Olivier Brandouy : Citation Profile


Are you Olivier Brandouy?

Université de Bordeaux

6

H index

2

i10 index

93

Citations

RESEARCH PRODUCTION:

9

Articles

62

Papers

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   16 years (1999 - 2015). See details.
   Cites by year: 5
   Journals where Olivier Brandouy has often published
   Relations with other researchers
   Recent citing documents: 18.    Total self citations: 3 (3.13 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pbr102
   Updated: 2020-02-08    RAS profile: 2018-11-21    
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Relations with other researchers


Works with:

Kerstens, Kristiaan (3)

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)

Pin, Paolo (4)

GUPTA, RANGAN (3)

Tortosa-Ausina, Emili (3)

Chou, Ray (2)

Maillet, Bertrand (2)

Akdere, Cinla (2)

Prigent, Jean-Luc (2)

Hu, Jin-Li (2)

Marra, Marianna (2)

Duchêne, Sébastien (2)

Cites to:

Kerstens, Kristiaan (19)

Fama, Eugene (7)

Marchesi, Michele (6)

Sunder, Shyam (6)

Smith, Vernon (6)

Smith, Vernon (6)

Cincotti, Silvano (6)

Raberto, Marco (6)

Plott, Charles (5)

Friedman, Daniel (5)

Lebaron, Blake (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 (2018 and 2017)


YearTitle of citing document
2019Get Real: Realism Metrics for Robust Limit Order Book Market Simulations. (2019). Veloso, Manuela ; Dervovic, Danial ; Mahfouz, Mahmoud ; Petosa, Nick ; Byrd, David ; Vyetrenko, Svitlana ; Balch, Tucker Hybinette. In: Papers. RePEc:arx:papers:1912.04941.

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2017Inefficient Debate. The EMH, the “Remarkable Error” and a Question of Point of View. (2017). Jacques-Olivier, Charron. In: Accounting, Economics, and Law: A Convivium. RePEc:bpj:aelcon:v:7:y:2017:i:3:p:24:n:1.

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2017How People Apply Mental Accounting Philosophy to Investment Risk?. (2017). Mascareas, Juan ; Yan, Fangyuan . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-03-20.

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2017The impact of the French financial transaction tax on HFT activities and market quality. (2017). Oriol, Nathalie ; Louhichi, Wael ; Harb, Etienne ; Veryzhenko, Iryna. In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:307-315.

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2019Efficiency of mutual fund managers: A slacks-based manager efficiency index. (2019). Andreu, Laura ; Vicente, Luis ; Serrano, Miguel . In: European Journal of Operational Research. RePEc:eee:ejores:v:273:y:2019:i:3:p:1180-1193.

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2017Hedonic evaluation of the SRI label of mutual funds using matching methodology. (2017). Bilbao-Terol, Amelia ; Caal-Fernandez, Veronica ; Alvarez-Otero, Susana . In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:213-227.

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2018Portfolio analysis with DEA: Prior to choosing a model. (2018). LELEU, Hervé ; Tarnaud, Albane Christine. In: Omega. RePEc:eee:jomega:v:75:y:2018:i:c:p:57-76.

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2018Estimation of cardinality constrained portfolio efficiency via segmented DEA. (2018). Zhou, Zhongbao ; Liu, Wenbin ; Wu, Qian ; Xiao, Helu ; Jin, Qianying. In: Omega. RePEc:eee:jomega:v:76:y:2018:i:c:p:28-37.

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2019Modified multifractal large deviation spectrum based on CID for financial market system. (2019). Chen, Shijian ; Shang, Pengjian ; Wu, Yue. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:523:y:2019:i:c:p:1331-1342.

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2019A deterministic behaviour for realistic price dynamics. (2019). Morvan, Remi ; Mathieu, Philippe. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:525:y:2019:i:c:p:33-49.

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2017Merger and acquisitions in South African banking: A network DEA model. (2017). GUPTA, RANGAN ; Maredza, Andrew ; Wanke, Peter. In: Research in International Business and Finance. RePEc:eee:riibaf:v:41:y:2017:i:c:p:362-376.

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2017A Reexamination of High Frequency Trading Regulation Effectiveness in an Artificial Market Framework. (2017). Arena, Lise ; Veryzhenko, Iryna. In: Post-Print. RePEc:hal:journl:halshs-01444738.

