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 6 8 16
Beta-Adjusted Covariance Estimation 0 0 1 36 2 18 27 101
Beyond risk-based portfolios: balancing performance and risk contributions in asset allocation 0 0 0 0 0 2 4 27
Climate change concerns and the performance of green versus brown stocks 0 1 8 114 6 30 59 511
Climate change concerns and the performance of green versus brown stocks 0 0 5 72 3 12 23 205
Daily news sentiment and monthly surveys: A mixed–frequency dynamic factor model for nowcasting consumer confidence 0 0 1 36 2 5 19 90
Differential Evolution (DEoptim) for Non-Convex Portfolio Optimization 0 0 3 153 3 9 16 444
Estimation of Non-Gaussian Factors Using Higher-order Multi-cumulants in Weak Factor Models 1 1 2 8 1 4 5 15
Funding liquidity, market liquidity and TED spread: A two-regime model 0 0 0 44 0 7 11 212
Generalized Autoregressive Score Models in R: The GAS Package 2 2 2 32 7 12 17 131
Generating drawdown-realistic financial price paths using path signatures 0 0 0 7 0 13 18 25
Hedge fund portfolio selection with modified expected shortfall 0 2 4 213 1 11 16 456
Household Heterogeneity and Policy Relevance 0 0 1 20 0 2 4 40
Implied Expected Returns and the Choice of a Mean-Variance Efficient Portfolio Proxy 0 0 0 28 0 2 4 186
Intraday liquidity dynamics and news releases around price jumps: Evidence from the DJIA stocks 0 0 0 0 1 9 10 20
Intraday liquidity dynamics and news releases around price jumps: evidence from the DJIA stocks 0 0 0 0 1 5 5 6
Media abnormal tone, earnings announcements, and the stock market 0 0 1 13 1 7 16 35
NEAREST COMOMENT ESTIMATION WITH UNOBSERVED FACTORS 0 0 0 46 1 13 19 112
Outlyingness weighted covariation 0 0 0 1 0 9 11 31
Pro-Debtor Bias, Court Shopping, and Bankruptcy Outcomes 0 0 1 7 1 9 12 26
Regime switches in the volatility and correlation of financial institutions 0 0 0 102 2 9 13 206
Robust estimation of intraweek periodicity in volatility and jump detection 0 0 0 7 2 7 12 59
Sluggish news reactions: A combinatorial approach for synchronizing stock jumps 0 0 0 0 1 2 3 6
Sluggish news reactions: A combinatorial approach for synchronizing stock jumps 0 0 0 2 0 1 5 18
Taming the Zoo of Consumption Responses to Labour Income Changes 0 0 2 24 3 12 22 52
The Peer Performance of Hedge Funds 0 0 0 32 1 8 10 126
The response of multinationals’ foreign exchange rate exposure to macroeconomic news 0 0 0 69 2 5 8 73
The short term prediction of analysts' forecast error 0 0 0 39 0 5 5 187
The variance implied conditional correlation 0 0 0 0 2 6 8 12
Trac(k)ing the trajectory: Mapping Sustainable Development Goal 8 in EU-funded research projects 0 0 0 9 0 3 7 14
Value-at-Risk Prediction in R with the GAS Package 0 0 1 51 0 4 8 77
When does the tone of earnings press releases matter? 0 0 0 0 1 8 9 21
Total Working Papers 3 6 32 1,165 44 255 414 3,540

