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
AMSE Working Papers, Aix-Marseille School of Economics, France
Also in Working Papers, HAL (2014)
- Optimal portfolio with vector expected utility
Post-Print, HAL View citations (4)
Also in Working Papers, HAL (2013)
AMSE Working Papers, Aix-Marseille School of Economics, France (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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