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2018Too fast, Too furious? Une réflexion historique et contemporaine sur lemballement des marchés financiers. (2018). Oriol, Nathalie ; Duchêne, Sébastien ; Duchene, Sebastien. In: Post-Print. RePEc:hal:journl:halshs-01860721.

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2019Market structure or traders behavior? A multi agent model to assess flash crash phenomena and their regulation. (2019). Oriol, Nathalie ; Veryzhenko, Iryna. In: Post-Print. RePEc:hal:journl:halshs-01984442.

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2017Data envelopment analysis in financial services: a citations network analysis of banks, insurance companies and money market funds. (2017). Marra, Marianna ; Kaffash, Sepideh. In: Annals of Operations Research. RePEc:spr:annopr:v:253:y:2017:i:1:d:10.1007_s10479-016-2294-1.

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2018Revisiting the issue of survivability and market efficiency with the Santa Fe Artificial Stock Market. (2018). Tsao, Chueh-Yung ; Huang, Ya-Chi. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:13:y:2018:i:3:d:10.1007_s11403-017-0192-5.

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2017Time to Slow Down for High‐Frequency Trading? Lessons from Artificial Markets. (2017). Oriol, Nathalie ; Bajo, Javier ; Harb, Etienne ; Arena, Lise ; Veryzhenko, Iryna. In: Intelligent Systems in Accounting, Finance and Management. RePEc:wly:isacfm:v:24:y:2017:i:2-3:p:73-79.

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2017Centralizing information improves market efficiency more than increasing information: Results from experimental asset markets. (2017). Teglio, Andrea ; Nuzzo, Simone ; Morone, Andrea ; Grimalda, Gianluca ; Barreda-Tarrazona, Iván. In: Kiel Working Papers. RePEc:zbw:ifwkwp:2072.

