关注
Grzegorz Andruszkiewicz
Grzegorz Andruszkiewicz
在 ic.ac.uk 的电子邮件经过验证
标题
引用次数
引用次数
年份
Taming animal spirits: risk management with behavioural factors
G Andruszkiewicz, MHA Davis, S Lleo
Annals of Finance 9, 145-166, 2013
102013
Risk-sensitive investment in a finite-factor model
G Andruszkiewicz, MHA Davis, S Lleo
Stochastics 89 (1), 89-114, 2017
52017
Estimating animal spirits: Conservative risk calculation
G Andruszkiewicz, MHA Davis, S Lleo
Quantitative Finance Letters 2 (1), 14-21, 2014
32014
Animal spirits and value at risk estimation
G Andruszkiewicz, M Davis, S Lleo
Available at SSRN 2425865, 2014
32014
Noise, risk premium, and bubble
G Andruszkiewicz, DC Brody
arXiv preprint arXiv:1103.3206, 2011
32011
SIE–Intelligent Web Proxy Framework
G Andruszkiewicz, K Ciebiera, M Gozdalik, C Kaliszyk, M Srebrny
Web Engineering: 4th International Conference, ICWE 2004, Munich, Germany …, 2004
32004
Risk-sensitive investment in a market with animal spirits
G Andruszkiewicz, M Davis, S Lleo
Available at SSRN 2476017, 2014
2014
Modelling Animal Spirits in Financial Markets
G Andruszkiewicz
Imperial College London, 2014
2014
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