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 1 1 3 9
Dealing with the Inventory Risk. A solution to the market making problem 0 0 6 90 2 8 29 344
Dealing with the Inventory Risk. A solution to the market making problem 0 0 0 0 0 0 2 2
Efficiency of the Price Formation Process in Presence of High Frequency Participants: a Mean Field Game analysis 0 0 4 76 3 3 16 153
General Intensity Shapes in Optimal Liquidation 0 1 1 27 0 1 4 86
How to predict the consequences of a tick value change? Evidence from the Tokyo Stock Exchange pilot program 0 0 2 23 1 2 6 21
Incorporating Signals into Optimal Trading 0 2 17 17 1 7 14 14
Limit Order Strategic Placement with Adverse Selection Risk and the Role of Latency 0 0 1 20 0 2 5 14
Market Microstructure Knowledge Needed for Controlling an Intra-Day Trading Process 0 0 2 48 2 3 11 111
Market impacts and the life cycle of investors orders 0 0 1 8 1 2 4 23
Market microstructure: confronting many viewpoints 0 0 0 0 0 1 5 17
Mean Field Game of Controls and An Application To Trade Crowding 0 1 4 19 2 4 8 11
Mini-symposium on automatic differentiation and its applications in the financial industry 0 2 14 14 2 10 26 26
OPTIMIZATION AND STATISTICAL METHODS FOR HIGH FREQUENCY FINANCE 0 0 3 10 0 1 5 22
Optimal Portfolio Liquidation with Limit Orders 0 0 0 67 2 2 5 187
Optimal Portfolio Liquidation with Limit Orders 0 0 0 0 0 0 1 1
Optimal algorithmic trading and market microstructure 0 2 10 214 0 5 23 359
Optimal posting price of limit orders: learning by trading 0 0 1 53 0 4 6 156
Optimal split of orders across liquidity pools: a stochastic algorithm approach 0 0 0 84 0 0 1 163
Optimal split of orders across liquidity pools: a stochastic algorithm approach 0 0 0 34 0 2 2 66
Optimal starting times, stopping times and risk measures for algorithmic trading 0 1 5 64 0 3 11 159
Optimal starting times, stopping times and risk measures for algorithmic trading: Target Close and Implementation Shortfall 0 0 0 56 0 0 2 90
Optimal trading algorithms and selfsimilar processes: a p-variation approach 0 0 3 57 0 0 9 136
Realtime market microstructure analysis: online Transaction Cost Analysis 0 2 5 42 0 2 7 70
Simulating and analyzing order book data: The queue-reactive model 0 0 1 29 0 0 1 49
Total Working Papers 0 11 80 1,052 17 63 206 2,289


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 0 0 1 1 1 1
GENERAL INTENSITY SHAPES IN OPTIMAL LIQUIDATION 0 0 2 2 0 0 2 14
Real-time market microstructure analysis: online transaction cost analysis 0 0 0 6 1 1 3 38
Simulating and Analyzing Order Book Data: The Queue-Reactive Model 0 0 2 3 1 2 6 11
Total Journal Articles 0 0 4 11 3 4 12 64
1 registered items for which data could not be found


Statistics updated 2017-12-03