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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:Bordeaux Sciences Économiques (BSE) (Bordeaux School of 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 (13)
    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 (11)

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 View citations (1)
  3. Optimal Portfolio Diversification? A multi-agents ecological competition analysis
    Post-Print, HAL View citations (1)
  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 (3)

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 (11)
    Also in Working Papers, Hogeschool-Universiteit Brussel, Faculteit Economie en Management (2008) Downloads
    Working Papers, IESEG School of Management (2009) Downloads View citations (2)

    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 (13)
  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 (3)
    Also in ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (2005) View citations (10)
  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 (13)
    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 (5)
    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 (3)

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 (11)
    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 (4)

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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