Eric André
(Eric Andre)
Personal Details
First Name: | Eric |
Middle Name: | |
Last Name: | Andre |
Suffix: | |
RePEc Short-ID: | pan446 |
[This author has chosen not to make the email address public] | |
https://eric-andre.github.io/ | |
Terminal Degree: | 2014 Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM); École d'Économie d'Aix-Marseille; Aix-Marseille Université (from RePEc Genealogy) |
Affiliation
EMLYON Business School
Lyon, Francehttps://em-lyon.com/
RePEc:edi:emlyofr (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Eric André & Lorenz Schneider & Bertrand Tavin, 2023. "Measuring Information Flows in Option Markets : A Relative Entropy Approach," Post-Print hal-04325773, HAL.
- Eric André & Antoine Bommier & François Le Grand, 2022.
"The impact of risk aversion and ambiguity aversion on annuity and saving choices,"
Post-Print
hal-04325572, HAL.
- Eric André & Antoine Bommier & François Le Grand, 2022. "The impact of risk aversion and ambiguity aversion on annuity and saving choices," Journal of Risk and Uncertainty, Springer, vol. 65(1), pages 33-56, August.
- Eric Andr'e & Guillaume Coqueret, 2020. "Dirichlet policies for reinforced factor portfolios," Papers 2011.05381, arXiv.org, revised Jun 2021.
- Eric André, 2016.
"Crisp monetary acts in multiple-priors models of decision under ambiguity,"
Post-Print
hal-02311921, HAL.
- André, Eric, 2016. "Crisp monetary acts in multiple-priors models of decision under ambiguity," Journal of Mathematical Economics, Elsevier, vol. 67(C), pages 153-161.
- Éric André, 2014.
"Crisp Fair Gambles,"
AMSE Working Papers
1410, Aix-Marseille School of Economics, France, revised 15 Mar 2014.
- Eric André, 2014. "Crisp Fair Gambles," Working Papers halshs-00984352, HAL.
- Eric André, 2013.
"Optimal Portfolio with Vector Expected Utility,"
AMSE Working Papers
1308, Aix-Marseille School of Economics, France, revised 11 Feb 2013.
- André, Eric, 2014. "Optimal portfolio with vector expected utility," Mathematical Social Sciences, Elsevier, vol. 69(C), pages 50-62.
- Eric André, 2014. "Optimal portfolio with vector expected utility," Post-Print hal-02313341, HAL.
- Eric André, 2013. "Optimal Portfolio with Vector Expected Utility," Working Papers halshs-00796482, HAL.
- Eric André, 2014. "Optimal portfolio with vector expected utility," Post-Print hal-01474246, HAL.
Articles
- Eric André & Antoine Bommier & François Le Grand, 2022.
"The impact of risk aversion and ambiguity aversion on annuity and saving choices,"
Journal of Risk and Uncertainty, Springer, vol. 65(1), pages 33-56, August.
- Eric André & Antoine Bommier & François Le Grand, 2022. "The impact of risk aversion and ambiguity aversion on annuity and saving choices," Post-Print hal-04325572, HAL.
- André, Eric, 2016.
"Crisp monetary acts in multiple-priors models of decision under ambiguity,"
Journal of Mathematical Economics, Elsevier, vol. 67(C), pages 153-161.
- Eric André, 2016. "Crisp monetary acts in multiple-priors models of decision under ambiguity," Post-Print hal-02311921, HAL.
- André, Eric, 2014.
"Optimal portfolio with vector expected utility,"
Mathematical Social Sciences, Elsevier, vol. 69(C), pages 50-62.
- Eric André, 2014. "Optimal portfolio with vector expected utility," Post-Print hal-02313341, HAL.
- Eric André, 2013. "Optimal Portfolio with Vector Expected Utility," Working Papers halshs-00796482, HAL.
- Eric André, 2014. "Optimal portfolio with vector expected utility," Post-Print hal-01474246, HAL.
- Eric André, 2013. "Optimal Portfolio with Vector Expected Utility," AMSE Working Papers 1308, Aix-Marseille School of Economics, France, revised 11 Feb 2013.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Eric André & Antoine Bommier & François Le Grand, 2022.
"The impact of risk aversion and ambiguity aversion on annuity and saving choices,"
Post-Print
hal-04325572, HAL.
- Eric André & Antoine Bommier & François Le Grand, 2022. "The impact of risk aversion and ambiguity aversion on annuity and saving choices," Journal of Risk and Uncertainty, Springer, vol. 65(1), pages 33-56, August.
