Access Statistics for Kris Boudt

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Analysts' forecast error: a robust prediction model and its short-term trading profitability 0 0 0 0 0 0 2 8
Beta-Adjusted Covariance Estimation 0 0 0 35 0 4 5 78
Beyond risk-based portfolios: balancing performance and risk contributions in asset allocation 0 0 0 0 0 0 1 23
Climate change concerns and the performance of green versus brown stocks 2 2 10 108 2 4 56 460
Climate change concerns and the performance of green versus brown stocks 2 2 4 69 3 3 13 185
Daily news sentiment and monthly surveys: A mixed–frequency dynamic factor model for nowcasting consumer confidence 0 0 3 35 1 1 13 74
Differential Evolution (DEoptim) for Non-Convex Portfolio Optimization 1 1 5 152 2 2 9 432
Estimation of Non-Gaussian Factors Using Higher-order Multi-cumulants in Weak Factor Models 0 0 1 6 0 0 3 10
Funding liquidity, market liquidity and TED spread: A two-regime model 0 0 0 44 0 0 2 201
Generalized Autoregressive Score Models in R: The GAS Package 0 0 0 30 0 0 3 114
Generating drawdown-realistic financial price paths using path signatures 0 0 0 7 1 1 5 8
Hedge fund portfolio selection with modified expected shortfall 0 2 3 211 0 4 7 444
Household Heterogeneity and Policy Relevance 0 1 2 20 0 1 5 37
Implied Expected Returns and the Choice of a Mean-Variance Efficient Portfolio Proxy 0 0 0 28 0 0 4 182
Intraday liquidity dynamics and news releases around price jumps: Evidence from the DJIA stocks 0 0 0 0 0 0 0 10
Intraday liquidity dynamics and news releases around price jumps: evidence from the DJIA stocks 0 0 0 0 0 0 0 1
Media abnormal tone, earnings announcements, and the stock market 0 0 1 12 2 3 5 22
NEAREST COMOMENT ESTIMATION WITH UNOBSERVED FACTORS 0 0 0 46 0 1 1 94
Outlyingness weighted covariation 0 0 0 1 0 0 1 20
Pro-Debtor Bias, Court Shopping, and Bankruptcy Outcomes 0 0 5 6 0 0 13 14
Regime switches in the volatility and correlation of financial institutions 0 0 1 102 0 0 5 193
Robust estimation of intraweek periodicity in volatility and jump detection 0 0 0 7 0 1 3 48
Sluggish news reactions: A combinatorial approach for synchronizing stock jumps 0 0 1 2 0 2 7 15
Sluggish news reactions: A combinatorial approach for synchronizing stock jumps 0 0 0 0 0 0 2 3
Taming the Zoo of Consumption Responses to Labour Income Changes 0 0 6 22 0 1 17 31
The Peer Performance of Hedge Funds 0 0 1 32 1 1 4 117
The response of multinationals’ foreign exchange rate exposure to macroeconomic news 0 0 1 69 0 0 3 65
The short term prediction of analysts' forecast error 0 0 0 39 0 0 0 182
The variance implied conditional correlation 0 0 0 0 0 0 1 4
Trac(k)ing the trajectory: Mapping Sustainable Development Goal 8 in EU-funded research projects 0 0 1 9 0 1 4 8
Value-at-Risk Prediction in R with the GAS Package 0 0 0 50 1 2 6 71
When does the tone of earnings press releases matter? 0 0 0 0 0 0 1 12
Total Working Papers 5 8 45 1,142 13 32 201 3,166

