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 1 2 9
Beta-Adjusted Covariance Estimation 1 1 1 36 1 2 6 80
Beyond risk-based portfolios: balancing performance and risk contributions in asset allocation 0 0 0 0 1 1 2 24
Climate change concerns and the performance of green versus brown stocks 1 2 6 71 1 3 10 188
Climate change concerns and the performance of green versus brown stocks 2 2 8 112 5 11 40 474
Daily news sentiment and monthly surveys: A mixed–frequency dynamic factor model for nowcasting consumer confidence 0 1 4 36 2 5 17 81
Differential Evolution (DEoptim) for Non-Convex Portfolio Optimization 0 0 3 152 0 0 5 432
Estimation of Non-Gaussian Factors Using Higher-order Multi-cumulants in Weak Factor Models 0 1 1 7 0 1 1 11
Funding liquidity, market liquidity and TED spread: A two-regime model 0 0 0 44 1 1 3 202
Generalized Autoregressive Score Models in R: The GAS Package 0 0 0 30 3 3 6 119
Generating drawdown-realistic financial price paths using path signatures 0 0 0 7 3 4 7 12
Hedge fund portfolio selection with modified expected shortfall 0 0 2 211 0 0 5 444
Household Heterogeneity and Policy Relevance 0 0 2 20 1 1 6 38
Implied Expected Returns and the Choice of a Mean-Variance Efficient Portfolio Proxy 0 0 0 28 0 2 4 184
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 1 3 8 26
NEAREST COMOMENT ESTIMATION WITH UNOBSERVED FACTORS 0 0 0 46 1 2 3 96
Outlyingness weighted covariation 0 0 0 1 0 0 1 20
Pro-Debtor Bias, Court Shopping, and Bankruptcy Outcomes 0 1 1 7 1 2 3 16
Regime switches in the volatility and correlation of financial institutions 0 0 0 102 1 1 5 194
Robust estimation of intraweek periodicity in volatility and jump detection 0 0 0 7 0 1 3 49
Sluggish news reactions: A combinatorial approach for synchronizing stock jumps 0 0 0 0 0 1 3 4
Sluggish news reactions: A combinatorial approach for synchronizing stock jumps 0 0 1 2 0 2 7 17
Taming the Zoo of Consumption Responses to Labour Income Changes 0 0 7 24 2 3 19 36
The Peer Performance of Hedge Funds 0 0 0 32 0 0 3 118
The response of multinationals’ foreign exchange rate exposure to macroeconomic news 0 0 1 69 1 3 6 68
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 1 1 5
Trac(k)ing the trajectory: Mapping Sustainable Development Goal 8 in EU-funded research projects 0 0 1 9 0 1 3 9
Value-at-Risk Prediction in R with the GAS Package 1 1 1 51 1 1 4 72
When does the tone of earnings press releases matter? 0 0 0 0 0 1 2 13
Total Working Papers 5 9 40 1,155 26 57 185 3,234

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 1 1 3 36
Asset allocation with conditional value-at-risk budgets 0 0 0 0 6 6 8 8
Beyond risk-based portfolios: balancing performance and risk contributions in asset allocation 0 0 0 10 0 0 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 2 4 9 17 5 10 32 56
Daily news sentiment and monthly surveys: A mixed-frequency dynamic factor model for nowcasting consumer confidence 0 0 0 6 0 1 3 20
Dynamic core-satellite investing using higher order moments: an explicit solution 0 0 1 5 2 2 6 17
ECONOMETRICS MEETS SENTIMENT: AN OVERVIEW OF METHODOLOGY AND APPLICATIONS 0 1 3 29 5 8 13 136
ETF Basket-Adjusted Covariance estimation 0 0 0 1 1 1 4 11
Estimation and decomposition of downside risk for portfolios with non-normal returns 0 0 1 1 0 0 3 3
Estimation and decomposition of food price inflation risk 0 0 1 9 1 1 4 31
Evaluating the Shariah-compliance of equity portfolios: The weighting method matters 0 0 0 3 4 4 4 38
Exporters’ Exposures to Currencies: Beyond the Loglinear Model 0 0 0 2 0 0 1 26
Forecasting risk with Markov-switching GARCH models:A large-scale performance study 0 0 5 31 1 2 13 112
Funding liquidity, market liquidity and TED spread: A two-regime model 1 2 2 18 2 5 7 77
Generalized financial ratios to predict the equity premium 0 0 2 24 2 4 19 127
Higher order comoments of multifactor models and asset allocation 0 1 1 29 0 1 2 92
Interpretability of Composite Indicators Based on Principal Components 0 1 2 3 1 4 7 9
Intraday liquidity dynamics and news releases around price jumps: Evidence from the DJIA stocks 0 0 1 73 2 6 9 218
Jockeying for Position in CEO Letters: Impression Management and Sentiment Analytics 0 0 5 20 1 3 10 75
Jump robust daily covariance estimation by disentangling variance and correlation components 0 0 0 10 1 1 2 51
Jump robust two time scale covariance estimation and realized volatility budgets 0 0 0 4 1 3 4 31
Machine Learning for Asset Managers 0 0 0 12 0 1 1 39
Macro-financial regimes and performance of Shariah-compliant equity portfolios 0 0 0 4 0 1 2 25
Managers set the tone: Equity incentives and the tone of earnings press releases 0 1 5 73 1 4 23 240
Mapping Economic Growth and Employment in EU-Funded Research Projects: Trac(k)ing the SDG 8 Trajectory 0 0 0 0 1 3 7 7
Media abnormal tone, earnings announcements, and the stock market 1 1 2 4 3 3 10 22
Nearest comoment estimation with unobserved factors 0 0 0 1 0 0 1 17
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 2 75
Predictability of Belgian residential real estate rents using tree-based ML models and IML techniques 0 1 1 4 0 1 5 12
Properties of the Margrabe Best-of-two strategy to tactical asset allocation 1 1 2 4 3 5 9 24
Questioning the news about economic growth: Sparse forecasting using thousands of news-based sentiment values 0 1 1 15 0 5 11 78
Robust Distribution-Based Winsorization in Composite Indicators Construction 0 1 2 5 4 9 16 32
Robust M-estimation of multivariate GARCH models 0 0 2 23 7 7 12 85
Robust estimation of intraweek periodicity in volatility and jump detection 1 2 11 114 3 6 19 363
Robust explicit estimators of Weibull parameters 0 0 0 4 1 2 2 66
Robust forecasting of dynamic conditional correlation GARCH models 1 1 5 43 3 3 9 143
Robust interactive fixed effects 0 0 2 5 0 0 3 9
Smart beta and CPPI performance 0 0 1 17 0 0 9 57
Testing equality of modified Sharpe ratios 0 0 2 25 0 1 8 110
The economic benefits of market timing the style allocation of characteristic-based portfolios 0 0 0 9 0 1 3 56
The impact of a sustainability constraint on the mean-tracking error efficient frontier 0 0 0 5 0 1 4 42
The impact of covariance misspecification in risk-based portfolios 1 1 2 23 1 1 3 78
The optimal payoff for a Yaari investor 0 0 0 1 0 1 2 3
The peer performance ratios of hedge funds 0 0 3 26 0 1 4 97
The response of multinationals’ foreign exchange rate exposure to macroeconomic news 0 0 0 10 2 2 3 63
The variance implied conditional correlation 0 0 0 1 1 2 2 14
When does the tone of earnings press releases matter? 0 0 0 7 1 1 9 63
Total Journal Articles 8 19 74 745 67 124 340 3,068

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 0 10
Total Chapters 0 0 0 0 0 0 0 10

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Statistics updated 2025-11-08