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 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
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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
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 Journal › Article › Academic › peer-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 Journal › Article › Academic › peer-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 Journal › Article › Academic › peer-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 Journal › Article › Academic › peer-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 Journal › Article › Academic › peer-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 work › Editorial work › Academic