Ibrahim Ekren

Florida State University

1017 Academic Way,

224 LOVE Building

Tallahassee, FL 32306

United States

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SCHOLARLY PAPERS

5

DOWNLOADS

869

TOTAL CITATIONS

9

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Scholarly Papers (5)

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1.

Optimal Transport and Informed Trading in Securities Markets

Number of pages: 53 Posted: 29 Jun 2020 Last Revised: 06 Nov 2024

Kerry Back, François Cocquemas, Ibrahim Ekren and Abraham Lioui

Rice University - Jesse H. Jones Graduate School of Business, affiliation not provided to SSRN, Florida State University and EDHEC Business School

Downloads 321 (200,773)

Abstract:

2.

Optimal Rebalancing Frequencies for Multidimensional Portfolios

Swiss Finance Institute Research Paper No. 15-44

Number of pages: 25 Posted: 18 Oct 2015 Last Revised: 14 Sep 2017

Ibrahim Ekren, Ren Liu and Johannes Muhle-Karbe

Florida State University, ETH Zürich and Imperial College London - Department of Mathematics

Downloads 257 (253,199)

Citation 2

Abstract:

3.

Portfolio Choice with Small Temporary and Transient Price Impact

Number of pages: 44 Posted: 02 May 2017 Last Revised: 09 Mar 2018

Ibrahim Ekren and Johannes Muhle-Karbe

Florida State University and Imperial College London - Department of Mathematics

Downloads 115 (512,542)

Citation 2

Abstract:

4.

Liquidity in Competitive Dealer Markets

Number of pages: 29 Posted: 08 Aug 2018 Last Revised: 02 Mar 2021

Peter Bank, Ibrahim Ekren and Johannes Muhle-Karbe

Humboldt University of Berlin - Department of Mathematics, Florida State University and Imperial College London - Department of Mathematics

Downloads 112 (522,828)

Citation 4

Abstract:

5.

Asymptotics for Small Nonlinear Price Impact: A PDE Homogenization Approach to the Multidimensional Case

To appear in Mathematical Finance.

Number of pages: 63 Posted: 02 Jan 2019 Last Revised: 24 Jun 2020

Erhan Bayraktar, Thomas Cayé and Ibrahim Ekren

University of Michigan at Ann Arbor - Department of Mathematics, Dublin City University - School of Mathematical Sciences and Florida State University

Downloads 64 (736,455)

Citation 1

Abstract:

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