Concepedia
Statistics
Publications
8
Citations
184
H-Index
Active since
2018
Affiliations
UCLouvain(Current)
HEC Montréal
Nathan Lassance is an author at UCLouvain specializing in business, financial economics, and finance.
Publications per year
2018–2024
7
The Risk of Expected Utility Under Parameter Uncertainty
Nathan Lassance, Alberto Martín-Utrera, Majeed Simaan · Management Science · 2024 · 35 citations · Full text
Business, Economics, Finance +17
Portfolio selection with parsimonious higher comoments estimation
Nathan Lassance, Frédéric Vrins · Journal of Banking & Finance · 2021 · 34 citations · Full text
Business, Economics, Finance +11
Minimum Rényi entropy portfolios
Nathan Lassance, Frédéric Vrins · RePEc: Research Papers in Economics · 30 citations
Business, Finance, Mathematics +12
On the Combination of Naive and Mean-Variance Portfolio Strategies
Nathan Lassance, Rodolphe Vanderveken, Frédéric Vrins · Journal of Business and Economic Statistics · 2023 · 29 citations · Full text
Business, Finance, Financial Management +17
Reconciling mean-variance portfolio theory with non-Gaussian returns
Nathan Lassance · European Journal of Operational Research · 2021 · 17 citations · Full text
Business, Economics, Finance +14
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