Eric Briys

发表

On tracking portfolios with certainty equivalents on a generalization of Markowitz model: the Fool, the Wise and the Adaptive

Frank Nielsen, Richard Nock, Brice Magdalou, 2011, ICML.

Information geometries and Microeconomic Theories pdf

Frank Nielsen, Richard Nock, Fred Celimene, 2009, ArXiv.

Non-linear book manifolds: learning from associations the dynamic geometry of digital libraries

Frank Nielsen, Richard Nock, Eric Briys, 2013, JCDL '13.

Valuing Risky Fixed Rate Debt: An Extension

Eric Briys, Eric Briys, F. Varenne, 1997, Journal of Financial and Quantitative Analysis.

Insurance: From Underwriting to Derivatives

Eric Briys, Eric Briys, F. Varenne, 2001 .

Life Insurance in a Contingent Claim Framework: Pricing and Regulatory Implications

Eric Briys, Eric Briys, François de Varenne, 1994 .

Risk Aversion and the Propensities for Self-Insurance and Self-Protection

Harris Schlesinger, Eric Briys, Eric Briys, 1990 .

Options, Futures and Exotic Derivatives: Theory, Application and Practice

Mondher Bellalah, Eric Briys, Huu Minh Mai, 1998 .

On the Risk of Life Insurance Liabilities: Debunking Some Common Pitfalls

Eric Briys, Eric Briys, F. Varenne, 1997 .

The Pricing of Default‐free Interest Rate Cap, Floor, and Collar Agreements

Eric Briys, Michel Crouhy, Rainer Schöbel, 1991 .

Optimal hedging in a futures market with background noise and basis risk

Harris Schlesinger, Eric Briys, Michel Crouhy, 1993 .

Mining Matrix Data with Bregman Matrix Divergences for Portfolio Selection

Frank Nielsen, Richard Nock, Brice Magdalou, 2013 .