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 10 19
Beta-Adjusted Covariance Estimation 0 1 2 37 0 1 35 114
Beyond risk-based portfolios: balancing performance and risk contributions in asset allocation 0 0 0 0 0 1 6 29
Climate change concerns and the performance of green versus brown stocks 0 0 6 116 1 3 57 526
Climate change concerns and the performance of green versus brown stocks 0 0 2 72 3 7 32 219
Daily news sentiment and monthly surveys: A mixed–frequency dynamic factor model for nowcasting consumer confidence 1 2 2 38 3 6 21 100
Differential Evolution (DEoptim) for Non-Convex Portfolio Optimization 0 1 3 155 1 4 24 456
Estimation of Non-Gaussian Factors Using Higher-order Multi-cumulants in Weak Factor Models 0 0 1 8 0 2 9 20
Funding liquidity, market liquidity and TED spread: A two-regime model 0 0 0 44 1 3 18 219
Generalized Autoregressive Score Models in R: The GAS Package 0 0 2 32 0 1 24 140
Generating drawdown-realistic financial price paths using path signatures 0 0 0 7 0 3 26 35
Hedge fund portfolio selection with modified expected shortfall 0 1 3 214 1 3 19 463
Household Heterogeneity and Policy Relevance 0 0 0 20 0 0 4 41
Implied Expected Returns and the Choice of a Mean-Variance Efficient Portfolio Proxy 0 0 0 28 1 1 10 194
Intraday liquidity dynamics and news releases around price jumps: Evidence from the DJIA stocks 0 0 0 0 0 1 16 26
Intraday liquidity dynamics and news releases around price jumps: evidence from the DJIA stocks 0 0 0 0 0 0 7 8
Media abnormal tone, earnings announcements, and the stock market 0 0 2 14 1 4 22 47
NEAREST COMOMENT ESTIMATION WITH UNOBSERVED FACTORS 0 0 0 46 0 0 20 115
Outlyingness weighted covariation 0 0 0 1 0 0 15 35
Pro-Debtor Bias, Court Shopping, and Bankruptcy Outcomes 0 0 0 7 1 4 20 35
Regime switches in the volatility and correlation of financial institutions 0 0 0 102 1 1 21 214
Robust estimation of intraweek periodicity in volatility and jump detection 0 0 0 7 0 2 15 64
Sluggish news reactions: A combinatorial approach for synchronizing stock jumps 0 0 0 0 1 2 6 10
Sluggish news reactions: A combinatorial approach for synchronizing stock jumps 0 0 0 2 0 2 10 27
Taming the Zoo of Consumption Responses to Labour Income Changes 0 0 1 25 1 1 24 58
The Peer Performance of Hedge Funds 0 0 0 32 0 1 11 129
The response of multinationals’ foreign exchange rate exposure to macroeconomic news 0 0 0 69 0 1 8 75
The short term prediction of analysts' forecast error 0 0 0 39 0 2 10 192
The variance implied conditional correlation 0 0 0 0 0 0 8 13
Trac(k)ing the trajectory: Mapping Sustainable Development Goal 8 in EU-funded research projects 0 0 0 9 0 1 10 19
Value-at-Risk Prediction in R with the GAS Package 0 0 1 51 0 1 13 84
When does the tone of earnings press releases matter? 0 0 0 0 0 1 11 24
Total Working Papers 1 5 25 1,175 16 60 542 3,750

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 9 44
Asset allocation with conditional value-at-risk budgets 0 1 2 2 0 1 16 18
Beyond risk-based portfolios: balancing performance and risk contributions in asset allocation 0 1 4 14 0 1 10 52
Block rearranging elements within matrix columns to minimize the variability of the row sums 0 0 0 0 0 1 13 39
Climate Change Concerns and the Performance of Green vs. Brown Stocks 0 0 9 24 2 15 52 103
Daily news sentiment and monthly surveys: A mixed-frequency dynamic factor model for nowcasting consumer confidence 0 0 1 7 2 4 22 42
Dynamic core-satellite investing using higher order moments: an explicit solution 0 0 1 6 0 2 20 35
ECONOMETRICS MEETS SENTIMENT: AN OVERVIEW OF METHODOLOGY AND APPLICATIONS 1 1 1 30 2 3 34 165
