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 3 30
Dealing with the Inventory Risk. A solution to the market making problem 0 1 8 117 4 6 25 458
Dealing with the Inventory Risk. A solution to the market making problem 0 0 0 0 1 4 24 124
Efficiency of the Price Formation Process in Presence of High Frequency Participants: a Mean Field Game analysis 0 0 0 86 0 0 1 192
General Intensity Shapes in Optimal Liquidation 0 0 1 29 0 2 4 109
How to predict the consequences of a tick value change? Evidence from the Tokyo Stock Exchange pilot program 0 0 0 24 0 0 3 36
Incorporating Signals into Optimal Trading 0 0 1 29 2 2 6 72
Limit Order Strategic Placement with Adverse Selection Risk and the Role of Latency 0 2 3 35 0 2 4 50
Market Microstructure Knowledge Needed for Controlling an Intra-Day Trading Process 0 0 0 56 0 0 1 138
Market impacts and the life cycle of investors orders 0 0 3 12 1 2 5 44
Market microstructure: confronting many viewpoints 0 0 0 0 0 3 7 72
Mean Field Game of Controls and An Application To Trade Crowding 0 0 0 25 1 1 1 32
Mini-symposium on automatic differentiation and its applications in the financial industry 0 2 3 23 0 2 3 59
OPTIMIZATION AND STATISTICAL METHODS FOR HIGH FREQUENCY FINANCE 0 0 0 13 1 1 3 42
Optimal Portfolio Liquidation with Limit Orders 1 1 3 73 1 1 6 218
Optimal Portfolio Liquidation with Limit Orders 0 0 0 0 0 0 3 17
Optimal algorithmic trading and market microstructure 0 1 1 230 0 2 4 422
Optimal posting price of limit orders: learning by trading 0 0 1 54 0 0 3 181
Optimal split of orders across liquidity pools: a stochastic algorithm approach 0 0 0 38 1 1 2 98
Optimal split of orders across liquidity pools: a stochastic algorithm approach 0 0 0 86 0 0 0 176
Optimal starting times, stopping times and risk measures for algorithmic trading 0 1 1 68 0 1 1 181
Optimal starting times, stopping times and risk measures for algorithmic trading: Target Close and Implementation Shortfall 1 2 4 66 1 3 9 117
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 0 1 48 0 0 1 89
Simulating and analyzing order book data: The queue-reactive model 0 0 2 39 0 0 7 112
Total Working Papers 2 10 32 1,209 13 34 127 3,214

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 0 0 5 34
GENERAL INTENSITY SHAPES IN OPTIMAL LIQUIDATION 0 0 0 3 0 1 2 28
Real-time market microstructure analysis: online transaction cost analysis 0 0 0 6 0 0 0 57
Simulating and Analyzing Order Book Data: The Queue-Reactive Model 0 0 1 9 0 0 3 37
Total Journal Articles 0 0 2 23 0 1 10 156

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Statistics updated 2023-03-10