Journal Articles
1. Kan, Raymond; Lassance, Nathan.
Optimal Portfolio Choice with Fat Tails and Parameter Uncertainty. In:
Journal of Financial and Quantitative Analysis, (2024). (Accepté/Sous presse).
http://hdl.handle.net/2078.1/293928
2. Mbaye, Cheikh; Vrins, Frédéric.
Affine term structure models: a time-change approach with perfect fit to market curves. In:
Mathematical Finance, Vol. 32, no. 2, p. 678-724 (2022). doi:10.1111/mafi.12342.
http://hdl.handle.net/2078.1/254447
3. Mbaye, Cheikh; Sagna, Abass; Vrins, Frédéric.
A general firm value model under partial information. In:
The Journal of Computational Finance, Vol. 26, no. 1 (2022). doi:10.21314/JCF.2022.020.
http://hdl.handle.net/2078.1/259523
