Access Statistics for Sebastien Lleo

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A tale of two indexes: predicting equity market downturns in China 0 0 0 32 0 1 7 54
A tale of two indexes: predicting equity market downturns in China 0 0 0 4 1 2 8 16
Does the bond-stock earning yield differential model predict equity market corrections better than high P/E models? 0 0 1 46 0 1 11 129
Exploratory Randomization for Discrete-Time Linear Exponential Quadratic Gaussian (LEQG) Problem 0 0 0 0 0 0 5 5
How to lose money in derivatives: examples from hedge funds and bank trading departments 0 0 1 23 4 7 21 82
Jump-Diffusion Risk-Sensitive Asset Management 0 0 0 17 0 1 5 63
Jump-Diffusion Risk-Sensitive Asset Management I: Diffusion Factor Model 0 0 0 20 1 1 6 88
Jump-Diffusion Risk-Sensitive Asset Management II: Jump-Diffusion Factor Model 0 0 1 11 0 0 10 64
Risk Sensitive Investment Management with Affine Processes: a Viscosity Approach 0 0 0 8 0 0 7 52
Risk-sensitive investment in a finite-factor model 0 0 0 6 1 2 9 34
Some historical perspectives on the Bond-Stock Earnings Yield Model for crash prediction around the world 0 0 0 10 0 0 35 91
The Swiss black swan bad scenario: is Switzerland another casualty of the Eurozone crisis 0 0 0 13 0 0 14 59
Using a mean changing stochastic processes exit-entry model for stock market long-short prediction 0 0 2 7 1 2 12 24
Total Working Papers 0 0 5 197 8 17 150 761

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asymptotic Theory of Transaction Costs 0 0 0 4 0 0 2 21
Can Warren Buffett forecast equity market corrections? 0 0 2 7 0 0 10 35
Combining standard and behavioral portfolio theories: a practical and intuitive approach 0 0 0 30 0 0 4 73
Debiased expert forecasts in continuous-time asset allocation 0 0 1 4 0 0 8 43
Does the bond‐stock earnings yield differential model predict equity market corrections better than high P/E models? 0 0 1 2 1 3 22 24
Financial and Macroeconomic Connectedness 0 0 0 3 0 1 3 18
Gods and Robots: Myths, Machines, and Ancient Dreams of Technology 0 0 0 10 0 0 2 30
Jump-diffusion risk-sensitive benchmarked asset management with traditional and alternative data 1 1 1 2 4 4 14 17
On the separation of estimation and control in risk-sensitive investment problems under incomplete observation 0 0 0 0 0 1 12 18
Risk-sensitive benchmarked asset management 0 0 0 33 0 1 12 109
Risk‐sensitive benchmarked asset management with expert forecasts 0 1 1 6 1 3 10 28
Some historical perspectives on the Bond-Stock Earnings Yield Model for crash prediction around the world 0 0 0 16 0 0 12 87
Stochastic Disorder Problems 0 0 0 2 0 1 6 14
Stock market crashes in 2007--2009: were we able to predict them? 0 0 0 15 0 1 10 77
Taming animal spirits: risk management with behavioural factors 0 0 0 18 1 1 10 91
The Swiss Black Swan Bad Scenario: Is Switzerland Another Casualty of the Eurozone Crisis? 0 0 0 15 0 0 14 75
Total Journal Articles 1 2 6 167 7 16 151 760

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Risk-Sensitive Investment Management 0 1 1 37 1 3 14 175
Stock Market Crashes:Predictable and Unpredictable and What to do About Them 0 2 4 100 0 3 21 394
Total Books 0 3 5 137 1 6 35 569

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Simple Procedure to Incorporate Predictive Models in Stochastic Investment Models 0 0 0 8 0 0 4 33
A Stopping Rule Model for Exiting Bubble-like Markets with Applications 0 0 0 3 0 1 9 17
A Stopping Rule Model for Exiting Bubble-like Markets with Applications 0 0 1 18 0 0 3 58
Analysis and Possible Prediction of Declines in the −5% to −15% Range 0 1 1 9 0 1 8 41
Asset and Liability Management 0 1 1 31 0 1 6 74
Asset and Liability Management: Jump-Diffusion Case 0 0 0 13 0 0 6 46
Case Studies 0 0 0 1 0 0 6 26
Discovery of the Bond–Stock Earnings Yield Differential Model 0 1 4 59 2 4 12 169
Effect of Fed Meetings and Small-Cap Dominance 0 0 0 7 0 0 4 33
Factor Estimation: Filtering and Black-Litterman 0 0 0 27 0 0 6 99
Factor and Securities Models 0 0 0 2 0 2 6 20
Fractional Kelly Strategies for Benchmarked Asset Management 0 0 1 37 1 1 29 130
Fractional Kelly Strategies in Continuous Time: Recent Developments 0 0 9 22 4 6 54 86
Fund Separation and Fractional Kelly Strategies 0 0 0 10 0 0 3 30
General Jump-Diffusion Setting 0 0 0 5 0 0 4 34
How to Lose Money in Derivatives: Examples from Hedge Funds and Bank Trading Departments 0 0 0 24 1 3 12 70
Infinite Horizon Problems 0 0 0 3 0 0 4 36
Introduction 0 1 1 32 1 2 7 71
Investment Constraints 0 0 0 9 1 2 15 105
Jump-Diffusion Risk-Sensitive Benchmarked Asset Management 0 0 0 5 0 0 8 29
Jumps in Asset Prices 0 0 0 13 0 1 5 79
Managing Against a Benchmark 0 0 0 0 0 0 6 33
Managing Against a Benchmark: Jump-Diffusion Case 0 0 0 0 0 0 10 29
Mathematics of the Changepoint Detection Model 0 1 2 34 0 1 10 93
Numerical Methods 0 0 0 1 0 1 3 51
Other Bubble-testing Methodologies and Historical Bubbles 0 1 1 13 0 2 6 32
Other Prediction Models for the Big Crashes Averaging −25% 0 0 0 11 0 0 11 44
Prediction of the 2007–2009 Stock Market Crashes in the US, China and Iceland 0 1 1 27 0 1 5 73
Risk Sensitive Investment Management with Affine Processes: A Viscosity Approach 0 0 0 2 0 0 3 6
Risk-Sensitive Asset Management 0 0 0 29 1 1 6 100
STOCK MARKET CRASHES IN 2007–2009: WERE WE ABLE TO PREDICT THEM? 0 1 1 7 1 2 13 50
Stock Market Crashes in 2006–2009: Were We Able to Predict Them? 0 0 0 3 1 1 14 24
Stock market crashes in 2007–2009: were we able to predict them? 0 1 1 2 1 3 9 10
The High Price–Earnings Stock Market Danger Approach of Campbell and Shiller versus the BSEYD Model 0 0 0 16 0 0 5 78
The Merton Problem 0 0 0 29 0 2 7 94
Using Zweig’s Monetary and Momentum Models in the Modern Era 0 0 1 18 1 2 12 71
Total Chapters 0 9 25 530 15 40 331 2,074

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-09-10