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 0 8 23
Dealing with the Inventory Risk. A solution to the market making problem 0 0 0 0 1 7 39 58
Dealing with the Inventory Risk. A solution to the market making problem 0 1 4 98 3 6 17 398
Efficiency of the Price Formation Process in Presence of High Frequency Participants: a Mean Field Game analysis 0 1 2 86 2 3 9 181
General Intensity Shapes in Optimal Liquidation 0 0 0 28 1 2 6 94
How to predict the consequences of a tick value change? Evidence from the Tokyo Stock Exchange pilot program 0 0 1 24 0 0 5 29
Incorporating Signals into Optimal Trading 0 1 2 25 2 3 18 52
Limit Order Strategic Placement with Adverse Selection Risk and the Role of Latency 0 0 1 30 0 1 10 39
Market Microstructure Knowledge Needed for Controlling an Intra-Day Trading Process 0 0 3 53 0 2 10 129
Market impacts and the life cycle of investors orders 0 1 1 9 2 3 7 33
Market microstructure: confronting many viewpoints 0 0 0 0 0 1 10 40
Mean Field Game of Controls and An Application To Trade Crowding 0 0 1 24 2 3 8 26
Mini-symposium on automatic differentiation and its applications in the financial industry 0 1 1 19 1 3 8 49
OPTIMIZATION AND STATISTICAL METHODS FOR HIGH FREQUENCY FINANCE 0 0 0 13 2 2 8 37
Optimal Portfolio Liquidation with Limit Orders 0 0 0 0 0 0 5 9
Optimal Portfolio Liquidation with Limit Orders 0 0 1 68 0 2 8 198
Optimal algorithmic trading and market microstructure 0 1 5 223 1 4 16 392
Optimal posting price of limit orders: learning by trading 0 0 0 53 1 2 5 170
Optimal split of orders across liquidity pools: a stochastic algorithm approach 0 0 1 35 0 0 5 76
Optimal split of orders across liquidity pools: a stochastic algorithm approach 0 0 1 85 2 3 9 173
Optimal starting times, stopping times and risk measures for algorithmic trading 0 1 1 67 0 2 11 176
Optimal starting times, stopping times and risk measures for algorithmic trading: Target Close and Implementation Shortfall 0 1 1 59 3 5 7 102
Optimal trading algorithms and selfsimilar processes: a p-variation approach 0 0 0 58 0 0 0 141
Realtime market microstructure analysis: online Transaction Cost Analysis 0 0 3 47 0 0 6 80
Simulating and analyzing order book data: The queue-reactive model 0 2 2 35 2 6 13 79
Total Working Papers 0 10 31 1,139 25 60 248 2,784


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 2 0 0 9 19
GENERAL INTENSITY SHAPES IN OPTIMAL LIQUIDATION 0 0 0 3 0 2 3 21
Real-time market microstructure analysis: online transaction cost analysis 0 0 0 6 0 0 8 50
Simulating and Analyzing Order Book Data: The Queue-Reactive Model 0 0 0 4 0 1 6 25
Total Journal Articles 0 0 1 15 0 3 26 115


Statistics updated 2020-09-04