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
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
Sentiment
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
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
Questioning the news about economic growth: Sparse forecasting using thousands of news-based sentiment values
Ardia, D., Bluteau, K. & Boudt, K., 1 Jan 2019, (Accepted/In press) In : International Journal of Forecasting.Research output: Contribution to Journal › Article › Academic › peer-review
Sentiment
News
Economic growth
Economic indicators
Weighting
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
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