|[This author has chosen not to make the email address public]|
|Terminal Degree:||2014 Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM); Aix-Marseille School of Economics (AMSE) (from RePEc Genealogy)|
EMLYON Business SchoolLyon, France
RePEc:edi:emlyofr (more details at EDIRC)
Research outputJump to: Working papers Articles
- Eric André, 2014. "Crisp Fair Gambles," Working Papers halshs-00984352, HAL.
- Eric André, 2013.
"Optimal Portfolio with Vector Expected Utility,"
- André, Eric, 2016. "Crisp monetary acts in multiple-priors models of decision under ambiguity," Journal of Mathematical Economics, Elsevier, vol. 67(C), pages 153-161.
- André, Eric, 2014.
"Optimal portfolio with vector expected utility,"
Mathematical Social Sciences,
Elsevier, vol. 69(C), pages 50-62.
- Eric André, 2014. "Optimal portfolio with vector expected utility," Post-Print hal-01474246, HAL.
- Eric André, 2013. "Optimal Portfolio with Vector Expected Utility," AMSE Working Papers 1308, Aix-Marseille School of Economics, Marseille, France, revised 11 Feb 2013.
- Eric André, 2013. "Optimal Portfolio with Vector Expected Utility," Working Papers halshs-00796482, HAL.
More informationResearch fields, statistics, top rankings, if available.
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