Journal Articles
1. De Bondt, Werner; De Winne, Rudy; D'Hondt, Catherine.
Measuring speculation beyond day trading and bets on lottery-like stocks. In:
International Review of Financial Analysis, Vol. 96, no.A, p. 103632 (2024). doi:10.1016/j.irfa.2024.103632.
http://hdl.handle.net/2078.1/292475
2. Lassance, Nathan; Vanderveken, Rodolphe; Vrins, Frédéric.
On the Combination of Naive and Mean-Variance Portfolio Strategies. In:
Journal of Business and Economic Statistics, Vol. 42, no. 3, p. 875-889 (2024).
http://hdl.handle.net/2078.1/277691
3. Kan, Raymond; Lassance, Nathan; Wang, Xiaolu.
The distribution of sample mean-variance portfolio weights. In:
Random Matrices: Theory and Applications, Vol. 13, no. 1, p. 2450002 (2024). doi:10.1142/S2010326324500023.
http://hdl.handle.net/2078.1/281110
4. Lassance, Nathan; Vrins, Frédéric.
Portfolio Selection: A Target-Distribution Approach. In:
European Journal of Operational Research, Vol. 310, no. 1, p. 302-314 (2023). doi:10.1016/j.ejor.2023.02.014.
http://hdl.handle.net/2078.1/272598
5. Lassance, Nathan; Martín-Utrera, Alberto; Simaan, Majeed.
The Risk of Expected Utility under Parameter Uncertainty. In:
Management Science, (2023). (Accepté/Sous presse).
http://hdl.handle.net/2078.1/277406
6. Lassance, Nathan; Vrins, Frédéric; DeMiguel, Victor.
Optimal portfolio diversification via independent component analysis. In:
Operations Research, Vol. 70, no. 1, p. 55-72 (2022). doi:10.1287/opre.2021.2140.
http://hdl.handle.net/2078.1/248130
7. Lassance, Nathan.
Reconciling mean-variance portfolio theory with non-Gaussian returns. In:
European Journal of Operational Research, Vol. 297, no. 2, p. 729-740 (2022). doi:10.1016/j.ejor.2021.06.016.
http://hdl.handle.net/2078.1/248132
8. D'Hondt, Catherine; Merli, Maxime; Roger, Tristan.
What drives retail portfolio exposure to ESG factors?. In:
Finance Research Letters, Vol. 46, no. Part B, p. 102470 (2022). doi:10.1016/j.frl.2021.102470.
http://hdl.handle.net/2078.1/251463
9. Lassance, Nathan; Vrins, Frédéric.
Minimum Rényi entropy portfolios. In:
Annals of Operations Research, Vol. 299, p. 23–46 (2021). doi:10.1007/s10479-019-03364-2.
http://hdl.handle.net/2078.1/218951
10. De Winne, Rudy.
Measuring the disposition effect. In:
Journal of Behavioral and Experimental Finance, Vol. 29, no. 100468 (2021). doi:10.1016/j.jbef.2021.100468.
http://hdl.handle.net/2078.1/243964
11. Candelon, Bertrand; Fuerst, Franz; Hasse, Jean-Baptiste.
Diversification potential in real estate portfolios. In:
International Economics, Vol. 166, p. 126-139 (2021). doi:10.1016/j.inteco.2021.04.001.
http://hdl.handle.net/2078.1/245986
12. D'Hondt, Catherine; De Winne, Rudy; Merli, Maxime.
Do retail investors bite off more than they can chew? A close look at their return objectives. In:
Journal of Economic Behavior & Organization, Vol. 188, p. 879-902 (2021). doi:10.1016/j.jebo.2021.06.009.
http://hdl.handle.net/2078.1/248798
13. Herr, Donovan; Clausse, Emilien; Vrins, Frédéric.
Migration to the PRIIPs framework: what impact on the European risk indicator of UCITS funds ?. In:
Revue Bancaire et Financière, Vol. 3, p. 138-148 (2021).
http://hdl.handle.net/2078.1/254715
14. Efendic, Emir; Corneille, Olivier; D'Hondt, Catherine; De Winne, Rudy.
How risk-prone are people when facing a sure loss? Negative interest rates as a convenient conceptual framework. In:
Psychonomic Bulletin & Review, Vol. 28, p. 1715–1725 (2021). doi:10.3758/s13423-021-01921-0.
http://hdl.handle.net/2078.1/245900
15. Lassance, Nathan; Vrins, Frédéric.
Portfolio selection with parsimonious higher comoments estimation. In:
Journal of Banking and Finance, Vol. 126, p. 106115 (2021). doi:10.1016/j.jbankfin.2021.106115.
http://hdl.handle.net/2078.1/293652
16. D'Hondt, Catherine; De Winne, Rudy; Ghysels, Eric; Raymond, Steve.
Artificial Intelligence Alter Egos: Who might benefit from robo-investing?. In:
Journal of Empirical Finance, Vol. 59, p. 278-299 (2020). doi:10.1016/j.jempfin.2020.10.002.
http://hdl.handle.net/2078.1/238318
