PhD Dissertations

2025

Vanderveken, Rodolphe. Optimal portfolio selection under parameter uncertainty, prom. : Vrins, Frédéric ; Lassance, Nathan, 03/10/2025.
http://hdl.handle.net/2078.1/306275

Barbagli, Matteo. Advances in credit risk management : extensions of the Basel ASRF framework and LGD empirical insights, prom. : Vrins, Frédéric, 24/09/2024.
http://hdl.handle.net/2078.1/292095
Mugrabi Otero, Farah Daniela. Macroprudential policies : pursuing effective coordination in an evolving financial landscape, prom. : Candelon, Bertrand, 19/02/2024.
http://hdl.handle.net/2078.1/290370
Duterme, Tom. The semiotic infrastructure of financial markets : a sociological inquiry into valuation practices, prom. : De Munck, Jean ; D'Hondt, Catherine, 13/09/2024.
http://hdl.handle.net/2078.1/297718

Ansaram, Karishma. Essays on carbon pricing and carbon markets, prom. : Petitjean, Mikael ; Mazza, Paolo, 03/07/2023.
http://hdl.handle.net/2078.1/285836
Roccazzella, Francesco. Forecasting under uncertainty : combining and evaluating predictive models in economics and finance, prom. : Vrins, Frédéric, 27/06/2023.
http://hdl.handle.net/2078.1/284810
Beguin, Malo. Three essays on non-tariff measures and the role of the World Trade Organization, prom. : Gilson, Nathalie, 26/06/2023.
http://hdl.handle.net/2078.1/275978

Wang, Linqi. Essays on financial econometrics and quantitative finance, prom. : Hafner, Christian ; Vrins, Frédéric, 11/05/2022.
http://hdl.handle.net/2078.1/264189
Wijnandts, Jean-Charles. Essays on financial stability and macroprudential regulation, prom. : Petitjean, Mikael ; Vrins, Frédéric, 28/11/2022.
http://hdl.handle.net/2078.1/269494
Todorovic, Aleksandar. Essays on individual reactions to ultra-low and negative interest rates, prom. : D'Hondt, Catherine, 28/04/2022.
http://hdl.handle.net/2078.1/260498
Striaukas, Jonas. Estimation and inference for high dimensional time series data models, prom. : De Winne, Rudy ; Ghysels, Eric, 02/02/2022.
http://hdl.handle.net/2078.1/258317
Luisi, Angelo. Modelling and testing interconnections in dynamic multivariate systems, prom. : Candelon , Bertrand, 23/08/2022.
http://hdl.handle.net/2078.1/264709
Guimaraes Togeiro De Moura, Rubens. Modelling the term structure of interest rates in a multicountry setting, prom. : Candelon, Bertrand ; De Winne, Rudy, 27/06/2022.
http://hdl.handle.net/2078.1/262850

Ridouan, Allaa. Essays on Islamic finance. The stakes and interest for its stakeholders : a study on the Belgian retail demand and the financial supply. Hybrid research in management science , prom. : Nachi, Mohamed ; Devolder, Pierre, 16/12/2021.
http://hdl.handle.net/2078.1/255514

Lassance, Nathan. Information-theoretic approach to portfolio selection.
Louvain School of Management, January 24, 2020 under the supervision of Frédéric Vrins.
Desagre, Christophe: Essays on technological innovation in Finance, July 1, 2020.
Gambetti, Paollo : New perspectives on Recovery Rates. Modeling and Prediction, Louvain School of Management, October 10, 2020, under the supervision of Frédéric Vrins:
https://dial.uclouvain.be/pr/boreal/object/boreal:237562

Mbaye, Cheikh: Credit Risk Modelling beyond standard intensity models, December 12, 2019, Louvain School of Management, under the supervision of Frédéric Vrins:
https://dial.uclouvain.be/pr/boreal/object/boreal:223917

Dossougoin, Cyrille. Essays on empirical financial spillovers.
Louvain School of Management, December 5, 2018, under the supervision of Sophie Béreau and Nicolas Debarsy.
http://hdl.handle.net/2078.1/208291

Bellofatto, Anthony. Essays on retail investor's behavior.
Louvain School of Management, September 22, 2017, under the supervision of Catherine D'Hondt.
http://hdl.handle.net/2078.1/187827
Franco Stragiotti, Applications for macro stress testing in times of crisis, Louvain School of Management, 2017 under the supervision of Leonardo Iania
https://dial.uclouvain.be/pr/boreal/object/boreal:187767