Dual Representations for Quasiconvex Compositions with Applications to Systemic Risk Measures

Çağın Ararat & Mücahit Aygün

SIAM Journal on Financial Mathematics2026https://doi.org/10.1137/24m1672687article
AJG 2ABDC B
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@article{çağın2026,
  title        = {{Dual Representations for Quasiconvex Compositions with Applications to Systemic Risk Measures}},
  author       = {Çağın Ararat & Mücahit Aygün},
  journal      = {SIAM Journal on Financial Mathematics},
  year         = {2026},
  doi          = {https://doi.org/https://doi.org/10.1137/24m1672687},
}

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Dual Representations for Quasiconvex Compositions with Applications to Systemic Risk Measures

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Evidence weight

0.50

Balanced mode · F 0.40 / M 0.15 / V 0.05 / R 0.40

F · citation impact0.50 × 0.4 = 0.20
M · momentum0.50 × 0.15 = 0.07
V · venue signal0.50 × 0.05 = 0.03
R · text relevance †0.50 × 0.4 = 0.20

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