Access Statistics for Charles-Albert LEHALLE

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Corporate Liquidity, Dividend Policy and Default Risk: Optimal Financial Policy and Agency Costs 0 0 0 0 0 1 4 29
Dealing with the Inventory Risk. A solution to the market making problem 1 1 10 115 1 2 24 449
Dealing with the Inventory Risk. A solution to the market making problem 0 0 0 0 4 10 25 118
Efficiency of the Price Formation Process in Presence of High Frequency Participants: a Mean Field Game analysis 0 0 0 86 0 0 2 192
General Intensity Shapes in Optimal Liquidation 0 0 1 29 0 0 2 107
How to predict the consequences of a tick value change? Evidence from the Tokyo Stock Exchange pilot program 0 0 0 24 1 2 2 35
Incorporating Signals into Optimal Trading 0 1 1 29 0 2 6 70
Limit Order Strategic Placement with Adverse Selection Risk and the Role of Latency 0 1 1 33 1 2 2 48
Market Microstructure Knowledge Needed for Controlling an Intra-Day Trading Process 0 0 1 56 0 0 2 137
Market impacts and the life cycle of investors orders 0 1 3 12 0 1 4 42
Market microstructure: confronting many viewpoints 0 0 0 0 1 1 7 69
Mean Field Game of Controls and An Application To Trade Crowding 0 0 1 25 0 0 2 31
Mini-symposium on automatic differentiation and its applications in the financial industry 1 1 1 21 1 1 3 57
OPTIMIZATION AND STATISTICAL METHODS FOR HIGH FREQUENCY FINANCE 0 0 0 13 0 0 2 41
Optimal Portfolio Liquidation with Limit Orders 0 0 3 72 1 2 10 217
Optimal Portfolio Liquidation with Limit Orders 0 0 0 0 1 1 3 17
Optimal algorithmic trading and market microstructure 0 0 1 229 0 0 7 420
Optimal posting price of limit orders: learning by trading 1 1 1 54 1 2 3 181
Optimal split of orders across liquidity pools: a stochastic algorithm approach 0 0 1 86 0 0 2 176
Optimal split of orders across liquidity pools: a stochastic algorithm approach 0 0 1 38 0 1 2 97
Optimal starting times, stopping times and risk measures for algorithmic trading 0 0 0 67 0 0 0 180
Optimal starting times, stopping times and risk measures for algorithmic trading: Target Close and Implementation Shortfall 1 2 3 64 1 3 6 113
Optimal trading algorithms and selfsimilar processes: a p-variation approach 0 0 0 58 0 0 1 145
Realtime market microstructure analysis: online Transaction Cost Analysis 0 1 1 48 0 1 1 89
Simulating and analyzing order book data: The queue-reactive model 0 0 1 38 0 3 10 111
Total Working Papers 4 9 31 1,197 13 35 132 3,171


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
CORPORATE LIQUIDITY, DIVIDEND POLICY AND DEFAULT RISK: OPTIMAL FINANCIAL POLICY AND AGENCY COSTS 0 0 1 5 1 2 8 34
GENERAL INTENSITY SHAPES IN OPTIMAL LIQUIDATION 0 0 0 3 0 0 1 27
Real-time market microstructure analysis: online transaction cost analysis 0 0 0 6 0 0 3 57
Simulating and Analyzing Order Book Data: The Queue-Reactive Model 0 1 3 9 0 2 6 37
Total Journal Articles 0 1 4 23 1 4 18 155


Statistics updated 2022-11-05