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
- BOUDT | Gent | Directeur/eigenaar | 2008-11-03 - present
Ancillary activities are updated daily
Expertise related to UN Sustainable Development Goals
In 2015, UN member states agreed to 17 global Sustainable Development Goals (SDGs) to end poverty, protect the planet and ensure prosperity for all. This person’s work contributes towards the following SDG(s):
Collaborations and top research areas from the last five years
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
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Climate Change Concerns and the Performance of Green vs. Brown Stocks
Ardia, D., Bluteau, K., Boudt, K. & Inghelbrecht, K., 2023, (Accepted/In press) In: Management Science.Research output: Contribution to Journal › Article › Academic › peer-review
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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., 2023, In: International Journal of Forecasting. 39, 1, p. 266-278Research output: Contribution to Journal › Article › Academic › peer-review
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ETF Basket-Adjusted Covariance estimation
Boudt, K., Dragun, K., Sauri, O. & Vanduffel, S., 2023, In: Journal of Econometrics. 235, 2, p. 1144-1171Research output: Contribution to Journal › Article › Academic › peer-review
Open Access -
Predictability of Belgian residential real estate rents using tree-based ML models and IML techniques
Lenaers, I., Boudt, K. & De Moor, L., 2023, (Accepted/In press) In: International Journal of Housing Markets and Analysis.Research output: Contribution to Journal › Article › Academic › peer-review
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Robust interactive fixed effects
Boudt, K. & Heyndels, E., 2023, (Accepted/In press) In: Econometrics and Statistics.Research output: Contribution to Journal › Article › Academic › peer-review
Open Access
Courses
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