Alex Boulatov

HSE Moscow

26 Shabolovka

Moscow

Russia

University of Houston - C.T. Bauer College of Business

Assistant Professor

Houston, TX 77204-6021

United States

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 41,007

SSRN RANKINGS

Top 41,007

in Total Papers Downloads

1,445

SSRN CITATIONS
Rank 26,180

SSRN RANKINGS

Top 26,180

in Total Papers Citations

30

CROSSREF CITATIONS

6

Scholarly Papers (8)

1.

Informed Trading and Portfolio Returns

Number of pages: 42 Posted: 11 Sep 2009 Last Revised: 14 Jan 2010
Alex Boulatov, Alex Boulatov, Terrence Hendershott and Dmitry Livdan
University of Houston - C.T. Bauer College of BusinessHSE Moscow, University of California, Berkeley - Haas School of Business and University of California, Berkeley
Downloads 538 (65,320)
Citation 14

Abstract:

Loading...

informed trading, portfolio autocorrelations, adverse selection

2.

Hidden and Displayed Liquidity in Securities Markets with Informed Liquidity Providers

Forthcoming, Review of Financial Studies
Number of pages: 56 Posted: 08 Sep 2011 Last Revised: 18 Oct 2012
Alex Boulatov, Alex Boulatov and Thomas J. George
University of Houston - C.T. Bauer College of BusinessHSE Moscow and University of Houston - Department of Finance
Downloads 282 (136,926)
Citation 18

Abstract:

Loading...

Informed Trading, Liquidity Provision, Hidden Orders

3.

Strategic Trading with Market Closures

Number of pages: 52 Posted: 23 Dec 2005
Alex Boulatov, Alex Boulatov and Dmitry Livdan
University of Houston - C.T. Bauer College of BusinessHSE Moscow and University of California, Berkeley
Downloads 205 (186,892)

Abstract:

Loading...

strategic informed trading, market closures, imperfect competition

4.

Pricing Prices

EFA 2007 Ljubljana Meetings Paper
Number of pages: 56 Posted: 04 Mar 2007
Alex Boulatov, Alex Boulatov and Martin Dierker
University of Houston - C.T. Bauer College of BusinessHSE Moscow and University of Houston - C.T. Bauer College of Business
Downloads 179 (211,045)

Abstract:

Loading...

Real-time prices, Sale of Information, Property rights, Market efficiency, liquidity

5.

Optimal Portfolio Trading: Adaptive Multi-period Trade Execution

Number of pages: 20 Posted: 09 Apr 2020 Last Revised: 20 Apr 2020
Alex Boulatov, Alex Boulatov and Alex Ulitsky
University of Houston - C.T. Bauer College of BusinessHSE Moscow and BlackRock
Downloads 108 (313,116)

Abstract:

Loading...

optimal trade execution, adaptive trading

6.

The Risk Sharing Implications of Disaster Insurance Funds

Number of pages: 48 Posted: 28 Nov 2009 Last Revised: 01 Aug 2011
Alex Boulatov, Alex Boulatov and Stephan Dieckmann
University of Houston - C.T. Bauer College of BusinessHSE Moscow and University of Pennsylvania - Finance Department
Downloads 81 (375,917)

Abstract:

Loading...

Catastrophe Risk, Government Intervention, TRIA, Reinsurance

7.

Optimal and Efficient Mechanisms with Budget Constrained Buyers

Number of pages: 59 Posted: 27 Dec 2017
Alex Boulatov, Alex Boulatov and Sergei Severinov
University of Houston - C.T. Bauer College of BusinessHSE Moscow and University of British Columbia
Downloads 51 (475,782)
Citation 1

Abstract:

Loading...

mechanism design, optimal mechanism, efficient mechanism, budget constraints, auctions, private values

8.

The Risk‐Sharing Implications of Disaster Insurance Funds

Journal of Risk and Insurance, Vol. 80, Issue 1, pp. 37-64, 2013
Number of pages: 28 Posted: 26 Feb 2013
Alex Boulatov, Alex Boulatov and Stephan Dieckmann
University of Houston - C.T. Bauer College of BusinessHSE Moscow and University of Pennsylvania - Finance Department
Downloads 1 (793,692)
Citation 2
  • Add to Cart

Abstract:

Loading...

Other Papers (1)

Total Downloads: 118
1.

Dealer Attention, the Speed of Quote Adjustment to Information, and Net Dealer Revenue

Number of pages: 55 Posted: 17 Mar 2005
Alex Boulatov, Alex Boulatov, Shane A. Johnson, Brian C. Hatch and Adam Y.C. Lei
University of Houston - C.T. Bauer College of BusinessHSE Moscow, Texas A&M University - Department of Finance, University of Cincinnati - Department of Finance - Real Estate and Midwestern State University
Downloads 118

Abstract:

Loading...

Microstructure, Market Quality, Trading Costs, Specialist Firms