Journal Articles
1. 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
2. Brigo, Damiano; Jeanblanc, Monique; Vrins, Frédéric.
SDES with uniform distributions: Peacocks, conic martingales and mean reverting uniform diffusions. In:
Stochastic Processes and Their Applications, Vol. 130, no. 7, p. 3895-3919 (2020). doi:10.1016/j.spa.2019.11.003.
http://hdl.handle.net/2078.1/223398
3. Iania, Leonardo; Allard, Anne-Florence; Smedts, Kristien.
Stock-bond return correlations: Moving away from "one-frequency-fits-all" by extending the DCC-MIDAS approach . In:
International Review of Financial Analysis, Vol. 71 (October 2020). doi:10.1016/j.irfa.2020.101557.
http://hdl.handle.net/2078.1/231044
