Álvaro Cartea

3.2k total citations
119 papers, 1.9k citations indexed

About

Álvaro Cartea is a scholar working on Finance, Economics and Econometrics and Management Science and Operations Research. According to data from OpenAlex, Álvaro Cartea has authored 119 papers receiving a total of 1.9k indexed citations (citations by other indexed papers that have themselves been cited), including 94 papers in Finance, 73 papers in Economics and Econometrics and 35 papers in Management Science and Operations Research. Recurrent topics in Álvaro Cartea's work include Financial Markets and Investment Strategies (60 papers), Complex Systems and Time Series Analysis (43 papers) and Stochastic processes and financial applications (41 papers). Álvaro Cartea is often cited by papers focused on Financial Markets and Investment Strategies (60 papers), Complex Systems and Time Series Analysis (43 papers) and Stochastic processes and financial applications (41 papers). Álvaro Cartea collaborates with scholars based in United Kingdom, United States and Canada. Álvaro Cartea's co-authors include Sebastian Jaimungal, José Penalva, D. del-Castillo-Negrete, Pablo Villaplana, Fred Espen Benth, Rüdiger Kiesel, Thomas G. Williams, Hélyette Geman, Yixuan Wang and Zhen Qin and has published in prestigious journals such as Journal of Banking & Finance, Energy Economics and SIAM Review.

In The Last Decade

Álvaro Cartea

111 papers receiving 1.8k citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Álvaro Cartea United Kingdom	24	1.2k	959	427	302	189	119	1.9k
Peter Tankov France	20	2.4k 2.0×	960 1.0×	527 1.2×	154 0.5×	154 0.8×	72	3.2k
Ernst Eberlein Germany	25	2.3k 1.9×	998 1.0×	486 1.1×	275 0.9×	34 0.2×	129	3.0k
Patrick Cheridito Switzerland	26	1.9k 1.6×	892 0.9×	867 2.0×	48 0.2×	119 0.6×	61	2.4k
Yongzeng Lai Canada	17	565 0.5×	553 0.6×	392 0.9×	58 0.2×	210 1.1×	59	1.3k
Agnès Sulem France	26	2.3k 1.9×	1.1k 1.2×	849 2.0×	50 0.2×	260 1.4×	85	3.0k
Hélyette Geman United Kingdom	30	4.3k 3.6×	2.5k 2.6×	690 1.6×	237 0.8×	145 0.8×	88	5.3k
Zhifeng Dai China	28	505 0.4×	1.1k 1.2×	367 0.9×	96 0.3×	45 0.2×	79	1.9k
Nizar Touzi France	34	3.6k 3.0×	1.7k 1.8×	1.3k 2.9×	88 0.3×	246 1.3×	128	4.3k
Steven Kou United States	28	3.5k 2.9×	1.3k 1.3×	784 1.8×	45 0.1×	133 0.7×	73	4.0k
Tak Kuen Siu Australia	31	2.6k 2.2×	1.4k 1.4×	968 2.3×	58 0.2×	125 0.7×	228	3.6k

Countries citing papers authored by Álvaro Cartea

Since Specialization

Citations

This map shows the geographic impact of Álvaro Cartea's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Álvaro Cartea with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Álvaro Cartea more than expected).

Fields of papers citing papers by Álvaro Cartea

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Álvaro Cartea. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Álvaro Cartea. The network helps show where Álvaro Cartea may publish in the future.

Co-authorship network of co-authors of Álvaro Cartea

This figure shows the co-authorship network connecting the top 25 collaborators of Álvaro Cartea. A scholar is included among the top collaborators of Álvaro Cartea based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Álvaro Cartea. Álvaro Cartea is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Cartea, Álvaro, et al.. (2023). Predictable Losses of Liquidity Provision in Constant Function Markets and Concentrated Liquidity Markets. SSRN Electronic Journal. 2 indexed citations

Cartea, Álvaro, et al.. (2023). Bandits for Algorithmic Trading with Signals. SSRN Electronic Journal. 2 indexed citations

Cartea, Álvaro, et al.. (2023). Statistical Predictions of Trading Strategies in Electronic Markets. SSRN Electronic Journal. 2 indexed citations

Cartea, Álvaro, Mihai Cucuringu, & Jin Qi. (2023). Correlation Matrix Clustering for Statistical Arbitrage Portfolios. SSRN Electronic Journal. 2 indexed citations

Cartea, Álvaro, et al.. (2023). Execution and Statistical Arbitrage with Signals in Multiple Automated Market Makers. SSRN Electronic Journal. 6 indexed citations

Cartea, Álvaro, Mihai Cucuringu, & Jin Qi. (2023). Detecting Lead-Lag Relationships in Stock Returns and Portfolio Strategies. SSRN Electronic Journal. 1 indexed citations

Cartea, Álvaro, et al.. (2023). Deep Attentive Survival Analysis in Limit Order Books: Estimating Fill Probabilities with Convolutional-Transformers. SSRN Electronic Journal. 3 indexed citations

Cartea, Álvaro, et al.. (2023). Automated Market Makers Designs Beyond Constant Functions. SSRN Electronic Journal. 7 indexed citations

Cartea, Álvaro, et al.. (2022). Decentralised Finance and Automated Market Making: Predictable Loss and Optimal Liquidity Provision. SSRN Electronic Journal. 19 indexed citations

10.

Cartea, Álvaro, et al.. (2022). Brokers and Informed Traders: dealing with toxic flow and extracting trading signals. SSRN Electronic Journal. 4 indexed citations

11.

Cartea, Álvaro, et al.. (2020). Hedging nontradable risks with transaction costs and price impact. Mathematical Finance. 30(3). 833–868. 1 indexed citations

12.

Cartea, Álvaro, et al.. (2019). Hedge and Speculate: Replicating Option Payoffs with Limit and Market Orders. SIAM Journal on Financial Mathematics. 10(3). 790–814. 3 indexed citations

13.

Cartea, Álvaro, et al.. (2018). The Shadow Price of Latency: Improving Intraday Fill Ratios in Foreign Exchange Markets. SSRN Electronic Journal. 3 indexed citations

14.

Cartea, Álvaro, et al.. (2017). Trading Foreign Exchange Triplets. SSRN Electronic Journal. 1 indexed citations

15.

Cartea, Álvaro & Sebastian Jaimungal. (2015). Incorporating Order-Flow into Optimal Execution. SSRN Electronic Journal. 13 indexed citations

16.

Cartea, Álvaro & Sebastian Jaimungal. (2013). Modelling Asset Prices for Algorithmic and High-Frequency Trading. Applied Mathematical Finance. 20(6). 512–547. 49 indexed citations

17.

Cartea, Álvaro, et al.. (2013). Algorithmic Trading with Learning. SSRN Electronic Journal. 9 indexed citations

18.

Cartea, Álvaro, et al.. (2012). Optimal portfolio choice in real terms: Measuring the benefits of TIPS. Journal of Empirical Finance. 19(5). 721–740. 7 indexed citations

19.

Cartea, Álvaro, et al.. (2009). A Multivariate Commodity Analysis and Applications to Risk Management. UCL Discovery (University College London). 2 indexed citations

20.

Cartea, Álvaro & D. del-Castillo-Negrete. (2007). Fluid limit of the continuous-time random walk with general Lévy jump distribution functions. Physical Review E. 76(4). 41105–41105. 162 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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