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From Université catholique de Louvain, Louvain Finance (LFIN)
Voie du Roman Pays 34, 1348 Louvain-la-Neuve (Belgium).
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2021014: Optimal and robust combination of forecasts via constrained optimization and shrinkage

Francesco Roccazzella, Paolo Gambetti and Frédéric Vrins

2021013: Reconciling mean-variance portfolio theory with non-Gaussian returns

Nathan Lassance

2021012: Optimal Portfolio Diversification via Independent Component Analysis

Victor DeMiguel, Nathan Lassance and Frédéric Vrins

2021011: What leads people to tolerate negative interest rates on their savings?

O. Corneille, D’Hondt, Catherine, Rudy De Winne, E. Efendic and Aleksandar Todorovic

2021010: Machine Learning Time Series Regressions With an Application to Nowcasting

Andrii Babii, Eric Ghysels and Jonas Striaukas

2021009: Diversification potential in real estate portfolios

Bertrand Candelon, Franz Fuerst and Jean-Baptiste Hasse

2021008: How risk-prone are people when facing a sure loss? Negative interest rates as a convenient conceptual framework

Emir Efendić, Olivier Corneille, D’Hondt, Catherine and Rudy De Winne

2021007: Macrofinancial information on the post-COVID-19 economic recovery: Will it be V, U or L-shaped?

Bruno De Backer, Hans Dewachter and Leonardo Iania

2021006: Does managerial ability affect disclosure? Evidence from earnings press releases

Beibei Yan, Özgür Arslan-Ayaydin, James Thewissen and Wouter Torsin

2021005: Portfolio selection with parsimonious higher comoments estimation

Nathan Lassance and Frédéric Vrins

2021004: Trading leveraged Exchange-Traded products is hazardous to your wealth

D’Hondt, Catherine, Richard McGowan and Patrick Roger

2021003: Global financial interconnectedness: a non-linear assessment of the uncertainty channel

Bertrand Candelon, Laurent Ferrara and Marc Joëts

2021002: Measuring the disposition effect

Rudy De Winne

2021001: Googlization and retail trading activity

Christophe Desagre and D’Hondt, Catherine

2020007: Artificial Intelligence Alter Egos: Who might benefit from robo-investing?

Catherine D'Hondt, Rudy De Winne, Eric Ghysels and Steve Raymond

2020006: SDES with uniform distributions: Peacocks, conic martingales and mean reverting uniform diffusions

Damiano Brigo, Monique Jeanblanc and Frédéric Vrins

2020005: Stock-bond return correlations: Moving away from "one-frequency-fits-all" by extending the DCC-MIDAS approach

Anne-Florence Allard, Leonardo Iania and Kristien Smedts

2020004: Institutions, regulations and initial coin offerings: An international perspective

James Thewissen, Özgür Arslan-Ayaydin, Prabal Shrestha and Wouter Torsin

2020003: Managerial career concerns and the content of corporate disclosures: An analysis of the tone of earnings press releases

Özgür Arslan-Ayaydin, Norman Bishara, James Thewissen and Wouter Torsin

2020002: Forecasting recovery rates on non-performing loans with machine learning

Anthony Bellotti, Damiano Brigo, Paolo Gambetti and Frédéric Vrins

2020001: Disclosure tone management and labor unions

Özgür Arslan-Ayaydina, James Thewissen and Wouter Torsin

2019009: Minimum Rényi entropy portfolios

Nathan Lassance and Frédéric Vrins

2019008: A Macro-Financial Analysis of the Corporate Bond Market

Hans Dewacther, Leonardo Iania, Wolfgang Lemke and Marco Lyrio

2019007: Recovery rates: Uncertainty certainly matters

Paolo Gambetti, Geneviève Gauthier and Frédéric Vrins

2019006: Testing the effect of technical analysis on market quality and order book dynamics

Paolo Mazza and Mikael Petitjean

2019005: Taming financial development to reduce crises

Sami Ben Naceur, Bertrand Candelon and Quentin Lajaunie

2019004: Piecewise constant martingales and lazy clocks

Christophe Profeta and Frédéric Vrins

2019003: The informativeness of impression management - financial analysts and rhetorical style of CEO letters

Beibei Yan, Walter Aerts and James Thewissen

2019002: Eco-friendly policies and financial performance:Was the financial crisis a game changer for large US companies?

Mikael Petitjean

2019001: Advances in Credit Risk Modeling and Management

Frédéric Vrins

2018017: A Comparison of Pricing and Hedging Performances of Equity Derivatives Models

Nathan Lassance and Frédéric Vrins

2018016: A subordinated CIR intensity model with application to wrong-way risk CVA

Cheikh Mbaye and Frédéric Vrins

2018015: Bankruptcy and the cost of organized labor: Evidence from union elections

Murillo Campello, Janet Gao, Jiaping Qiu and Yue Zhang

2018014: Bannissement des produits dérivés: la bonne affaire ?

Frédéric Vrins

2018013: Cross-country information transmissions and the role of commodity markets: A multichannel Markov switching approach

Carl-Henrik Dahlqvist

2018012: Disentangling wrong-way risk: pricing credit valuation adjustment via change of measures

Damiano Brigo and Frédéric Vrins

2018011: Effective network inference through multivariate information transfer estimation

Carl-Henrik Dahlqvist and Jean-Yves Gnabo

2018010: Extreme events and the cumulative distribution of net gains in gambling and structured products

Frédéric Vrins and Mikael Petitjean

2018009: High frequency trading and extreme price movements

Jonathan Brogaard, Allen Carrion, Thibaut Moyaert, Ryan Riordan, Andriy Shkilko and Konstantin Sokolov

2018008: Implicit transaction cost management using intraday price dynamics

Paolo Mazza and Mikael Petitjean

2018007: La Belgique est-elle inégalitaire ?

Mikael Petitjean

2018006: Le sauvetage des institutions financières a épargné plusieurs milliards d’euros aux pouvoirs publics

Mikael Petitjean

2018005: Sampling the Multivariate Standard Normal Distribution under a Weighted Sum Constraint

Frédéric Vrins

2018004: Subjective Financial Literacy and Retail Investors’ Behavior

Anthony Bellofatto, Catherine D'Hondt and Rudy De Winne

2018003: The Disposition Effect does not survive disclosure of expected price trends

Olivier Corneille, Rudy De Winne and Catherine D'Hondt

2018002: What explains the success of reward-based crowdfunding campaigns as they unfold? Evidence from the French crowdfunding platform KissKissBankBank

Mikael Petitjean

2018001: When does the tone of earnings press releases matter?

James Thewissen, Wouter Torsin and Kris Boudt

2017004: Capital-risque et performance à court terme de l’entreprise après introduction en bourse

Victor Boullenger, Mikael Petitjean and Patrick Daguet

2017003: Identifying Expensive Trades by Monitoring the Limit Order Book

Catherine D'Hondt and Benoît Detollenaere

2017002: La finance comportementale: enjeux et perspectives

Rudy De Winne and Catherine D'Hondt