Sébastien Lleo

45 papers and 289 indexed citations i.

About

Sébastien Lleo has authored 45 papers that have received a total of 289 indexed citations. This includes 34 papers in Finance, 14 papers in Management Science and Operations Research and 14 papers in Economics and Econometrics. The topics of these papers are Financial Markets and Investment Strategies (22 papers), Financial Risk and Volatility Modeling (12 papers) and Stochastic processes and financial applications (10 papers). Sébastien Lleo is often cited by papers focused on Financial Markets and Investment Strategies (22 papers), Financial Risk and Volatility Modeling (12 papers) and Stochastic processes and financial applications (10 papers) and collaborates with scholars based in France, United Kingdom and Canada. Sébastien Lleo's co-authors include William T. Ziemba, Mark H. Davis, Jessica Li, Mark A. Davis and Wolfgang J. Runggaldier and has published in prestigious journals such as European Journal of Operational Research, Journal of Banking & Finance and SIAM Journal on Control and Optimization

In The Last Decade

Rankless by CCL
2025