Conference Papers

2019

  • D'Hondt, Catherine. MiFID questionnaires, financial advice and investor behavior. Internal seminar at the Financial Securities and Markets Authority (Brussels, Belgium, February 28, 2019).
    http://hdl.handle.net/2078.1/214487

  • Lassance, Nathan; DeMiguel, Victor; Vrins, Frédéric. Optimal portfolio diversification via independent component analysis. Actuarial and Financial Mathematics Conference (Brussels,  February 7-8, 2019).
    http://hdl.handle.net/2078.1/213724

2018

  • Degryse, Hans; De Winne, Rudy; Gresse, Carole; Payne, Richard. Cross-venue liquidity provision: High frequency trading and Ghost liquidity. 35th Annual Conference of the French Finance Association (Paris,  May 22-24, 2018).
    http://hdl.handle.net/2078.1/203765

  • Degryse, Hans; De Winne, Rudy; Gresse, Carole; Payne, Richard. Cross-venue liquidity provision: High frequency trading and Ghost liquidity. 2nd SAFE Market Microstructure Conference (Frankfurt, August 20-21, 2018).
    http://hdl.handle.net/2078.1/203764

  • Degryse, Hans; De Winne, Rudy; Gresse, Carole; Payne, Richard. Cross-venue liquidity provision: High frequency trading and Ghost liquidity. 2018 FMA Annual Meeting (San Diego,  October 11-13, 2018).
    http://hdl.handle.net/2078.1/203826

  • Desagre, Christophe ; D'Hondt, Catherine. Googlization and retail investment decisions. Warsaw International Economic Meeting (Warsaw,  July 3-5, 2018).
    http://hdl.handle.net/2078.1/203276

  • Desagre, Christophe; D'Hondt, Catherine. Googlization and retail investment decisions. 16th Belgian Financial Research Forum (Brussels, June 1, 2018).
    http://hdl.handle.net/2078.1/203291

  • Desagre, Christophe; D'Hondt, Catherine. Googlization and retail investment decisions. 35th Annual Conference of the French Finance Association (Paris, May 22-24, 2018).
    http://hdl.handle.net/2078.1/203287

  • Desagre, Christophe; D'Hondt, Catherine; Petitjean, Mikael. Liquidity and the rise of fast trading on Euronext. Financial Econometrics Conference: Market Microstructure, Limit Order Books and Derivative Markets (Lancaster (UK),  September 13-14, 2018).
    http://hdl.handle.net/2078.1/203288

  • Desagre, Christophe; D'Hondt, Catherine; Petitjean, Mikael. Liquidity and the rise of fast trading on Euronext. 2nd European Capital Market Workshop (London (UK), July 9, 2018). http://hdl.handle.net/2078.1/203290

  • D'Hondt, Catherine. De l’homo economicus à l’homo sapiens : enjeux et perspectives pour la finance. CBC conference (Namur, Belgium, June 7, 2018).
    http://hdl.handle.net/2078.1/211354

  • D'Hondt, Catherine. L’impact de la psychologie sur les décisions des investisseurs. Forum financier de Wallonie picarde (Tournai, Belgium, April 17, 2018).
    http://hdl.handle.net/2078.1/211351

  • Lassance, Nathan and Vrins, Frédéric. Minimum Rényi Entropy Portfolios. 35th Annual Conference of the French Finance Association (AFFI) (Paris, May 22-24, 2018).
    http://hdl.handle.net/2078.1/196435

  • Lassance, Nathan and Vrins, Frédéric. Minimum Rényi Entropy Portfolios. Actuarial and Financial Mathematics Conference (Brussels , February 8-9, 2018).
    http://hdl.handle.net/2078.1/196434

  • Lassance, Nathan; Vrins, Frédéric. Minimum Rényi Entropy Portfolios. Belgian Financial Research Forum (Brussels, 01/06/2018).
    http://hdl.handle.net/2078.1/198050

  • Mbaye, Cheikh and Vrins, Frédéric. Time-changed affine models: fitting interest-rates and CDS term-structures without shift. 10th world congress of the Bachelier Finance Society (Dublin). http://hdl.handle.net/2078.1/195897

  • Vrins, Frédéric. Wrong-way risk via change of measure : theory, implementation and performance analysis. Actuarial and Financial Mathematics conference 2018 (Brussels, February 8-9, 2018). http://hdl.handle.net/2078.1/196424

  • Vrins, Frédéric. A dynamic stochastic recovery rate model with applications to credit derivatives pricing. 4th Symposium on Quantitative Finance and Risk Analysis Symposium  (Mykonos, Greece, June 7-8, 2018).
    http://hdl.handle.net/2078.1/196637

2017

  • Mbaye, Cheikh and Vrins, Frédéric. A subordinated CIR model for CVA with wrong-way risk. 2nd International Conference on Computational Finance 2017 (Lisbon, Portugal, September 4-8, 2017). In Proceedings of the 2nd International Conference on Computational Finance - ICCF 2017, 2017.
    http://hdl.handle.net/2078.1/187597

  • Bellofatto, Anthony. Appetite for information in mandatory profiling of individual investors. The 34th International Conference of the French Finance Association (Valence, France, May 31-June 2, 2017).
    http://hdl.handle.net/2078.1/191097

