Olivier Brandouy : Citation Profile


Are you Olivier Brandouy?

Université de Bordeaux

6

H index

5

i10 index

106

Citations

RESEARCH PRODUCTION:

9

Articles

62

Papers

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   16 years (1999 - 2015). See details.
   Cites by year: 6
   Journals where Olivier Brandouy has often published
   Relations with other researchers
   Recent citing documents: 14.    Total self citations: 3 (2.75 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pbr102
   Updated: 2022-10-01    RAS profile: 2018-11-21    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Olivier Brandouy.

Is cited by:

Oriol, Nathalie (7)

Tortosa-Ausina, Emili (3)

Pin, Paolo (3)

Mussard, Stéphane (2)

Kerstens, Kristiaan (2)

GUPTA, RANGAN (2)

Duchêne, Sébastien (2)

Tsionas, Mike (1)

Tan, Kian (1)

Serbera, Jean-Philippe (1)

Barreda-Tarrazona, Iván (1)

Cites to:

Kerstens, Kristiaan (20)

Smith, Vernon (7)

Smith, Vernon (7)

Fama, Eugene (6)

Plott, Charles (5)

Sunder, Shyam (5)

Friedman, Daniel (5)

Da Silva, Sergio (4)

Chiarella, Carl (4)

He, Xuezhong (Tony) (4)

Forsythe, Robert (4)

Main data


Where Olivier Brandouy has published?


Working Papers Series with more than one paper published# docs
Post-Print / HAL53
Working Papers / Hogeschool-Universiteit Brussel, Faculteit Economie en Management3

Recent works citing Olivier Brandouy (2022 and 2021)


YearTitle of citing document
2021Limited intelligence and performance-based compensation: An agent-based model of the hidden action problem. (2021). Wall, Friederike ; Leitner, Stephan ; Reinwald, Patrick. In: Papers. RePEc:arx:papers:2107.03764.

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2021Simulation and estimation of an agent-based market-model with a matching engine. (2021). Gebbie, Tim ; Chang, Patrick ; Jericevich, Ivan. In: Papers. RePEc:arx:papers:2108.07806.

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2021Improving energy use and mitigating pollutant emissions across “Three Regions and Ten Urban Agglomerations”: A city-level productivity growth decomposition. (2021). Baležentis, Tomas ; Baleentis, Tomas ; Chen, Xiaodong ; Miao, Zhuang. In: Applied Energy. RePEc:eee:appene:v:283:y:2021:i:c:s0306261920316822.

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2022Literature review of experimental asset markets with insiders. (2022). Merl, Robert. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:33:y:2022:i:c:s2214635021001404.

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2021Multiplier dynamic data envelopment analysis based on directional distance function: An application to mutual funds. (2021). Liu, Qian ; Lin, Ruiyue. In: European Journal of Operational Research. RePEc:eee:ejores:v:293:y:2021:i:3:p:1043-1057.

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2021Risk-aversion in data envelopment analysis models with diversification. (2021). Branda, Martin ; Adam, Luka. In: Omega. RePEc:eee:jomega:v:102:y:2021:i:c:s0305048320306927.

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2021Fund Ratings of Socially Responsible Investing (SRI) Funds: A Precautionary Note. (2021). Jitmaneeroj, Boonlert ; Budsaratragoon, Pornanong. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:14:p:7548-:d:589476.

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2021Literature Review of Experimental Asset Markets with Insiders. (2021). Merl, Robert. In: Working Paper Series, Social and Economic Sciences. RePEc:grz:wpsses:2021-04.

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2021Multi-Time and Multi-Moment Nonparametric Frontier-Based Fund Rating: Proposal and Buy-and-Hold Backtesting Strategy. (2021). van De, Ignace ; Ren, Tiantian ; Mazza, Paolo ; Kerstens, Kristiaan. In: Working Papers. RePEc:ies:wpaper:e202105.

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2021Integration and application of rough sets and data envelopment analysis for assessments of the investment trusts industry. (2021). Wang, Chung-Wei ; Kweh, Qian Long ; Lu, Wen-Min. In: Annals of Operations Research. RePEc:spr:annopr:v:296:y:2021:i:1:d:10.1007_s10479-019-03233-y.

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2021Evidence regarding external financing in manufacturing MSEs using partial least squares regression. (2021). Herteliu, Claudiu ; Ceptureanu, Sebastian. In: Annals of Operations Research. RePEc:spr:annopr:v:299:y:2021:i:1:d:10.1007_s10479-019-03291-2.

