Olivier Brandouy

Olivier Brandouy

Université de Bordeaux - Bordeaux / France
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 917089
University of Bordeaux
person_outline Olivier Brandouy's MOST POPULAR ARTICLES
1-) Portfolio performance gauging in discrete time using a Luenberger productivity indicatorO Brandouy, W Briec, K Kerstens, I Van de WoestyneJournal of Banking & Finance 34 (8), 1899-1910, 2010312010
2-) A generic architecture for realistic simulations of complex financial dynamicsP Mathieu, O BrandouyAdvances in Practical Applications of Agents and Multiagent Systems: 8th …, 2010312010
3-) Frontier-based vs. traditional mutual fund ratings: A first backtesting analysisO Brandouy, K Kerstens, I Van de WoestyneEuropean Journal of Operational Research 242 (1), 332-342, 2015302015
4-) On the design of agent-based artificial stock marketsO Brandouy, P Mathieu, I VeryzhenkoAgents and Artificial Intelligence: Third International Conference, ICAART …, 2013302013
5-) Artificial economics: agent-based methods in finance, game theory and their applicationsP Mathieu, B Beaufils, O BrandouySpringer Science & Business Media, 2005232005