Nathan Lassance

Nathan Lassance is a Lecturer at the Louvain School of Management (LSM), Université catholique de Louvain (UCLouvain), and a member of the Louvain Finance (LFIN) research division. His work bridges financial theory, statistical modeling, and data-driven portfolio optimization, with a focus on addressing parameter uncertainty and improving risk-return tradeoffs in asset allocation.

• Research Interests: Portfolio management, covariance matrix estimation, financial econometrics, risk analysis, quantitative finance, and non-Gaussian return distributions.
• Publications: His recent work explores shrinkage methods for high-dimensional portfolio selection, sentiment-aligned covariance matrices, and the economic value of statistical metrics like mean squared error. He has also contributed to understanding the limitations of factor-based mispricing models and the statistical properties of mean-variance portfolios.
• Labs/Teams: Affiliated with the Louvain Institute of Data Analysis and Modeling (LIDAM) and the Louvain Finance (LFIN) group.