Eric André

EMLYON Business School

Assistant Professor

23 Avenue Guy de Collongue

Ecully, 69132

France

SCHOLARLY PAPERS

3

DOWNLOADS

190

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Dirichlet Policies for Reinforced Factor Portfolios

Number of pages: 37 Posted: 12 Nov 2020 Last Revised: 13 Nov 2020
Eric André and Guillaume Coqueret
EMLYON Business School and EMLYON Business School
Downloads 148 (238,769)

Abstract:

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Reinforcement Learning, Factor Investing, Equally-weighted Portfolio, Asset Pricing

2.

Optimal Insurance for Prudent Risk Averters and Risk Lovers

Number of pages: 36 Posted: 08 Jan 2020
Eric André, Olivier Le Courtois and Xiaoshan Su
EMLYON Business School, EM Lyon (Ecole de Management de Lyon) - Department of Economics, Finance, Control and Beihang University (BUAA)
Downloads 30 (557,175)

Abstract:

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Third degree risk, Risk lovers, Dual limited stop-loss insurance, Limited change-loss insurance, Limited dual change-loss insurance, Limited stop-loss insurance, Background risk

3.

The Impact of Risk and Ambiguity Aversion on Annuity and Saving Choices

Number of pages: 28 Posted: 18 Feb 2021
EMLYON Business School, ETH Zürich - CER-ETH - Center of Economic Research at ETH Zurich and EMLYON Business School
Downloads 12 (678,417)

Abstract:

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recursive utility, lifecycle model, ambiguity aversion, risk aversion,saving choices, annuity puzzle