Browsing by supervisor "Lassance, Nathan"

Now showing 1 - 11 of 11

Analyse des déterminants de la performance boursière sectorielle aux Etats-Unis depuis 2009 et implémentations stratégiques Application au secteur technologique américain
Authors:
Cambier, Nicolas
Supervisors:
Lassance, Nathan
2023
LSM
Analytical versus machine learning calibration: which one works best in portfolio optimization?
Authors:
Rigal, Arthur
Supervisors:
Lassance, Nathan
2023
LSM
Benign Overfitting and its Applications in Finance
Authors:
Cassio, Tommaso
Supervisors:
Lassance, Nathan
2024
LSM
Extreme risk in portfolio selection: model comparison and analysis
Authors:
Delava, Walter
Supervisors:
Lassance, Nathan
2024
LSM
Extreme Risk in Portfolios Selection: Models Comparison and Analysis
Authors:
Davignon, Jean
Supervisors:
Lassance, Nathan
2022
LSM
How many assets to optimize out-of-sample performance?
Authors:
Boufflette, Louis
Supervisors:
Lassance, Nathan
2024
LSM
Investissement actif versus passif ? Etat de l’art et perspectives
Authors:
Hazeleer Renier, Coraline
;
Burrea, Heloise
Supervisors:
Lassance, Nathan
2023
LSM
Portfolio Selection via Principal Component Analysis
Authors:
Piedboeuf, Clément
Supervisors:
Lassance, Nathan
2023
LSM
Predictive Option Pricing as a Sectoral Measure of Trust Assessment
Authors:
Gaviño Nava, Edson
Supervisors:
Panin, Amma
;
Lassance, Nathan
2023
ESPO
Robust portfolio optimization: past performance versus future performance ; Do portfolio combinations improve the performance compared to individual portfolio strategies?
Authors:
Martin, Jasmine
Supervisors:
Lassance, Nathan
2024
LSM
Stratégies d’investissement passives versus actives : évolution du cumul des différences de rendement (passifs – actifs) et régression linéaire simple à différents horizons de temps
Authors:
Mokhtari, Zakaria
Supervisors:
Lassance, Nathan
2023
LSM