LIDAM Discussion Papers LFIN / Université catholique de Louvain, Louvain Finance (LFIN)
Citation Profile [Updated: 2026-07-12 16:53:14]
5 Years H Index
5
Impact Factor (IF)
0.38
5 Years IF
0.3
Data available in this
report
[Raw
data] [50 most cited papers]
[50 most relevant papers]
[cites used to compute IF]
[Recent
citations ][Frequent citing
series ] [more data in
EconPapers]
[
trace new citations] [Missing
citations? Add them now]
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Main indicators
Raw Data
| IF | AIF | CIF | IF5 | DOC | CDO | CIT | NCI | CCU | D2Y | C2Y | D5Y | C5Y | SC | %SC | CiY | II | AII | |
| 2019 | 0 | 0.61 | 0.14 | 0 | 7 | 7 | 5 | 1 | 1 | 0 | 0 | 0 | 1 | 0.14 | 0.35 | |||
| 2020 | 0 | 0.68 | 0.15 | 0 | 13 | 20 | 15 | 3 | 4 | 7 | 7 | 2 | 66.7 | 3 | 0.23 | 0.72 | ||
| 2021 | 0.5 | 0.87 | 0.53 | 0.5 | 18 | 38 | 59 | 20 | 24 | 20 | 10 | 20 | 10 | 5 | 25 | 8 | 0.44 | 0.36 |
| 2022 | 0.45 | 0.66 | 0.32 | 0.42 | 12 | 50 | 21 | 16 | 40 | 31 | 14 | 38 | 16 | 1 | 6.3 | 0 | 0.2 | |
| 2023 | 0.6 | 0.48 | 0.35 | 0.38 | 7 | 57 | 1 | 20 | 60 | 30 | 18 | 50 | 19 | 0 | 0 | 0.16 | ||
| 2024 | 0.47 | 0.46 | 0.51 | 0.51 | 6 | 63 | 6 | 32 | 92 | 19 | 9 | 57 | 29 | 2 | 6.3 | 1 | 0.17 | 0.17 |
| 2025 | 0.38 | 0.62 | 0.26 | 0.3 | 5 | 68 | 1 | 18 | 110 | 13 | 5 | 56 | 17 | 1 | 5.6 | 0 | 0.23 |
| IF: | Two years Impact Factor: C2Y / D2Y |
| AIF: | Average Impact Factor for all series in RePEc in year y |
| CIF: | Cumulative impact factor |
| IF5: | Five years Impact Factor: C5Y / D5Y |
| DOC: | Number of documents published in year y |
| CDO: | Cumulative number of documents published until year y |
| CIT: | Number of citations to papers published in year y |
| NCI: | Number of citations in year y |
| CCU: | Cumulative number of citations to papers published until year y |
| D2Y: | Number of articles published in y-1 plus y-2 |
| C2Y: | Cites in y to articles published in y-1 plus y-2 |
| D5Y: | Number of articles published in y-1 until y-5 |
| C5Y: | Cites in y to articles published in y-1 until y-5 |
| SC: | selft citations in y to articles published in y-1 plus y-2 |
| %SC: | Percentage of selft citations in y to articles published in y-1 plus y-2 |
| CiY: | Cites in year y to documents published in year y |
| II: | Immediacy Index: CiY / Documents. |
| AII: | Average Immediacy Index for series in RePEc in year y |
50 most cited documents in this series
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2021 | Machine Learning Time Series Regressions With an Application to Nowcasting. (2021). Striaukas, Jonas ; Babii, Andrii ; Ghysels, Eric. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2021004. Full description at Econpapers || Download paper | 38 |
| 2 | 2022 | Macroprudential Policies, Economic Growth and Banking Crises. (2022). Wijnandts, Jean-Charles ; Candelon, Bertrand ; Ben Naceur, Sami ; Belkhir, Mohamed. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2022010. Full description at Econpapers || Download paper | 19 |
| 3 | 2021 | Do retail investors bite off more than they can chew? A close look at their return objectives. (2021). MERLI, Maxime ; De Winne, Rudy ; Dhondt, Catherine. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2021003. Full description at Econpapers || Download paper | 6 |
| 4 | 2021 | Diversification Potential in Real Estate Portfolios. (2021). Hasse, Jean-Baptiste ; Fuerst, Franz ; Candelon, Bertrand. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2021001. Full description at Econpapers || Download paper | 5 |
| 5 | 2020 | Optimal and robust combination of forecasts via constrained optimization and shrinkage. (2020). Vrins, Frédéric ; Roccazzella, Francesco ; Gambetti, Paolo. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2020006. Full description at Econpapers || Download paper | 5 |
| 6 | 2021 | Macrofinancial information on the post- COVID-19 economic recovery: will it be V, U or L-shaped?. (2021). Iania, Leonardo ; Dewachter, Hans ; De Backer, Bruno. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2021002. Full description at Econpapers || Download paper | 4 |
| 7 | 2024 | European option pricing with model constrained Gaussian process regressions. (2024). Vrins, Frederic ; Hainaut, Donatien. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2024005. Full description at Econpapers || Download paper | 4 |
| 8 | 2020 | Testing for the Validity of W in GVAR models. (2020). Luisi, Angelo ; Candelon, Bertrand. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2020009. Full description at Econpapers || Download paper | 4 |
| 9 | 2021 | Optimal Portfolio Diversification via Independent Component Analysis. (2021). Vrins, Frédéric ; Demiguel, Victor ; Lassance, Nathan. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2021014. Full description at Econpapers || Download paper | 4 |
