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 2 3 5 12
Beta-Adjusted Covariance Estimation 0 1 1 36 0 4 9 83
Beyond risk-based portfolios: balancing performance and risk contributions in asset allocation 0 0 0 0 1 3 4 26
Climate change concerns and the performance of green versus brown stocks 0 3 7 113 13 25 51 494
Climate change concerns and the performance of green versus brown stocks 0 2 7 72 6 12 21 199
Daily news sentiment and monthly surveys: A mixed–frequency dynamic factor model for nowcasting consumer confidence 0 0 2 36 1 7 18 86
Differential Evolution (DEoptim) for Non-Convex Portfolio Optimization 0 1 4 153 2 5 10 437
Estimation of Non-Gaussian Factors Using Higher-order Multi-cumulants in Weak Factor Models 0 0 1 7 1 1 2 12
Funding liquidity, market liquidity and TED spread: A two-regime model 0 0 0 44 3 7 9 208
Generalized Autoregressive Score Models in R: The GAS Package 0 0 0 30 0 3 6 119
Generating drawdown-realistic financial price paths using path signatures 0 0 0 7 2 5 9 14
Hedge fund portfolio selection with modified expected shortfall 2 2 4 213 5 6 11 450
Household Heterogeneity and Policy Relevance 0 0 2 20 1 2 7 39
Implied Expected Returns and the Choice of a Mean-Variance Efficient Portfolio Proxy 0 0 0 28 1 1 4 185
Intraday liquidity dynamics and news releases around price jumps: Evidence from the DJIA stocks 0 0 0 0 2 3 3 13
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 1 2 13 2 5 12 30
NEAREST COMOMENT ESTIMATION WITH UNOBSERVED FACTORS 0 0 0 46 6 10 12 105
Outlyingness weighted covariation 0 0 0 1 4 6 7 26
Pro-Debtor Bias, Court Shopping, and Bankruptcy Outcomes 0 0 1 7 6 8 9 23
Regime switches in the volatility and correlation of financial institutions 0 0 0 102 4 8 11 201
Robust estimation of intraweek periodicity in volatility and jump detection 0 0 0 7 2 5 8 54
Sluggish news reactions: A combinatorial approach for synchronizing stock jumps 0 0 0 0 0 0 3 4
Sluggish news reactions: A combinatorial approach for synchronizing stock jumps 0 0 1 2 0 0 5 17
Taming the Zoo of Consumption Responses to Labour Income Changes 0 0 5 24 4 10 21 44
The Peer Performance of Hedge Funds 0 0 0 32 2 2 5 120
The response of multinationals’ foreign exchange rate exposure to macroeconomic news 0 0 0 69 1 2 6 69
The short term prediction of analysts' forecast error 0 0 0 39 1 1 1 183
The variance implied conditional correlation 0 0 0 0 1 2 3 7
Trac(k)ing the trajectory: Mapping Sustainable Development Goal 8 in EU-funded research projects 0 0 0 9 1 3 5 12
Value-at-Risk Prediction in R with the GAS Package 0 1 1 51 0 2 4 73
When does the tone of earnings press releases matter? 0 0 0 0 4 4 6 17
Total Working Papers 2 11 38 1,161 78 155 287 3,363