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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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article4
2010Portfolio performance gauging in discrete time using a Luenberger productivity indicator In: Journal of Banking & Finance.
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article9
2008Portfolio performance gauging in discrete time using a Luenberger productivity indicator.(2008) In: Working Papers.
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This paper has another version. Agregated cites: 9
paper
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: 9
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
2014Algorithmic complexity of financial motions In: Research in International Business and Finance.
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article4
2012Algorithmic Complexity of Financial Motions.(2012) In: ASSRU Discussion Papers.
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This paper has another version. Agregated cites: 4
paper
2005Stock Markets as Minority Games : Cognitive Heterogeneity and Equilibrium Emergence. In: Post-Print.
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paper0
2006Les marchés financiers artificiels. In: Post-Print.
[Citation analysis]
paper0
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.
[Citation analysis]
paper4
2006Large-Scale Agent-Based Simulations and the Efficient Markets Hypothesis. In: Post-Print.
[Citation analysis]
paper0
2005Artificial Economics : Agent-Based Methods in Finance, Game Theory and their Applications, Lectures Notes in Economic and Mathematical Systems. In: Post-Print.
[Citation analysis]
paper0
2005Croyances, représentations collectives et conventions en finance. In: Post-Print.
[Citation analysis]
paper4
2008Performance Gauging in Discrete Time Using a Luenberger Portfolio Productivity Indicator. In: Post-Print.
[Citation analysis]
paper0
2007Lapport des SMA à la modélisation des marchés financiers. In: Post-Print.
[Citation analysis]
paper0
2007A Conceptual Framework for the Evaluation of Agent-Based Trading and Technical Analysis. In: Post-Print.
[Citation analysis]
paper0
2007Un modèle dinteraction réaliste pour la simulation des marchés financiers. In: Post-Print.
[Citation analysis]
paper0
2006A Broad Spectrum Computational Analysis for Market Efficiency. In: Post-Print.
[Citation analysis]
paper0
2006Large Scale investigation of EMH with virtual agents. In: Post-Print.
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paper0
2005Learning Strategies and Environmental Discontinuities. In: Post-Print.
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paper0
2005Learning Strategies and Environmental Discontinuities. In: Post-Print.
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paper0
2005Surviving Technological Discontinuities: Learning Strategies and Resource Accumulation. In: Post-Print.
[Citation analysis]
paper0
2008Une analyse de la complexité des dynamiques financières à laide de modèles multi-agents. In: Post-Print.
[Citation analysis]
paper0
2007Testing double auction as a component within a generic market model architecture. In: Post-Print.
[Citation analysis]
paper0
2006Capital asset pricing model on the basis of heterogeneous investors. In: Post-Print.
[Citation analysis]
paper0
2008Performance Gauging in Discrete Time Using a Luenberger Portfolio Productivity Indicator. In: Post-Print.
[Citation analysis]
paper0
2008Performance Gauging in Discrete Time Using a Luenberger Portfolio Productivity Indicator. In: Post-Print.
[Citation analysis]
paper0
2008Performance Gauging in Discrete Time Using a Luenberger Portfolio Productivity Indicator. In: Post-Print.
[Citation analysis]
paper0
2008Performance Gauging in Discrete Time Using a Luenberger Portfolio Productivity Indicator. In: Post-Print.
[Citation analysis]
paper0
2008Evaluation of Agent-Based Automatic Trading. In: Post-Print.
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paper0
2006Capital Asset Pricing Model on the basis of Heterogeneous Investors. In: Post-Print.
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paper0
2010Simuler pour comprendre : un éclairage sur les dynamiques de marchés financiers à laide des systèmes multi-agents. In: Post-Print.
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paper0
2006A Broad-Spectrum Computational Approach for Market Efficiency In: Post-Print.
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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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paper2
2012Algorithmic complexity of financial motions In: Post-Print.
[Citation analysis]
paper0
2009Simuler pour comprendre : une explication des dynamiques de marchés financiers des systèmes multi-agents In: Post-Print.
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paper0
2013Backtesting superfund portfolio strategies based on frontier-based mutual fund ratings In: Post-Print.
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paper2
2006Les marchés artificiels In: Post-Print.
[Citation analysis]
paper0
2006Les Marchés financiers artificiels In: Post-Print.
[Citation analysis]
paper0
2007Lapport des SMA à la modélisation des marchés financiers In: Post-Print.
[Citation analysis]
paper0
2009Simuler pour comprendre : un éclairage sur les dynamiques de marchés financiers à laide des systèmes multi-agents. In: Post-Print.
[Citation analysis]
paper2
2007A conceptual framework for the evaluation of agent-based trading and technical analysis In: Post-Print.
[Citation analysis]
paper0
2007Testing double auction as a component within a generic market model architecture In: Post-Print.
[Citation analysis]
paper0
2012Risk Aversion Impact on Investment Strategy Performance: A Multi Agent-Based Analysis In: Post-Print.
[Citation analysis]
paper2
2011Key Points For Realistic Agent-Based Financial Market Simulations In: Post-Print.
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paper1
2007Un modèle dinteraction réaliste pour la simulation de marchés financiers In: Post-Print.
[Citation analysis]
paper0
2011Efficient Monitoring of Financial Orders with Agent-Based Technologies In: Post-Print.
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paper0
2012Introducing ATOM In: Post-Print.
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paper0
2012Optimal Portfolio Diversification? A multi-agents ecological competition analysis In: Post-Print.
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paper0
2013On the Design of Agent-based Artificial Stock Markets In: Post-Print.
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paper7
2005Artificial Economics In: Post-Print.
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paper13
2010Une analyse de la complexité des dynamiques financiéres à laide de modèles multi-agents In: Post-Print.
[Citation analysis]
paper0
2015Frontier-based vs. traditional mutual fund ratings: A first backtesting analysis In: Post-Print.
[Citation analysis]
paper4
2010Portfolio performance gauging in discrete time using a luenberger productivity indicator. In: Post-Print.
[Citation analysis]
paper8
2010Exploring bi-criteria versus multi-dimensional lower partial moment portfolio models. In: Post-Print.
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paper0
2009Exploring Bi-Criteria versus Multi-Dimensional Lower Partial Moment Portfolio Models In: Working Papers.
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paper0
2012Backtesting super-fund portfolio strategies based on frontier-based mutual fund ratings In: Working Papers.
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paper6
2007Testing double auction as a component within a generic market model architecture In: MPRA Paper.
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paper0
2006A Broad-Spectrum Computational Approach for Market Efficiency In: Computing in Economics and Finance 2006.
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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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article2
2003Asymmetric information, imitative behaviour and communication: price formation in an experimental asset market In: The European Journal of Finance.
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article2
2014A computational definition of financial randomness In: Quantitative Finance.
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article3
2005Croyances, représentations collectives et conventions en finance In: ULB Institutional Repository.
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paper11

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