Archives for LFIN

We are glad to announce that the first Louvain Finance Day will be held in Auditorium Doyen 31 on February 5, 2018, at 4:00 p.m. This event, co-organised by the Louvain School of Management, Louvain Finance, and the UCLouvain Investment Club, will feature exceptional presentations by:...

Liquidity Regimes and Optimal Dynamic Asset Allocation Pierre Collin-Dufresne, Ecole Polytechnique Fédérale de Lausanne We solve for the optimal dynamic asset allocation when expected returns, volatilities, and trading costs follow a regime switching model. The optimal policy is to trade...

A Portfolio Perspective on the Multitude of Characteristics Victor DeMiguel, London Business School We investigate which characteristics matter jointly for an investor who cares not only about average returns but also about portfolio risk, transaction costs, and out-of-sample performance....

The 3L Finance Workshop, jointly organized by UCLouvain, KU Leuven and the SKEMA Business School, takes place twice a year in Brussels. The next one will be held in Brussels on November 29, 2017. Program 09:00-10:20 Session 1: Microstructure 09:00-09:40 — The Impact of Clearing...