Robert Almgren

Finance · 2000–2016

A researcher in the Science corpus: 6 papers; trusts 8 researchers and is trusted by 20 researchers here, as inferred from the citation graph.

Subfields

Whom Robert Almgren trusts overall

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

  1. Uri M. Ascher
  2. Jakša Cvitanić
  3. Yuri M. Kabanov
  4. Tina Hviid Rydberg
  5. Linda R. Petzold
  6. Nicolae Gârleanu
  7. Hui Wang
  8. Jim Gatheral
  9. Gur Huberman
  10. Ananth Madhavan

Who trusts Robert Almgren overall

  1. Peter Kratz
  2. Jim Gatheral
  3. Antje Fruth
  4. Torsten Schoeneborn
  5. Petter N. Kolm
  6. Peter A. Forsyth
  7. Alexander Schied
  8. Rama Cont
  9. Gordon Ritter
  10. J. S. Kennedy

Papers from Robert Almgren's perspective

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

  1. Computer methods for ordinary differential equations and differential-algebraic equations
  2. Price Manipulation and Quasi-Arbitrage
  3. Dynamics of Trade-By-Trade Price Movements: Decomposition and Models
  4. Optimal execution with nonlinear impact functions and trading-enhanced risk
  5. Market Microstructure: A Survey
  6. No-dynamic-arbitrage and market impact
  7. Brownian Motion and Stochastic Calculus
  8. Lending relationships in the interbank market
  9. Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test
  10. Trading activity and expected stock returns

Their papers