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Researcher
Kris Boudt
- Disciplines:Applied economics
Affiliations
- Department of Accountancy, Finance and Insurance (AFI), Leuven (Research unit)
Member
From1 Oct 2013 → 30 Sep 2015 - Finance Research Group (main work address Leuven) (Research unit)
Member
From1 Jan 2009 → 30 Sep 2020 - Operations Research and Statistics Research Group (ORSTAT) (main work address Leuven) (Research unit)
Member
From1 Oct 2006 → 31 Dec 2008
Projects
1 - 3 of 3
- Contributions to the analysis of corporate information: Robustness, sustainability and textual analysis.From1 Oct 2010 → 18 Aug 2014Funding: Own budget, for example: patrimony, inscription fees, gifts
- New methods for the use of high-frequency data and sustainability scores in portfolio management.From1 Oct 2009 → 31 Dec 2013Funding: IWT personal funding - strategic basic research grants
- Estimation and management of the risk allocation in financial portfolios.From1 Mar 2009 → 30 Sep 2010Funding: National Bank of Belgium
Publications
1 - 10 of 58
- Properties of the Margrabe Best-of-two strategy to tactical asset allocation(2022)
Authors: Kris Boudt
- Nearest comoment estimation with unobserved factors(2020)
Authors: Kris Boudt, Tim Verdonck
Pages: 381 - 397 - ECONOMETRICS MEETS SENTIMENT: AN OVERVIEW OF METHODOLOGY AND APPLICATIONS(2020)
Authors: Andres Algaba, David Ardia, Keven Bluteau, Samuel Borms, Kris Boudt
Pages: 512 - 547 - Algorithmic portfolio tilting to harvest higher moment gains(2020)
Authors: Kris Boudt
- The effect of velocity sparsity on the performance of cardinality constrained particle swarm optimization(2020)
Authors: Kris Boudt, C Wan
Pages: 747 - 758 - Robust Distribution-Based Winsorization in Composite Indicators Construction(2020)
Authors: Kris Boudt, Valentin Todorov, Wenjing Wang
Pages: 375 - 397 - A Coskewness Shrinkage Approach for Estimating the Skewness of Linear Combinations of Random Variables(2020)
Authors: Kris Boudt, Dries Cornilly, Tim Verdonck
Pages: 1 - 23 - Questioning the news about economic growth: Sparse forecasting using thousands of news-based sentiment values(2019)
Authors: Kris Boudt
Pages: 1370 - 1386 - Statistical methods for robust financial decision making(2019)
Authors: Dries Cornilly, Tim Verdonck, Kris Boudt
- The response of multinationals' foreign exchange rate exposure to macroeconomic news(2019)
Authors: Kris Boudt, Piet Sercu
Pages: 32 - 47