| 10 | 2019 | Negative interest rates may be more psychologically acceptable than assumed: Implications for savings. (2019). De Winne, Rudy ; Corneille, Olivier ; Efendic, Emir ; D'Hondt, Catherine. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2019006. Full description at Econpapers || Download paper | 3 |
| 11 | 2024 | The Economic Value of Mean Squared Error: Evidence from Portfolio Selection. (2024). Simaan, Majeed ; Lassance, Nathan ; Cui, Zhenyu ; Cai, Zhaokun. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2024003. Full description at Econpapers || Download paper | 3 |
| 12 | 2020 | Forecasting recovery rates on non-performing loans with machine learning. (2020). Vrins, Frédéric ; Brigo, Damiano ; Gambetti, Paolo ; Bellotti, Anthony. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2020002. Full description at Econpapers || Download paper | 3 |
| 13 | 2020 | Meta-learning approaches for recovery rate prediction. (2020). Vrins, Frédéric ; Roccazzella, Francesco ; Gambetti, Paolo. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2020007. Full description at Econpapers || Download paper | 2 |
| 14 | 2021 | A Multicountry Model of the Term Structures of Interest Rates with a GVAR. (2021). Moura, Rubens ; Candelon, Bertrand. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2021007. Full description at Econpapers || Download paper | 2 |
| 15 | 2020 | What leads people to tolerate negative interest rates on their savings?. (2020). De Winne, Rudy ; Corneille, Olivier ; Efendic, Emir ; D'Hondt, Catherine ; Todorovic, Aleksandar. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2020005. Full description at Econpapers || Download paper | 2 |
| 16 | 2023 | Business cycle and realized losses in the consumer credit industry. (2023). Distaso, Walter ; Vrins, Frederic ; Roccazzella, Francesco. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2023007. Full description at Econpapers || Download paper | 2 |
| 17 | 2019 | Robust portfolio selection using sparse estimation of comoment tensors. (2019). Vrins, Frédéric ; Lassance, Nathan. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2019007. Full description at Econpapers || Download paper | 1 |
| 18 | 2021 | Maximizing the Out-of-Sample Sharpe Ratio. (2021). Lassance, Nathan. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2021013. Full description at Econpapers || Download paper | 1 |
| 19 | 2022 | Dynamic Autoregressive Liquidity (DArLiQ). (2022). LINTON, OLIVER ; Hafner, Christian ; Wang, Linqi. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2022002. Full description at Econpapers || Download paper | 1 |
| 20 | 2019 | Affine term-structure models: A time-changed approach with perfect fit to market curves. (2019). Vrins, Frédéric ; Mbaye, Cheikh. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2019005. Full description at Econpapers || Download paper | 1 |
| 21 | 2020 | Retail Investing in Passive Exchange Traded Funds. (2020). PETITJEAN, Mikael ; Elhichou Elmaya, Younes ; D'Hondt, Catherine. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2020013. Full description at Econpapers || Download paper | 1 |
| 22 | 2022 | MultiATSM: An R Package for Arbitrage-free Multicountry Affine Term Structure of Interest Rates Models with Unspanned Macroeconomic Risk. (2022). Moura, Rubens. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2022001. Full description at Econpapers || Download paper | 1 |
| 23 | 2019 | Minimum Rényi entropy portfolios. (2019). Vrins, Frédéric ; Lassance, Nathan. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2019003. Full description at Econpapers || Download paper | 1 |
| 24 | 2020 | Bond Risk Premia in Emerging Markets: Evidence from Brazil, China, Mexico, and Russia. (2020). Moura, Rubens ; Iania, Leonardo ; Lyrio, Marco. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2020010. Full description at Econpapers || Download paper | 1 |
| 25 | 2021 | International Earnings Announcements: Tone, Forward-looking Statements, and Informativeness. (2021). Torsin, Wouter ; Thewissen, James ; Henry, Elaine. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2021016. Full description at Econpapers || Download paper | 1 |
| 26 | 2025 | Efficient Monte Carlo estimation of credit concentration risk. (2025). Vrins, Frdric ; Barbagli, Matteo. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2025003. Full description at Econpapers || Download paper | 1 |
| 27 | 2022 | Retail Investorsâ Disposition Effect and Order Choices. (2022). Palan, Stefan ; Luong, Nhung ; De Winne, Rudy. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2022012. Full description at Econpapers || Download paper | 1 |
| 28 | 2025 | On the distribution of the integral of a function with respect to a Brownian Bridge. (2025). Vrins, Frdric. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2025001. Full description at Econpapers || Download paper | 1 |
