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
No ancillary activities
Ancillary activities are updated daily
Fingerprint
Dive into the research topics where KMR Boudt is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
Network
Recent external collaboration on country level. Dive into details by clicking on the dots.
Research Output
-
Algorithmic portfolio tilting to harvest higher moment gains
Boudt, K., Cornilly, D., Van Holle, F. & Willems, J., Mar 2020, In : Heliyon. 6, 3, p. 1-8 8 p., e03516.Research output: Contribution to Journal › Article › Academic › peer-review
Open Access -
Econometrics meet sentiment: an overview of methodology and applications
Algaba, A., Ardia, D., Bluteau, K., Borms, S. & Boudt, K., 1 Jul 2020, In : Journal of Economic Surveys. 34, 3, p. 512-547 36 p.Research output: Contribution to Journal › Article › Academic › peer-review
Open Access -
Nearest comoment estimation with unobserved factors
Boudt, K., Cornilly, D. & Verdonck, T., Aug 2020, In : Journal of Econometrics. 217, 2, p. 381-397Research output: Contribution to Journal › Article › Academic › peer-review
Open AccessFile5 Downloads (Pure) -
Performance-sharing optimization by risk-constrained equity investors
Boudt, K. & Khokhar, M. A., 1 Jan 2020, (Accepted/In press) In : Finance Research Letters. 101527.Research output: Contribution to Journal › Article › Academic › peer-review
-
Robust Distribution-Based Winsorization in Composite Indicators Construction
Boudt, K., Todorov, V. & Wang, W., 1 Jan 2020, In : Social Indicators Research. 149, 2, p. 375-397Research output: Contribution to Journal › Article › Academic › peer-review
Activities
- 1 Editorial work
-
Quantitative Finance Letters (Journal)
K.M.R. Boudt (Member of editorial board)
2013Activity: Peer review and Editorial work › Editorial work › Academic