  • Vrins, Frédéric. CVA wrong way risk via change of measure: actuarial vs risk-neutral pricing. Innovatios in Insurance, Risk- and Asset Management (Munich, Germany, April 5-7, 2017). http://hdl.handle.net/2078.1/184550

2015

  • D'Hondt, Catherine. Les tests MiFID sont-ils informatifs? Forum Financier (Tournai, Belgique, November 11, 2015).
    http://hdl.handle.net/2078.1/167476

  • Vrins, Frédéric and Jeanblanc, Monique. The Phi-martingale. International Actuarial Association Colloquium (Oslo, Norway, June 7-10, 2015).
    http://hdl.handle.net/2078.1/158357

  • Bellofatto, Anthony; De Winne, Rudy and D'Hondt, Catherine. To what extent can MiFID tests be informative? Southern Finance Association 2015 Annual Meeting (Captiva Island, Florida, USA, November 18-21, 2015).
    http://hdl.handle.net/2078/167549

  • Bellofatto, Anthony; De Winne, Rudy and D'Hondt, Catherine. To what extent can MiFID tests be informative? The 2015 Annual Meeting of the Academy of Behavioral Finance & Economics (Philadelphia, USA, September 16-18, 2015).
    http://hdl.handle.net/2078/166603

  • Bellofatto, Anthony; De Winne, Rudy and D'Hondt, Catherine. To what extent can MiFID tests be informative? The 2015 Behavioural Finance Working Group Conference (London, United Kingdom, June 11-12, 2015).
    http://hdl.handle.net/2078/166600

  • Bellofatto, Anthony; De Winne, Rudy and D'Hondt, Catherine. To what extent can MiFID tests be informative? The 2015 EFM “Merton H Miller” Doctoral Seminar of the European Financial Management Association (EFMA) (Amsterdam, The Netherlands, June-24-25, 2015).
    http://hdl.handle.net/2078/166602

2014

  • Bachy, Sylviane; Struye de Swielande, Tanguy and Gilson, Nathalie. Online peer review. Association Internationale de pédagogie universitaire (Mons, du May 18-22, 2014).
    http://hdl.handle.net/2078.1/147342

  • Bellofatto, Anthony; De Winne, Rudy and D'Hondt, Catherine. Beyond the disposition effect: Evidence from the 2000-2012 period. 2014 Annual Conference of the European Financial Management Association (EFMA) (Rome, Italy, June 25-28, 2014).
    http://hdl.handle.net/2078/166588

  • Bellofatto, Anthony; De Winne, Rudy and D'Hondt, Catherine. Beyond the disposition effect: Evidence from the 2000-2012 period. 4th International Conference of the Financial Engineering & Banking Society (Surrey, United Kingdom, June 21-23, 2014).
    http://hdl.handle.net/2078/166589

  • Petitjean Mikael. Intraday liquidity dynamics and price ranges in cap-based portfolios. 4th International Conference of the Financial Engineering & Banking Society (Surrey, United Kingdom, June 21-23, 2014).
    http://hdl.handle.net/2078.1/152867

  • Bellofatto, Anthony; De Winne, Rudy and D'Hondt, Catherine. Beyond the disposition effect: Evidence from the 2000-2012 period. 8th Portuguese Finance Network Conference(PFN) (Vlamoura, Portugal, June 17-19, 2014).
    http://hdl.handle.net/2078/166591

  • Bellofatto, Anthony; De Winne, Rudy and D'Hondt, Catherine. Beyond the disposition effect: Evidence from the 2000-2012 period. 31st International Conference of the French Finance Association (AFFI), (Aix-en-Provence, France, May 19-21, 2014).
    http://hdl.handle.net/2078.1/143314

  • Bellofatto, Anthony; De Winne, Rudy and D'Hondt, Catherine. Beyond the disposition effect: Evidence from the 2000-2012 period. Evidence from the 2000-2012 period. 6th International Finance and Banking Society (IFABS) Conference (Lisbon, Portugal, June 18-20, 2014).
    http://hdl.handle.net/2078/166592

  • Bellofatto Anthony; De Winn Rudy and D'Hondt, Catherine. Beyond the disposition effect: Evidence from the 2000-2012 period. 6th International Finance and Banking Society (IFABS) Conference, PhD seminar (Lisbon, Portugal, June 18-20, 2014).
    http://hdl.handle.net/2078.1/158994

  • D'Hondt, Catherine and Mazza, Paolo. Small-caps attractiveness for retail investors: Evidence from the 1999-2012 period. Brussels Exchange Forum (Brussels, Belgium, April 25, 2014). http://hdl.handle.net/2078.1/143319

  • Vrins, Frédéric. Conic Martingales. 8th world congress of the Bachelier Finance Society (Brussels, Belgium, April 2-6, 2014).
    http://hdl.handle.net/2078.1/151183

  • Vrins, Frédéric and Willemen, Jan. Positive default intensities. 8th world congress of the Bachelier Finance Society (Brussels, Belgium, June 2-6, 2014).
    http://hdl.handle.net/2078.1/151184

2012

  • Degryse, Hans; De Winne, Rudy and Wuyts, Gunther. Trading performance on Euronext: Does location or trading venue matter? 5th EMG Workshop on the Microstructure of Financial Markets (Cass Business School, London, United Kingdom, May 3-4, 2012).
    http://hdl.handle.net/2078/115630