17 Cours Valmy
Paris La Défense, 92987
46 rue Barrault
F-75634 Paris, Cedex 13
Grande Voie des Vignes
Lyxor Asset Management
Ecole Centrale Paris
in Total Papers Downloads
limit order book, high frequency trading, price jump, trade-through, logistic regression, lasso
Exchange traded fund, liquidity, spread, trading volume, order book, liquidity improvement
point process, Hawkes process, limit order book, ergodicity, scaling limit
Alternative Risk Premium, Factor Investing, Skewness Risk Premium, Market Anomaly, Risk Factor, Carry, Event, Growth, Liquidity, Low Beta, Low Volatility, Momentum, Quality, Reversal, Value, Short Volatility, Size, Skewness, Drawdown, Option Profile, Alternative Beta, Hedge Funds
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