Nathan Lassance
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List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| On the Combination of Naive and Mean-Variance Portfolio Strategies Journal of Business and Economic Statistics | 2024-10-28 | Paper |
| The distribution of sample mean-variance portfolio weights Random Matrices: Theory and Applications | 2024-06-03 | Paper |
| Portfolio selection: a target-distribution approach European Journal of Operational Research | 2023-07-11 | Paper |
| An analytical shrinkage estimator for linear regression Statistics & Probability Letters | 2023-01-10 | Paper |
| Optimal portfolio diversification via independent component analysis Operations Research | 2022-02-18 | Paper |
| Reconciling mean-variance portfolio theory with non-Gaussian returns European Journal of Operational Research | 2021-11-09 | Paper |
| Minimum Rényi entropy portfolios Annals of Operations Research | 2021-11-08 | Paper |
Research outcomes over time
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