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Analysts' forecast error: a robust prediction model and its short-term trading profitability 0 0 0 2 0 1 2 35
Asset allocation with conditional value-at-risk budgets 0 0 0 0 0 1 2 2
Beyond risk-based portfolios: balancing performance and risk contributions in asset allocation 0 0 0 10 0 1 2 42
Block rearranging elements within matrix columns to minimize the variability of the row sums 0 0 0 0 0 0 4 26
Climate Change Concerns and the Performance of Green vs. Brown Stocks 0 1 7 13 2 7 30 45
Daily news sentiment and monthly surveys: A mixed-frequency dynamic factor model for nowcasting consumer confidence 0 0 0 6 0 0 3 19
Dynamic core-satellite investing using higher order moments: an explicit solution 0 0 2 4 0 1 9 14
ECONOMETRICS MEETS SENTIMENT: AN OVERVIEW OF METHODOLOGY AND APPLICATIONS 0 0 4 28 1 2 8 128
ETF Basket-Adjusted Covariance estimation 0 0 0 1 0 0 1 8
Estimation and decomposition of downside risk for portfolios with non-normal returns 0 0 1 1 0 1 3 3
Estimation and decomposition of food price inflation risk 1 1 2 9 2 2 6 30
Evaluating the Shariah-compliance of equity portfolios: The weighting method matters 0 0 0 3 0 0 2 34
Exporters’ Exposures to Currencies: Beyond the Loglinear Model 0 0 0 2 1 1 1 26
Forecasting risk with Markov-switching GARCH models:A large-scale performance study 1 2 3 29 4 6 10 108
Funding liquidity, market liquidity and TED spread: A two-regime model 0 0 0 16 1 1 2 72
Generalized financial ratios to predict the equity premium 0 0 2 24 1 4 16 121
Higher order comoments of multifactor models and asset allocation 0 0 1 28 0 0 1 90
Interpretability of Composite Indicators Based on Principal Components 0 0 1 2 1 2 3 5
Intraday liquidity dynamics and news releases around price jumps: Evidence from the DJIA stocks 0 0 1 73 1 1 5 212
Jockeying for Position in CEO Letters: Impression Management and Sentiment Analytics 0 0 5 20 0 0 9 71
Jump robust daily covariance estimation by disentangling variance and correlation components 0 0 0 10 0 0 1 50
Jump robust two time scale covariance estimation and realized volatility budgets 0 0 0 4 0 1 2 28
Machine Learning for Asset Managers 0 0 0 12 0 0 2 38
Macro-financial regimes and performance of Shariah-compliant equity portfolios 0 0 0 4 0 0 2 24
Managers set the tone: Equity incentives and the tone of earnings press releases 0 0 7 70 0 2 22 229
Mapping Economic Growth and Employment in EU-Funded Research Projects: Trac(k)ing the SDG 8 Trajectory 0 0 0 0 2 2 3 3
Media abnormal tone, earnings announcements, and the stock market 0 0 2 3 1 1 8 18
Nearest comoment estimation with unobserved factors 0 0 0 1 0 0 0 16
Performance-sharing optimization by risk-constrained equity investors 0 0 0 2 0 0 1 6
Positive semidefinite integrated covariance estimation, factorizations and asynchronicity 0 0 0 11 0 0 0 73
Predictability of Belgian residential real estate rents using tree-based ML models and IML techniques 0 0 0 3 2 2 3 10
Properties of the Margrabe Best-of-two strategy to tactical asset allocation 0 1 1 3 1 4 6 19
Questioning the news about economic growth: Sparse forecasting using thousands of news-based sentiment values 0 0 0 14 1 5 7 73
Robust Distribution-Based Winsorization in Composite Indicators Construction 0 0 1 4 0 2 8 23
Robust M-estimation of multivariate GARCH models 0 1 3 22 1 2 7 77
Robust estimation of intraweek periodicity in volatility and jump detection 0 4 10 112 0 5 16 357
Robust explicit estimators of Weibull parameters 0 0 0 4 0 0 0 64
Robust forecasting of dynamic conditional correlation GARCH models 0 2 5 42 0 3 9 140
Robust interactive fixed effects 1 2 5 5 1 2 8 9
Smart beta and CPPI performance 1 1 1 17 1 1 9 57
Testing equality of modified Sharpe ratios 0 0 2 25 1 1 9 108
The economic benefits of market timing the style allocation of characteristic-based portfolios 0 0 0 9 0 0 3 55
The impact of a sustainability constraint on the mean-tracking error efficient frontier 0 0 0 5 0 0 1 39
The impact of covariance misspecification in risk-based portfolios 1 1 1 22 1 2 3 77
The optimal payoff for a Yaari investor 0 0 0 1 0 0 1 2
The peer performance ratios of hedge funds 1 1 4 26 1 1 10 96
The response of multinationals’ foreign exchange rate exposure to macroeconomic news 0 0 0 10 0 0 1 61
The variance implied conditional correlation 0 0 0 1 0 0 1 12
When does the tone of earnings press releases matter? 0 0 0 7 0 0 3 57
Total Journal Articles 6 17 71 720 27 67 265 2,912

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Cardinality-Constrained Higher-Order Moment Portfolios Using Particle Swarm Optimization 0 0 0 0 0 0 2 10
Total Chapters 0 0 0 0 0 0 2 10

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Statistics updated 2025-07-04