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	The Mathematics of Financial Modeling and Investment Management (Frank J. Fabozzi Series) [My Copy] (29 March 2004) by Sergio M. Focardi, Frank J. Fabozzi posted to portfolio finance by lehalle on 2009-11-15 21:48:17 as along with 2 people svbcrypto danfcook
	Corporate Financial Distress and Bankruptcy: Predict and Avoid Bankruptcy, Analyze and Invest in Distressed Debt , 3rd Edition [My Copy] (02 December 2005) by Edward I. Altman, Edith Hotchkiss posted to finance by lehalle on 2009-11-15 21:41:31 as
	Robust Portfolio Optimization and Management (Frank J Fabozzi Series) [My Copy] by Frank J. Fabozzi, Petter N. Kolm, Dessislava Pachamanova, Sergio M. Focardi posted to portfolio finance by lehalle on 2009-11-15 21:24:10 as
	The Economics of Banking [My Copy] (10 June 2008) by Kent Matthews, John Thompson posted to finance by lehalle on 2009-11-15 20:38:39 as
	The Essentials of Risk Management [My Copy] (14 December 2005) by Michel Crouhy, Dan Galai, Robert Mark, Michel Crouhy, Dan Galai, Robert Mark posted to risk finance by lehalle on 2009-11-15 20:33:01 as along with 1 person euclid
	Basic Econometrics [My Copy] (01 January 2009) by Damodar N. Gujarati posted to finance econometry by lehalle on 2009-11-15 20:29:01 as
	Corporate Governance in Banking [My Copy] posted to finance by lehalle on 2009-11-15 20:26:39 as
	International Economic Indicators and Central Banks (Wiley Finance) [My Copy] (09 February 2007) by Anne D. Picker posted to finance by lehalle on 2009-11-15 20:13:14 as
	Options, Futures, and Other Derivatives with Derivagem CD (7th Edition) [My Copy] (18 May 2008) by John C. Hull posted to finance by lehalle on 2009-11-15 19:59:50 as along with 1 person financekev
	Capital Ideas: The Improbable Origins of Modern Wall Street [My Copy] (29 March 1993) by Peter L. Bernstein posted to finance by lehalle on 2009-11-15 19:41:33 as
	Option pricing from the point of view of a trader [My Copy] International Journal of Theoretical and Applied Finance, Vol. 9, No. 8. (2009), pp. 1245-1266. by Sacha Stoikov posted to trading stochastic-calculus finance by lehalle on 2009-10-30 06:31:44 as
	Option market making under inventory risk [My Copy] (2009) by Sacha Stoikov, M. Saglam posted to market-making finance algo-trading by lehalle on 2009-10-30 06:23:47 as
	The Power of Patience: A Behavioral Regularity in Limit Order Placement [My Copy] Social Science Research Network Working Paper Series (16 August 2002) by Ilija I. Zovko, J. D. Farmer posted to market-model finance by lehalle on 2009-10-29 17:42:22 as
	Perturbative Approach on Financial Markets [My Copy] (2 Jun 2008) by Simone Scotti posted to stochastic-calculus market-model finance by lehalle on 2009-10-29 17:39:51 as
	Analyst Disagreement, Mispricing and Liquidity [My Copy] Social Science Research Network Working Paper Series (07 July 2004) by Ronnie Sadka, Anna D. Scherbina posted to valuation finance by lehalle on 2009-10-29 08:40:24 as
	Are Momentum Profits Robust to Trading Costs? [My Copy] Social Science Research Network Working Paper Series (29 December 2004) by Robert A. Korajczyk, Ronnie Sadka posted to finance algo-trading by lehalle on 2009-10-29 08:38:36 as
	Making Markowitz's Portfolio Optimization Theory Practically Useful [My Copy] Social Science Research Network Working Paper Series (08 May 2006) by Zhidong Bai, Huixia Liu, Wing-Keung Wong posted to statistics portfolio_optimization finance by lehalle on 2009-10-29 07:02:23 as
	Market Microstructure Theory [My Copy] (13 March 1998) by Maureen O'Hara posted to trading microstructure finance by lehalle on 2009-10-28 19:08:39 as along with 4 people RobHayward jchau nmdang pjaiprak
