Nathan Lassance : Citation Profile

Université Catholique de Louvain

3

H index

2

i10 index

43

Citations

RESEARCH PRODUCTION:

4

Articles

3

Papers

RESEARCH ACTIVITY:

   4 years (2018 - 2022). See details.
   Cites by year: 10
   Journals where Nathan Lassance has often published
   Relations with other researchers
   Recent citing documents: 14.    Total self citations: 3 (6.52 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pla1022
   Updated: 2025-12-20    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 (10)

cotter, john (4)

Conlon, Thomas (4)

Barbagli, Matteo (3)

Hafner, Christian (2)

Zoia, Maria (1)

Mora-Valencia, Andrés (1)

Nava, Consuelo (1)

Santos, Andre (1)

Wang, Linqi (1)

Perote, Javier (1)

Cites to:

Kerstens, Kristiaan (10)

Vrins, Frédéric (8)

Ledoit, Olivier (7)

Uppal, Raman (7)

Wolf, Michael (7)

Pastor, Lubos (4)

Harvey, Campbell (4)

Boudt, Kris (4)

Markowitz, Harry (4)

Guidolin, Massimo (4)

Candelon, Bertrand (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 (2025 and 2024)

YearTitle of citing document
2024The role of CDS spreads in explaining bond recovery rates. (2024). Barbagli, Matteo ; Franois, Pascal ; Gauthier, Genevieve ; Vrins, Frederic. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2024002.

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2025Robust Elicitable Functionals. (2025). Pesenti, Silvana M ; Miao, Kathleen E. In: Papers. RePEc:arx:papers:2409.04412.

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2024Sustainable risk preferences on asset allocation: a higher order optimal portfolio study. (2024). Esparcia, Carlos ; Diaz, Antonio ; Escribano, Ana. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000029.

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2024Dynamic portfolio selection with sector-specific regularization. (2024). Wang, Linqi ; Hafner, Christian M. In: Econometrics and Statistics. RePEc:eee:ecosta:v:32:y:2024:i:c:p:17-33.

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2024First passage times in portfolio optimization: A novel nonparametric approach. (2024). Rodrigues, Paulo ; Nicolau, Joo ; Zsurkis, Gabriel. In: European Journal of Operational Research. RePEc:eee:ejores:v:312:y:2024:i:3:p:1074-1085.

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2025Asset allocation with factor-based covariance matrices. (2025). Conlon, Thomas ; Cotter, John ; Kynigakis, Iason. In: European Journal of Operational Research. RePEc:eee:ejores:v:325:y:2025:i:1:p:189-203.

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2025Robust elicitable functionals. (2025). Miao, Kathleen E ; Pesenti, Silvana M. In: European Journal of Operational Research. RePEc:eee:ejores:v:326:y:2025:i:2:p:311-325.

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2024Improved estimation of the correlation matrix using reinforcement learning and text-based networks. (2024). Simaan, Majeed ; Ndiaye, Papa Momar ; Lu, Cheng. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005040.

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2024Tail mean-variance portfolio selection with estimation risk. (2024). Huang, Zhenzhen ; Wei, Pengyu ; Weng, Chengguo. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:116:y:2024:i:c:p:218-234.

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2025The role of CDS spreads in explaining bond recovery rates. (2025). Franois, Pascal ; Barbagli, Matteo ; Gauthier, Genevive ; Vrins, Frdric. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:174:y:2025:i:c:s0378426625000342.

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2024Modeling dynamic higher-order comoments for portfolio selection based on copula approach. (2024). Ke, Rui ; Yang, Dong ; Wang, Yanfeng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pb:s1059056024006609.

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2024Is ESG investment rewarded or just doing good? Evidence from China. (2024). Zheng, Yihe ; Wang, Zhuo ; Shi, Chunpei ; Wei, YU. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pc:s1059056024007044.

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2024On cumulative residual extropy of coherent and mixed systems. (2024). Chakraborty, Siddhartha ; Pradhan, Biswabrata. In: Annals of Operations Research. RePEc:spr:annopr:v:340:y:2024:i:1:d:10.1007_s10479-023-05727-2.

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2025Integrating multiple sources of ordinal information in portfolio optimization. (2025). Ela, Eranda ; Hafner, Stephan ; Mestel, Roland ; Pferschy, Ulrich. In: Annals of Operations Research. RePEc:spr:annopr:v:346:y:2025:i:3:d:10.1007_s10479-025-06495-x.

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Works by Nathan Lassance:

YearTitleTypeCited
2021Portfolio Selection: A Target-Distribution Approach In: LIDAM Discussion Papers LFIN.
[Full Text][Citation analysis]		paper3
2021Maximizing the Out-of-Sample Sharpe Ratio In: LIDAM Discussion Papers LFIN.
[Full Text][Citation analysis]		paper1
2021Optimal Portfolio Diversification via Independent Component Analysis In: LIDAM Reprints LFIN.
[Citation analysis]		paper10
2022Reconciling mean-variance portfolio theory with non-Gaussian returns In: European Journal of Operational Research.
[Full Text][Citation analysis]		article3
2021Portfolio selection with parsimonious higher comoments estimation In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article16
2021Minimum Rényi entropy portfolios In: Annals of Operations Research.
[Full Text][Citation analysis]		article7
2018A comparison of pricing and hedging performances of equity derivatives models In: Applied Economics.
[Full Text][Citation analysis]		article3

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team