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Conference Papers

2018

  • Vrins, Frédéric. A dynamic stochastic recovery rate model with applications to credit derivatives pricing. 4th Symposium on Quantitative Finance and Risk Analysis Symposium  (Mykonos, Greece, June 7-8, 2018). http://hdl.handle.net/2078.1/196637

  • Lassance, Nathan and Vrins, Frédéric. Minimum Rényi Entropy Portfolios. 35th Annual Conference of the French Finance Association (AFFI) (Paris, du 22/05/2018 au 24/05/2018). http://hdl.handle.net/2078.1/196435

  • Lassance, Nathan and Vrins, Frédéric. Minimum Rényi Entropy Portfolios. Actuarial and Financial Mathematics Conference (Brussels , du 08/02/2018 au 09/02/2018). http://hdl.handle.net/2078.1/196434

  • Mbaye, Cheikh and Vrins, Frédéric. Time-changed affine models: fitting interest-rates and CDS term-structures without shift. 10th world congress of the Bachelier Finance Society (Dublin). http://hdl.handle.net/2078.1/195897

  • Vrins, Frédéric. Wrong-way risk via change of measure : theory, implementation and performance analysis. Actuarial and Financial Mathematics conference 2018 (Brussels, February 8-9, 2018). http://hdl.handle.net/2078.1/196424

2017

  • Mbaye, Cheikh and Vrins, Frédéric. A subordinated CIR model for CVA with wrong-way risk. 2nd International Conference on Computational Finance 2017 (Lisbon, Portugal, September 4-8, 2017). In Proceedings of the 2nd International Conference on Computational Finance - ICCF 2017, 2017. http://hdl.handle.net/2078.1/187597

  • Bellofatto, Anthony. Appetite for information in mandatory profiling of individual investors. The 34th International Conference of the French Finance Association (Valence, France, May 31-June 2, 2017).http://hdl.handle.net/2078.1/191097

  • Vrins, Frédéric. CVA wrong way risk via change of measure: actuarial vs risk-neutral pricing. Innovatios in Insurance, Risk- and Asset Management (Munich, Germany, April 5-7, 2017). http://hdl.handle.net/2078.1/184550

2015

  • D'Hondt, Catherine. Les tests MiFID sont-ils informatifs? Forum Financier (Tournai, Belgique, November 11, 2015). http://hdl.handle.net/2078.1/167476

  • Vrins, Frédéric and Jeanblanc, Monique. The Phi-martingale. International Actuarial Association Colloquium (Oslo, Norway, du 07/06/2015 au 10/06/2015). http://hdl.handle.net/2078.1/158357

  • Bellofatto, Anthony, De Winne, Rudy and D'Hondt, Catherine. To what extent can MiFID tests be informative? Southern Finance Association 2015 Annual Meeting (Captiva Island, Florida, USA, November 18-21, 2015). http://hdl.handle.net/2078/167549

  • Bellofatto, Anthony, De Winne, Rudy and D'Hondt, Catherine. To what extent can MiFID tests be informative? The 2015 Annual Meeting of the Academy of Behavioral Finance & Economics (Philadelphia, USA, September 16-18, 2015). http://hdl.handle.net/2078/166603

  • Bellofatto, Anthony, De Winne, Rudy and D'Hondt, Catherine. To what extent can MiFID tests be informative? The 2015 Behavioural Finance Working Group Conference (London, United Kingdom, June 11-12, 2015). http://hdl.handle.net/2078/166600

  • Bellofatto, Anthony, De Winne, Rudy and D'Hondt, Catherine. To what extent can MiFID tests be informative? The 2015 EFM “Merton H Miller” Doctoral Seminar of the European Financial Management Association (EFMA) (Amsterdam, The Netherlands, June-24-25, 2015). http://hdl.handle.net/2078/166602

2014

  • Bachy, Sylviane ; Struye de Swielande, Tanguy and Gilson, Nathalie. Online peer review. Association Internationale de pédagogie universitaire (Mons, du 18/05/2014 au 22/05/2014). http://hdl.handle.net/2078.1/147342

  • Bellofatto, Anthony, De Winne, Rudy and D'Hondt, Catherine. Beyond the disposition effect: Evidence from the 2000-2012 period. 2014 Annual Conference of the European Financial Management Association (EFMA) (Rome, Italy, June 25-28, 2014). http://hdl.handle.net/2078/166588

  • Bellofatto, Anthony, De Winne, Rudy and D'Hondt, Catherine. Beyond the disposition effect: Evidence from the 2000-2012 period. 4th International Conference of the Financial Engineering & Banking Society (Surrey, United Kingdom, June 21-23, 2014). http://hdl.handle.net/2078/166589

  • Petitjean Mikael. Intraday liquidity dynamics and price ranges in cap-based portfolios. 4th International Conference of the Financial Engineering & Banking Society (Surrey, United Kingdom, June 21-23, 2014). http://hdl.handle.net/2078.1/152867

  • Bellofatto, Anthony, De Winne, Rudy and D'Hondt, Catherine. Beyond the disposition effect: Evidence from the 2000-2012 period. 8th Portuguese Finance Network Conference(PFN) (Vlamoura, Portugal, June 17-19, 2014). http://hdl.handle.net/2078/166591

  • Bellofatto, Anthony, De Winne, Rudy and D'Hondt, Catherine. Beyond the disposition effect: Evidence from the 2000-2012 period. 31st International Conference of the French Finance Association (AFFI), (Aix-en-Provence, France, May 19-21, 2014).http://hdl.handle.net/2078.1/143314

  • Bellofatto, Anthony, De Winne, Rudy and D'Hondt, Catherine. Beyond the disposition effect: Evidence from the 2000-2012 period. Evidence from the 2000-2012 period. 6th International Finance and Banking Society (IFABS) Conference (Lisbon, Portugal, June 18-20, 2014).http://hdl.handle.net/2078/166592

  • Bellofatt Anthony, De Winn Rudy and D'Hondt, Catherine. Beyond the disposition effect: Evidence from the 2000-2012 period. 6th International Finance and Banking Society (IFABS) Conference, PhD seminar (Lisbon, Portugal, June 18-20, 2014). http://hdl.handle.net/2078.1/158994

  • D'Hondt, Catherine and Mazza, Paolo. Small-caps attractiveness for retail investors: Evidence from the 1999-2012 period. Brussels Exchange Forum (Brussels, Belgium, 25/04/2014). http://hdl.handle.net/2078.1/143319

  • Vrins, Frédéric. Conic Martingales. 8th world congress of the Bachelier Finance Society (Brussels, Belgium, du 02/06/2014 au 06/06/2014). http://hdl.handle.net/2078.1/151183

  • Vrins, Frédéric and Willemen, Jan. Positive default intensities. 8th world congress of the Bachelier Finance Society (Brussels, Belgium, du 02/06/2014 au 06/06/2014). http://hdl.handle.net/2078.1/151184

2012

  • Degryse, Hans, De Winne, Rudy and Wuyts, Gunther. Trading performance on Euronext: Does location or trading venue matter? 5th EMG Workshop on the Microstructure of Financial Markets (Cass Business School, London, United Kingdom, May 3-4, 2012). http://hdl.handle.net/2078/115630