M. Olivier BRANDOUY
Professeur des Universités
Thèmes de recherche
- Asset Management
- Computational Finance
- Artificial Intelligence and Finance
Spécialités
- Finance de marché
- Risques Financiers
Publications
- O. Brandouy, K. Kerstens, I. Van de Woestyne (2015), “Frontier-based vs. traditional mutual fund ratings : A first backtesting analysis”, European Journal of Operational Research, 242(1), 332–342
- O. Brandouy, J-P. Delahaye, L. Ma (2014), “A Computational Definition of Financial Randomness”, Quantitative Finance, 14(5), 761–770
- O. Brandouy, P.Mathieu, I. Veryzhenko (2012), “Algorithmic determination of the maximum possible earnings for investment strategies”, Decision Support Systems, 54(2), 816–825
- O. Brandouy, W. Briec, K. Kerstens, I. Van de Woestyne (2010), “Portfolio Performance Gauging in Discrete Time Using a Luenberger Productivity Indicator”, Journal of Banking and Finance,
34(8), 1899–1910
