Archives for LFIN

We are glad to announce that the first Louvain Finance Day will be held in Auditorium Doyen 31 on February 5, 2018, at 4:00 p.m. This event, co-organised by the Louvain School of Management, Louvain Finance, and the UCLouvain Investment Club, will feature exceptional presentations by:...

Liquidity Regimes and Optimal Dynamic Asset Allocation Pierre Collin-Dufresne, Ecole Polytechnique Fédérale de Lausanne We solve for the optimal dynamic asset allocation when expected returns, volatilities, and trading costs follow a regime switching model. The optimal policy is to trade...

A Portfolio Perspective on the Multitude of Characteristics Victor DeMiguel, London Business School We investigate which characteristics matter jointly for an investor who cares not only about average returns but also about portfolio risk, transaction costs, and out-of-sample performance....

Adaptive Markets: Financial Evolution at the Speed of Though On November 29, 2017 at 3:30 p.m., Andrew Lo (MIT) will be giving a talk on “Adaptive Markets: Financial Evolution at the Speed of Though”, considered by the Financial times as “A remarkable new paradigm puts human instinct at the...