| Factor investing with reinforcement learning G Coqueret, E André Available at SSRN 4103045, 2022 | 9* | 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 | 8* | 2021 |
| Optimal portfolio with vector expected utility E André Mathematical Social Sciences 69, 50-62, 2014 | 2 | 2014 |
| Measuring information flows in option markets: a relative entropy approach E André, L Schneider, B Tavin The Journal of Derivatives 31 (2), 73-99, 2023 | | 2023 |
| Robust Portfolio Allocation Under Dependence Uncertainty and Ambiguity-Aversion 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 |
| Trois essais sur la généralisation des préférences moyenne-variance à l'ambiguïté E Andre Aix-Marseille, 2014 | | 2014 |
| Crisp Fair Gambles E André | | 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 | | |
Guillaume COQUERETEMLYON Business SchoolVerified email at em-lyon.com
