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Details about Nathan Lassance

E-mail:
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 2022-01-24. Update your information in the RePEc Author Service.

Short-id: pla1022

Jump to Journal Articles

Working Papers

2021

  1. Maximizing the Out-of-Sample Sharpe Ratio
    LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN) Downloads View citations (1)
  2. Optimal Portfolio Diversification via Independent Component Analysis
    LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN) View citations (9)
  3. Portfolio Selection: A Target-Distribution Approach
    LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN) Downloads

Journal Articles

2022

  1. Reconciling mean-variance portfolio theory with non-Gaussian returns
    European Journal of Operational Research, 2022, 297, (2), 729-740 Downloads View citations (2)

2021

  1. Minimum Rényi entropy portfolios
    Annals of Operations Research, 2021, 299, (1), 23-46 Downloads View citations (4)
  2. Portfolio selection with parsimonious higher comoments estimation
    Journal of Banking & Finance, 2021, 126, (C) Downloads View citations (10)

2018

  1. A comparison of pricing and hedging performances of equity derivatives models
    Applied Economics, 2018, 50, (10), 1122-1137 Downloads View citations (3)
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