Concepedia

Luc Henrard

LH

4

Publications

140

Citations

4

H-Index

2007

Active since

Affiliations

KU Leuven(Current)

Vrije Universiteit Brussel

Luc Henrard is an author at KU Leuven specializing in business, finance, and capital structure.

Top concepts

FinanceBusinessEconomicsEngineeringCapital StructureEconomic AnalysisEntropyAccountingManagementStatistics

Publications per year

2007–2012

4

Publications

4

Some results on the CTE-based capital allocation rule

Jan Dhaene, Luc Henrard, Zinoviy Landsman et al. · Insurance Mathematics and Economics · 2007 · 86 citations · Full text

Mathematical Programming, Economics, Business +6

AN EXPLICIT OPTION-BASED STRATEGY THAT OUTPERFORMS DOLLAR COST AVERAGING

Steven Vanduffel, Aleš Ahčan, Luc Henrard et al. · International Journal of Theoretical and Applied Finance · 2012 · 21 citations

Engineering, Market Design, Pricing Policy +16

Reconciling credit correlations

Andrew Chernih, Luc Henrard, Steven Vanduffel · The Journal of Risk Model Validation · 2010 · 21 citations

Financial Economics, Default Statistics, Financial Data +15

Optimal approximations for risk measures of sums of lognormals based on conditional expectations

Steven Vanduffel, Xinliang Chen, Jan Dhaene et al. · Journal of Computational and Applied Mathematics · 2007 · 12 citations · Full text

Density Estimation, Engineering, Stochastic Optimization +10

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