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GND: 1013795784


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securities tradingelektronisches handelssystemelectronic tradingportfolio managementportfolio selectionhigh frequency tradingalgorithmic tradingmarket microstructureshare pricelimit orderbehavioural financeorder bookfrequency tradingadverse selectiontrading strategiesliquidity takinghf tradingstochastischer prozessstochastic processfinancial marketsvolatility estimatorsliquidity providerstrading strategyfinancial marketmarket makingnumber jumpsbook lobprice limitliquidity takersmarket makerexpected profitsorder drivenwhere valuevalue frequencylatency optimaloptimal strategyvolume imbalancefrequency datarisk aversionpresence hftsmarket liquidityelectric power industryadverse selektionmonte carlo simulationconstant functionfunction marketsliquidity marketsdriven marketsexchange marketsultra fastintraday marketmarket qualityminimum restingvolatility returnselectricity contractstransaction costsprice impactperformance differentdifferent volatilityclosed formtrading functionbid asktrading activitylimit mlomlos filledstrategy employsmrt increasesfrequency hfhf tradervalue interconnectorestimation theoryhandelsvolumen der börseentscheidung unter unsicherheitexecution stochasticmarkets concentratedai driven
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Years of publications: 2002 - 2024

The information on the author is retrieved from: Entity Facts (by DNB = German National Library data service), DBPedia and Wikidata

Álvaro Cartea


Dr.

Alternative spellings:
Álvaro I. G. Cartea

Biblio: Lic. Economics, Universidad Central de Venezuela, 1992 ; B.Sc. Pure Mathematics, University of Warwick, 1995 ; M.S. Financial Mathematics, University of Chicago, 1997 ; M.A. Economics, University of Chicago, 1998 ; D.Ph. in Applied Mathematics, Mathematical Institute, University of Oxford, 2003

Profession

  • Associate Professor of Finance, Department of Business, Universidad Carlos III, Madrid
  • Economist
  • Affiliations

  • University College London
  • External links

  • Gemeinsame Normdatei (GND) im Katalog der Deutschen Nationalbibliothek
  • Open Researcher and Contributor ID (ORCID)
  • NACO Authority File
  • Virtual International Authority File (VIAF)


  • Publishing years

    1
      2024
    4
      2023
    3
      2022
    1
      2021
    4
      2020
    6
      2019
    5
      2018
    3
      2017
    5
      2016
    6
      2015
    5
      2013
    5
      2012
    2
      2011
    1
      2009
    1
      2002

    Series

    1. Finance and Stochastics (1)
    2. Energy Economics (1)
    3. Documentos de trabajo / Banco de España, Servicio de Estudios (1)
    4. Mathematical finance (1)