Investment

Asimit, V., Chen, Z., & Lassance, N. (2026). Distribution-free shrinkage of high-dimensional mean vector. Journal of Business and Economic Statistics. Accepted/in-press. https://hdl.handle.net/2078.5/272709 (Original work published 2026)

Bellofatto, A., Broihanne, M.-H., & D’Hondt, C. (2025). Financial knowledge acquisition and trading behavior: empirical evidence from an online information tool. Financial Markets and Portfolio Management, 39, 1-45. https://doi.org/10.1007/s11408-024-00459-0 (Original work published 2025)

Germain, A., & Vrins, F. (2025). Credit selection in collateralized loan obligation: Efficient approximation through linearization and clustering. European Journal of Operational Research. Accepted/in-press. https://doi.org/10.1016/j.ejor.2025.11.015 (Original work published 2025)

Lassance, N., Vanderveken, R., & Vrins, F. (2025). Optimal Portfolio Size under Parameter Uncertainty. Journal of Financial and Quantitative Analysis. Accepted/in-press. (Original work published 2025)

Kan, R., & Lassance, N. (2025). Optimal Portfolio Choice with Fat Tails and Parameter Uncertainty. Journal of Financial and Quantitative Analysis, 60(8), 3753-3790. (Original work published 2025)

Degryse, H., De Winne, R., Gresse, C., & Payne, R. (2025). Duplicated Orders, Swift Cancellations, and Fast Market Making in Fragmented Markets. Management science. Accepted/in-press. https://doi.org/10.1287/mnsc.2023.01789 (Original work published 2025)

Lassance, N., Martín-Utrera, A., & Simaan, M. (2024). The Risk of Expected Utility under Parameter Uncertainty. Management science, 70(11), 7644-7663. https://hdl.handle.net/2078.5/273036 (Original work published 2024)

Kan, R., Lassance, N., & Wang, X. (2024). The distribution of sample mean-variance portfolio weights. Random Matrices: Theory and Applications, 13(1), 2450002. https://doi.org/10.1142/S2010326324500023 (Original work published 2024)

De Bondt, W., De Winne, R., & D’Hondt, C. (2024). Measuring speculation beyond day trading and bets on lottery-like stocks. International Review of Financial Analysis, 96(A), 103632. https://doi.org/10.1016/j.irfa.2024.103632 (Original work published 2024)

Lassance, N., Vanderveken, R., & Vrins, F. (2024). On the Combination of Naive and Mean-Variance Portfolio Strategies. Journal of Business and Economic Statistics, 42(3), 875-889. https://hdl.handle.net/2078.5/273038 (Original work published 2024)

Lassance, N., & Vrins, F. (2023). Portfolio Selection: A Target-Distribution Approach. European Journal of Operational Research, 310(1), 302-314. https://doi.org/10.1016/j.ejor.2023.02.014 (Original work published 2023)

Lassance, N., Vrins, F., & DeMiguel, V. (2022). Optimal portfolio diversification via independent component analysis. Operations research, 70(1), 55-72. https://doi.org/10.1287/opre.2021.2140 (Original work published 2022)

Lassance, N. (2022). Reconciling mean-variance portfolio theory with non-Gaussian returns. European Journal of Operational Research, 297(2), 729-740. https://doi.org/10.1016/j.ejor.2021.06.016 (Original work published 2022)

D’Hondt, C., Merli, M., & Roger, T. (2022). What drives retail portfolio exposure to ESG factors? Finance Research Letters, 46(Part B), 102470. https://doi.org/10.1016/j.frl.2021.102470 (Original work published 2022)

D’Hondt, C., De Winne, R., & Merli, M. (2021). Do retail investors bite off more than they can chew? A close look at their return objectives. Journal of Economic Behavior & Organization, 188, 879-902. https://doi.org/10.1016/j.jebo.2021.06.009 (Original work published 2021)

Candelon, B., Fuerst, F., & Hasse, J.-B. (2021). Diversification potential in real estate portfolios. International Economics, 166, 126-139. https://doi.org/10.1016/j.inteco.2021.04.001 (Original work published 2021)

De Winne, R. (2021). Measuring the disposition effect. Journal of Behavioral and Experimental Finance, 29(100468). https://doi.org/10.1016/j.jbef.2021.100468 (Original work published 2021)

Lassance, N., & Vrins, F. (2021). Portfolio selection with parsimonious higher comoments estimation. Journal of Banking & Finance, 126, 106115. https://doi.org/10.1016/j.jbankfin.2021.106115 (Original work published 2021)

Lassance, N., & Vrins, F. (2021). Minimum Rényi entropy portfolios. Annals of Operations Research, 299, 23-46. https://doi.org/10.1007/s10479-019-03364-2 (Original work published 2021)

Herr, D., Clausse, E., & Vrins, F. (2021). Migration to the PRIIPs framework: what impact on the European risk indicator of UCITS funds ? Revue Bancaire et Financière, 3, 138-148. https://hdl.handle.net/2078.5/108244 (Original work published 2021)

Efendic, E., Corneille, O., D’Hondt, C., & De Winne, R. (2021). How risk-prone are people when facing a sure loss? Negative interest rates as a convenient conceptual framework. Psychonomic Bulletin & Review, 28, 1715-1725. https://doi.org/10.3758/s13423-021-01921-0 (Original work published 2021)

D’Hondt, C., De Winne, R., Ghysels, E., & Raymond, S. (2020). Artificial Intelligence Alter Egos: Who might benefit from robo-investing? Journal of Empirical Finance, 59, 278-299. https://doi.org/10.1016/j.jempfin.2020.10.002 (Original work published 2020)

Mazza, P., Petitjean, M., & et al. (2019). Testing the effect of technical analysis on market quality and order book dynamics. Applied Economics, 51(18), 1947-1976. https://doi.org/10.1080/00036846.2018.1529404 (Original work published 2019)

Vrins, F., & Petitjean, M. (2018). Extreme events and the cumulative distribution of net gains in gambling and structured products. Applied Economics, 50(58), 6285-6300. https://doi.org/10.1080/00036846.2018.1489514 (Original work published 2018)

Petitjean, M. (2018). What explains the success of reward-based crowdfunding campaigns as they unfold? Evidence from the French crowdfunding platform KissKissBankBank. Finance Research Letters, 26, 9-14. https://doi.org/10.1016/j.frl.2017.11.005 (Original work published 2018)

Mazza, P., & Petitjean, M. (2018). Implicit transaction cost management using intraday price dynamics. Applied Economics, 50(39), 4264-4274. https://doi.org/10.1080/00036846.2018.1441523 (Original work published 2018)

Petitjean, M. (2015). Les sept familles de l’ISR. B NQ Quarterly, 2015(Octobre), 26. https://hdl.handle.net/2078.5/188149 (Original work published 2015)

Godart, C., & Petitjean, M. (2014). De la médiocrité des conseils d’investissement de Test-Achats invest sur actions individuelles. Brussels Economic Review, 57(3), 1-28. https://hdl.handle.net/2078.5/188263 (Original work published 2014)

Petitjean, M., & et al. (2014). Testing the profitability of contrarian trading strategies based on the overreaction hypothesis. Bankers, Markets & Investors, 2014(133), 4-10. https://hdl.handle.net/2078.5/194046 (Original work published 2014)

Caliman, T., D’Hondt, C., & Petitjean, M. (2013). Determining an optimal multiplier in dynamic core-satellite strategies. The Journal of Asset Management, 14(4), 210-227. https://doi.org/10.1057/jam.2013.16 (Original work published 2013)