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 0 2 8
Beta-Adjusted Covariance Estimation 0 0 1 35 1 1 4 75
Beyond risk-based portfolios: balancing performance and risk contributions in asset allocation 0 0 0 0 0 1 1 23
Climate change concerns and the performance of green versus brown stocks 0 1 4 67 0 3 16 182
Climate change concerns and the performance of green versus brown stocks 0 0 9 106 1 9 62 457
Daily news sentiment and monthly surveys: A mixed–frequency dynamic factor model for nowcasting consumer confidence 0 1 4 35 0 4 16 73
Differential Evolution (DEoptim) for Non-Convex Portfolio Optimization 0 2 4 151 0 3 8 430
Estimation of Non-Gaussian Factors Using Higher-order Multi-cumulants in Weak Factor Models 0 0 3 6 0 0 4 10
Funding liquidity, market liquidity and TED spread: A two-regime model 0 0 1 44 0 1 3 201
Generalized Autoregressive Score Models in R: The GAS Package 0 0 0 30 0 1 3 114
Generating drawdown-realistic financial price paths using path signatures 0 0 0 7 0 1 4 7
Hedge fund portfolio selection with modified expected shortfall 2 2 3 211 3 3 6 443
Household Heterogeneity and Policy Relevance 1 1 4 20 1 2 7 37
Implied Expected Returns and the Choice of a Mean-Variance Efficient Portfolio Proxy 0 0 0 28 0 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 0 1 1 12 1 2 3 20
NEAREST COMOMENT ESTIMATION WITH UNOBSERVED FACTORS 0 0 0 46 1 1 1 94
Outlyingness weighted covariation 0 0 1 1 0 1 2 20
Regime switches in the volatility and correlation of financial institutions 0 0 1 102 0 2 5 193
Robust estimation of intraweek periodicity in volatility and jump detection 0 0 0 7 0 0 2 47
Sluggish news reactions: A combinatorial approach for synchronizing stock jumps 0 0 0 0 0 1 2 3
Sluggish news reactions: A combinatorial approach for synchronizing stock jumps 0 0 1 2 1 1 11 14
Taming the Zoo of Consumption Responses to Labour Income Changes 0 1 7 22 1 3 18 31
The Peer Performance of Hedge Funds 0 0 1 32 0 0 3 116
The response of multinationals’ foreign exchange rate exposure to macroeconomic news 0 0 1 69 0 1 3 65
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 2 9 1 1 5 8
Value-at-Risk Prediction in R with the GAS Package 0 0 1 50 0 0 7 69
When does the tone of earnings press releases matter? 0 0 0 0 0 1 1 12
Total Working Papers 3 9 49 1,131 11 44 206 3,131

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 1 1 34
Beyond risk-based portfolios: balancing performance and risk contributions in asset allocation 0 0 0 10 0 1 1 41
Block rearranging elements within matrix columns to minimize the variability of the row sums 0 0 0 0 0 3 8 26
Climate Change Concerns and the Performance of Green vs. Brown Stocks 0 2 7 12 2 9 30 40
Daily news sentiment and monthly surveys: A mixed-frequency dynamic factor model for nowcasting consumer confidence 0 0 0 6 0 2 3 19
Dynamic core-satellite investing using higher order moments: an explicit solution 0 0 2 4 0 1 8 13
ECONOMETRICS MEETS SENTIMENT: AN OVERVIEW OF METHODOLOGY AND APPLICATIONS 0 0 4 28 1 1 9 127
ETF Basket-Adjusted Covariance estimation 0 0 0 1 0 0 2 8
Estimation and decomposition of food price inflation risk 0 0 1 8 0 0 4 28
Evaluating the Shariah-compliance of equity portfolios: The weighting method matters 0 0 0 3 0 0 2 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 1 1 7 103
Funding liquidity, market liquidity and TED spread: A two-regime model 0 0 0 16 0 0 1 71
Generalized financial ratios to predict the equity premium 0 1 2 24 2 5 14 119
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 0 1 1 2 1 2 2 4
Intraday liquidity dynamics and news releases around price jumps: Evidence from the DJIA stocks 0 0 1 73 0 0 4 211
Jockeying for Position in CEO Letters: Impression Management and Sentiment Analytics 0 4 5 20 0 5 9 71
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 1 1 2 28
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 1 2 24
Managers set the tone: Equity incentives and the tone of earnings press releases 0 0 9 70 2 5 31 229
Media abnormal tone, earnings announcements, and the stock market 0 1 2 3 0 1 7 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 0 1 1 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 2 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 2 2 5 70
Robust Distribution-Based Winsorization in Composite Indicators Construction 0 1 1 4 1 3 7 22
Robust M-estimation of multivariate GARCH models 0 0 2 21 0 1 5 75
Robust estimation of intraweek periodicity in volatility and jump detection 2 4 10 110 3 6 17 355
Robust explicit estimators of Weibull parameters 0 0 0 4 0 0 0 64
Robust forecasting of dynamic conditional correlation GARCH models 0 0 3 40 0 0 6 137
Robust interactive fixed effects 1 1 4 4 1 1 7 8
Smart beta and CPPI performance 0 0 0 16 0 4 8 56
Testing equality of modified Sharpe ratios 0 2 2 25 0 2 8 107
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 0 2 39
The impact of covariance misspecification in risk-based portfolios 0 0 0 21 1 1 2 76
The optimal payoff for a Yaari investor 0 0 0 1 0 1 1 2
The peer performance ratios of hedge funds 0 1 5 25 0 1 12 95
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 1 7 0 0 4 57
Total Journal Articles 3 18 68 705 18 62 246 2,859

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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