The following pages link to Sébastien Lleo (Q470653):
Displaying 15 items.
- Taming animal spirits: risk management with behavioural factors (Q470654) (← links)
- Jump-diffusion asset-liability management via risk-sensitive control (Q2516637) (← links)
- Jump-Diffusion Risk-Sensitive Asset Management II: Jump-Diffusion Factor Model (Q2840144) (← links)
- Stock market crashes in 2007–2009: were we able to predict them? (Q2873541) (← links)
- Risk-Sensitive Investment Management (Q2929576) (← links)
- Risk-sensitive investment in a finite-factor model (Q2974857) (← links)
- Jump-Diffusion Risk-Sensitive Asset Management I: Diffusion Factor Model (Q3074984) (← links)
- Risk-sensitive benchmarked asset management (Q3518381) (← links)
- Stock Market Crashes (Q4631645) (← links)
- Stochastic Disorder Problems (Q5139212) (← links)
- Book review (Q5139229) (← links)
- (Q5416123) (← links)
- Risk‐sensitive benchmarked asset management with expert forecasts (Q6054376) (← links)
- Jump-diffusion risk-sensitive benchmarked asset management with traditional and alternative data (Q6549608) (← links)
- On the separation of estimation and control in risk-sensitive investment problems under incomplete observation (Q6586267) (← links)
