This paper demonstrates the usefulness of pulsed laser ablation in liquids as a fast screening synthesis method able to prepare even complex compositions at the nanoscale. Nanoparticles of Y2O3:Eu3+, Lu2O2S: Eu3+, Gd2SiO5:Ce3+ and Lu3TaO7:Gd3+,Tb3+ are successfully synthesized by pulsed laser ablation in liquids. The phase and stoichiometries of the original materials are preserved while the sizes are reduced down to 5-10 nm. The optical properties of the materials are also preserved but show some small variations and some additional structures which are attributed to the specificities of the nanoscale (internal pressure, inhomogeneous broadening, surface states...)