Risk-sensitive benchmarked asset managementDavis, Mark; Lleo, SÉBastien · Quantitative Finance · 2008

Estimating animal spirits: conservative risk calculationAndruszkiewicz, Grzegorz; Davis, Mark H. A.; Lleo, Sébastien · Quantitative Finance Letters · 2014

Taming animal spirits: risk management with behavioural factorsAndruszkiewicz, Grzegorz; Davis, Mark H. A.; Lleo, Sébastien · Annals of Finance · 2013

Jump-diffusion asset–liability management via risk-sensitive controlDavis, Mark H. A.; Lleo, Sébastien · OR Spectrum · 2015

A simple procedure to incorporate predictive models in a continuous time asset allocationDavis, Mark; Lleo, Sébastien · Quantitative Finance Letters · 2016

Jump-Diffusion Risk-Sensitive Asset Management II: Jump-Diffusion Factor ModelDavis, Mark; Lleo, Sébastien · SIAM Journal on Control and Optimization · 2013

[Advanced Series on Statistical Science & Applied Probability] Risk-Sensitive Investment Management Volume 19 || Investment ConstraintsDavis, Mark H A; Lleo, Sébastien · 2014

Index-tracking optimal portfolio selectionEdirisinghe, N. C. P. · Quantitative Finance Letters · 2013

Maimonides risk parityMaymin, Philip Z.; Maymin, Zakhar G. · Quantitative Finance Letters · 2013

Asset allocation with risk factorsBoudt, Kris; Peeters, Benedict · Quantitative Finance Letters · 2013

Approximation behoves calibrationRibeiro, André; Poulsen, Rolf · Quantitative Finance Letters · 2013

IntroductionLleo, Sébastien; Ziemba, William T. · Quantitative Finance Letters · 2016

Mathematical models of bubblesProtter, Philip · Quantitative Finance Letters · 2016

Non-predictable stock market declinesZiemba, William T. · Quantitative Finance Letters · 2016

Credit valuation adjustment and wrong way riskCherubini, Umberto · Quantitative Finance Letters · 2013