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 3 5 8 42
Asset allocation with conditional value-at-risk budgets 0 0 1 1 0 4 12 13
Beyond risk-based portfolios: balancing performance and risk contributions in asset allocation 2 2 2 12 2 7 8 49
Block rearranging elements within matrix columns to minimize the variability of the row sums 0 0 0 0 0 4 6 31
Climate Change Concerns and the Performance of Green vs. Brown Stocks 0 2 8 20 3 16 42 77
Daily news sentiment and monthly surveys: A mixed-frequency dynamic factor model for nowcasting consumer confidence 0 1 1 7 5 10 14 31
Dynamic core-satellite investing using higher order moments: an explicit solution 0 0 1 5 0 5 13 26
ECONOMETRICS MEETS SENTIMENT: AN OVERVIEW OF METHODOLOGY AND APPLICATIONS 0 0 1 29 2 15 31 157
ETF Basket-Adjusted Covariance estimation 0 0 0 1 2 4 12 20
Estimation and decomposition of downside risk for portfolios with non-normal returns 0 0 0 1 2 4 5 7
Estimation and decomposition of food price inflation risk 1 1 2 10 1 6 9 37
Evaluating the Shariah-compliance of equity portfolios: The weighting method matters 0 0 2 5 1 9 16 50
Exporters’ Exposures to Currencies: Beyond the Loglinear Model 0 0 0 2 0 2 4 29
Forecasting risk with Markov-switching GARCH models:A large-scale performance study 0 0 4 31 3 12 26 128
Funding liquidity, market liquidity and TED spread: A two-regime model 0 0 2 18 0 4 10 81
Generalized financial ratios to predict the equity premium 1 1 1 25 2 9 20 137
Higher order comoments of multifactor models and asset allocation 0 1 2 30 0 5 8 98
Interpretability of Composite Indicators Based on Principal Components 0 0 1 3 4 10 17 20
Intraday liquidity dynamics and news releases around price jumps: Evidence from the DJIA stocks 0 0 0 73 1 6 13 224
Jockeying for Position in CEO Letters: Impression Management and Sentiment Analytics 1 3 6 24 6 20 29 98
Jump robust daily covariance estimation by disentangling variance and correlation components 0 0 0 10 0 3 5 55
Jump robust two time scale covariance estimation and realized volatility budgets 0 0 0 4 1 3 7 34
Machine Learning for Asset Managers 0 0 0 12 0 2 3 41
Macro-financial regimes and performance of Shariah-compliant equity portfolios 0 0 0 4 1 3 5 28
Managers set the tone: Equity incentives and the tone of earnings press releases 2 2 5 75 6 19 36 263
Mapping Economic Growth and Employment in EU-Funded Research Projects: Trac(k)ing the SDG 8 Trajectory 0 0 0 0 2 14 22 22
Media abnormal tone, earnings announcements, and the stock market 0 1 2 5 4 10 20 37
Nearest comoment estimation with unobserved factors 0 0 0 1 0 2 5 21
Performance-sharing optimization by risk-constrained equity investors 0 0 0 2 0 4 6 12
Positive semidefinite integrated covariance estimation, factorizations and asynchronicity 0 0 0 11 1 2 5 78
Predictability of Belgian residential real estate rents using tree-based ML models and IML techniques 0 0 1 4 2 8 12 20
Properties of the Margrabe Best-of-two strategy to tactical asset allocation 0 0 2 4 2 5 14 29
Questioning the news about economic growth: Sparse forecasting using thousands of news-based sentiment values 0 0 1 15 3 9 23 91
Robust Distribution-Based Winsorization in Composite Indicators Construction 1 2 3 7 5 11 25 45
Robust M-estimation of multivariate GARCH models 0 0 2 23 0 3 13 88
Robust estimation of intraweek periodicity in volatility and jump detection 0 1 9 115 0 7 25 375
Robust explicit estimators of Weibull parameters 0 0 0 4 1 13 15 79
Robust forecasting of dynamic conditional correlation GARCH models 0 0 3 43 1 8 15 152
Robust interactive fixed effects 0 0 3 6 3 6 11 18
Smart beta and CPPI performance 0 0 1 17 0 1 4 59
Testing equality of modified Sharpe ratios 0 0 2 25 1 3 10 115
The economic benefits of market timing the style allocation of characteristic-based portfolios 0 0 0 9 0 3 6 61
The impact of a sustainability constraint on the mean-tracking error efficient frontier 0 0 0 5 0 5 8 47
The impact of covariance misspecification in risk-based portfolios 0 0 2 23 0 5 9 84
The optimal payoff for a Yaari investor 0 0 0 1 0 4 5 7
The peer performance ratios of hedge funds 0 0 1 26 1 4 7 102
The response of multinationals’ foreign exchange rate exposure to macroeconomic news 0 0 0 10 0 7 10 71
The variance implied conditional correlation 0 0 0 1 2 6 8 20
When does the tone of earnings press releases matter? 0 1 1 8 2 12 20 77
Total Journal Articles 8 18 72 769 75 339 657 3,486

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 3 5 15
Total Chapters 0 0 0 0 0 3 5 15

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