ETF Basket-Adjusted Covariance estimation 0 0 0 1 0 0 12 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 1 10 0 0 10 40
Evaluating the Shariah-compliance of equity portfolios: The weighting method matters 0 0 2 5 0 0 18 52
Exporters’ Exposures to Currencies: Beyond the Loglinear Model 0 0 0 2 0 1 8 34
Forecasting risk with Markov-switching GARCH models:A large-scale performance study 0 1 2 33 3 8 38 149
Funding liquidity, market liquidity and TED spread: A two-regime model 0 0 1 18 1 2 15 90
Generalized financial ratios to predict the equity premium 1 1 2 26 1 3 20 145
Higher order comoments of multifactor models and asset allocation 0 0 1 30 0 0 7 99
Interpretability of Composite Indicators Based on Principal Components 0 0 1 4 0 3 25 33
Intraday liquidity dynamics and news releases around price jumps: Evidence from the DJIA stocks 0 0 0 73 0 2 16 232
Jockeying for Position in CEO Letters: Impression Management and Sentiment Analytics 0 0 4 24 1 3 32 106
Jump robust daily covariance estimation by disentangling variance and correlation components 0 0 0 10 0 0 6 56
Jump robust two time scale covariance estimation and realized volatility budgets 0 0 0 4 1 2 9 39
Machine Learning for Asset Managers 0 0 0 12 0 0 4 43
Macro-financial regimes and performance of Shariah-compliant equity portfolios 0 0 0 4 0 0 9 34
Managers set the tone: Equity incentives and the tone of earnings press releases 0 0 2 75 2 4 37 276
Mapping Economic Growth and Employment in EU-Funded Research Projects: Trac(k)ing the SDG 8 Trajectory 0 0 0 0 0 0 26 32
Media abnormal tone, earnings announcements, and the stock market 0 0 4 7 0 1 28 47
Nearest comoment estimation with unobserved factors 0 0 0 1 0 3 8 25
Performance-sharing optimization by risk-constrained equity investors 0 0 0 2 0 0 8 14
Positive semidefinite integrated covariance estimation, factorizations and asynchronicity 0 0 0 11 0 0 10 85
Predictability of Belgian residential real estate rents using tree-based ML models and IML techniques 0 1 2 6 1 3 14 26
Properties of the Margrabe Best-of-two strategy to tactical asset allocation 0 0 2 5 2 2 15 36
Questioning the news about economic growth: Sparse forecasting using thousands of news-based sentiment values 0 1 2 17 0 1 21 99
Robust Distribution-Based Winsorization in Composite Indicators Construction 0 1 4 9 4 5 31 59
Robust M-estimation of multivariate GARCH models 0 0 0 23 0 1 17 95
Robust estimation of intraweek periodicity in volatility and jump detection 0 2 6 119 4 12 37 397
Robust explicit estimators of Weibull parameters 0 1 1 5 1 2 19 84
Robust forecasting of dynamic conditional correlation GARCH models 1 2 4 46 1 3 26 166
Robust interactive fixed effects 1 1 2 7 2 2 13 22
Smart beta and CPPI performance 0 3 3 20 0 4 8 65
Testing equality of modified Sharpe ratios 0 0 2 27 1 2 13 123
The economic benefits of market timing the style allocation of characteristic-based portfolios 0 1 1 10 1 2 8 64
The impact of a sustainability constraint on the mean-tracking error efficient frontier 0 0 0 5 1 1 9 51
The impact of covariance misspecification in risk-based portfolios 0 0 1 23 0 3 19 96
The optimal payoff for a Yaari investor 0 0 0 1 1 1 8 11
The peer performance ratios of hedge funds 0 0 0 26 0 2 11 108
The response of multinationals’ foreign exchange rate exposure to macroeconomic news 0 0 0 10 0 1 15 76
The variance implied conditional correlation 0 0 0 1 0 1 9 22
When does the tone of earnings press releases matter? 0 0 1 8 0 2 20 82
Total Journal Articles 4 18 69 806 34 110 839 3,840

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 2026-10-11