3
H index
1
i10 index
31
Citations
Nathan Lassance : Citation Profile
Université Catholique de Louvain | RESEARCH PRODUCTION: 4 Articles 3 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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4 years (2018 - 2022). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Nathan Lassance. | Is cited by:
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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)
| Year | Title of citing document |
|---|---|
| 2024 | The role of CDS spreads in explaining bond recovery rates. (2024). Vrins, Frederic ; Gauthier, Genevieve ; Franois, Pascal ; Barbagli, Matteo. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2024002. Full description at Econpapers || Download paper |
| 2023 | Integrating multiple sources of ordinal information in portfolio optimization. (2022). Pferschy, Ulrich ; Mestel, Roland ; Hafner, Stephan ; Ccela, Eranda. In: Papers. RePEc:arx:papers:2211.00420. Full description at Econpapers || Download paper |
| 2024 | Sustainable risk preferences on asset allocation: a higher order optimal portfolio study. (2024). Esparcia, Carlos ; Escribano, Ana ; Diaz, Antonio. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000029. Full description at Econpapers || Download paper |
| 2023 | Semiparametric 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. Full description at Econpapers || Download paper |
| 2023 | Portfolio 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. Full description at Econpapers || Download paper |
| 2024 | First passage times in portfolio optimization: A novel nonparametric approach. (2024). , Paulo ; Nicolau, Joo ; Zsurkis, Gabriel. In: European Journal of Operational Research. RePEc:eee:ejores:v:312:y:2024:i:3:p:1074-1085. Full description at Econpapers || Download paper |
| 2024 | Tail mean-variance portfolio selection with estimation risk. (2024). Weng, Chengguo ; Wei, Pengyu ; Huang, Zhenzhen. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:116:y:2024:i:c:p:218-234. Full description at Econpapers || Download paper |
| 2023 | On 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. Full description at Econpapers || Download paper |
| 2023 | Stock 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. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
Works by Nathan Lassance:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2021 | Portfolio Selection: A Target-Distribution Approach In: LIDAM Discussion Papers LFIN. [Full Text][Citation analysis] | paper | 1 |
| 2021 | Maximizing the Out-of-Sample Sharpe Ratio In: LIDAM Discussion Papers LFIN. [Full Text][Citation analysis] | paper | 1 |
| 2021 | Optimal Portfolio Diversification via Independent Component Analysis In: LIDAM Reprints LFIN. [Citation analysis] | paper | 7 |
| 2022 | Reconciling mean-variance portfolio theory with non-Gaussian returns In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 2 |
| 2021 | Portfolio selection with parsimonious higher comoments estimation In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 11 |
| 2021 | Minimum Rényi entropy portfolios In: Annals of Operations Research. [Full Text][Citation analysis] | article | 6 |
| 2018 | A comparison of pricing and hedging performances of equity derivatives models In: Applied Economics. [Full Text][Citation analysis] | article | 3 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team