Julien Kockelkoren

Capital Fund Management

23 rue de l'Université

Paris, 75007

France

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 46,353

SSRN RANKINGS

Top 46,353

in Total Papers Downloads

1,507

SSRN CITATIONS
Rank 22,648

SSRN RANKINGS

Top 22,648

in Total Papers Citations

28

CROSSREF CITATIONS

15

Scholarly Papers (5)

1.

Agnostic Risk Parity: Taming Known and Unknown-Unknowns

Number of pages: 12 Posted: 29 Oct 2016
Capital Fund Management, Capital Fund Management, Capital Fund Management, Capital Fund Management, Capital Fund Management, Capital Fund Management and Capital Fund ManagementCapital Fund Management
Downloads 512 (81,355)
Citation 1

Abstract:

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Quantitative Portfolio Management, Portfolio Construction, Asset Allocation, Risk Parity, Risk Budgeting, Diversification, Markowitz, Alternative Beta

2.

How Does the Market React to Your Order Flow?

Number of pages: 12 Posted: 06 Apr 2011
Capital Fund Management, Capital Fund Management, Università di Bologna, Capital Fund Management, Capital Fund Management and University of Oxford - Institute for New Economic Thinking at the Oxford Martin School
Downloads 342 (129,721)
Citation 8

Abstract:

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Financial markets, market microstructure, limit order book, order flow, behavioural economics

3.

Models for the Impact of All Order Book Events

Number of pages: 12 Posted: 18 Jul 2011
Zoltan Eisler, Jean-Philippe Bouchaud and Julien Kockelkoren
Capital Fund Management, Capital Fund Management and Capital Fund Management
Downloads 273 (164,000)
Citation 6

Abstract:

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price impact, market orders, limit orders, cancellations, market microstructure, order flow

4.

Anomalous Price Impact and the Critical Nature of Liquidity in Financial Markets

Number of pages: 13 Posted: 11 May 2011
Capital Fund Management, Capital Fund Management, Capital Fund Management, Capital Fund Management, Capital Fund Management and Capital Fund Management
Downloads 224 (198,862)
Citation 27

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5.

Slow Decay of Impact in Equity Markets

Number of pages: 6 Posted: 27 Jul 2014
Variance Capital LLP, Capital Fund Management, Capital Fund Management and Capital Fund Management
Downloads 156 (273,018)
Citation 10

Abstract:

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price impact, market microstructure