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Taming animal spirits: risk management with behavioural factors. (2013). Lleo, Sebastien ; Davis, Mark ; Andruszkiewicz, Grzegorz .
In: Annals of Finance.
RePEc:kap:annfin:v:9:y:2013:i:2:p:145-166.

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  1. In memoriam: Mark H. A. Davis and his contributions to mathematical finance. (2021). Zariphopoulou, Thaleia ; Oboj, Jan.
    In: Mathematical Finance.
    RePEc:bla:mathfi:v:31:y:2021:i:4:p:1099-1110.

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  2. Risk-sensitive investment in a finite-factor model. (2016). Lleo, Sebastien ; Andruszkiewicz, Grzegorz ; Mark H. A. Davis, .
    In: Papers.
    RePEc:arx:papers:1407.5278.

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    In: Annals of Finance.
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