LFIN Working Papers 2020-2019

LFIN Working Paper 2020/13
Catherine D'hondt, Younes El Hichou El Maya, Mikael Petitjean
Retail Investing in passive Exchange Traded Funds
http://hdl.handle.net/2078.1/237026
LFIN Working Paper 2020/12
Allaa Ridouan
Does religiosity have an influence on the small and medium-sized enterprise managers’ will to use Islamic finance loans?
http://hdl.handle.net/2078.1/235621
LFIN Working Paper 2020/11
Allaa Ridouan
Are Belgian retail consumers considering Islamic finance loans solutions in function of their ethical profile? An opinion survey about the causality between ethical profiles and interest for those solutions
http://hdl.handle.net/2078.1/235618
LFIN Working Paper 2020/10
Leonardo Iania, Marco Lyrio, Rubens Moura
Bond Risk Premia in Emerging Markets: Evidence from Brazil, China, Mexico, and Russia
http://hdl.handle.net/2078.1/235575
LFIN Working Paper 2020/09
Bertrand Candelon, Angelo Luisi
Testing for the Validity of W in GVAR models
http://hdl.handle.net/2078.1/235311
LFIN Working Paper 2020/08
Christos Argyropoulos, Bertrand Candelon, Jean-Baptiste Hasse and Ekaterini Panopoulou
Toward a macroprudential regulatory framework for mutual funds
http://hdl.handle.net/2078.1/229724

LFIN Working Paper 2020/07
Paolo Gambetti, Francesco Roccazzella, and Frédéric Vrins
Meta-learning approaches for recovery rate prediction
http://hdl.handle.net/2078.1/229301
LFIN Working Paper 2020/06
Francesco Roccazzella, Paolo Gambetti and Frédéric Vrins
Optimal and robust combination of forecasts via constrained optimization and shrinkage
http://hdl.handle.net/2078.1/229061
LFIN Working Paper 2020/05
Olivier Corneille, Catherine D'Hondt, Rudy De Winne, Emir Efendic and Aleksandar Todorovic
What leads people to tolerate negative interest rates on their savings?
http://hdl.handle.net/2078.1/228117
LFIN Working Paper 2020/04
Christophe Desagre and Catherine D'Hondt
Googlization and retail investors' trading activity
http://hdl.handle.net/2078.1/224597
LFIN Working Paper 2020/03
Nathan Lassance and Frédéric Vrins
Robust portfolio selection using sparse estimation of comoment tensors
http://hdl.handle.net/2078.1/223396
LFIN Working Paper 2020/02
Anthony Bellotti, Damiano Brigo, Paolo Gambetti and Frédéric Vrins
Forecasting recovery rates on non-performing loans with machine learning
http://hdl.handle.net/2078.1/228115
LFIN Working Paper 2020/01
De Winne Rudy
Measuring the disposition effect
http://hdl.handle.net/2078.1/227132

LFIN Working Paper 2019/07
Nathan Lassance and Frédéric Vrins
Robust portfolio selection using sparse estimation of comoment tensors.
http://hdl.handle.net/2078.1/223396
LFIN Working Paper 2019/06
Emir Efendic, Catherine D'Hondt, Rudy De Winne and Olivier Corneille
Negative interest rates may be more psychologically acceptable than assumed: Implications for saving
http://hdl.handle.net/2078.1/223229
LFIN Working Paper 2019/05
Mbaye, Cheikh; Vrins, Frédéric
Affine term-structure models: A time-changed approach with perfect fit to market curves.
http://hdl.handle.net/2078.1/221793
LFIN Working Paper 2019/04
Francesco Roccazzella
Credit market frictions and rational agents' myopia: Modeling financial frictions and shock to expectations in a DSGE setting estimated on Solvenian data.
http://hdl.handle.net/2078.1/221790
LFIN Working Paper 2019/03
Lassance Nathan and Vrins Frédéric
Minimum Rényi entropy portfolios.
http://hdl.handle.net/2078.1/211168
LFIN Working Paper 2019/02
Bellofatto, Anthony; Brohanne Marie-Hélène; D'Hondt Catherine
Appetite for information and trading behavior.
http://hdl.handle.net/2078.1/211506
LFIN Working Paper 2019/01
Degryse, Hans; De Winne, Rudy; Gresse, Carole; Payne, Richard
Cross-venue liquidity provision: High frequency trading and Ghost liquidity.
http://hdl.handle.net/2078.1/214852