Access Statistics for Nathan Lassance
Author contact details at EconPapers.
| Working Paper | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| Maximizing the Out-of-Sample Sharpe Ratio | 0 | 0 | 2 | 32 | 1 | 1 | 7 | 70 |
| Optimal Portfolio Diversification via Independent Component Analysis | 0 | 0 | 0 | 0 | 1 | 1 | 3 | 16 |
| Portfolio Selection: A Target-Distribution Approach | 0 | 0 | 1 | 7 | 0 | 0 | 1 | 8 |
| Total Working Papers | 0 | 0 | 3 | 39 | 2 | 2 | 11 | 94 |
| Journal Article | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| A comparison of pricing and hedging performances of equity derivatives models | 0 | 0 | 0 | 8 | 0 | 0 | 2 | 25 |
| Minimum Rényi entropy portfolios | 0 | 0 | 0 | 7 | 0 | 0 | 2 | 33 |
| Portfolio selection with parsimonious higher comoments estimation | 0 | 0 | 2 | 5 | 0 | 1 | 4 | 31 |
| Reconciling mean-variance portfolio theory with non-Gaussian returns | 0 | 0 | 0 | 4 | 0 | 0 | 2 | 15 |
| Total Journal Articles | 0 | 0 | 2 | 24 | 0 | 1 | 10 | 104 |
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