Investments

De Winne, R., Palan, S., & Luong, N. (2026). Retail Investors’ Disposition Effect and Order Choices. Journal of Behavioral and Experimental Finance, 51, 101232. https://doi.org/10.1016/j.jbef.2026.101232 (Original work published 2026)

Asimit, V., Chen, Z., & Lassance, N. (2026). Distribution-free shrinkage of high-dimensional mean vector. Journal of Business and Economic Statistics. Accepted/in-press. (Original work published 2026)

Germain, A., & Vrins, F. (2026). Credit selection in collateralized loan obligation: Efficient approximation through linearization and clustering. European Journal of Operational Research, 330(1), 326-342. https://doi.org/10.1016/j.ejor.2025.11.015 (Original work published 2026)

Lassance, N. (2026). Maximizing the Out-of-Sample Sharpe Ratio. Operations research. Accepted/in-press. https://doi.org/10.1287/opre.2025.2500 (Original work published 2026)

Lassance, N., Vanderveken, R., & Vrins, F. (2026). Optimal Portfolio Size under Parameter Uncertainty. Journal of Financial and Quantitative Analysis. Accepted/in-press. (Original work published 2026)

Bellofatto, A., Broihanne, M.-H., & D’Hondt, C. (2025). Financial knowledge acquisition and trading behavior: empirical evidence from an online information tool. Financial Markets and Portfolio Management, 39, 1-45. https://doi.org/10.1007/s11408-024-00459-0 (Original work published 2025)

Kan, R., & Lassance, N. (2025). Optimal Portfolio Choice with Fat Tails and Parameter Uncertainty. Journal of Financial and Quantitative Analysis, 60(8), 3753-3790. (Original work published 2025)

Degryse, H., De Winne, R., Gresse, C., & Payne, R. (2025). Duplicated Orders, Swift Cancellations, and Fast Market Making in Fragmented Markets. Management science, 72(8), 7028-7054. https://doi.org/10.1287/mnsc.2023.01789 (Original work published 2026)

Lassance, N., Martín-Utrera, A., & Simaan, M. (2024). The Risk of Expected Utility under Parameter Uncertainty. Management science, 70(11), 7644-7663. (Original work published 2024)

Kan, R., Lassance, N., & Wang, X. (2024). The distribution of sample mean-variance portfolio weights. Random Matrices: Theory and Applications, 13(1), 2450002. https://doi.org/10.1142/S2010326324500023 (Original work published 2024)

De Bondt, W., De Winne, R., & D’Hondt, C. (2024). Measuring speculation beyond day trading and bets on lottery-like stocks. International Review of Financial Analysis, 96(A), 103632. https://doi.org/10.1016/j.irfa.2024.103632 (Original work published 2024)

Lassance, N., Vanderveken, R., & Vrins, F. (2024). On the Combination of Naive and Mean-Variance Portfolio Strategies. Journal of Business and Economic Statistics, 42(3), 875-889. (Original work published 2024)

Lassance, N., & Vrins, F. (2023). Portfolio Selection: A Target-Distribution Approach. European Journal of Operational Research, 310(1), 302-314. https://doi.org/10.1016/j.ejor.2023.02.014 (Original work published 2023)

Lassance, N., Vrins, F., & DeMiguel, V. (2022). Optimal portfolio diversification via independent component analysis. Operations research, 70(1), 55-72. https://doi.org/10.1287/opre.2021.2140 (Original work published 2022)

D’Hondt, C., Merli, M., & Roger, T. (2022). What drives retail portfolio exposure to ESG factors? Finance Research Letters, 46(Part B), 102470. https://doi.org/10.1016/j.frl.2021.102470 (Original work published 2022)

Lassance, N. (2022). Reconciling mean-variance portfolio theory with non-Gaussian returns. European Journal of Operational Research, 297(2), 729-740. https://doi.org/10.1016/j.ejor.2021.06.016 (Original work published 2022)