Nathan Lassance : Citation Profile


Are you Nathan Lassance?

Université Catholique de Louvain

2

H index

0

i10 index

5

Citations

RESEARCH PRODUCTION:

1

Articles

9

Papers

RESEARCH ACTIVITY:

   2 years (2018 - 2020). See details.
   Cites by year: 2
   Journals where Nathan Lassance has often published
   Relations with other researchers
   Recent citing documents: 3.    Total self citations: 0 (0 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pla1022
   Updated: 2022-01-23    RAS profile: 2021-09-03    
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Relations with other researchers


Works with:

Vrins, Frédéric (10)

Authors registered in RePEc who have co-authored more than one work in the last five years with Nathan Lassance.

Is cited by:

Vrins, Frédéric (1)

Stentoft, Lars (1)

Cites to:

Kerstens, Kristiaan (5)

Uppal, Raman (4)

Fabozzi, Frank (4)

Wolf, Michael (3)

Boudt, Kris (3)

Ledoit, Olivier (3)

Jondeau, Eric (2)

merton, robert (2)

Levy, Moshe (2)

Martellini, Lionel (2)

Harvey, Campbell (2)

Main data


Where Nathan Lassance has published?


Working Papers Series with more than one paper published# docs
LIDAM Discussion Papers LFIN / Universit catholique de Louvain, Louvain Finance (LFIN)3
LIDAM Reprints LFIN / Universit catholique de Louvain, Louvain Finance (LFIN)2

Recent works citing Nathan Lassance (2021 and 2020)


YearTitle of citing document
2021Portfolio selection with parsimonious higher comoments estimation. (2021). Vrins, Frederic ; Lassance, Nathan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:126:y:2021:i:c:s037842662100073x.

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2021Learning sequential option hedging models from market data. (2021). Li, Yuying ; Coleman, Thomas F ; Nian, KE. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:133:y:2021:i:c:s0378426621002338.

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2021Smile?implied hedging with volatility risk. (2021). Stentoft, Lars ; Franois, Pascal. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:8:p:1220-1240.

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Works by Nathan Lassance:


YearTitleTypeCited
2019Minimum Rényi entropy portfolios In: LIDAM Discussion Papers LFIN.
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paper3
2019Minimum Rényi entropy portfolios.(2019) In: LIDAM Reprints LFIN.
[Citation analysis]
This paper has another version. Agregated cites: 3
paper
2018Minimum R\enyi Entropy Portfolios.(2018) In: Papers.
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This paper has another version. Agregated cites: 3
paper
2019Minimum Rényi entropy portfolios.(2019) In: LIDAM Discussion Papers CORE.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2019Minimum Rényi entropy portfolios.(2019) In: LIDAM Reprints CORE.
[Citation analysis]
This paper has another version. Agregated cites: 3
paper
2019Robust portfolio selection using sparse estimation of comoment tensors In: LIDAM Discussion Papers LFIN.
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paper0
2020Robust portfolio selection using sparse estimation of comoment tensors.(2020) In: LIDAM Discussion Papers LFIN.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2018A Comparison of Pricing and Hedging Performances of Equity Derivatives Models In: LIDAM Reprints LFIN.
[Citation analysis]
paper2
2018A comparison of pricing and hedging performances of equity derivatives models.(2018) In: LIDAM Reprints CORE.
[Citation analysis]
This paper has another version. Agregated cites: 2
paper
2018A comparison of pricing and hedging performances of equity derivatives models.(2018) In: Applied Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
article

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