Investment

Germain, A., & Vrins, F. (2026). Clagging: An efficient alternative to bagging (LIDAM Discussion Paper LFIN 2026/02). https://hdl.handle.net/2078.5/273216

Candelon, B., & Hasse, J.-B. (2026). ESG Mutual Fund Attributes and Investor Behavior (LIDAM Discussion Paper LFIN 2026/01). https://hdl.handle.net/2078.5/272984

Lassance, N., Vanderveken, R., & Vrins, F. (2025). Shrink with Purpose: Optimal Covariance Matrix Estimation for Portfolio Selection (LIDAM Discussion Paper LFIN 2025/02). https://hdl.handle.net/2078.5/274825

Cai, Z., Cui, Z., Lassance, N., & Simaan, M. (2024). The Economic Value of Mean Squared Error: Evidence from Portfolio Selection (LIDAM Discussion Paper LFIN 2024/03). https://hdl.handle.net/2078.5/215340

Vanderveken, R., Lassance, N., & Vrins, F. (2024). Optimal Portfolio Size under Parameter Uncertainty (LIDAM Discussion Paper LFIN 2024/04). https://hdl.handle.net/2078.5/217271

Kan, R., Lassance, N., & Wang, X. (2023). The distribution of sample mean-variance portfolio weights (LIDAM Discussion Paper LFIN 2023/06). https://hdl.handle.net/2078.5/26377

Lassance, N., Vanderveken, R., & Vrins, F. (2022). On the optimal combination of naive and mean-variance portfolio strategies (LIDAM Discussion Paper LFIN 2022/06). https://hdl.handle.net/2078.5/273226

DeMiguel, V., Lassance, N., & Vrins, F. (2021). Optimal portfolio diversification via independent component analysis (LIDAM Discussion Paper LFIN 2021/14). https://hdl.handle.net/2078.5/112751

Lassance, N., & Vrins, F. (2021). Portfolio Selection: A Target-Distribution Approach (LIDAM Discussion Paper LFIN 2021/05). https://hdl.handle.net/2078.5/107595

Lassance, N. (2021). Maximizing the Out-of-Sample Sharpe Ratio (LIDAM Discussion Paper LFIN 2021/13). https://hdl.handle.net/2078.5/107256

D’Hondt, C., El Hichou El Maya, Y., & Petitjean, M. (2021). Blaming or praising passive ETFs? (LIDAM Discussion Paper LFIN 2021/08). https://hdl.handle.net/2078.5/107586

D’Hondt, C., De Winne, R., & Todorovic, A. (2021). Target Returns and Negative Interest Rates (LIDAM Discussion Paper LFIN 2021/11). https://hdl.handle.net/2078.5/109664

Candelon, B., Fuerst, F., & Hasse, J.-B. (2021). Diversification Potential in Real Estate Portfolios (LIDAM Discussion Paper LFIN 2021/01). https://hdl.handle.net/2078.5/116333

Herr, D., Clausse, E., & Vrins, F. (2021). Migration to the PRIIPs framework: what impact on the European risk indicator of UCITS funds ? (LIDAM Discussion Paper LFIN 2021/12). https://hdl.handle.net/2078.5/108251

De Winne, R. (2020). Measuring the disposition effect (LFIN Working Paper 2020/01). https://hdl.handle.net/2078.5/122253

Argyropoulos, C., Candelon, B., Hasse, J.-B., & Panopoulou, E. (2020). Toward a macroprudential regulatory framework for mutual funds (LFIN Working Paper 2020/08). https://hdl.handle.net/2078.5/120064

Lassance, N., & Vrins, F. (2019). Minimum Rényi entropy portfolios (CORE Discussion Paper 2019/01). https://hdl.handle.net/2078.5/172836

Lassance, N., & Vrins, F. (2019). Robust portfolio selection using sparse estimation of comoment tensors (LFIN Working Paper 2020/03). https://hdl.handle.net/2078.5/268813

Petitjean, M., & et al. (2018). Implicit transaction cost management using intraday price dynamics. https://hdl.handle.net/2078.5/171995

Petitjean, M. (2018). What explains the success of reward-based crowdfunding campaigns as they unfold? https://hdl.handle.net/2078.5/171993

Profeta, C., & Vrins, F. (2017). Piecewise constant martingales and lazy clocks (CORE Discussion Paper 2017/31). https://hdl.handle.net/2078.5/175386