Eric ANDRE
Associate Professor, Head of 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, Schneider, Lorenz, Tavin, Bertrand. 2023. Measuring Information Flows in Option Markets: A Relative Entropy Approach. Journal of Derivatives, 31 (2) : 73-99 p.
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. 2024. Monsieur Le Maire, le vrai courage serait de taxer les superprofits. Libération
André, Eric, Laurent, Bernard. 2023. « Nous vivons mondialement une économie de casino avec des montages financiers toujours plus complexes ». Le Monde
André, Eric, Laurent, Bernard. 2020. A Wall Street, tout va bien, merci. La Croix: 27-27 p.