Nathan Lassance

Publication Activity (10 Years)

Years Active: 2021-2023
Publications (10 Years): 4

Top Topics

Independent Component Analysis

Shannon Entropy

Portfolio Selection

Top Venues

Eur. J. Oper. Res.

Ann. Oper. Res.

Publications

Nathan Lassance, Frédéric Vrins
Portfolio selection: A target-distribution approach. Eur. J. Oper. Res. 310 (1) (2023)
Nathan Lassance, Victor DeMiguel, Frédéric Vrins
Optimal Portfolio Diversification via Independent Component Analysis. Oper. Res. 70 (1) (2022)
Nathan Lassance
Reconciling mean-variance portfolio theory with non-Gaussian returns. Eur. J. Oper. Res. 297 (2) (2022)
Nathan Lassance, Frédéric Vrins
Minimum Rényi entropy portfolios. Ann. Oper. Res. 299 (1) (2021)