Access Statistics for Kris Boudt

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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 8
Beta-Adjusted Covariance Estimation 0 0 1 35 0 0 4 74
Beyond risk-based portfolios: balancing performance and risk contributions in asset allocation 0 0 0 0 1 1 1 23
Climate change concerns and the performance of green versus brown stocks 1 2 5 67 3 4 19 182
Climate change concerns and the performance of green versus brown stocks 0 0 14 106 4 10 72 452
Daily news sentiment and monthly surveys: A mixed–frequency dynamic factor model for nowcasting consumer confidence 1 2 8 35 2 6 19 71
Differential Evolution (DEoptim) for Non-Convex Portfolio Optimization 1 1 3 150 1 1 6 428
Estimation of Non-Gaussian Factors Using Higher-order Multi-cumulants in Weak Factor Models 0 0 6 6 0 0 10 10
Funding liquidity, market liquidity and TED spread: A two-regime model 0 0 1 44 1 2 4 201
Generalized Autoregressive Score Models in R: The GAS Package 0 0 1 30 1 1 5 114
Generating drawdown-realistic financial price paths using path signatures 0 0 0 7 1 2 4 7
Hedge fund portfolio selection with modified expected shortfall 0 0 1 209 0 1 4 440
Household Heterogeneity and Policy Relevance 0 1 3 19 1 4 7 36
Implied Expected Returns and the Choice of a Mean-Variance Efficient Portfolio Proxy 0 0 0 28 1 1 5 182
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 1 1
Media abnormal tone, earnings announcements, and the stock market 1 1 1 12 1 1 3 19
NEAREST COMOMENT ESTIMATION WITH UNOBSERVED FACTORS 0 0 0 46 0 0 0 93
Outlyingness weighted covariation 0 0 1 1 1 1 2 20
Regime switches in the volatility and correlation of financial institutions 0 0 1 102 2 3 7 193
Robust estimation of intraweek periodicity in volatility and jump detection 0 0 0 7 0 1 2 47
Sluggish news reactions: A combinatorial approach for synchronizing stock jumps 0 0 0 0 1 2 3 3
Sluggish news reactions: A combinatorial approach for synchronizing stock jumps 0 1 2 2 0 3 13 13
Taming the Zoo of Consumption Responses to Labour Income Changes 1 5 7 22 2 11 19 30
The Peer Performance of Hedge Funds 0 0 1 32 0 1 3 116
The response of multinationals’ foreign exchange rate exposure to macroeconomic news 0 1 1 69 1 3 3 65
The short term prediction of analysts' forecast error 0 0 1 39 0 0 1 182
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 1 9 9 0 1 7 7
Value-at-Risk Prediction in R with the GAS Package 0 0 1 50 0 1 8 69
When does the tone of earnings press releases matter? 0 0 0 0 1 1 2 12
Total Working Papers 5 15 68 1,127 25 63 237 3,112

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 1 34
Beyond risk-based portfolios: balancing performance and risk contributions in asset allocation 0 0 0 10 1 1 1 41
Block rearranging elements within matrix columns to minimize the variability of the row sums 0 0 0 0 2 2 8 25
Climate Change Concerns and the Performance of Green vs. Brown Stocks 2 4 10 12 4 9 33 35
Daily news sentiment and monthly surveys: A mixed-frequency dynamic factor model for nowcasting consumer confidence 0 0 1 6 0 0 3 17
Dynamic core-satellite investing using higher order moments: an explicit solution 0 0 3 4 1 2 11 13
ECONOMETRICS MEETS SENTIMENT: AN OVERVIEW OF METHODOLOGY AND APPLICATIONS 0 2 4 28 0 3 8 126
ETF Basket-Adjusted Covariance estimation 0 0 0 1 0 1 3 8
Estimation and decomposition of food price inflation risk 0 0 1 8 0 1 5 28
Evaluating the Shariah-compliance of equity portfolios: The weighting method matters 0 0 0 3 0 0 3 34
Exporters’ Exposures to Currencies: Beyond the Loglinear Model 0 0 0 2 0 0 0 25
Forecasting risk with Markov-switching GARCH models:A large-scale performance study 0 0 3 27 0 1 7 102
Funding liquidity, market liquidity and TED spread: A two-regime model 0 0 0 16 0 1 2 71
Generalized financial ratios to predict the equity premium 1 2 2 24 3 7 12 117
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 1 1 1 2 1 1 1 3
Intraday liquidity dynamics and news releases around price jumps: Evidence from the DJIA stocks 0 1 1 73 0 2 7 211
Jockeying for Position in CEO Letters: Impression Management and Sentiment Analytics 2 3 4 18 3 4 9 69
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 0 2 27
Machine Learning for Asset Managers 0 0 0 12 0 0 3 38
Macro-financial regimes and performance of Shariah-compliant equity portfolios 0 0 0 4 0 0 1 23
Managers set the tone: Equity incentives and the tone of earnings press releases 0 0 12 70 3 7 39 227
Media abnormal tone, earnings announcements, and the stock market 1 1 2 3 1 4 8 17
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 1 1 2 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 1 3 0 0 5 8
Properties of the Margrabe Best-of-two strategy to tactical asset allocation 0 0 0 2 0 0 2 15
Questioning the news about economic growth: Sparse forecasting using thousands of news-based sentiment values 0 0 0 14 0 1 3 68
Robust Distribution-Based Winsorization in Composite Indicators Construction 1 1 1 4 1 3 5 20
Robust M-estimation of multivariate GARCH models 0 0 2 21 1 2 5 75
Robust estimation of intraweek periodicity in volatility and jump detection 0 3 9 106 1 6 16 350
Robust explicit estimators of Weibull parameters 0 0 0 4 0 0 0 64
Robust forecasting of dynamic conditional correlation GARCH models 0 1 4 40 0 2 7 137
Robust interactive fixed effects 0 0 3 3 0 1 6 7
Smart beta and CPPI performance 0 0 0 16 3 7 7 55
Testing equality of modified Sharpe ratios 0 0 1 23 0 2 7 105
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 1 5 0 1 3 39
The impact of covariance misspecification in risk-based portfolios 0 0 0 21 0 0 1 75
The optimal payoff for a Yaari investor 0 0 0 1 1 1 1 2
The peer performance ratios of hedge funds 1 1 6 25 1 1 13 95
The response of multinationals’ foreign exchange rate exposure to macroeconomic news 0 0 0 10 0 1 2 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 1 7 0 3 4 57
Total Journal Articles 9 20 74 696 29 79 262 2,826

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 3 10
Total Chapters 0 0 0 0 0 0 3 10

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Statistics updated 2025-03-03