Details about Eric André
Access statistics for papers by Eric André.
Last updated 2024-05-10. Update your information in the RePEc Author Service.
Short-id: pan446
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Working Papers
2023
- Measuring Information Flows in Option Markets: A Relative Entropy Approach
Post-Print, HAL
2022
- The impact of risk aversion and ambiguity aversion on annuity and saving choices
Post-Print, HAL 
See also Journal Article The impact of risk aversion and ambiguity aversion on annuity and saving choices, Journal of Risk and Uncertainty, Springer (2022) View citations (1) (2022)
2021
- Dirichlet policies for reinforced factor portfolios
Papers, arXiv.org
2016
- Crisp monetary acts in multiple-priors models of decision under ambiguity
Post-Print, HAL
See also Journal Article Crisp monetary acts in multiple-priors models of decision under ambiguity, Journal of Mathematical Economics, Elsevier (2016) (2016)
2014
- Crisp Fair Gambles
Working Papers, HAL 
Also in AMSE Working Papers, Aix-Marseille School of Economics, France (2014)
- Optimal portfolio with vector expected utility
Post-Print, HAL View citations (4)
Also in AMSE Working Papers, Aix-Marseille School of Economics, France (2013)  Post-Print, HAL (2014) View citations (4) Working Papers, HAL (2013) 
See also Journal Article Optimal portfolio with vector expected utility, Mathematical Social Sciences, Elsevier (2014) View citations (4) (2014)
Journal Articles
2022
- The impact of risk aversion and ambiguity aversion on annuity and saving choices
Journal of Risk and Uncertainty, 2022, 65, (1), 33-56 View citations (1)
See also Working Paper The impact of risk aversion and ambiguity aversion on annuity and saving choices, Post-Print (2022) (2022)
2016
- Crisp monetary acts in multiple-priors models of decision under ambiguity
Journal of Mathematical Economics, 2016, 67, (C), 153-161 
See also Working Paper Crisp monetary acts in multiple-priors models of decision under ambiguity, Post-Print (2016) (2016)
2014
- Optimal portfolio with vector expected utility
Mathematical Social Sciences, 2014, 69, (C), 50-62 View citations (4)
See also Working Paper Optimal portfolio with vector expected utility, Post-Print (2014) View citations (4) (2014)
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