adaptive Schedules for Diffusion Models
Open MIND · 2026
Entropy-Based Dimension-Free Convergence and Loss-Adaptive Schedules for Diffusion Models
arXiv (Cornell University) · 2026
Uniform-in-time propagation of chaos for consensus-based minimax algorithm
Open MIND · 2026
Uniform-in-time propagation of chaos for consensus-based minimax algorithm
arXiv (Cornell University) · 2026
Mean-field games with rough common noise: the compactification approach
Open MIND · 2026

Publishes in

arXiv (Cornell University)×134
SSRN Electronic Journal×32
SIAM Journal on Financial Mathematics×14
SIAM Journal on Control and Optimization×14
The Annals of Applied Probability×11

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This profile was generated automatically from public scholarly data (OpenAlex). Group size and activity levels are estimates derived from co-authorship patterns.

Last updated Jul 25, 2026.

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