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Lassance, Nathan [Author]

An Analytical Shrinkage Estimator for Linear Regression

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[S.l.]: SSRN, 2022
Lassance, Nathan [Author]

Maximizing the Out-of-Sample Sharpe Ratio

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[S.l.]: SSRN, [2022]
Lassance, Nathan [Author]

Information-Theoretic Approaches to Portfolio Selection

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[S.l.]: SSRN, [2020]

Published in: Louvain School of Management Doctoral Thesis
Lassance, Nathan [Author] ; Vrins, Frédéric D. [Other]

Minimum Rényi Entropy Portfolios

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[S.l.]: SSRN, [2020]
Lassance, Nathan [Author] ; DeMiguel, Victor [Other]; Vrins, Frédéric D. [Other]

Optimal Portfolio Diversification via Independent Component Analysis

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[S.l.]: SSRN, [2020]
Lassance, Nathan [Author] ; Vrins, Frédéric D. [Other]

Portfolio Selection Using Parsimonious Estimation of Comoment Tensors

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[S.l.]: SSRN, [2020]
Lassance, Nathan [Author]

Reconciling Mean-Variance Portfolio Theory with Non-gaussian Returns

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[S.l.]: SSRN, [2020]
Lassance, Nathan [Author] ; Vrins, Frédéric D. [Other]

A Comparison of Pricing and Hedging Performances of Equity Derivatives Models

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[S.l.]: SSRN, [2018]
Lassance, Nathan [Author]; Vrins, Frédéric [Author]

Minimum Rényi entropy portfolios

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[Louvain-la-Neuve]: CORE, [2019]

Published in: Université catholique de Louvain: CORE discussion papers ; 2019,01
Lassance, Nathan [Author]; Vrins, Frédéric D. [Author]

Portfolio Selection : A Target-Distribution Approach

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[S.l.]: SSRN, [2021]
Kan, Raymond [Author]; Lassance, Nathan [Author]; Wang, Xiaolu [Author]

The Distribution of Sample Mean-Variance Portfolio Weights

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[S.l.]: SSRN, [2023]
Lassance, Nathan [Author]; Vanderveken, Rodolphe [Author]; Vrins, Frédéric D. [Author]

On the Optimal Combination of Naive and Mean-Variance Portfolio Strategies

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[S.l.]: SSRN, [2022]
Lassance, Nathan [Author]; Martin-Utrera, Alberto [Author]; Simaan, Majeed [Author]

A Robust Approach to Optimal Portfolio Choice with Parameter Uncertainty

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[S.l.]: SSRN, [2021]
Lassance, Nathan

An Analytical Shrinkage Estimator for Linear Regression

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Elsevier BV, 2022

Published in: SSRN Electronic Journal (2022)
Lassance, Nathan

An Analytical Shrinkage Estimator for Linear Regression

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Elsevier BV, 2022

Published in: SSRN Electronic Journal (2022)
Lassance, Nathan

Maximizing the Out-of-Sample Sharpe Ratio

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Elsevier BV, 2021

Published in: SSRN Electronic Journal (2021)
Lassance, Nathan

Information-Theoretic Approaches to Portfolio Selection

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Elsevier BV, 2019

Published in: SSRN Electronic Journal (2019)
Lassance, Nathan

Reconciling Mean-Variance Portfolio Theory with Non-gaussian Returns

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Elsevier BV, 2020

Published in: SSRN Electronic Journal (2020)
Lassance, Nathan

Optimal RRnyi Entropy Portfolios

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Elsevier BV, 2017

Published in: SSRN Electronic Journal (2017)
Kan, Raymond; Lassance, Nathan

Optimal Portfolio Choice with Fat Tails and Parameter Uncertainty

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Elsevier BV, 2024

Published in: SSRN Electronic Journal (2024)

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