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Researcher
Dries Cornilly
- Keywords:Economics and applied economics
Affiliations
- Faculty of Economic and Social Sciences and Solvay Business School (Faculty)
Member
From30 Jun 2017 → 4 Sep 2019 - Business (Department)
Member
From1 Oct 2016 → 30 Sep 2020 - Faculty of Economic and Social Sciences and Solvay Business School (Faculty)
Member
From21 Oct 2015 → 10 Jul 2017 - Business (Department)
Member
From1 Oct 2015 → 30 Jun 2019
Projects
1 - 1 of 1
- Reliable methods for analysing and managing the sources of dependence between financial assets at all frequenciesFrom1 Oct 2016 → 1 Jul 2019Funding: FWO fellowships
Publications
1 - 8 of 8
- Fair allocation of indivisible goods with minimum inequality or minimum envy(2022)
Authors: Dries Cornilly, Giovanni Puccetti, Ludger Rüschendorf, Steven Vanduffel
Pages: 741-752 - On some synchronization problems with multiple instances(2022)
Authors: Dries Cornilly, Giovanni Puccetti, Ludger Rüschendorf
- A Coskewness Shrinkage Approach for Estimating the Skewness of Linear Combinations of Random Variables*(2021)
Authors: Kris Boudt, Dries Cornilly, Tim Verdonck
Pages: 1-23 - Nearest Comoment Estimation With Unobserved Factors(2020)
Authors: Kris Boudt, Dries Cornilly, Tim Verdonck
Pages: 381-397 - Algorithmic portfolio tilting to harvest higher moment gains(2020)
Authors: Kris Boudt, Dries Cornilly, Frederiek Van Holle, Joeri Willems
- Equivalent distortion risk measures on moment spaces(2019)
Authors: Dries Cornilly, Steven Vanduffel
Pages: 187-192 - Statistical Methods for Robust Financial Decision Making(2019)
Authors: Dries Cornilly, Kris Boudt
- Upper bounds for strictly concave distortion risk measures on moment spaces(2018)
Authors: Dries Cornilly, Ludger Rüschendorf, Steven Vanduffel
Pages: 141-151