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2021Nonparametric portfolio efficiency measurement with higher moments. (2021). Kruger, Jens J. In: Empirical Economics. RePEc:spr:empeco:v:61:y:2021:i:3:d:10.1007_s00181-020-01917-0.

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2022Non-Value-Added Tax to improve market fairness and quality. (2022). Harb, Etienne ; Jonath, Arthur ; Veryzhenko, Iryna. In: Financial Innovation. RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-021-00327-0.

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2021Who gains and who loses on stock markets? Risk preferences and timing matter. (2021). Veryzhenko, Iryna. In: Intelligent Systems in Accounting, Finance and Management. RePEc:wly:isacfm:v:28:y:2021:i:2:p:143-155.

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Olivier Brandouy has edited the books:


YearTitleTypeCited

Works by Olivier Brandouy:


YearTitleTypeCited
2015Estimating the Algorithmic Complexity of Stock Markets In: Papers.
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paper1
1999Incertitude et fourchettes de prix sur un marché denchères:les apports du laboratoire In: Revue Finance Contrôle Stratégie.
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article0
2015Frontier-based vs. traditional mutual fund ratings: A first backtesting analysis In: European Journal of Operational Research.
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article13
2015Frontier-based vs. traditional mutual fund ratings: A first backtesting analysis.(2015) In: Post-Print.
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This paper has another version. Agregated cites: 13
paper
2010Portfolio performance gauging in discrete time using a Luenberger productivity indicator In: Journal of Banking & Finance.
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article13
2010Portfolio performance gauging in discrete time using a luenberger productivity indicator..(2010) In: Post-Print.
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2008Portfolio performance gauging in discrete time using a Luenberger productivity indicator.(2008) In: Working Papers.
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2009Portfolio Performance Gauging in Discrete Time Using a Luenberger Productivity Indicator.(2009) In: Working Papers.
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This paper has another version. Agregated cites: 13
paper
2001Laboratory incentive structure and control-test design in an experimental asset market In: Journal of Economic Psychology.
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article1
2005Stock markets as Minority Games: cognitive heterogeneity and equilibrium emergence In: Physica A: Statistical Mechanics and its Applications.
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article0
2005Stock Markets as Minority Games : Cognitive Heterogeneity and Equilibrium Emergence..(2005) In: Post-Print.
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paper
2014Algorithmic complexity of financial motions In: Research in International Business and Finance.
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article5
2012Algorithmic complexity of financial motions.(2012) In: Post-Print.
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This paper has another version. Agregated cites: 5
paper
2012Algorithmic Complexity of Financial Motions.(2012) In: ASSRU Discussion Papers.
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paper
2006Les marchés financiers artificiels. In: Post-Print.
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2006Les Marchés financiers artificiels.(2006) In: Post-Print.
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This paper has another version. Agregated cites: 0
paper
2006Sensitivité aux annonces macroéconomiques : une approche conventionnaliste. In: Post-Print.
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paper0
2005Efficience informationnelle et efficience technique. In: Post-Print.
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paper0
2005Complexité et phénomènes critiques en finance. In: Post-Print.
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paper4
2006Large-Scale Agent-Based Simulations and the Efficient Markets Hypothesis. In: Post-Print.
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paper0
2005Artificial Economics : Agent-Based Methods in Finance, Game Theory and their Applications, Lectures Notes in Economic and Mathematical Systems. In: Post-Print.
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paper0
2005Croyances, représentations collectives et conventions en finance. In: Post-Print.
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paper14
2005Croyances, représentations collectives et conventions en finance.(2005) In: ULB Institutional Repository.
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This paper has another version. Agregated cites: 14
paper
2008Performance Gauging in Discrete Time Using a Luenberger Portfolio Productivity Indicator. In: Post-Print.
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paper0
2008Performance Gauging in Discrete Time Using a Luenberger Portfolio Productivity Indicator..(2008) In: Post-Print.
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This paper has another version. Agregated cites: 0
paper
2008Performance Gauging in Discrete Time Using a Luenberger Portfolio Productivity Indicator..(2008) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 0
paper
2008Performance Gauging in Discrete Time Using a Luenberger Portfolio Productivity Indicator..(2008) In: Post-Print.
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This paper has another version. Agregated cites: 0
paper
2008Performance Gauging in Discrete Time Using a Luenberger Portfolio Productivity Indicator..(2008) In: Post-Print.
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This paper has another version. Agregated cites: 0
paper
2007Lapport des SMA à la modélisation des marchés financiers. In: Post-Print.
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paper0
2007Lapport des SMA à la modélisation des marchés financiers.(2007) In: Post-Print.
