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 2 10 18
Beta-Adjusted Covariance Estimation 0 0 1 36 3 11 34 112
Beyond risk-based portfolios: balancing performance and risk contributions in asset allocation 0 0 0 0 0 1 5 28
Climate change concerns and the performance of green versus brown stocks 0 0 5 72 1 2 25 207
Climate change concerns and the performance of green versus brown stocks 1 2 10 116 4 12 65 523
Daily news sentiment and monthly surveys: A mixed–frequency dynamic factor model for nowcasting consumer confidence 0 0 1 36 0 4 21 94
Differential Evolution (DEoptim) for Non-Convex Portfolio Optimization 1 1 3 154 1 8 22 452
Estimation of Non-Gaussian Factors Using Higher-order Multi-cumulants in Weak Factor Models 0 0 2 8 1 3 8 18
Funding liquidity, market liquidity and TED spread: A two-regime model 0 0 0 44 1 4 15 216
Generalized Autoregressive Score Models in R: The GAS Package 0 0 2 32 3 8 25 139
Generating drawdown-realistic financial price paths using path signatures 0 0 0 7 0 7 25 32
Hedge fund portfolio selection with modified expected shortfall 0 0 2 213 2 4 16 460
Household Heterogeneity and Policy Relevance 0 0 0 20 0 1 4 41
Implied Expected Returns and the Choice of a Mean-Variance Efficient Portfolio Proxy 0 0 0 28 4 7 11 193
Intraday liquidity dynamics and news releases around price jumps: Evidence from the DJIA stocks 0 0 0 0 2 5 15 25
Intraday liquidity dynamics and news releases around price jumps: evidence from the DJIA stocks 0 0 0 0 1 2 7 8
Media abnormal tone, earnings announcements, and the stock market 0 0 1 13 1 5 20 40
NEAREST COMOMENT ESTIMATION WITH UNOBSERVED FACTORS 0 0 0 46 0 3 21 115
Outlyingness weighted covariation 0 0 0 1 1 3 14 34
Pro-Debtor Bias, Court Shopping, and Bankruptcy Outcomes 0 0 1 7 2 5 17 31
Regime switches in the volatility and correlation of financial institutions 0 0 0 102 3 7 20 213
Robust estimation of intraweek periodicity in volatility and jump detection 0 0 0 7 0 3 14 62
Sluggish news reactions: A combinatorial approach for synchronizing stock jumps 0 0 0 2 0 5 8 23
Sluggish news reactions: A combinatorial approach for synchronizing stock jumps 0 0 0 0 0 2 5 8
Taming the Zoo of Consumption Responses to Labour Income Changes 1 1 3 25 1 5 26 57
The Peer Performance of Hedge Funds 0 0 0 32 0 1 11 127
The response of multinationals’ foreign exchange rate exposure to macroeconomic news 0 0 0 69 0 0 8 73
The short term prediction of analysts' forecast error 0 0 0 39 0 3 8 190
The variance implied conditional correlation 0 0 0 0 0 1 9 13
Trac(k)ing the trajectory: Mapping Sustainable Development Goal 8 in EU-funded research projects 0 0 0 9 1 4 10 18
Value-at-Risk Prediction in R with the GAS Package 0 0 1 51 0 6 13 83
When does the tone of earnings press releases matter? 0 0 0 0 0 2 11 23
Total Working Papers 3 4 32 1,169 32 136 523 3,676

