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Eric André
Tytuł
Cytowane przez
Cytowane przez
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Factor investing with reinforcement learning
G Coqueret, E André
Available at SSRN 4103045, 2022
12*2022
The Impact of Risk Aversion and Ambiguity Aversion on Annuity and Saving Choices
E André, A Bommier, F Le Grand
Journal of Risk and Uncertainty, 2021
9*2021
Optimal portfolio with vector expected utility
E André
Mathematical Social Sciences 69, 50-62, 2014
22014
Measuring Information Flows in Option Markets: A Relative Entropy Approach.
A Eric, S Lorenz, T Bertrand
Journal of Derivatives 31 (2), 2023
2023
Robust Portfolio Allocation Under Dependence Uncertainty
E André, B Tavin
Available at SSRN 4496438, 2023
2023
Factor investing with reinforcement learning
E André, G Coqueret
Available at SSRN 3726714, 2022
2022
A Bayesian Application of the Variational Preferences to Optimal Portfolio Choice
E André
Available at SSRN 4153591, 2022
2022
Optimal Insurance for Prudent Risk Averters and Risk Lovers
E André, O Le Courtois, X Su
Available at SSRN 3505396, 2019
2019
Crisp monetary acts in multiple-priors models of decision under ambiguity
E André
Journal of Mathematical Economics 67, 153-161, 2016
2016
Crisp Fair Gambles
E André
2014
Trois essais sur la généralisation des préférences moyenne–variance à l’ambiguïté
E André
Université d’Aix-Marseille, 2014
2014
Ambiguity in Factor Models with Vector Expected Utility
E André
Available at SSRN 4285425, 0
Choix de portefeuille en temps continu et ambiguïté
E ANDRÉ
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