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 10 18
Beta-Adjusted Covariance Estimation 1 1 2 37 1 5 36 114
Beyond risk-based portfolios: balancing performance and risk contributions in asset allocation 0 0 0 0 0 0 5 28
Climate change concerns and the performance of green versus brown stocks 0 1 6 116 1 5 61 524
Climate change concerns and the performance of green versus brown stocks 0 0 3 72 0 6 27 212
Daily news sentiment and monthly surveys: A mixed–frequency dynamic factor model for nowcasting consumer confidence 0 0 1 36 1 1 19 95
Differential Evolution (DEoptim) for Non-Convex Portfolio Optimization 0 1 2 154 0 1 20 452
Estimation of Non-Gaussian Factors Using Higher-order Multi-cumulants in Weak Factor Models 0 0 2 8 1 2 9 19
Funding liquidity, market liquidity and TED spread: A two-regime model 0 0 0 44 1 2 16 217
Generalized Autoregressive Score Models in R: The GAS Package 0 0 2 32 0 3 23 139
Generating drawdown-realistic financial price paths using path signatures 0 0 0 7 0 0 24 32
Hedge fund portfolio selection with modified expected shortfall 0 0 2 213 0 2 16 460
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 0 4 11 193
Intraday liquidity dynamics and news releases around price jumps: Evidence from the DJIA stocks 0 0 0 0 0 2 15 25
Intraday liquidity dynamics and news releases around price jumps: evidence from the DJIA stocks 0 0 0 0 0 1 7 8
Media abnormal tone, earnings announcements, and the stock market 0 1 2 14 1 5 21 44
NEAREST COMOMENT ESTIMATION WITH UNOBSERVED FACTORS 0 0 0 46 0 0 21 115
Outlyingness weighted covariation 0 0 0 1 0 2 15 35
Pro-Debtor Bias, Court Shopping, and Bankruptcy Outcomes 0 0 1 7 0 2 17 31
Regime switches in the volatility and correlation of financial institutions 0 0 0 102 0 3 20 213
Robust estimation of intraweek periodicity in volatility and jump detection 0 0 0 7 1 1 15 63
Sluggish news reactions: A combinatorial approach for synchronizing stock jumps 0 0 0 0 0 0 5 8
Sluggish news reactions: A combinatorial approach for synchronizing stock jumps 0 0 0 2 0 2 10 25
Taming the Zoo of Consumption Responses to Labour Income Changes 0 1 1 25 0 1 24 57
The Peer Performance of Hedge Funds 0 0 0 32 0 1 10 128
The response of multinationals’ foreign exchange rate exposure to macroeconomic news 0 0 0 69 1 2 10 75
The short term prediction of analysts' forecast error 0 0 0 39 1 1 9 191
The variance implied conditional correlation 0 0 0 0 0 0 9 13
Trac(k)ing the trajectory: Mapping Sustainable Development Goal 8 in EU-funded research projects 0 0 0 9 1 2 11 19
Value-at-Risk Prediction in R with the GAS Package 0 0 1 51 0 0 12 83
When does the tone of earnings press releases matter? 0 0 0 0 0 0 11 23
Total Working Papers 1 5 25 1,171 10 56 523 3,700

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 8 43
Asset allocation with conditional value-at-risk budgets 0 0 1 1 0 1 15 17
Beyond risk-based portfolios: balancing performance and risk contributions in asset allocation 1 2 4 14 1 3 10 52
Block rearranging elements within matrix columns to minimize the variability of the row sums 0 0 0 0 0 1 12 38
Climate Change Concerns and the Performance of Green vs. Brown Stocks 0 2 11 24 6 9 48 94
Daily news sentiment and monthly surveys: A mixed-frequency dynamic factor model for nowcasting consumer confidence 0 0 1 7 0 0 19 38
Dynamic core-satellite investing using higher order moments: an explicit solution 0 1 1 6 1 5 19 34
ECONOMETRICS MEETS SENTIMENT: AN OVERVIEW OF METHODOLOGY AND APPLICATIONS 0 0 1 29 0 1 34 162
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 1 3 8 34
Forecasting risk with Markov-switching GARCH models:A large-scale performance study 0 0 1 32 2 10 33 143
Funding liquidity, market liquidity and TED spread: A two-regime model 0 0 2 18 1 3 17 89
Generalized financial ratios to predict the equity premium 0 0 1 25 0 2 19 142
Higher order comoments of multifactor models and asset allocation 0 0 2 30 0 1 8 99
Interpretability of Composite Indicators Based on Principal Components 0 0 2 4 3 7 28 33
Intraday liquidity dynamics and news releases around price jumps: Evidence from the DJIA stocks 0 0 0 73 0 3 18 230
Jockeying for Position in CEO Letters: Impression Management and Sentiment Analytics 0 0 4 24 1 1 32 104
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 0 2 9 37
Machine Learning for Asset Managers 0 0 0 12 0 0 5 43
Macro-financial regimes and performance of Shariah-compliant equity portfolios 0 0 0 4 0 0 10 34
Managers set the tone: Equity incentives and the tone of earnings press releases 0 0 3 75 2 5 38 274
Mapping Economic Growth and Employment in EU-Funded Research Projects: Trac(k)ing the SDG 8 Trajectory 0 0 0 0 0 3 28 32
Media abnormal tone, earnings announcements, and the stock market 0 2 4 7 1 3 28 47
Nearest comoment estimation with unobserved factors 0 0 0 1 1 1 6 23
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 5 0 1 12 23
Properties of the Margrabe Best-of-two strategy to tactical asset allocation 0 1 2 5 0 3 15 34
Questioning the news about economic growth: Sparse forecasting using thousands of news-based sentiment values 1 1 3 17 1 3 26 99
Robust Distribution-Based Winsorization in Composite Indicators Construction 0 1 4 8 0 2 31 54
Robust M-estimation of multivariate GARCH models 0 0 0 23 0 1 16 94
Robust estimation of intraweek periodicity in volatility and jump detection 1 1 6 118 1 2 29 386
Robust explicit estimators of Weibull parameters 0 0 0 4 0 0 18 82
Robust forecasting of dynamic conditional correlation GARCH models 1 1 3 45 2 4 25 165
Robust interactive fixed effects 0 0 1 6 0 0 11 20
Smart beta and CPPI performance 1 1 1 18 2 2 6 63
Testing equality of modified Sharpe ratios 0 1 2 27 1 3 13 122
The economic benefits of market timing the style allocation of characteristic-based portfolios 0 0 0 9 0 0 7 62
The impact of a sustainability constraint on the mean-tracking error efficient frontier 0 0 0 5 0 0 9 50
The impact of covariance misspecification in risk-based portfolios 0 0 1 23 1 2 17 94
The optimal payoff for a Yaari investor 0 0 0 1 0 1 8 10
The peer performance ratios of hedge funds 0 0 0 26 1 2 11 107
The response of multinationals’ foreign exchange rate exposure to macroeconomic news 0 0 0 10 1 3 15 76
The variance implied conditional correlation 0 0 0 1 0 0 9 21
When does the tone of earnings press releases matter? 0 0 1 8 2 2 20 82
Total Journal Articles 5 15 67 793 32 95 818 3,762

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 2026-08-07