Sebastien Lleo

Identifiers

• name variant Sebastien Lleo 0.60 · backfill

Papers (6)

1. Reinforcement Learning for Risk-Sensitive Investment Management: a Free Energy--Entropy Duality Approach q-fin.PM · 2026 · author #1
2. Risk-Sensitive Investment Management via Free Energy-Entropy Duality q-fin.PM · 2026 · author #1
3. Jump-Diffusion Risk-Sensitive Asset Management II: Jump-Diffusion Factor Model q-fin.PM · 2011 · author #2
4. Risk Sensitive Investment Management with Affine Processes: a Viscosity Approach q-fin.PM · 2010 · author #2
5. Jump-Diffusion Risk-Sensitive Asset Management I: Diffusion Factor Model q-fin.PM · 2010 · author #2
6. Jump-Diffusion Risk-Sensitive Asset Management q-fin.PM · 2009 · author #2

Mentions

• 2606.20903 #1 · arxiv_oai · confidence 0.70 Sebastien Lleo
• 1102.5126 #2 · arxiv_oai · confidence 0.70 Sebastien Lleo
• 1102.5126 #2 · backfill · confidence 0.70 Sebastien Lleo
• 1003.2521 #2 · backfill · confidence 0.70 Sebastien Lleo
• 1001.1379 #2 · backfill · confidence 0.70 Sebastien Lleo
• 0905.4740 #2 · backfill · confidence 0.70 Sebastien Lleo

Frequent Coauthors

• Mark Davis 3 shared papers
• Wolfgang Runggaldier 2 shared papers
• Mark H.A. Davis 1 shared papers