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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. 


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

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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

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Research Output 2008 2019

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 JournalArticleAcademicpeer-review

Chief executive officer
Impression management
Predictive power

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 JournalArticleAcademicpeer-review

Investment horizon

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 JournalArticleAcademicpeer-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 JournalArticleAcademicpeer-review

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 JournalArticleAcademicpeer-review

Open Access
Markov switching
GARCH model
Value at risk
Regime switching
Parameter uncertainty

Activities 2013 2013

  • 1 Editorial work

Quantitative Finance Letters (Journal)

Boudt, K. M. R. (Member of editorial board)

Activity: Peer review and Editorial workEditorial workAcademic