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Olivier Brandouy

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This is information that was supplied by Olivier Brandouy in registering through RePEc. If you are Olivier Brandouy , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Olivier
Middle Name:
Last Name: Brandouy
Suffix:

RePEc Short-ID: pbr102

Email:
Homepage: http://brandouy.free.fr
Postal Address: GREThA - UMR CNRS 5113 Université Montesquieu - Bordeaux IV avenue Léon Duguit 33608 Pessac cedex - FRANCE
Phone: +33 5 56 84 25 75

Affiliation

Groupe de Recherche en Économie Théorique et Appliquée (GREThA)
Location: Pessac, France
Homepage: http://www.gretha.fr/
Email:
Phone: +33 (0)5.56.84.25.75
Fax: +33 (0)5.56.84.86.47
Postal: Avenue Léon Duguit, 33608 Pessac Cedex
Handle: RePEc:edi:ifredfr (more details at EDIRC)

Works

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Working papers

  1. Olivier Brandouy & Jean-Paul Delahaye & Lin Ma & Hector Zenil, 2012. "Algorithmic Complexity of Financial Motions," ASSRU Discussion Papers 1204, ASSRU - Algorithmic Social Science Research Unit.
  2. Brandouy, Olivier & Kerstens, Kristiaan & Van de Woestyne, Ignace, 2012. "Backtesting super-fund portfolio strategies based on frontier-based mutual fund ratings," Working Papers 2012/29, Hogeschool-Universiteit Brussel, Faculteit Economie en Management.
  3. Brandouy, Olivier & Kerstens, Kristiaan & Van de Woestyne, Ignace, 2009. "Exploring Bi-Criteria versus Multi-Dimensional Lower Partial Moment Portfolio Models," Working Papers 2009/29, Hogeschool-Universiteit Brussel, Faculteit Economie en Management.
  4. Olivier Brandouy & Walter Briec & Kristiaan Kerstens & Ignace Van de Woestyne, 2008. "Portfolio Performance Gauging in Discrete Time Using a Luenberger Productivity Indicator," Working Papers 2008-ECO-12, IESEG School of Management, revised Oct 2009.
  5. Derveeuw, Julien & Beaufils, Bruno & Mathieu, Philippe & Brandouy, Olivier, 2007. "Testing double auction as a component within a generic market model architecture," MPRA Paper 4918, University Library of Munich, Germany.
  6. Olivier Brandouy & Philippe Mathieu, 2006. "A Broad-Spectrum Computational Approach for Market Efficiency," Computing in Economics and Finance 2006 492, Society for Computational Economics.
  7. David Bourghelle & Olivier Brandouy & Roland Gillet & André Orléan, 2005. "Croyances, représentations collectives et conventions en finance," ULB Institutional Repository 2013/14357, ULB -- Universite Libre de Bruxelles.

Articles

  1. Olivier Brandouy & Angelo Corelli & Iryna Veryzhenko & Roger Waldeck, 2012. "A re-examination of the “zero is enough” hypothesis in the emergence of financial stylized facts," Journal of Economic Interaction and Coordination, Springer, vol. 7(2), pages 223-248, October.
  2. Brandouy, Olivier & Briec, Walter & Kerstens, Kristiaan & Van de Woestyne, Ignace, 2010. "Portfolio performance gauging in discrete time using a Luenberger productivity indicator," Journal of Banking & Finance, Elsevier, vol. 34(8), pages 1899-1910, August.
  3. Brandouy, O., 2005. "Stock markets as Minority Games: cognitive heterogeneity and equilibrium emergence," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 349(1), pages 302-328.
  4. Olivier Brandouy & Pascal Barneto & Lawrence Leger, 2003. "Asymmetric information, imitative behaviour and communication: price formation in an experimental asset market," The European Journal of Finance, Taylor & Francis Journals, vol. 9(5), pages 393-419.
  5. Brandouy, Olivier, 2001. "Laboratory incentive structure and control-test design in an experimental asset market," Journal of Economic Psychology, Elsevier, vol. 22(1), pages 1-26, February.
  6. Olivier Brandouy & Pascal Barneto, 1999. "Incertitude et fourchettes de prix sur un marché d'enchères:les apports du laboratoire," Revue Finance Contrôle Stratégie, revues.org, vol. 2(3), pages 87-113, September.

NEP Fields

4 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CMP: Computational Economics (1) 2012-09-16. Author is listed
  2. NEP-FIN: Finance (1) 2006-07-15. Author is listed

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