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Personal profile

Personal information

Kris Boudt is professor of finance and econometrics at Ghent University, Vrije Universiteit Brussel and Vrije Universiteit Amsterdam. He is affiliated researcher at KU Leuven. By training he has a MSc degree in economics from the University of Namur and a PhD from the KU Leuven (2008). Previously he was Assistant Professor at the KU Leuven (2009-2012) and guest lecturer at the University of Illinois at Chicago, Southwestern University of Finance and Economics and the University of Aix-Marseille. 


The research of Kris Boudt aims at developing econometric methodology for analyzing financial markets and optimizing portfolio risk. His research results were used to create several innovative financial products. Kris Boudt has published in leading international finance and statistics journals including the Journal of Econometrics, International Journal of Forecasting, Journal of Financial Econometrics, Journal of Financial Markets, Journal of Portfolio Management, Review of Finance and Statistics and Computing, among others.  

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Fingerprint Dive into the research topics where K.M.R. Boudt is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

Multivariate GARCH Mathematics
GARCH Model Mathematics
Multivariate Models Mathematics
Minimum Covariance Determinant Mathematics
M-estimation Mathematics
Time series Engineering & Materials Science
Risk Evaluation Mathematics
Markov Switching Mathematics

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Research Output 2008 2019

A misspecification test for the higher order co-moments of the factor model

Lu, W., Yang, D. & Boudt, K., 2019, In : Statistics. 53, 3, p. 471-488

Research output: Contribution to JournalArticleAcademicpeer-review

Factor Models
Higher Order
Factor Structure

Evaluating the Shariah-compliance of equity portfolios: The weighting method matters

Boudt, K., Raza, M. W. & Wauters, M., 2019, In : International Review of Financial Analysis. 63, May, p. 406-417

Research output: Contribution to JournalArticleAcademicpeer-review

Financial performance
Market capitalization

Generalized autoregressive score models in R: The GAS package

Ardia, D., Boudt, K. & Catania, L., 29 Jan 2019, In : Journal of Statistical Software. 88, 6, p. 1-28 28 p.

Research output: Contribution to JournalArticleAcademicpeer-review

Time series
Conditional Density
Score Function

Jockeying for Position in CEO Letters: Impression Management and Sentiment Analytics

Boudt, K. & Thewissen, J., 2019, (Accepted/In press) In : Financial Management.

Research output: Contribution to JournalArticleAcademicpeer-review

Chief executive officer
Impression management
Predictive power

Macro-financial regimes and performance of Shariah-compliant equity portfolios

Boudt, K., Raza, M. W. & Ashraf, D., 2019, In : Journal of International Financial Markets, Institutions and Money. 60, May, p. 252-266 15 p.

Research output: Contribution to JournalArticleAcademicpeer-review

Economic forecasting
Relative performance
Value at risk

Activities 2013 2013

  • 1 Editorial work

Quantitative Finance Letters (Journal)

K.M.R. Boudt (Member of editorial board)

Activity: Peer review and Editorial workEditorial workAcademic