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 1 8
Beta-Adjusted Covariance Estimation 0 0 0 35 0 0 4 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 0 4 9 110 4 9 45 467
Climate change concerns and the performance of green versus brown stocks 0 2 4 69 0 3 8 185
Daily news sentiment and monthly surveys: A mixed–frequency dynamic factor model for nowcasting consumer confidence 1 1 4 36 3 6 17 79
Differential Evolution (DEoptim) for Non-Convex Portfolio Optimization 0 1 4 152 0 2 7 432
Estimation of Non-Gaussian Factors Using Higher-order Multi-cumulants in Weak Factor Models 1 1 1 7 1 1 1 11
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 2 5 116
Generating drawdown-realistic financial price paths using path signatures 0 0 0 7 1 2 5 9
Hedge fund portfolio selection with modified expected shortfall 0 0 2 211 0 0 6 444
Household Heterogeneity and Policy Relevance 0 0 2 20 0 0 5 37
Implied Expected Returns and the Choice of a Mean-Variance Efficient Portfolio Proxy 0 0 0 28 1 1 4 183
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 4 7 24
NEAREST COMOMENT ESTIMATION WITH UNOBSERVED FACTORS 0 0 0 46 0 0 1 94
Outlyingness weighted covariation 0 0 0 1 0 0 1 20
Pro-Debtor Bias, Court Shopping, and Bankruptcy Outcomes 1 1 2 7 1 1 5 15
Regime switches in the volatility and correlation of financial institutions 0 0 0 102 0 0 4 193
Robust estimation of intraweek periodicity in volatility and jump detection 0 0 0 7 1 1 4 49
Sluggish news reactions: A combinatorial approach for synchronizing stock jumps 0 0 0 0 0 0 2 3
Sluggish news reactions: A combinatorial approach for synchronizing stock jumps 0 0 1 2 2 2 7 17
Taming the Zoo of Consumption Responses to Labour Income Changes 0 2 7 24 1 3 19 34
The Peer Performance of Hedge Funds 0 0 0 32 0 2 4 118
The response of multinationals’ foreign exchange rate exposure to macroeconomic news 0 0 1 69 1 1 4 66
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 1 1 4 9
Value-at-Risk Prediction in R with the GAS Package 0 0 0 50 0 1 4 71
When does the tone of earnings press releases matter? 0 0 0 0 1 1 2 13
Total Working Papers 3 12 39 1,149 19 43 180 3,196

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 0 2 35
Asset allocation with conditional value-at-risk budgets 0 0 0 0 0 0 2 2
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 2 9 15 3 6 32 49
Daily news sentiment and monthly surveys: A mixed-frequency dynamic factor model for nowcasting consumer confidence 0 0 0 6 1 1 4 20
Dynamic core-satellite investing using higher order moments: an explicit solution 0 1 2 5 0 1 8 15
ECONOMETRICS MEETS SENTIMENT: AN OVERVIEW OF METHODOLOGY AND APPLICATIONS 1 1 5 29 3 4 10 131
ETF Basket-Adjusted Covariance estimation 0 0 0 1 0 2 3 10
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 1 1 9 0 2 5 30
Evaluating the Shariah-compliance of equity portfolios: The weighting method matters 0 0 0 3 0 0 1 34
Exporters’ Exposures to Currencies: Beyond the Loglinear Model 0 0 0 2 0 1 1 26
Forecasting risk with Markov-switching GARCH models:A large-scale performance study 0 3 5 31 1 7 12 111
Funding liquidity, market liquidity and TED spread: A two-regime model 1 1 1 17 2 3 4 74
Generalized financial ratios to predict the equity premium 0 0 2 24 1 4 19 124
Higher order comoments of multifactor models and asset allocation 0 0 1 28 0 1 2 91
Interpretability of Composite Indicators Based on Principal Components 1 1 2 3 1 2 4 6
Intraday liquidity dynamics and news releases around price jumps: Evidence from the DJIA stocks 0 0 1 73 0 1 5 212
Jockeying for Position in CEO Letters: Impression Management and Sentiment Analytics 0 0 5 20 1 2 9 73
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 28
Machine Learning for Asset Managers 0 0 0 12 1 1 2 39
Macro-financial regimes and performance of Shariah-compliant equity portfolios 0 0 0 4 1 1 2 25
Managers set the tone: Equity incentives and the tone of earnings press releases 0 2 7 72 0 7 25 236
Mapping Economic Growth and Employment in EU-Funded Research Projects: Trac(k)ing the SDG 8 Trajectory 0 0 0 0 0 3 4 4
Media abnormal tone, earnings announcements, and the stock market 0 0 2 3 0 2 9 19
Nearest comoment estimation with unobserved factors 0 0 0 1 0 1 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 2 2 75
Predictability of Belgian residential real estate rents using tree-based ML models and IML techniques 1 1 1 4 1 4 5 12
Properties of the Margrabe Best-of-two strategy to tactical asset allocation 0 0 1 3 0 1 5 19
Questioning the news about economic growth: Sparse forecasting using thousands of news-based sentiment values 1 1 1 15 3 4 10 76
Robust Distribution-Based Winsorization in Composite Indicators Construction 0 0 1 4 1 1 9 24
Robust M-estimation of multivariate GARCH models 0 1 4 23 0 2 8 78
Robust estimation of intraweek periodicity in volatility and jump detection 1 1 10 113 2 2 16 359
Robust explicit estimators of Weibull parameters 0 0 0 4 1 1 1 65
Robust forecasting of dynamic conditional correlation GARCH models 0 0 5 42 0 0 7 140
Robust interactive fixed effects 0 1 4 5 0 1 6 9
Smart beta and CPPI performance 0 1 1 17 0 1 9 57
Testing equality of modified Sharpe ratios 0 0 2 25 0 2 8 109
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 1 3 4 42
The impact of covariance misspecification in risk-based portfolios 0 1 1 22 0 1 3 77
The optimal payoff for a Yaari investor 0 0 0 1 0 0 1 2
The peer performance ratios of hedge funds 0 1 3 26 1 2 8 97
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 5 8 62
Total Journal Articles 8 20 78 734 25 84 294 2,969

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 1 10
Total Chapters 0 0 0 0 0 0 1 10

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Statistics updated 2025-09-05