Research Output per year
Personal profile
Personal information
Kris Boudt is part time Associate Professor at the Econometrics and Finance Department at the Vrije Universiteit Amsterdam, and associate professor in Finance of the Vrije Univesiteit Brussel (VUB). He is a research partner of Finvex Group and 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, such as the NYSE/Euronext CAC low risk index. Kris Boudt has published in leading international finance and statistics journals including the 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. Kris Boudt is in the editorial board of quantitative finance letters and is a coauthor of the highfrequency and PortfolioAnalytics packages.
Ancillary activities
No ancillary activities
Ancillary activities are updated daily
Fingerprint Fingerprint is based on mining the text of the person's scientific documents to create an index of weighted terms, which defines the key subjects of each individual researcher.
Equity
Business & Economics
Hedge funds
Business & Economics
Investing
Business & Economics
Liquidity
Business & Economics
Jump
Business & Economics
Press releases
Business & Economics
Asset allocation
Business & Economics
Investors
Business & Economics
Network
Recent external collaboration on country level. Dive into details by clicking on the dots.
Research Output 2008 2018
Avoiding Interest-Based Revenues while Constructing Shariah-Compliant Portfolios: False Negatives and False Positives
Arslan-Ayaydin, O., Boudt, K. M. R. & Raza, M. W., May 2018, In : The Journal of Portfolio Management. 44, 5, p. 136-143 8 p.Research output: Contribution to Journal › Article › Academic › peer-review
Revenue
Investment horizon
Income
Equity
Beyond risk-based portfolios: balancing performance and risk contributions in asset allocation
Ardia, D., Boudt, K. & Nguyen, G., 28 Feb 2018, In : Quantitative Finance. 18, 8, p. 1249-1259 11 p.Research output: Contribution to Journal › Article › Academic › peer-review
Asset allocation
Block rearranging elements within matrix columns to minimize the variability of the row sums
Boudt, K. M. R., Jakobsons, E. & Vanduffel, S., 2018, In : 4OR. 16, p. 31–50 20 p.Research output: Contribution to Journal › Article › Academic › peer-review
Equalization
Rearrangement
Minimise
Partitioning
Crew Scheduling
Forecasting risk with Markov-switching GARCH models: A large-scale performance study
Ardia, D., Bluteau, K., Boudt, K. & Catania, L., Oct 2018, In : International Journal of Forecasting. 34, 4, p. 733-747 15 p.Research output: Contribution to Journal › Article › Academic › peer-review
Markov switching
GARCH model
Value at risk
Regime switching
Parameter uncertainty
Jockeying for Position in CEO Letters: Impression Management and Sentiment Analytics
Boudt, K. & Thewissen, J., 1 Jan 2018, (Accepted/In press) In : Financial Management.Research output: Contribution to Journal › Article › Academic › peer-review
Sentiment
Chief executive officer
Impression management
Smile
Predictive power
Activities 2013 2013
- 1 Editorial work
Quantitative Finance Letters (Journal)
Boudt, K. M. R. (Member of editorial board)2013
Activity: Peer review and Editorial work › Editorial work › Academic