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Details about Olivier Brandouy

E-mail:
Homepage:http://brandouy.free.fr
Phone:+33 5 56 84 25 75
Postal address:GREThA - UMR CNRS 5113 Université Montesquieu - Bordeaux IV avenue Léon Duguit 33608 Pessac cedex - FRANCE
Workplace:Groupe de Recherche en Économie Théorique et Appliquée (GREThA) (Research Group on Theoretical and Applied Economics), Université de Bordeaux (University of Bordeaux), (more information at EDIRC)

Access statistics for papers by Olivier Brandouy.

Last updated 2018-11-21. Update your information in the RePEc Author Service.

Short-id: pbr102


Jump to Journal Articles Edited books

Working Papers

2015

  1. Estimating the Algorithmic Complexity of Stock Markets
    Papers, arXiv.org Downloads View citations (1)
  2. Frontier-based vs. traditional mutual fund ratings: A first backtesting analysis
    Post-Print, HAL View citations (4)
    See also Journal Article in European Journal of Operational Research (2015)

2013

  1. Backtesting superfund portfolio strategies based on frontier-based mutual fund ratings
    Post-Print, HAL View citations (2)
    Also in Working Papers, Hogeschool-Universiteit Brussel, Faculteit Economie en Management (2012) Downloads View citations (6)
  2. On the Design of Agent-based Artificial Stock Markets
    Post-Print, HAL View citations (7)

2012

  1. Algorithmic Complexity of Financial Motions
    ASSRU Discussion Papers, ASSRU - Algorithmic Social Science Research Unit Downloads View citations (1)
    Also in Post-Print, HAL (2012)

    See also Journal Article in Research in International Business and Finance (2014)
  2. Introducing ATOM
    Post-Print, HAL
  3. Optimal Portfolio Diversification? A multi-agents ecological competition analysis
    Post-Print, HAL
  4. Risk Aversion Impact on Investment Strategy Performance: A Multi Agent-Based Analysis
    Post-Print, HAL View citations (2)

2011

  1. Efficient Monitoring of Financial Orders with Agent-Based Technologies
    Post-Print, HAL
  2. Key Points For Realistic Agent-Based Financial Market Simulations
    Post-Print, HAL View citations (2)

2010

  1. A Generic Architecture for Realistic Simulations of Complex Financial Dynamics
    Post-Print, HAL View citations (3)
  2. Exploring bi-criteria versus multi-dimensional lower partial moment portfolio models
    Post-Print, HAL
    Also in Working Papers, Hogeschool-Universiteit Brussel, Faculteit Economie en Management (2009) Downloads
  3. Portfolio performance gauging in discrete time using a luenberger productivity indicator
    Post-Print, HAL View citations (8)
    Also in Working Papers, Hogeschool-Universiteit Brussel, Faculteit Economie en Management (2008) Downloads
    Working Papers, IESEG School of Management (2009) Downloads View citations (1)

    See also Journal Article in Journal of Banking & Finance (2010)
  4. Simuler pour comprendre: un éclairage sur les dynamiques de marchés financiers à l'aide des systèmes multi-agents
    Post-Print, HAL
    Also in Post-Print, HAL (2009) View citations (2)
  5. Une analyse de la complexité des dynamiques financiéres à l'aide de modèles multi-agents
    Post-Print, HAL
    Also in Post-Print, HAL (2008)

2009

  1. Calibrating Agent-Based Models of financial markets
    Post-Print, HAL
  2. Ex-Post Optimal Strategy for the Trading of a Single Financial Asset
    Post-Print, HAL
  3. Gauging Agent-Based Trading of a Single Financial Asset
    Post-Print, HAL
  4. Simuler pour comprendre: une explication des dynamiques de marchés financiers des systèmes multi-agents
    Post-Print, HAL

2008

  1. Evaluation of Agent-Based Automatic Trading
    Post-Print, HAL
  2. Performance Gauging in Discrete Time Using a Luenberger Portfolio Productivity Indicator
    Post-Print, HAL
    Also in Post-Print, HAL (2008)
    Post-Print, HAL (2008)
    Post-Print, HAL (2008)
    Post-Print, HAL (2008)

