Álvaro Cartea
Scholar

Álvaro Cartea

Google Scholar ID: Kfl6fVQAAAAJ
University of Oxford and Oxford-Man Institute
Mathematical FinanceMarket MicrostructureEnergyFinanceAlgorithmic Collusion
Citations & Impact
All-time
Citations
2,982
 
H-index
27
 
i10-index
53
 
Publications
20
 
Co-authors
48
list available
Resume (English only)
Academic Achievements
  • Serves as Editor-in-Chief of Applied Mathematical Finance and is on the editorial boards of Market Microstructure and Liquidity, Journal of Commodity Markets, and Journal of Energy Markets. Author of Algorithmic and High-Frequency Trading published by Cambridge University Press.
Research Experience
  • Was a Reader in Mathematical Finance at University College London before coming to Oxford. Previously, he was the JP Morgan Lecturer in Financial Mathematics at Exeter College, University of Oxford.
Education
  • Obtained his doctorate from the University of Oxford in 2003.
Background
  • Research interests include algorithmic collusion, algorithmic and high-frequency trading, decentralized finance, automated market making, and energy markets. He is a Professor of Mathematical Finance at the University of Oxford and director of the Oxford-Man Institute of Quantitative Finance.
Miscellany
  • Email: Alvaro.Cartea@maths.ox.ac.uk; Has Twitter and LinkedIn profiles; Photo by Ian Wallman.