Research Projects in Finance

Sponsors LIDAM promoters Projects titles LIDAM researchers Beginning End


Rudy de Winne Retail Investors and Multi-Asset Portfolio Choices over Time Aiste PETKEVICIUTE November 2019 November 2024



Frédéric Vrins Recovery rates: modeling and practical implications

Paolo Gambetti

September 2019 September 2021
Olivier Corneille, Rudy de Winne, Eryc Ghysels, Catherine d'Hondt, Leonardo Madio, Frédéric Vrins
Negative and ultra-low interest rates: behavioral and quantitative modelling (NEMO)
Linqi Wang, Pavel Tretiakov et Aleksandar Todorovic September 2018 September 2023
FSR Rudy de Winne Retail investors and multi-asset portfolio choices over time   October 2018 September 2020
FSR Frédéric Vrins Conic martingales and credit risk modeling Cheikh Mbaye October 2017 November 2019
FNRS Aspirant Frécéric Vrins Information -Theoretic approach to portfolio optimization Nathan Lassance   September 2020
FNRS Aspirant Rudy de Winne, Eric Ghysels Real time econometrics using mixed frequency data Jonas Striaukas Octover 2018 October 2022
FNRS CDR Frédéric Vrins Credit risk modelling and stochastic recovery rates   2018 2019
FNRS CDR Leonardo Iania Uncertainty and monetary policy   January 2018 December 2019
FNRS PDR Leonardo Iania Uncertainty, macroeconomic fluctuations and asset prices   October 2015 September 2019