logo
科言猫学术研究的AI总结
language
手机端手机端
  • Phone Feature微信小程序
简体中文简体中文
notice消息通知
博客博客
delete
arrow
返回
S

Sébastien Lleo

finance department

13H指数
116论文数
712被引数
收录论文 6
发表时间
logo
Changepoint detection in the cross-section of stock returns股票收益横截面上的变点检测
errAnnals of Operations Research
IF4.5
err2026-03-15
err0
errOAAI
errSébastien Lleo; William T. Ziemba; Jessica Li
err分享
err收藏
Dual dominance: how Harry Markowitz and William Ziemba impacted portfolio management
errANNALS OF OPERATIONS RESEARCH
IF4.5
err2024-10-07
err0
PREAI
errLleo, Sebastien; Maclean, Leonard C.
err分享
err收藏
On the separation of estimation and control in risk-sensitive investment problems under incomplete observation
errEUROPEAN JOURNAL OF OPERATIONAL RESEARCH
IF6
err2024-07-01
err1
errOAAI
errLleo, Sebastien; Runggaldier, Wolfgang J.
err分享
err收藏
Jump-diffusion risk-sensitive benchmarked asset management with traditional and alternative data具有传统和替代数据的跳跃扩散风险敏感基准资产管理
errANNALS OF OPERATIONS RESEARCH
IF4.5
err2022-12-26
err3
PREAI
errDavis, Mark; Lleo, Sebastien
err分享
err收藏
Debiased expert forecasts in continuous-time asset allocation
errJOURNAL OF BANKING & FINANCE
IF3.8
err2020-04-01
err14
errOAAI
errDavis, Mark; Lleo, Sebastien
err分享
err收藏
Some historical perspectives on the Bond-Stock Earnings Yield Model for crash prediction around the world
errINTERNATIONAL JOURNAL OF FORECASTING
IF7.1
err2015-04-01
err8
errOAAI
errLleo, Sebastien; Ziemba, William T.
err分享
err收藏

研究方向

暂时未获取到该数据
合作学者
合作期刊
M
Mark H. Davis
H 指数: 66 · 论文数: 330
W
Wolfgang J. Runggaldier
H 指数: 23 · 论文数: 153
L
Leonard C. MacLean
H 指数: 16 · 论文数: 121
W
William T. Ziemba
H 指数: 0 · 论文数: 2
J
Jessica Li
H 指数: 0 · 论文数: 2
查看更多