Patrimony
The Louis Bachelier Group's patrimony has been defined as all the publications produced by academic researchers thanks to Group funding (ILB, FdR, IEF, Labex) or via the use of EquipEx data (BEDOFIH, EUROFIDAI).
Robustness of the optimal trading strategy.
Analyse technique, Calcul stochastique, Estimation de tendance, Finance quantitative, Inference of hidden Markov models, Merton, Quantitative finance, Ratio de Sharpe, Robustesse, Robustness, Sharpe ratio, Stochastic calculus, Technical analysis, Trading
Essays on Intermediation in Financial Markets.
Négociants, Trading
Anatomy of high-frequency financial markets: analysis of the influence of automation on the microstructure of financial markets.
Algorithmic trading, Automatic trading, Bourse d’échanges, Financial markets, High-frequency trading, Liquidity, Liquidité, Marché financier virtuel, Marchés financiers, Market microstructure, Market stability, Microstructure des marchés financiers, Multilateral trading facilities, Plateforme multilatérale de négociation, Stabilité financière, Stock exchange, Trading, Trading algorithmique, Trading automatique, Trading haute-fréquence, Virtual financial markets
Essays on SME finance and banking.
Contraintes financières, Financial constraints, Investissement, Investment, PME, Relation bancaire, Relationship lending, SME, Trading