Olivier Brandouy

Université Paris 1, Sorbonne Graduate Business School

Professor of Finance

21 rue Broca

Paris, 75005

France

http://brandouy.free.fr

SCHOLARLY PAPERS

3

DOWNLOADS

222

CITATIONS

0

Scholarly Papers (3)

1.

How Much Can You Earn in the Stock Market ? Answers from the Algorithmic Graph Theory

Number of pages: 22 Posted: 14 Jul 2009 Last Revised: 06 Jul 2012
Olivier Brandouy, Philippe Mathieu and Iryna Veryzhenko
Université Paris 1, Sorbonne Graduate Business School, University of Lille I and University of Lille I
Downloads 102 (211,132)

Abstract:

market timing, optimal strategy, finance, network, algorithm, computational method

2.

Estimating the Algorithmic Complexity of Stock Markets

International Conference of the French Finance Association (AFFI), May 11-13, 2011, Algorithmic Finance 2015, 4:3-4, 159-178
Number of pages: 21 Posted: 12 May 2011
Olivier Brandouy, J. P. Delahaye and L. Ma
Université Paris 1, Sorbonne Graduate Business School, affiliation not provided to SSRN and affiliation not provided to SSRN
Downloads 54 (208,386)

Abstract:

3.

Laboratory Incentive Structure and Control-Test Design in an Experimental Asset Market

Journal of Economic Psychology, Vol. 22, 2001
Posted: 21 Sep 2009
Olivier Brandouy
Université Paris 1, Sorbonne Graduate Business School

Abstract:

Induced value theory, Behavior, Double-auction, Design of experiment, Experimental asset market, Test-reference protocol

Other Papers (1)

Total Downloads: 49    Citations: 1
1.

Portfolio Performance Gauging in Discrete Time Using a Luenberger Productivity Indicator

Journal of Banking and Finance, Forthcoming
Number of pages: 27 Posted: 27 Mar 2009 Last Revised: 18 Mar 2010
Université Paris 1, Sorbonne Graduate Business School, University of Perpignan, CNRS-LEM (UMR 9221) and Hogeschool-Universiteit Brussel (HUBrussel)
Downloads 43
Citation 1

Abstract:

shortage function, mean-variance, mean-variance-skewness, efficient portfolios, Luenberger portfolio productivity indicator