Research output per year
Research output per year
Personal profile
Personal information
Kris Boudt is professor of finance and econometrics at Ghent University, Vrije Universiteit Brussel and Vrije Universiteit Amsterdam. He is an instructor at DataCamp and cofounder of Sentometrics.
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
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Ancillary activities are updated daily
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Daily news sentiment and monthly surveys: A mixed-frequency dynamic factor model for nowcasting consumer confidence
Algaba, A., Borms, S., Boudt, K. & Verbeken, B., 2022, (Accepted/In press) In: International Journal of Forecasting.Research output: Contribution to Journal › Article › Academic › peer-review
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Media abnormal tone, earnings announcements, and the stock market
Ardia, D., Bluteau, K. & Boudt, K., 2022, (Accepted/In press) In: Journal of Financial Markets. 100683.Research output: Contribution to Journal › Article › Academic › peer-review
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Properties of the Margrabe Best-of-two strategy to tactical asset allocation
Ardia, D., Boudt, K., Hartmann, S. & Nguyen, G., May 2022, In: International Review of Financial Analysis. 81, p. 1-15 15 p., 101306.Research output: Contribution to Journal › Article › Academic › peer-review
Open AccessFile -
Robust interactive fixed effects
Boudt, K. & Heyndels, E., 2022, (Accepted/In press) In: Econometrics and Statistics.Research output: Contribution to Journal › Article › Academic › peer-review
Open Access -
Cardinality-Constrained Higher-Order Moment Portfolios Using Particle Swarm Optimization
Khokhar, M. A., Boudt, K. & Wan, C., 2021, Applying Particle Swarm Optimization: New Solutions and Cases for Optimized Portfolios. Mercangöz, B. A. (ed.). Springer, p. 169-187 19 p. (International Series in Operations Research and Management Science; vol. 306).Research output: Chapter in Book / Report / Conference proceeding › Chapter › Academic › peer-review
Open AccessFile4 Downloads (Pure)
Activities
- 1 Editorial work
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Quantitative Finance Letters (Journal)
K.M.R. Boudt (Member of editorial board)
2013Activity: Peer review and Editorial work › Editorial work › Academic