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Nathan Lassance

Nathan Lassance

Université Catholique de Louvain - Louvain-la-Neuve / Belgium
Others
AD Scientific Index ID: 6011327
Catholic University of Louvain
person_outline Nathan Lassance's MOST POPULAR ARTICLES
1-) Optimal portfolio diversification via independent component analysis Operations Research 70 (1), 55-72, 2022
2-) Minimum rényi entropy portfolios Annals of Operations Research 299 (1), 23-46, 2021
3-) The risk of expected utility under parameter uncertainty Management Science 70 (11), 7644-7663, 2024
4-) Portfolio selection with parsimonious higher comoments estimation Journal of Banking & Finance 126 (9), 106-115, 2021
5-) On the combination of naive and mean-variance portfolio strategies Journal of Business & Economic Statistics 42 (3), 875-889, 2024