Eric ANDRE
Assistant Professor, Head of the Quantitative Finance & Economics department
Research topics
1. Decision under risk and ambiguity
2. Financial markets and asset pricing
3. Intertemporal asset pricing
4. Risk measures
5. Portfolio Theory
Publications
André, Eric, Bommier, Antoine, Le Grand, François. 2022. The impact of risk aversion and ambiguity aversion on annuity and saving choices. Journal of Risk and Uncertainty, 65 (1) : 33-56 p.
André, Eric. 2016. Crisp monetary acts in multiple-priors models of decision under ambiguity. Journal of Mathematical Economics, 67 : 153-161 p.
André, Eric. 2014. Optimal portfolio with vector expected utility. Mathematical Social Sciences, 69 : 50-62 p.
Academic articles
André, Eric, Laurent, Bernard. 2020. A Wall Street, tout va bien, merci. La Croix: 27-27 p.