Luciano Machain

University of Reading - Henely Business School - ICMA Centre

Whiteknights Park

P.O. Box 242

Reading RG6 6BA

United Kingdom

http://www.icmacentre.ac.uk/

SCHOLARLY PAPERS

3

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Scholarly Papers (3)

1.

Análisis De Inversiones Bajo Riesgo: Simulación (Including the Risk in the Analysis: Montecarlo Simulation)

Number of pages: 73 Posted: 28 Mar 2012 Last Revised: 02 Aug 2013
Ignacio Velez-Pareja and Luciano Machain
Grupo Consultor CAV Capital Advisory & Valuation and University of Reading - Henely Business School - ICMA Centre
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Abstract:

Risk analysis, Montecarlo Simulation, decisions under risk

2.

Liquidity Supply and the Intensity of Limit Order Cancellations

Posted: 17 Jul 2013 Last Revised: 19 Jul 2013
Luciano Machain and Alfonso Dufour
University of Reading - Henely Business School - ICMA Centre and ICMA Centre, Henley Business School, University of Reading

Abstract:

Limit orders, cancellations, liquidity

3.

The Price Impact of Limit Order Cancellations

Posted: 17 Jul 2013 Last Revised: 19 Jul 2013
Luciano Machain and Alfonso Dufour
University of Reading - Henely Business School - ICMA Centre and ICMA Centre, Henley Business School, University of Reading

Abstract:

Limit orders, cancellations, price discovery