Mehmet Saglam|Mehmet Saglam

Mehmet Saglam|Mehmet Saglam

University of Cincinnati - Cincinnati / United States
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 1773463
person_outline Mehmet Saglam|Mehmet Saglam's MOST POPULAR ARTICLES
1-) High frequency traders: Taking advantage of speed National Bureau of Economic Research, 2013
2-) Dynamic Portfolio Choice with Linear Rebalancing Rules Journal of Financial and Quantitative Analysis 52 (3), 1247-1278, 2017
3-) OR forum—The cost of latency in high-frequency trading Operations Research 61 (5), 1070-1086, 2013
4-) Option market making under inventory riskS Stoikov, M SağlamReview of Derivatives Research 12, 55-79, 2009672009
5-) High frequency market making: Implications for liquidityY Ait-Sahalia, M SağlamAvailable at SSRN 2908438, 2017542017