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Finance

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Topics investigated in Finance

The 7 main topics studied by LIDAM members in finance are :

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Faculty Members

  Bertrand Candelon
LFIN
Website
  Rudy De Winne
LFIN
Website
  Catherine D'Hondt
LFIN
Website
  Natacha Gilson
LFIN
Website
  Philippe Grégoire
LFIN
Website
  Leornardo Iania
LFIN
Website
  Nathan Lassance
LFIN
Website
  Mikael Petitjean
LFIN
Website
  Isabelle Platten
LFIN
Website
  James Thewissen
LFIN
Website
  Frédéric Vrins
LFIN
Website

 

Post-Doc and PhD Students

  Karishma Ansaram
LFIN
  Matteo Barbagli
LFIN
  Malo Beguin
LFIN
  Pierre de Callataÿ
CORE
  Younes El Hichou
LFIN
  Estelle Hollanders
LFIN
  Marie Belle Keryakos
LFIN
  Rim Laksaci
LFIN
  Floris Laly
LFIN
  Angelo Luisi
LFIN
  Thi Nhung Luong
LFIN
  Rubens Moura
LFIN
 

Farah Mugrabi
LFIN

  Liana Nersisyan
LFIN
  Francesco Rocazella
LFIN
  Jonas Striaukas
LFIN
  Aleksander Todorovic
LFIN
  Pavel Tretiakov
LFIN
  Rodolphe Vanderveken
LFIN
  Linqi Wang
LFIN
  Jean-Charles Wijnandts
LFIN

 

Sponsors LIDAM promoters Projects titles LIDAM researchers Beginning End

FSR

Rudy de Winne Retail Investors and Multi-Asset Portfolio Choices over Time Aiste PETKEVICIUTE November 2019 November 2024

FNRS

Aspirant

Frédéric Vrins Recovery rates: modeling and practical implications

Paolo Gambetti

September 2019 September 2021
ARC Olivier Corneille, Rudy de Winne, Eryc Ghysels, Catherine d'Hondt, Leonardo Madio, Frédéric Vrins Negative and ultra-low interest rates: behavioral and quantitative modelling (NEMO) Linqi Wang, Pavel Tretiakov et Aleksandar Todorovic September 2018 September 2023
FSR Rudy de Winne Retail investors and multi-asset portfolio choices over time   October 2018 September 2020
FSR Frédéric Vrins Conic martingales and credit risk modeling Cheikh Mbaye October 2017 November 2019
FNRS Aspirant Frécéric Vrins Information -Theoretic approach to portfolio optimization Nathan Lassance   September 2020
FNRS Aspirant Rudy de Winne, Eric Ghysels Real time econometrics using mixed frequency data Jonas Striaukas Octover 2018 October 2022
FNRS CDR Frédéric Vrins Credit risk modelling and stochastic recovery rates   2018 2019
FNRS CDR Leonardo Iania Uncertainty and monetary policy   January 2018 December 2019
FNRS PDR Leonardo Iania Uncertainty, macroeconomic fluctuations and asset prices   October 2015 September 2019

You will find below our recent publications (journal articles, book chapters and books) in Finance.