Nathan Lassance

According to our database, Nathan Lassance authored at least 5 papers between 2021 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2024

The Risk of Expected Utility Under Parameter Uncertainty.

Nathan Lassance, Alberto Martín-Utrera, Majeed Simaan

Manag. Sci., 2024

2023

Portfolio selection: A target-distribution approach.

Nathan Lassance, Frédéric Vrins

Eur. J. Oper. Res., 2023

2022

Optimal Portfolio Diversification via Independent Component Analysis.

Nathan Lassance, Victor DeMiguel, Frédéric Vrins

Oper. Res., 2022

Reconciling mean-variance portfolio theory with non-Gaussian returns.

Nathan Lassance

Eur. J. Oper. Res., 2022

2021

Minimum Rényi entropy portfolios.

Nathan Lassance, Frédéric Vrins

Ann. Oper. Res., 2021