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 8 43
Asset allocation with conditional value-at-risk budgets 0 0 1 1 1 4 15 17
Beyond risk-based portfolios: balancing performance and risk contributions in asset allocation 1 1 3 13 2 2 9 51
Block rearranging elements within matrix columns to minimize the variability of the row sums 0 0 0 0 0 6 11 37
Climate Change Concerns and the Performance of Green vs. Brown Stocks 0 2 9 22 0 8 42 85
Daily news sentiment and monthly surveys: A mixed-frequency dynamic factor model for nowcasting consumer confidence 0 0 1 7 0 7 19 38
Dynamic core-satellite investing using higher order moments: an explicit solution 1 1 2 6 3 6 18 32
ECONOMETRICS MEETS SENTIMENT: AN OVERVIEW OF METHODOLOGY AND APPLICATIONS 0 0 1 29 1 5 35 162
ETF Basket-Adjusted Covariance estimation 0 0 0 1 0 2 14 22
Estimation and decomposition of downside risk for portfolios with non-normal returns 0 0 0 1 0 0 4 7
Estimation and decomposition of food price inflation risk 0 0 2 10 0 3 12 40
Evaluating the Shariah-compliance of equity portfolios: The weighting method matters 0 0 2 5 0 2 18 52
Exporters’ Exposures to Currencies: Beyond the Loglinear Model 0 0 0 2 1 3 7 32
Forecasting risk with Markov-switching GARCH models:A large-scale performance study 0 1 4 32 2 7 31 135
Funding liquidity, market liquidity and TED spread: A two-regime model 0 0 2 18 2 7 17 88
Generalized financial ratios to predict the equity premium 0 0 1 25 0 3 20 140
Higher order comoments of multifactor models and asset allocation 0 0 2 30 0 0 8 98
Interpretability of Composite Indicators Based on Principal Components 0 1 2 4 2 8 24 28
Intraday liquidity dynamics and news releases around price jumps: Evidence from the DJIA stocks 0 0 0 73 2 5 18 229
Jockeying for Position in CEO Letters: Impression Management and Sentiment Analytics 0 0 4 24 0 5 32 103
Jump robust daily covariance estimation by disentangling variance and correlation components 0 0 0 10 0 1 6 56
Jump robust two time scale covariance estimation and realized volatility budgets 0 0 0 4 2 3 9 37
Machine Learning for Asset Managers 0 0 0 12 0 2 5 43
Macro-financial regimes and performance of Shariah-compliant equity portfolios 0 0 0 4 0 6 10 34
Managers set the tone: Equity incentives and the tone of earnings press releases 0 0 5 75 2 8 42 271
Mapping Economic Growth and Employment in EU-Funded Research Projects: Trac(k)ing the SDG 8 Trajectory 0 0 0 0 2 9 30 31
Media abnormal tone, earnings announcements, and the stock market 1 1 3 6 1 8 28 45
Nearest comoment estimation with unobserved factors 0 0 0 1 0 1 6 22
Performance-sharing optimization by risk-constrained equity investors 0 0 0 2 0 2 8 14
Positive semidefinite integrated covariance estimation, factorizations and asynchronicity 0 0 0 11 0 7 12 85
Predictability of Belgian residential real estate rents using tree-based ML models and IML techniques 0 0 1 4 0 2 14 22
Properties of the Margrabe Best-of-two strategy to tactical asset allocation 0 0 1 4 1 3 14 32
Questioning the news about economic growth: Sparse forecasting using thousands of news-based sentiment values 0 1 2 16 2 7 26 98
Robust Distribution-Based Winsorization in Composite Indicators Construction 0 0 3 7 0 7 29 52
Robust M-estimation of multivariate GARCH models 0 0 1 23 1 6 18 94
Robust estimation of intraweek periodicity in volatility and jump detection 0 2 5 117 0 9 27 384
Robust explicit estimators of Weibull parameters 0 0 0 4 0 3 18 82
Robust forecasting of dynamic conditional correlation GARCH models 0 1 2 44 0 9 21 161
Robust interactive fixed effects 0 0 2 6 0 2 12 20
Smart beta and CPPI performance 0 0 1 17 0 2 5 61
Testing equality of modified Sharpe ratios 1 2 2 27 2 6 14 121
The economic benefits of market timing the style allocation of characteristic-based portfolios 0 0 0 9 0 1 7 62
The impact of a sustainability constraint on the mean-tracking error efficient frontier 0 0 0 5 0 3 11 50
The impact of covariance misspecification in risk-based portfolios 0 0 2 23 1 9 17 93
The optimal payoff for a Yaari investor 0 0 0 1 1 3 8 10
The peer performance ratios of hedge funds 0 0 1 26 1 4 11 106
The response of multinationals’ foreign exchange rate exposure to macroeconomic news 0 0 0 10 1 3 13 74
The variance implied conditional correlation 0 0 0 1 0 1 9 21
When does the tone of earnings press releases matter? 0 0 1 8 0 3 23 80
Total Journal Articles 4 13 68 782 33 214 815 3,700

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 5 15
Total Chapters 0 0 0 0 0 0 5 15

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Statistics updated 2026-06-04