A. Lachapelle

Finance · 2012–2013

A researcher in the Science corpus: 2 papers; trusts 8 researchers and is trusted by 10 researchers here, as inferred from the citation graph.

Subfields

Whom A. Lachapelle trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Ioanid Rosu
  2. Thierry Foucault
  3. Jean-Michel Lasry
  4. François Delarue
  5. Albert J. Menkveld
  6. Pierre-Louis Lions
  7. René A. Carmona
  8. Ananth Madhavan
  9. Jim Gatheral
  10. Olivier Guéant

Who trusts A. Lachapelle overall

  1. René A. Carmona
  2. Daniel Lacker
  3. Diogo A. Gomes
  4. Franccois Delarue
  5. João Saúde

Papers from A. Lachapelle's perspective

Ordered by how strongly the researchers A. Lachapelle trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Probabilistic Analysis of Mean-Field Games (SIAM Journal of Control and Optimization)
  2. Optimal execution for portfolio transactions
  3. Limit order book as a market for liquidity
  4. No-dynamic-arbitrage and market impact
  5. A Dynamic Model of the Limit Order Book
  6. Optimal execution strategies in limit order books with general shape functions
  7. Direct Estimation of Equity Market Impact
  8. Modelling microstructure noise with mutually exciting point processes
  9. High frequency trading and the new market makers
  10. Knowledge Growth and the Allocation of Time (Journal of Political Economy)

Their papers