Sébastien Lleo

Available identifiers

Publication	Date of Publication	Type
On the separation of estimation and control in risk-sensitive investment problems under incomplete observation	2024-08-13	Paper
Jump-diffusion risk-sensitive benchmarked asset management with traditional and alternative data	2024-06-04	Paper
Risk‐sensitive benchmarked asset management with expert forecasts	2023-09-28	Paper
Stochastic Disorder Problems	2020-12-07	Paper
Book review	2020-12-07	Paper
Stock Market Crashes	2019-04-16	Paper
Risk-sensitive investment in a finite-factor model	2017-04-11	Paper
Jump-diffusion asset-liability management via risk-sensitive control	2015-08-03	Paper
Risk-sensitive investment management	2014-11-13	Paper
Taming animal spirits: risk management with behavioural factors	2014-11-12	Paper
https://portal.mardi4nfdi.de/entity/Q5416123	2014-05-19	Paper
Stock market crashes in 2007–2009: were we able to predict them?	2014-01-24	Paper
Jump-diffusion risk-sensitive asset management. II: Jump-diffusion factor model	2013-07-17	Paper
Jump-Diffusion Risk-Sensitive Asset Management I: Diffusion Factor Model	2011-02-10	Paper
Risk-sensitive benchmarked asset management	2008-08-07	Paper

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