Nathan Lassance

UCLouvain

7本站收录论文

141这些论文的被引

6本站 h 指数

6合作者

作者编号 A5047519193 · ORCID 0000-0001-6241-2965。统计只算本站收录的论文。

发表的论文7 篇，按出版时间

1
Maximizing the Out-of-Sample Sharpe RatioOperations Research20267
2
Optimal Portfolio Size Under Parameter UncertaintyJournal of Financial and Quantitative Analysis20252
3
Optimal Portfolio Choice with Fat Tails and Parameter UncertaintyJournal of Financial and Quantitative Analysis202518
4
The Risk of Expected Utility Under Parameter UncertaintyManagement Science202440
5
Optimal Portfolio Diversification via Independent Component AnalysisOperations Research202141
6
Reconciling mean-variance portfolio theory with non-Gaussian returnsEuropean Journal of Operational Research202119
7
Portfolio Selection: A Target-Distribution ApproachEuropean Journal of Operational Research202114

按月发文

逐年被引

合作者

Frederic Daniel Vrins3 篇 Victor DeMiguel1 篇 Alberto Martín-Utrera1 篇 Raymond Kan1 篇 Majeed Simaan1 篇 Rodolphe Vanderveken1 篇

研究主题和期刊

Journal of Financial and Quantitative Analysis2 Operations Research2 European Journal of Operational Research2 Management Science1