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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. 

Research

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.  

Ancillary activities

No ancillary activities

Ancillary activities are updated daily

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.

Equity Business & Economics
Hedge funds Business & Economics
Asset allocation Business & Economics
Investing Business & Economics
Liquidity Business & Economics
Investors Business & Economics
News Business & Economics
Jump Business & Economics

Network Recent external collaboration on country level. Dive into details by clicking on the dots.

Research Output 2008 2019

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

Lu, W., Yang, D. & Boudt, K., 1 Jan 2019, (Accepted/In press) In : Statistics.

Research output: Contribution to JournalArticleAcademicpeer-review

Misspecification
Factor Models
Higher Order
Moment
Factor Structure

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

Boudt, K., Raza, M. W. & Wauters, M., 2019, (Accepted/In press) In : International Review of Financial Analysis. p. 1-31 31 p.

Research output: Contribution to JournalArticleAcademicpeer-review

Weighting
Equity
Financial performance
Market capitalization
Investing

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
Model
Conditional Density
Score Function
Univariate

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

Sentiment
Chief executive officer
Impression management
Smile
Predictive power

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

Boudt, K., Raza, M. W. & Ashraf, D., 22 Jan 2019, (Accepted/In press) In : Journal of International Financial Markets, Institutions and Money. p. 1-15 15 p.

Research output: Contribution to JournalArticleAcademicpeer-review

Equity
Methodology
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)
2013

Activity: Peer review and Editorial workEditorial workAcademic