Details about Nathan Lassance

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Homepage:	https://sites.google.com/view/nathanlassance
Workplace:	Louvain Finance, Louvain Institute of data Analysis and Modelling in Economics and Statistics (LIDAM), Université Catholique de Louvain (Catholic University of Louvain-la-Neuve), (more information at EDIRC)

Access statistics for papers by Nathan Lassance.

Last updated 2021-04-10. Update your information in the RePEc Author Service.

Short-id: pla1022

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Working Papers

2020

Robust portfolio selection using sparse estimation of comoment tensors
LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN)
Also in LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN) (2019)

2019

Minimum Rényi entropy portfolios
LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN)
Also in LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN) (2019)
LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2019)
Papers, arXiv.org (2018) View citations (2)
LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2019)

2018

A Comparison of Pricing and Hedging Performances of Equity Derivatives Models
LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN)
Also in LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2018)
See also Journal Article in Applied Economics (2018)

Journal Articles

2018

A comparison of pricing and hedging performances of equity derivatives models
Applied Economics, 2018, 50, (10), 1122-1137
See also Working Paper (2018)

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Page updated 2021-04-16