	Power-law distributions in empirical data [My Copy] SIAM Review, Vol. 51, No. 4. (2 Feb 2009), 661. by Aaron Clauset, Cosma R. Shalizi, M. E. J. Newman posted to statistics microstructure finance by lehalle on 2009-10-28 18:48:32 as along with 67 people and 2 groups AaronMcDaid rogerdboyle lawraga ulmer aheineike danilov Diego_Prada kinop jaia jsaramak ccthomas vagoskar acrmartins krisl makrehchi jotwin quianominorleo akuhn arsyed coccoinomane janpaniev pawelsobko alexv Borelli tmarscha dpf garyfeng kubyaddi tnhh kaarsinogen dmeister ddahlem vtraag mattjb jfelipe yonyoni laurobeltrao mmcgloho galyardt gconaldi egh ansobol lfriedl jjray itmeson dumpa madhadron sdvillal bigbossman merazzle xpontus muraken sugarexpletive jaspervoskuilen tomhebbron gi0rgi0ne amoebe jasonn pprett AbnerCYH halukbingol anhlc stringertheory deanmalmgren jyew nazareno diamantis ReadingLab EntrepreneurialRisks
	The Capital Asset Pricing Model: Theory and Evidence [My Copy] Social Science Research Network Working Paper Series (16 September 2003) by Eugene F. Fama, Kenneth R. French posted to valuation statistics finance arbitrage by lehalle on 2009-10-28 17:18:20 as
	Market Microstructure: Intermediaries and the Theory of the Firm [My Copy] (13 April 1999) by Daniel F. Spulber posted to finance economy by lehalle on 2009-09-28 06:53:53 as
	True Spreads Censored by Tick Size [My Copy] (February 2005) by Anthony Hall, Paul Kofman, James Mcculloch posted to trading statistics finance by lehalle on 2009-08-12 09:08:42 as
	Hedging by Sequential Regression: an Introduction to the Mathematics of Option Trading [My Copy] ASTIN Bulletin, Vol. 18, No. 2. (1988), pp. 147-160. by M. Schweizer, H. Föllmer posted to derivatives finance hedge by lehalle on 2009-07-21 19:40:51 as
	Financial Markets Theory: Equilibrium, Efficiency and Information (Springer Finance) [My Copy] (12 February 2003) by Emilio Barucci posted to finance microstructure trading by lehalle on 2009-05-03 10:57:31 as
	Hidden liquidity or virtual liquidity? [My Copy] The trade (2009) by Charles-Albert Lehalle, Philippe Guillot posted to finance trading by lehalle on 2009-03-28 12:20:17 as
	When Is Time Continuous? [My Copy] In Quantitative Analysis in Financial Markets: Collected Papers of the New York University Mathematical Finance Seminar (2001), pp. 71-102. by Dimitris Bertsimas, Leonid Kogan, Andrew W. Lo edited by Marco Avellaneda posted to finance stochastic-calculus by lehalle on 2008-12-31 14:20:50 as
	The Arbitrage Pricing Theory Approach to Strategic Portfolio Planning [My Copy] Financial Analysts Journal (January 1995), pp. 122-131. by Richard Roll, Stephen A. Ross posted to finance portfolio statistics by lehalle on 2008-08-14 11:08:54 as
	Rigorous optimisation of intra day trading [My Copy] Wilmott Magazine (November 2008) by Charle-Albert Lehalle posted to trading stochastic-control statistics ny-quant-finance-seminar finance by lehalle on 2008-08-11 07:32:51 as
	Portfolio Theory and Capital Markets [My Copy] (17 December 1999) by William F. Sharpe, William Sharpe posted to arbitrage finance by lehalle on 2008-08-10 18:14:04 as
	Reconstructing volatility [My Copy] Risk (October 2002), pp. 91-95. by Marco Avellaneda, Dash Boyer-Olson, Jérôme Busca, Peter Friz posted to correlations finance statistics volatility by lehalle on 2008-07-28 11:16:06 as
	Relative Volume as a Doubly Stochastic Binomial Point Process [My Copy] (2004) by James Mcculloch posted to finance probability trading by lehalle on 2008-07-24 18:22:36 as
	Optimal VWAP trading strategy and relative volume [My Copy] (2007) by James Mcculloch, Vladimir Kazakov posted to finance probability statistics trading by lehalle on 2008-07-24 18:20:58 as
	Singular Stochastic Control in Optimal Investment and Hedging in the Presence of Transaction Costs [My Copy] IMS Lecture Notes – Monograph Series In Probability, Statistics and their Applications: Papers in Honor of Rabi Bhattacharya, Vol. 41 (2006), pp. 209-227. by Tze L. Lai, Tiong W. Lim edited by K. Athreya, M. Majumdar, M. Puri, E. Waymire posted to finance hedge statistics stochastic-control by lehalle on 2008-07-24 08:17:13 as
	Forecasting Realized Volatility: A Bayesian Model Averaging Approach [My Copy] (March 2008) by Chun Liu, John M. Maheu posted to finance statistics volatility by lehalle on 2008-07-20 19:25:12 as
	MICROSTRUCTURE NOISE, REALIZED VARIANCE, AND OPTIMAL SAMPLING [My Copy] JOURNAL OF FINANCIAL ECONOMETRICS, Vol. 5, No. 1. (1 October 2007), pp. 68-104. by Federico M. Band, Jeffrey R. Russell posted to finance high-frequency statistics volatility by lehalle on 2008-07-20 19:17:28 as along with 1 person SJacewitz