2007

  1. A Conceptual Framework for the Evaluation of Agent-Based Trading and Technical Analysis
    Post-Print, HAL
    Also in Post-Print, HAL (2007)
  2. L'apport des SMA à la modélisation des marchés financiers
    Post-Print, HAL
    Also in Post-Print, HAL (2007)
  3. Testing double auction as a component within a generic market model architecture
    Post-Print, HAL
    Also in Post-Print, HAL (2007)
    MPRA Paper, University Library of Munich, Germany (2007) Downloads
  4. Un modèle d'interaction réaliste pour la simulation de marchés financiers
    Post-Print, HAL
    Also in Post-Print, HAL (2007)

2006

  1. A Broad Spectrum Computational Analysis for Market Efficiency
    Post-Print, HAL
  2. A Broad-Spectrum Computational Approach for Market Efficiency
    Post-Print, HAL
    Also in Computing in Economics and Finance 2006, Society for Computational Economics (2006) Downloads
  3. Capital Asset Pricing Model on the basis of Heterogeneous Investors
    Post-Print, HAL
    Also in Post-Print, HAL (2006)
  4. Large Scale investigation of EMH with virtual agents
    Post-Print, HAL
  5. Large-Scale Agent-Based Simulations and the Efficient Markets Hypothesis
    Post-Print, HAL
  6. Les Marchés financiers artificiels
    Post-Print, HAL
    Also in Post-Print, HAL (2006)
  7. Les marchés artificiels
    Post-Print, HAL
  8. Sensitivité aux annonces macroéconomiques: une approche conventionnaliste
    Post-Print, HAL

2005

  1. Artificial Economics
    Post-Print, HAL View citations (9)
  2. Artificial Economics: Agent-Based Methods in Finance, Game Theory and their Applications, Lectures Notes in Economic and Mathematical Systems
    Post-Print, HAL
  3. Complexité et phénomènes critiques en finance
    Post-Print, HAL View citations (4)
  4. Croyances, représentations collectives et conventions en finance
    Post-Print, HAL View citations (2)
    Also in ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (2005) View citations (9)
  5. Efficience informationnelle et efficience technique
    Post-Print, HAL
  6. Learning Strategies and Environmental Discontinuities
    Post-Print, HAL
    Also in Post-Print, HAL (2005)
  7. Stock Markets as Minority Games: Cognitive Heterogeneity and Equilibrium Emergence
    Post-Print, HAL
    See also Journal Article in Physica A: Statistical Mechanics and its Applications (2005)
  8. Surviving Technological Discontinuities: Learning Strategies and Resource Accumulation
    Post-Print, HAL

Journal Articles

2015

  1. Frontier-based vs. traditional mutual fund ratings: A first backtesting analysis
    European Journal of Operational Research, 2015, 242, (1), 332-342 Downloads View citations (4)
    See also Working Paper (2015)

2014

  1. A computational definition of financial randomness
    Quantitative Finance, 2014, 14, (5), 761-770 Downloads View citations (3)
  2. Algorithmic complexity of financial motions
    Research in International Business and Finance, 2014, 30, (C), 336-347 Downloads View citations (4)
    See also Working Paper (2012)

2012

  1. A re-examination of the “zero is enough” hypothesis in the emergence of financial stylized facts
    Journal of Economic Interaction and Coordination, 2012, 7, (2), 223-248 Downloads View citations (2)

2010

  1. Portfolio performance gauging in discrete time using a Luenberger productivity indicator
    Journal of Banking & Finance, 2010, 34, (8), 1899-1910 Downloads View citations (8)
    See also Working Paper (2010)

2005

  1. Stock markets as Minority Games: cognitive heterogeneity and equilibrium emergence
    Physica A: Statistical Mechanics and its Applications, 2005, 349, (1), 302-328 Downloads
    See also Working Paper (2005)

2003

  1. Asymmetric information, imitative behaviour and communication: price formation in an experimental asset market
    The European Journal of Finance, 2003, 9, (5), 393-419 Downloads View citations (2)

2001

  1. Laboratory incentive structure and control-test design in an experimental asset market
    Journal of Economic Psychology, 2001, 22, (1), 1-26 Downloads View citations (1)

1999

  1. Incertitude et fourchettes de prix sur un marché d'enchères:les apports du laboratoire
    Revue Finance Contrôle Stratégie, 1999, 2, (3), 87-113 Downloads

Edited books

2006

  1. Artificial Economics
    Lecture Notes in Economics and Mathematical Systems, Springer View citations (1)
 
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