50 most relevant documents in this series (papers most cited in the last two years)
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2021 | Machine Learning Time Series Regressions With an Application to Nowcasting. (2021). Striaukas, Jonas ; Babii, Andrii ; Ghysels, Eric. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2021004. Full description at Econpapers || Download paper | 16 |
| 2 | 2022 | Macroprudential Policies, Economic Growth and Banking Crises. (2022). Wijnandts, Jean-Charles ; Candelon, Bertrand ; Ben Naceur, Sami ; Belkhir, Mohamed. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2022010. Full description at Econpapers || Download paper | 12 |
| 3 | 2021 | Diversification Potential in Real Estate Portfolios. (2021). Hasse, Jean-Baptiste ; Fuerst, Franz ; Candelon, Bertrand. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2021001. Full description at Econpapers || Download paper | 4 |
| 4 | 2024 | European option pricing with model constrained Gaussian process regressions. (2024). Vrins, Frederic ; Hainaut, Donatien. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2024005. Full description at Econpapers || Download paper | 4 |
| 5 | 2024 | The Economic Value of Mean Squared Error: Evidence from Portfolio Selection. (2024). Simaan, Majeed ; Lassance, Nathan ; Cui, Zhenyu ; Cai, Zhaokun. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2024003. Full description at Econpapers || Download paper | 3 |
| 6 | 2021 | Optimal Portfolio Diversification via Independent Component Analysis. (2021). Vrins, Frédéric ; Demiguel, Victor ; Lassance, Nathan. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2021014. Full description at Econpapers || Download paper | 3 |
| 7 | 2021 | Do retail investors bite off more than they can chew? A close look at their return objectives. (2021). MERLI, Maxime ; De Winne, Rudy ; Dhondt, Catherine. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2021003. Full description at Econpapers || Download paper | 3 |
| 8 | 2020 | Forecasting recovery rates on non-performing loans with machine learning. (2020). Vrins, Frédéric ; Brigo, Damiano ; Gambetti, Paolo ; Bellotti, Anthony. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2020002. Full description at Econpapers || Download paper | 2 |
| 9 | 2021 | Macrofinancial information on the post- COVID-19 economic recovery: will it be V, U or L-shaped?. (2021). Iania, Leonardo ; Dewachter, Hans ; De Backer, Bruno. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2021002. Full description at Econpapers || Download paper | 2 |
| 10 | 2023 | Business cycle and realized losses in the consumer credit industry. (2023). Distaso, Walter ; Vrins, Frederic ; Roccazzella, Francesco. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2023007. Full description at Econpapers || Download paper | 2 |
Citing documents used to
compute impact factor: 5
| Year | Title | |
|---|---|---|
| 2025 | The 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. Full description at Econpapers || Download paper | |
| 2025 | Multi-Hypothesis Prediction for Portfolio Optimization: A Structured Ensemble Learning Approach to Risk Diversification. (2025). Hong, Xia ; Shahzad, Muhammad ; Dominguez, Alejandro Rodriguez. In: Papers. RePEc:arx:papers:2501.03919. Full description at Econpapers || Download paper | |
| 2025 | Optimal shrinkage of means in the Markowitz model. (2025). Mellado, Cristhian ; Contreras, Mauricio ; Ortiz, Roberto. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s1057521925002236. Full description at Econpapers || Download paper | |
| 2025 | Shrink with Purpose: Optimal Covariance Matrix Estimation for Portfolio Selection. (2025). Vrins, Frdric ; Vanderveken, Rodolphe ; Lassance, Nathan. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2025002. Full description at Econpapers || Download paper | |
| 2025 | Optimal control by policy improvements and constrained Gaussian process regressions. (2025). Dupret, Jean-Loup ; Hainaut, Donatien. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2025012. Full description at Econpapers || Download paper |
Recent citations
Recent citations received in 2025
| Year | Citing document |
|---|
Recent citations received in 2024
| Year | Citing document | |
|---|---|---|
| 2024 | American option pricing with model constrained Gaussian process regressions. (2024). Hainaut, Donatien. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2024023. Full description at Econpapers || Download paper |
Recent citations received in 2023
| Year | Citing document |
|---|
Recent citations received in 2022
| Year | Citing document |
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10 most frequent citing series