	Properties of assets returns [My Copy] (17 October 2006) by Kyriakos Chourdakis posted to finance statistics by lehalle on 2008-07-20 19:11:43 as
	Ultra high frequency volatility and co-volatility estimation in a microstructure model with uncertainty zones [My Copy] (1 July 2008) by Christian Y. Robert, Mathieu Rosenbaum posted to finance high-frequency statistics by lehalle on 2008-07-20 19:04:21 as
	Power and Bipower Variation with Stochastic Volatility and Jumps [My Copy] JOURNAL OF FINANCIAL ECONOMETRICS, Vol. 2, No. 1. (1 January 2004), pp. 1-37. by Ole E. Barndorff-Nielsen, Neil Shephard posted to estimation finance stochastic-calculus volatility by lehalle on 2008-07-14 23:15:15 as along with 1 person SJacewitz
	A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options [My Copy] The Review of Financial Studies, Vol. 6, No. 2. (1993), pp. 327-343. by Steven L. Heston posted to finance stochastic-calculus by lehalle on 2008-07-14 23:10:05 as along with 4 people SJacewitz mattlorig danfcook alexv
	A Theory of the Term Structure of Interest Rates [My Copy] Econometrica, Vol. 53, No. 2. (1985), pp. 385-407. by John C. Cox, Jr, Stephen A. Ross posted to finance stochastic-calculus by lehalle on 2008-07-14 23:08:26 as along with 6 people and 1 group Dangerfc rivadeneyra ras jrblevin danfcook alexv assetpricing
	How the Corporate Liquidity Process Affects the Value of the Firm [My Copy] Social Science Research Network Working Paper Series (24 June 2008) by Yann Braouezec, Charles-Albert Lehalle posted to control finance by lehalle on 2008-07-14 22:55:33 as
	Pairs Trading: Performance of a Relative Value Arbitrage Rule [My Copy] Social Science Research Network Working Paper Series (February 2006) by E. V. A. N. Gatev, William N. Goetzmann, Geert K. Rouwenhorst posted to arbitrage correlations finance by lehalle on 2008-06-18 10:32:31 as along with 1 person amatos
	Econometric Analysis of Realized Volatility and Its Use in Estimating Stochastic Volatility Models [My Copy] Journal of the Royal Statistical Society. Series B (Statistical Methodology), Vol. 64, No. 2. (2002), pp. 253-280. by Ole, Neil Shephard posted to estimation finance volatility by lehalle on 2008-06-15 15:48:10 as
	Realized volatility forecasting and option pricing [My Copy] (30 September 2006) by Federico M. Bandi, Jeffrey R. Russell, Chen Yang posted to estimation finance microstructure volatility by lehalle on 2008-06-15 15:45:58 as
	Optimal Trading Strategy and Supply/Demand Dynamics [My Copy] Social Science Research Network Working Paper Series (February 2005) by A. N. N. A. Obizhaeva, W. A. N. G. Jiang posted to quantitative-trading optimization optimal-trading finance by lehalle on 2008-06-15 15:36:45 as
	Constrained portfolio liquidation in a limit order book model [My Copy] (September 2007) by A. Alfonsi, A. Schied, Schulz posted to finance optimization quantitative-trading by lehalle on 2008-06-15 15:25:11 as
	Bayesian adaptive trading with a daily cycle [My Copy] Journal of Trading (2006) by Robert Almgren, Julian Lorenz posted to stochastic-control quantitative-trading optimal-trading ny-quant-finance-seminar finance by lehalle on 2008-06-15 15:21:22 as
	Algorithmic Trading III: Precision, Control, Execution [My Copy] Institutional Investor Journals (2007) by R. Almgren, J. Lorenz edited by Brian R. Bruce posted to control finance market-impact by lehalle on 2008-06-05 06:56:29 as
	Théorie de la spéculation [My Copy] Annales scientifiques de l'École Normale Supérieure, Ser 3, Vol. 17 (1900), pp. 12-86. by Louis Bachelier posted to finance probability stochastic-calculus by lehalle on 2007-12-28 13:10:20 as along with 1 person quianominorleo
	La réglementation des marchés financiers européens [My Copy] (01 August 2007) by C. Fournier posted to finance by lehalle on 2007-12-28 10:04:44 as

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lehalle's finance [161 articles] Export Sort

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