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

Short-id: pla1022


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Working Papers

2020

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

2019

  1. Minimum Rényi entropy portfolios
    LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN) Downloads
    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) Downloads View citations (2)
    LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2019) Downloads

2018

  1. 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

  1. A comparison of pricing and hedging performances of equity derivatives models
    Applied Economics, 2018, 50, (10), 1122-1137 Downloads
    See also Working Paper (2018)
 
Page updated 2021-04-16