Sébastien Lleo

2008

A researcher in the Science corpus: 1 paper; trusts 0 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Papers from Sébastien Lleo's perspective

Ordered by how strongly the researchers Sébastien Lleo trusts endorse each paper. Same corpus, a different order for every researcher.

1. Risk-sensitive portfolio optimization on infinite time horizon
2. The Stochastic Programming Approach to Asset, Liability, and Wealth Management
3. Risk-Sinsitive Dynamic Portfolio Optimization with Partial Information on Infinite Time Horizon
4. Risk‐Sensitive Control and an Optimal Investment Model
5. Brownian Motion and Stochastic Calculus
6. Convex measures of risk and trading constraints (Finance and Stochastics)
7. A Comparison of Two Quadratic Approaches to Hedging in Incomplete Markets
8. Martingales versus PDEs in finance: an equivalence result with examples (Journal of Applied Probability)
9. Local martingales, arbitrage, and viability Free snacks and cheap thrills
10. Relative arbitrage in volatility-stabilized markets

Their papers

• Risk-sensitive benchmarked asset management (2008) — 77 citations