Minimum Rényi entropy portfolios. - Nathan Lassance; Frédéric Vrins (Ann. Oper. Res., 2021)

Reconciling mean-variance portfolio theory with non-Gaussian returns. - Nathan Lassance (Eur. J. Oper. Res., 2022)

Optimal Portfolio Diversification via Independent Component Analysis. - Nathan Lassance; Victor DeMiguel; Frédéric Vrins (Oper. Res., 2022)

Portfolio selection: A target-distribution approach. - Nathan Lassance; Frédéric Vrins (Eur. J. Oper. Res., 2023)

The Risk of Expected Utility Under Parameter Uncertainty. - Nathan Lassance; Alberto Martín-Utrera; Majeed Simaan (Manag. Sci., 2024)