Ibrahim Ekren

Economics, Econometrics and Finance · University of Michigan

Mid career · publishing since 2012Rising activity

Stochastic processes and financial applications Nonlinear Partial Differential Equations Geometric Analysis and Curvature Flows Financial Markets and Investment Strategies Economic theories and models

Publications

Citations

533

Est. group size

Recurring co-author estimate

Active years

Publishing since 2012

In context

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

Citations: 533cohort median 551

Publications / year (recent): 7.4cohort median 2.6

Typically publishes in teams of ~3 · 76% small-team papers (≤3 authors) · across 16 venues

Publication cadence

Publications per year over the last 10 years — averaging 7.4/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

Comparison of viscosity solutions for a class of non-linear PDEs on the space of finite nonnegative measures
arXiv (Cornell University) · 2026
Comparison of viscosity solutions for a class of non-linear PDEs on the space of finite nonnegative measures
arXiv (Cornell University) · 2026
Consistency of MLE in partially observed diffusion models on a torus
The Annals of Applied Probability · 2026
Principal-agent problems with adverse selection: A stochastic target problem formulation
arXiv (Cornell University) · 2026
Principal-agent problems with adverse selection: A stochastic target problem formulation
arXiv (Cornell University) · 2026
Quantitative homogenization of convex Hamilton-Jacobi equations in the Wasserstein space
arXiv (Cornell University) · 2026
Quantitative homogenization of convex Hamilton-Jacobi equations in the Wasserstein space
arXiv (Cornell University) · 2026
Kyle’s model with stochastic liquidity
Finance and Stochastics · 2025
Solvability of the Gaussian Kyle model with imperfect information and risk aversion
arXiv (Cornell University) · 2025
Multidimensional Kyle–Back Model with a Risk Averse Informed Trader
SIAM Journal on Financial Mathematics · 2024
Neural Operators Can Play Dynamic Stackelberg Games
arXiv (Cornell University) · 2024
Consistency of MLE in partially observed diffusion models on a torus
arXiv (Cornell University) · 2024
Kyle–Back models with risk aversion and non-Gaussian beliefs
The Annals of Applied Probability · 2023
Kyle's Model with Stochastic Liquidity
arXiv (Cornell University) · 2022
A unified approach to informed trading via Monge-Kantorovich duality
arXiv (Cornell University) · 2022

Publishes in

arXiv (Cornell University)×32
The Annals of Applied Probability×4
Mathematical Finance×4
SSRN Electronic Journal×4
Communications in Partial Differential Equations×2

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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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