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Parcourir ICHEC-ECAM-ISFSC par auteur "LASSANCE, N."
Voici les éléments 1-5 de 5
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A comparison of pricing and hedging performances of equity derivatives models, 50(10), 1122-1137.
2018, LASSANCE, N.; Vrins, F.Article Scientifique -
Minimum Rényi entropy portfolios, 299(1), 23-46.
2021, LASSANCE, N.; Vrins, F.Article Scientifique -
Optimal portfolio diversification via independent component analysis, 70(1), 55-72
2022, LASSANCE, N.; DeMiguel, V.; Vrins, F.Article Scientifique -
Portfolio selection with parsimonious higher comoments estimation, 126(9), 106-115.
2021, LASSANCE, N.; Vrins, F.Article Scientifique -
Reconciling mean-variance portfolio theory with non-gaussian returns, 297(2), 729-740.
2021, LASSANCE, N.Article Scientifique