Nathan Lassance : Citation Profile


Are you Nathan Lassance?

Université Catholique de Louvain

3

H index

0

i10 index

24

Citations

RESEARCH PRODUCTION:

4

Articles

3

Papers

RESEARCH ACTIVITY:

   4 years (2018 - 2022). See details.
   Cites by year: 6
   Journals where Nathan Lassance has often published
   Relations with other researchers
   Recent citing documents: 6.    Total self citations: 3 (11.11 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pla1022
   Updated: 2024-01-16    RAS profile: 2022-01-24    
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Relations with other researchers


Works with:

Vrins, Frédéric (4)

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 (4)

cotter, john (2)

Conlon, Thomas (2)

Hafner, Christian (2)

Perote, Javier (1)

Frömmel, Michael (1)

Zoia, Maria (1)

Stentoft, Lars (1)

Wang, Linqi (1)

Nava, Consuelo (1)

Mora-Valencia, Andrés (1)

Cites to:

Kerstens, Kristiaan (10)

Vrins, Frédéric (8)

Uppal, Raman (7)

Ledoit, Olivier (7)

Wolf, Michael (7)

Markowitz, Harry (4)

Boudt, Kris (4)

Pastor, Lubos (4)

Harvey, Campbell (4)

Guidolin, Massimo (4)

Martellini, Lionel (3)

Main data


Where Nathan Lassance has published?


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

Recent works citing Nathan Lassance (2024 and 2023)


YearTitle of citing document
2023Integrating multiple sources of ordinal information in portfolio optimization. (2022). Pferschy, Ulrich ; Mestel, Roland ; Hafner, Stephan ; Ccela, Eranda. In: Papers. RePEc:arx:papers:2211.00420.

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2023Semiparametric portfolios: Improving portfolio performance by exploiting non-linearities in firm characteristics. (2023). Torrent, Hudson S ; Caldeira, Joo F. In: Economic Modelling. RePEc:eee:ecmode:v:122:y:2023:i:c:s0264999323000512.

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2023Portfolio selection: A target-distribution approach. (2023). Vrins, Frédéric ; Lassance, Nathan. In: European Journal of Operational Research. RePEc:eee:ejores:v:310:y:2023:i:1:p:302-314.

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2023On the Measurement of Hedging Effectiveness for Long-Term Investment Guarantees. (2023). Boudreault, Mathieu ; Badescu, Alexandru ; Augustyniak, Maciej. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:2:p:112-:d:1065025.

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2023Stock market anomalies and machine learning across the globe. (2023). Mueller, Sebastian ; Kaiser, Georg Sebastian ; Azevedo, Vitor. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:5:d:10.1057_s41260-023-00318-z.

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2023.

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Works by Nathan Lassance:


YearTitleTypeCited
2021Portfolio Selection: A Target-Distribution Approach In: LIDAM Discussion Papers LFIN.
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paper0
2021Maximizing the Out-of-Sample Sharpe Ratio In: LIDAM Discussion Papers LFIN.
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paper0
2021Optimal Portfolio Diversification via Independent Component Analysis In: LIDAM Reprints LFIN.
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paper6
2022Reconciling mean-variance portfolio theory with non-Gaussian returns In: European Journal of Operational Research.
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article2
2021Portfolio selection with parsimonious higher comoments estimation In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article9
2021Minimum Rényi entropy portfolios In: Annals of Operations Research.
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article4
2018A comparison of pricing and hedging performances of equity derivatives models In: Applied Economics.
[Full Text][Citation analysis]
article3

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