小瓢虫传媒

Journal Articles

1. Hafner, Christian; Wang, Linqi. Dynamic portfolio selection with sector-specific regularization. In: Econometrics and Statistics, (2024). doi:10.1016/j.ecosta.2022.01.001 (Accept茅/Sous presse).

2. D'Hondt, Catherine; De Winne, Rudy; Todorovic, Aleksandar. Target return as efficient driver of risk-taking. In: Review of Behavioral Finance, Vol. 16, no. 1, p. 130-166 (2024). doi:10.1108/RBF-09-2022-0216.

3. Kan, Raymond; Lassance, Nathan; Wang, Xiaolu. The distribution of sample mean-variance portfolio weights. In: Random Matrices: Theory and Applications, Vol. 13, no. 1, p. 2450002 (2024). doi:10.1142/S2010326324500023.

4. Lassance, Nathan; Vanderveken, Rodolphe; Vrins, Fr茅d茅ric. On the Combination of Naive and Mean-Variance Portfolio Strategies. In: Journal of Business and Economic Statistics, Vol. 42, no. 3, p. 875-889 (2024).

5. Lassance, Nathan; Mart铆n-Utrera, Alberto; Simaan, Majeed. The Risk of Expected Utility under Parameter Uncertainty. In: Management Science, Vol. 70, no. 11, p. 7644-7663 (2024).

6. Algieri, Bernardina; Iania, Leonardo; Leccadito, Arturo; Meloni, Giulia. Message in a bottle: Forecasting wine prices. In: Journal of Wine Economics, Vol. 19, p. 64-91 (2024). doi:10.1017/jwe.2024.3.

7. Candelon, Bertrand; Roccazzella, Francesco. Evaluating Inflation Forecasts in the Euro Area and the Role of the ECB. In: Journal of Forecasting, (2024). doi:10.1002/for.3235 (Accept茅/Sous presse).

8. Plotkina, Daria; Hoffmann, Arvid O.I.; Roger, Patrick; D'Hondt, Catherine. Gender vs. personality: The role of masculinity in explaining cognitive style. In: Journal of Behavioral and Experimental Finance, Vol. 44 (2024). doi:10.1016/j.jbef.2024.100995 (Accept茅/Sous presse).

9. De Bondt, Werner; De Winne, Rudy; D'Hondt, Catherine. Measuring speculation beyond day trading and bets on lottery-like stocks. In: International Review of Financial Analysis, Vol. 96, no.A, p. 103632 (2024). doi:10.1016/j.irfa.2024.103632.

10. Candelon, Bertrand; Jo毛ts, Marc; Mignon, Val茅rie. What makes econometric ideas popular: The role of connectivity. In: Research Policy, Vol. 53, no.7, p. 105025 (2024). doi:10.1016/j.respol.2024.105025.

11. Candelon, Bertrand; Moura, Rubens. A Multicountry Model of the Term Structures of Interest Rates with a GVAR. In: Journal of Financial Econometrics, (2024). doi:10.1093/jjfinec/nbae008 (Accept茅/Sous presse).

12. D'Hondt, Catherine; Roger, Patrick; Hoffmann, Arvid; Plotkina, Daria. Is There a Gender Gap in the Birthday鈥怤umber Effect? The Case of Lotto Players and the Role of Sequential Choice. In: Journal of Gambling Studies, (2024). doi:10.1007/s10899-024-10288-5 (Accept茅/Sous presse).

13. Kan, Raymond; Lassance, Nathan. Optimal Portfolio Choice with Fat Tails and Parameter Uncertainty. In: Journal of Financial and Quantitative Analysis, (2024). (Accept茅/Sous presse).

14. Bellofatto, Anthony; Broihanne, Marie鈥慔茅l猫ne; D'Hondt, Catherine. Financial knowledge acquisition and trading behavior: empirical evidence from an online information tool. In: Financial Markets and Portfolio Management, (2024). doi:10.1007/s11408-024-00459-0 (Accept茅/Sous presse).

15. Iania, Leonardo; Tretiakov, Pavel; Wouters, Rafael. The risk premium in New Keynesian DSGE models: The cost of inflation channel. In: Journal of Economic Dynamics and Control, Vol. 155, p. 104732 (2023). doi:10.1016/j.jedc.2023.104732.

16. Barbagli, Matteo; Vrins, Fr茅d茅ric. Accounting for PD-LGD dependency: A tractable extension to the Basel ASRF framework. In: Economic Modelling, Vol. 125, p. 106321 (2023). doi:10.1016/j.econmod.2023.106321.

17. Vrins, Fr茅d茅ric. SVB, Cr茅dit Suisse,. au suivant ?. In: Regards 茅conomiques, Vol. Focus, no. 30 (2023). doi:10.14428/regardseco2023.03.30.01.

18. Lassance, Nathan. An Analytical Shrinkage Estimator for Linear Regression. In: Statistics & Probability Letters, Vol. 194, p. 109760 (2023). doi:10.1016/j.spl.2022.109760.

19. Candelon, Bertrand; Hasse, Jean-Baptiste. Testing for Causality between Climate Policies and Carbon Emissions Reduction. In: Finance Research Letters, (2023). (Accept茅/Sous presse).

20. Duterme, Tom. Bloomberg and the GameStop saga: the fear of stock market democracy. In: Economy and Society, Vol. 52, no. 3, p. 373-398 (2023). Louvain Papers on Democracy & Society 80. doi:10.1080/03085147.2023.2189819.

21. Boulier, Jean-Fran莽ois; D'Hondt, Catherine; Jawadi, Fredj; Prat, Georges; Rozin, Philippe; Taffler, Richard. How Do Investor鈥檚 Expectations and Emotions Drive Financial Asset Prices in Times of Crises and Uncertainty: The Analysis of Experts鈥� Opinions. In: Bankers, Markets & Investors, Vol. 2023/4, no.175, p. 3-12 (2023).

22. Hafner, Christian; Wang, Linqi. A dynamic conditional score model for the log correlation matrix. In: Journal of Econometrics, Vol. 237, no. 2, part B, p. 105176 (2023). doi:10.1016/j.jeconom.2021.09.004.

23. Lassance, Nathan; Vrins, Fr茅d茅ric. Portfolio Selection: A Target-Distribution Approach. In: European Journal of Operational Research, Vol. 310, no. 1, p. 302-314 (2023). doi:10.1016/j.ejor.2023.02.014.

24. Albert J. Menkveld; Anna Dreber; Felix Holzmeister; Juergen Huber; Magnus Johannesson; Michael Kirchler; Sebastian Neus眉ss; Michael Razen; Utz Weitzel; Hasse, Jean-Baptiste. Non-Standard Errors. In: The Journal of Finance, (2023). (Accept茅/Sous presse).

25. Desagre, Christophe; Paolo Mazza; Petitjean, Mikael. Crypto market dynamics in stressful conditions. In: Applied Economics, (2023). doi:10.1080/00036846.2022.2108754 (Accept茅/Sous presse).

Book Chapters

1. Aloy, Marcel; Laly, Floris; Laurent, S茅bastien; Lecourt, Christelle. Modeling Time-Varying Conditional Betas. A Comparison of Methods with Application for REITs. In: Recent Econometric Techniques for Macroeconomic and Financial Data (Dynamic Modeling and Econometrics in Economics and Finance; xxx), Springer, 2021, p. 229-264. 978-3-030-54254-2. xxx xxx.