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2017
Contribution à ouvrage collectif (Book Chapter)
1985
Simar, Léopold
Vanderborght, Yannick
2019
Bazin, Maëlle
Vandermeersch, Damien
Document de travail (Working Paper)
Levai, Adam
Vrins, Frédéric
Author
2
Lassance, Nathan
Apply Lassance, Nathan filter
1
Mbaye, Cheikh
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3
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^2017
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^Contribution à ouvrage collectif (Book Chapter)
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^1985
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^Simar, Léopold
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^Vanderborght, Yannick
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2019
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^Bazin, Maëlle
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^Vandermeersch, Damien
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Document de travail (Working Paper)
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^Levai, Adam
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Vrins, Frédéric
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WorkingPaper
Robust portfolio selection using sparse estimation of comoment tensors
Lassance, Nathan
[UCL]
Vrins, Frédéric
[UCL]
(2019)
WorkingPaper
Affine term-structure models: A time-changed approach with perfect fit to market curves
Mbaye, Cheikh
[UCL]
Vrins, Frédéric
[UCL]
(2019)
WorkingPaper
Minimum Rényi entropy portfolios
Lassance, Nathan
[UCL]
Vrins, Frédéric
[UCL]
(2019)