Author Page for Alex Boulatov

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:

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:

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:

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:

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:

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:

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:

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

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Alex Boulatov

HSE Moscow

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

Assistant Professor

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Scholarly Papers (8)

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: