Sébastien Lleo

NEOMA Business School

H-index: 15

Europe-France

About Sébastien Lleo

Sébastien Lleo, With an exceptional h-index of 15 and a recent h-index of 12 (since 2020), a distinguished researcher at NEOMA Business School, specializes in the field of mathematical finance, portfolio theory, stochastic analysis, risk management.

His recent articles reflect a diverse array of research interests and contributions to the field:

Risk‐sensitive benchmarked asset management with expert forecasts

Debiased expert forecasts in continuous-time asset allocation

Sébastien Lleo Information

University	NEOMA Business School
Position	___
Citations(all)	664
Citations(since 2020)	353
Cited By	459
hIndex(all)	15
hIndex(since 2020)	12
i10Index(all)	23
i10Index(since 2020)	14
Email	Access Email
University Profile Page	NEOMA Business School
Google Scholar	View Google Scholar Profile

Sébastien Lleo Skills & Research Interests

mathematical finance

portfolio theory

stochastic analysis

risk management

Top articles of Sébastien Lleo

Title	Journal	Author(s)	Publication Date
Risk‐sensitive benchmarked asset management with expert forecasts	Mathematical Finance	Mark HA Davis Sébastien Lleo	2021/10
Debiased expert forecasts in continuous-time asset allocation	Journal of Banking & Finance	Mark Davis Sébastien Lleo	2020/4/1

See List of Professors in Sébastien Lleo University(NEOMA Business School)

Co-Authors

H-index: 6

Visit Mark H.A. Davis Page

H-index: 4

Visit Grzegorz Andruszkiewicz Page

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