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2007A Conceptual Framework for the Evaluation of Agent-Based Trading and Technical Analysis. In: Post-Print.
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2007A conceptual framework for the evaluation of agent-based trading and technical analysis.(2007) In: Post-Print.
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2007Un modèle dinteraction réaliste pour la simulation des marchés financiers. In: Post-Print.
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2007Un modèle dinteraction réaliste pour la simulation de marchés financiers.(2007) In: Post-Print.
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2006A Broad Spectrum Computational Analysis for Market Efficiency. In: Post-Print.
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2006Large Scale investigation of EMH with virtual agents. In: Post-Print.
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2005Learning Strategies and Environmental Discontinuities. In: Post-Print.
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2005Learning Strategies and Environmental Discontinuities..(2005) In: Post-Print.
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2005Surviving Technological Discontinuities: Learning Strategies and Resource Accumulation. In: Post-Print.
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2008Une analyse de la complexité des dynamiques financières à laide de modèles multi-agents. In: Post-Print.
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2010Une analyse de la complexité des dynamiques financiéres à laide de modèles multi-agents.(2010) In: Post-Print.
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2007Testing double auction as a component within a generic market model architecture. In: Post-Print.
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2007Testing double auction as a component within a generic market model architecture.(2007) In: Post-Print.
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2007Testing double auction as a component within a generic market model architecture.(2007) In: MPRA Paper.
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2006Capital asset pricing model on the basis of heterogeneous investors. In: Post-Print.
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2006Capital Asset Pricing Model on the basis of Heterogeneous Investors..(2006) In: Post-Print.
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2008Evaluation of Agent-Based Automatic Trading. In: Post-Print.
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2010Simuler pour comprendre : un éclairage sur les dynamiques de marchés financiers à laide des systèmes multi-agents. In: Post-Print.
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2009Simuler pour comprendre : un éclairage sur les dynamiques de marchés financiers à laide des systèmes multi-agents..(2009) In: Post-Print.
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2006A Broad-Spectrum Computational Approach for Market Efficiency In: Post-Print.
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2006A Broad-Spectrum Computational Approach for Market Efficiency.(2006) In: Computing in Economics and Finance 2006.
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2009Gauging Agent-Based Trading of a Single Financial Asset In: Post-Print.
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2009Calibrating Agent-Based Models of financial markets In: Post-Print.
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2009Ex-Post Optimal Strategy for the Trading of a Single Financial Asset In: Post-Print.
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2010A Generic Architecture for Realistic Simulations of Complex Financial Dynamics In: Post-Print.
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2009Simuler pour comprendre : une explication des dynamiques de marchés financiers des systèmes multi-agents In: Post-Print.
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2013Backtesting superfund portfolio strategies based on frontier-based mutual fund ratings In: Post-Print.
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2012Backtesting super-fund portfolio strategies based on frontier-based mutual fund ratings.(2012) In: Working Papers.
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2006Les marchés artificiels In: Post-Print.
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2012Risk Aversion Impact on Investment Strategy Performance: A Multi Agent-Based Analysis In: Post-Print.
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2011Key Points For Realistic Agent-Based Financial Market Simulations In: Post-Print.
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2011Efficient Monitoring of Financial Orders with Agent-Based Technologies In: Post-Print.
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2012Introducing ATOM In: Post-Print.
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2012Optimal Portfolio Diversification? A multi-agents ecological competition analysis In: Post-Print.
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2013On the Design of Agent-based Artificial Stock Markets In: Post-Print.
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2005Artificial Economics In: Post-Print.
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paper14
2010Exploring bi-criteria versus multi-dimensional lower partial moment portfolio models. In: Post-Print.
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2009Exploring Bi-Criteria versus Multi-Dimensional Lower Partial Moment Portfolio Models.(2009) In: Working Papers.
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2012A re-examination of the “zero is enough” hypothesis in the emergence of financial stylized facts In: Journal of Economic Interaction and Coordination.
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2003Asymmetric information, imitative behaviour and communication: price formation in an experimental asset market In: The European Journal of Finance.
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2014A computational definition of financial randomness In: Quantitative Finance.
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