Francois Watier

Francois Watier

Université du Québec Montréal - Montréal / Canada
Others
AD Scientific Index ID: 5669925
University of Québec in Montréal
person_outline Francois Watier's MOST POPULAR ARTICLES
1-) Mean–variance efficiency with extended CIR interest ratesR Ferland, F WatierApplied Stochastic Models in Business and Industry 26 (1), 71-84, 2010252010
2-) FBSDE approach to utility portfolio selection in a market with random parametersR Ferland, F WatierStatistics & Probability Letters 78 (4), 426-434, 2008132008
3-) On an optimal multivariate multiperiod mean-variance portfolioJ Vaillancourt, F WatierMathematical Reports of the Academy of Sciences 27 (3), 92, 200542005
4-) Goal achieving probabilities of constrained mean-variance strategiesA Scott, F WatierStatistics & Probability Letters 81 (8), 1021-1026, 201132011
5-) Bounds for goal achieving probabilities of mean-variance strategies with a no bankruptcy constraintA Scott, F WatierApplied Mathematics 3 (12), 2022, 201222012