Taming animal spirits: risk management with behavioural factors G Andruszkiewicz, MHA Davis, S Lleo Annals of Finance 9, 145-166, 2013 | 10 | 2013 |
Risk-sensitive investment in a finite-factor model G Andruszkiewicz, MHA Davis, S Lleo Stochastics 89 (1), 89-114, 2017 | 5 | 2017 |
Estimating animal spirits: Conservative risk calculation G Andruszkiewicz, MHA Davis, S Lleo Quantitative Finance Letters 2 (1), 14-21, 2014 | 3 | 2014 |
Animal spirits and value at risk estimation G Andruszkiewicz, M Davis, S Lleo Available at SSRN 2425865, 2014 | 3 | 2014 |
Noise, risk premium, and bubble G Andruszkiewicz, DC Brody arXiv preprint arXiv:1103.3206, 2011 | 3 | 2011 |
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 | 3 | 2004 |
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 |