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 2 4 37
Asset allocation with conditional value-at-risk budgets 0 1 1 1 0 7 9 9
Beyond risk-based portfolios: balancing performance and risk contributions in asset allocation 0 0 0 10 1 1 3 43
Block rearranging elements within matrix columns to minimize the variability of the row sums 0 0 0 0 1 2 5 28
Climate Change Concerns and the Performance of Green vs. Brown Stocks 0 3 10 18 5 15 40 66
Daily news sentiment and monthly surveys: A mixed-frequency dynamic factor model for nowcasting consumer confidence 0 0 0 6 1 2 5 22
Dynamic core-satellite investing using higher order moments: an explicit solution 0 0 1 5 1 7 11 22
ECONOMETRICS MEETS SENTIMENT: AN OVERVIEW OF METHODOLOGY AND APPLICATIONS 0 0 2 29 6 17 24 148
ETF Basket-Adjusted Covariance estimation 0 0 0 1 0 6 9 16
Estimation and decomposition of downside risk for portfolios with non-normal returns 0 0 1 1 1 1 4 4
Estimation and decomposition of food price inflation risk 0 0 1 9 1 2 4 32
Evaluating the Shariah-compliance of equity portfolios: The weighting method matters 0 2 2 5 4 11 11 45
Exporters’ Exposures to Currencies: Beyond the Loglinear Model 0 0 0 2 1 2 3 28
Forecasting risk with Markov-switching GARCH models:A large-scale performance study 0 0 4 31 3 8 18 119
Funding liquidity, market liquidity and TED spread: A two-regime model 0 1 2 18 0 2 7 77
Generalized financial ratios to predict the equity premium 0 0 1 24 0 3 17 128
Higher order comoments of multifactor models and asset allocation 1 1 2 30 2 3 5 95
Interpretability of Composite Indicators Based on Principal Components 0 0 2 3 2 4 10 12
Intraday liquidity dynamics and news releases around price jumps: Evidence from the DJIA stocks 0 0 1 73 0 2 9 218
Jockeying for Position in CEO Letters: Impression Management and Sentiment Analytics 0 1 6 21 6 10 19 84
Jump robust daily covariance estimation by disentangling variance and correlation components 0 0 0 10 2 4 4 54
Jump robust two time scale covariance estimation and realized volatility budgets 0 0 0 4 0 1 4 31
Machine Learning for Asset Managers 0 0 0 12 0 0 1 39
Macro-financial regimes and performance of Shariah-compliant equity portfolios 0 0 0 4 0 0 2 25
Managers set the tone: Equity incentives and the tone of earnings press releases 0 0 3 73 5 10 29 249
Mapping Economic Growth and Employment in EU-Funded Research Projects: Trac(k)ing the SDG 8 Trajectory 0 0 0 0 8 10 16 16
Media abnormal tone, earnings announcements, and the stock market 0 1 2 4 1 9 15 28
Nearest comoment estimation with unobserved factors 0 0 0 1 1 3 4 20
Performance-sharing optimization by risk-constrained equity investors 0 0 0 2 3 5 6 11
Positive semidefinite integrated covariance estimation, factorizations and asynchronicity 0 0 0 11 0 1 3 76
Predictability of Belgian residential real estate rents using tree-based ML models and IML techniques 0 0 1 4 1 1 5 13
Properties of the Margrabe Best-of-two strategy to tactical asset allocation 0 1 2 4 2 5 11 26
Questioning the news about economic growth: Sparse forecasting using thousands of news-based sentiment values 0 0 1 15 1 5 16 83
Robust Distribution-Based Winsorization in Composite Indicators Construction 0 0 2 5 3 9 20 37
Robust M-estimation of multivariate GARCH models 0 0 2 23 1 8 13 86
Robust estimation of intraweek periodicity in volatility and jump detection 1 2 11 115 3 11 26 371
Robust explicit estimators of Weibull parameters 0 0 0 4 0 1 2 66
Robust forecasting of dynamic conditional correlation GARCH models 0 1 3 43 4 8 12 148
Robust interactive fixed effects 0 1 3 6 1 4 6 13
Smart beta and CPPI performance 0 0 1 17 0 1 8 58
Testing equality of modified Sharpe ratios 0 0 2 25 1 3 8 113
The economic benefits of market timing the style allocation of characteristic-based portfolios 0 0 0 9 0 2 3 58
The impact of a sustainability constraint on the mean-tracking error efficient frontier 0 0 0 5 2 2 6 44
The impact of covariance misspecification in risk-based portfolios 0 1 2 23 2 4 6 81
The optimal payoff for a Yaari investor 0 0 0 1 0 0 2 3
The peer performance ratios of hedge funds 0 0 2 26 0 1 4 98
The response of multinationals’ foreign exchange rate exposure to macroeconomic news 0 0 0 10 2 5 5 66
The variance implied conditional correlation 0 0 0 1 1 2 3 15
When does the tone of earnings press releases matter? 0 0 0 7 3 6 13 68
Total Journal Articles 2 16 73 753 82 228 470 3,229

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

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Statistics updated 2026-01-09