Charles-Albert Lehalle

Economics and Econometrics · 2011–2016

A researcher in the Science corpus: 5 papers; trusts 19 researchers and is trusted by 3 researchers here, as inferred from the citation graph.

Subfields

Whom Charles-Albert Lehalle trusts overall

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

  1. Olivier Guéant
  2. Jean-Michel Lasry
  3. Á. Cartea
  4. Peter E. Caines
  5. Albert J. Menkveld
  6. Marco Avellaneda
  7. Jim Gatheral
  8. Emmanuel Bacry
  9. Ioanid Rosu
  10. Thierry Foucault

Who trusts Charles-Albert Lehalle overall

  1. Jiequn Han
  2. Ruimeng Hu

Papers from Charles-Albert Lehalle's perspective

Ordered by how strongly the researchers Charles-Albert Lehalle trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle
  2. Optimal execution strategies in limit order books with general shape functions
  3. No-dynamic-arbitrage and market impact
  4. High frequency trading and the new market makers
  5. A Dynamic Model of the Limit Order Book
  6. Direct Estimation of Equity Market Impact
  7. Modelling microstructure noise with mutually exciting point processes
  8. More Statistical Properties of Order Books and Price Impact
  9. Knowledge Growth and the Allocation of Time (Journal of Political Economy)
  10. Limit order book as a market for liquidity

Their papers