Financial Economics


Journal Articles


1. Lassance, Nathan; Vrins, Frédéric. Minimum Rényi entropy portfolios. In: Annals of Operations Research, (2019). doi:10.1007/s10479-019-03364-2 (Accepté/Sous presse). http://hdl.handle.net/2078.1/218951

2. Profeta, Christophe; Vrins, Frédéric. Piecewise constant martingales and lazy clocks. In: Probability, Uncertainty and Quantitative Risk, Vol. 4, no. 2 (2019). doi:10.1186/s41546-019-0036-4. http://hdl.handle.net/2078.1/211213