Details about Nathan Lassance
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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