Nathan Lassance

According to our database¹, Nathan Lassance authored at least 4 papers between 2021 and 2023.

Collaborative distances:

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2023

Portfolio selection: A target-distribution approach.

[BibT_eX]

[DOI]

Eur. J. Oper. Res., 2023

2022

Optimal Portfolio Diversification via Independent Component Analysis.

[BibT_eX]

[DOI]

Oper. Res., 2022

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

[BibT_eX]

[DOI]

Eur. J. Oper. Res., 2022

2021

Minimum Rényi entropy portfolios.

[BibT_eX]

[DOI]

Ann. Oper. Res., 2021