Cited by:
- Pierre-Carl Michaud & Pascal St. Amour, 2023.
"Longevity, Health and Housing Risks Management in Retirement,"
NBER Working Papers
31038, National Bureau of Economic Research, Inc.
- Pierre-Carl Michaud & Pascal St-Amour, 2023. "Longevity, Health and Housing Risks Management in Retirement," Cahiers de recherche / Working Papers 13, Institut sur la retraite et l'épargne / Retirement and Savings Institute.
- Pierre-Carl Michaud & Pascal St-Amour, 2023. "Longevity, Health and Housing Risks Management in Retirement," CIRANO Working Papers 2023s-07, CIRANO.
- Pierre-Carl Michaud & Pascal St-Amour, 2023. "Longevity, Health and Housing Risks Management in Retirement," Swiss Finance Institute Research Paper Series 23-18, Swiss Finance Institute.
- Eric André, 2013.
"Optimal Portfolio with Vector Expected Utility,"
AMSE Working Papers
1308, Aix-Marseille School of Economics, France, revised 11 Feb 2013.
- André, Eric, 2014. "Optimal portfolio with vector expected utility," Mathematical Social Sciences, Elsevier, vol. 69(C), pages 50-62.
- Eric André, 2014. "Optimal portfolio with vector expected utility," Post-Print hal-02313341, HAL.
- Eric André, 2013. "Optimal Portfolio with Vector Expected Utility," Working Papers halshs-00796482, HAL.
- Eric André, 2014. "Optimal portfolio with vector expected utility," Post-Print hal-01474246, HAL.
Cited by:
- Brice Corgnet & Roberto Hernán-Gonzalez & Praveen Kujal, 2018.
"On Booms That Never Bust: Ambiguity in Experimental Asset Markets with Bubbles,"
Working Papers
halshs-01898435, HAL.
- Brice Corgnet & Roberto Hernán-González & Praveen Kujal, 2018. "On Booms That Never Bust: Ambiguity in Experimental Asset Markets with Bubbles," Working Papers 18-15, Chapman University, Economic Science Institute.
- Brice Corgnet & Roberto Hernán-González & Praveen Kujal, 2018. "On Booms That Never Bust: Ambiguity in Experimental Asset Markets with Bubbles," Working Papers 1825, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
- Brice Corgnet & Roberto Hernán-Gonzalez & Praveen Kujal, 2020. "On booms that never bust: Ambiguity in experimental asset markets with bubbles," Post-Print halshs-03031385, HAL.
- Corgnet, Brice & Hernán-González, Roberto & Kujal, Praveen, 2020. "On booms that never bust: Ambiguity in experimental asset markets with bubbles," Journal of Economic Dynamics and Control, Elsevier, vol. 110(C).
Articles
- Eric André & Antoine Bommier & François Le Grand, 2022.
"The impact of risk aversion and ambiguity aversion on annuity and saving choices,"
Journal of Risk and Uncertainty, Springer, vol. 65(1), pages 33-56, August.
See citations under working paper version above.
- Eric André & Antoine Bommier & François Le Grand, 2022. "The impact of risk aversion and ambiguity aversion on annuity and saving choices," Post-Print hal-04325572, HAL.
- André, Eric, 2014.
"Optimal portfolio with vector expected utility,"
Mathematical Social Sciences, Elsevier, vol. 69(C), pages 50-62.
See citations under working paper version above.Sorry, no citations of articles recorded.
- Eric André, 2014. "Optimal portfolio with vector expected utility," Post-Print hal-02313341, HAL.
- Eric André, 2013. "Optimal Portfolio with Vector Expected Utility," Working Papers halshs-00796482, HAL.
- Eric André, 2014. "Optimal portfolio with vector expected utility," Post-Print hal-01474246, HAL.
- Eric André, 2013. "Optimal Portfolio with Vector Expected Utility," AMSE Working Papers 1308, Aix-Marseille School of Economics, France, revised 11 Feb 2013.
More information
Research fields, statistics, top rankings, if available.Statistics
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NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 5 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-UPT: Utility Models and Prospect Theory (5) 2013-03-02 2013-03-16 2014-05-09 2014-05-17 2024-01-22. Author is listed
- NEP-MIC: Microeconomics (2) 2014-05-09 2014-05-17
- NEP-RMG: Risk Management (1) 2024-01-22
Corrections
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