Author Page for Alex Boulatov

Limited Attention and Option Prices

Swiss Finance Institute Research Paper No. 20-64

Number of pages: 76 Posted: 06 Aug 2020 Last Revised: 10 May 2022

Alex Boulatov, Alex Boulatov, Assaf Eisdorfer, Amit Goyal and Alexei Zhdanov

University of Houston - C.T. Bauer College of BusinessHSE Moscow, University of Connecticut - Department of Finance, University of Lausanne and Pennsylvania State University

Downloads 947 (37,423)

Citation 3

Abstract:

2.

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 554 (75,862)

Citation 14

Abstract:

3.

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 293 (157,132)

Citation 18

Abstract:

4.

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 220 (208,752)

Abstract:

5.

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 188 (240,814)

Citation 6

Abstract:

6.

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 133 (320,683)

Abstract:

7.

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 90 (420,484)

Abstract:

8.

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 63 (513,250)

Citation 1

Abstract:

9.

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 2 (943,228)

Citation 2

Alex Boulatov

HSE Moscow

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

Assistant Professor

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Scholarly Papers (9)

Limited Attention and Option Prices

Abstract:

Informed Trading and Portfolio Returns

Abstract:

Hidden and Displayed Liquidity in Securities Markets with Informed Liquidity Providers

Abstract:

Strategic Trading with Market Closures

Abstract:

Pricing Prices

Abstract:

Optimal Portfolio Trading: Adaptive Multi-period Trade Execution

Abstract:

The Risk Sharing Implications of Disaster Insurance Funds

Abstract:

Optimal and Efficient Mechanisms with Budget Constrained Buyers

Abstract:

The Risk‐Sharing Implications of Disaster Insurance Funds

Abstract:

Other Papers (1)

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

Abstract: