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

Network Recent external collaboration on country level. Dive into details by clicking on the dots.

Research Output 2008 2018

Beyond risk-based portfolios: balancing performance and risk contributions in asset allocation

Ardia, D., Boudt, K. & Nguyen, G. 28 Feb 2018 (Accepted/In press) In : Quantitative Finance. p. 1-11 11 p.

Research output: Contribution to journalArticle

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 journalArticle

Evaluating the Shariah-compliance of equity portfolios: The weighting method matters

Boudt, K., Raza, M. W. & Wauters, M. Jan 2018 (Accepted/In press) In : International Review of Financial Analysis.

Research output: Contribution to journalArticle

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 journalArticle