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Researcher
Kris Boudt
- Keywords (Ghent University):Finance, Econometrics
- Keywords (Vrije Universiteit Brussel):Economics and applied economics
- Disciplines (Ghent University):Econometric and statistical methods and methodology, Financial economics
- Disciplines (Vrije Universiteit Brussel):Econometric modelling, Financial economics, Econometric and statistical methods and methodology
- See also: Kris Boudt (Ghent University)
Affiliations
- Finance, Insurance, Risk & Economics (Research group)
Member
From1 Jan 2023 → Today - Business (Department)
Member
From1 Feb 2023 → Today - Business (Department)
Member
From1 Jan 2022 → Today - Business (Department)
Member
From8 Apr 2019 → Today - Department of Economics
Member
From1 Feb 2019 → Today - FORMER_Finance and Insurance (Research group)
Member
From8 Sep 2016 → 1 Jan 2023 - Business (Department)
Member
From1 Feb 2013 → 20 Oct 2022
Projects
1 - 6 of 6
- Belgian Economy Today: A high-frequency data aggregation and visualisation platform for adequate and timely economic analysisFrom1 Nov 2020 → 31 Oct 2021Funding: FWO Special Call for Covid-19 research projects
- Econometric methods for the estimation of the dynamic risk profile of non-linear financial portfoliosFrom1 Oct 2018 → 30 Sep 2022Funding: FWO fellowships
- Reliable methods for analysing and managing the sources of dependence between financial assets at all frequenciesFrom1 Oct 2016 → 1 Jul 2019Funding: FWO fellowships
- Robust methods to deal with model risk in financial portfolio decisionsFrom1 Jan 2015 → 31 Dec 2020Funding: FWO research project (including WEAVE projects)
- Bilateral cooperation within the framework of joint doctoral projects_Bench fee i.h.k. from Joint PhD VUB-KUL, Marjan Wauters.From1 Nov 2014 → 31 Dec 2016Funding: University - Project driven research
- Bilateral cooperation within the framework of joint doctoral projects_Bench fee i.h.k. from Joint PhD VUB-KULeuven, James Thewissen.From1 Jan 2014 → 31 Dec 2014Funding: University - Project driven research
Publications
1 - 10 of 87
- Predictability of Belgian residential real estate rents using tree-based ML models and IML techniques(2024)
Authors: Ian Lenaers, Kris Boudt, Lieven De Moor
Pages: 96-113 - Robust interactive fixed effects(2024)
Authors: Kris Boudt, Ewoud Heyndels
Pages: 206-223 - Climate Change Concerns and the Performance of Green vs. Brown Stocks(2023)
Authors: David Ardia, Keven Bluteau, Kris Boudt, Koen Inghelbrecht
Pages: 7607-7632 - ETF Basket-Adjusted Covariance estimation(2023)
Authors: Kris Boudt, Kirill Dragun, Orimar Sauri, Steven Vanduffel
Pages: 1144-1171 - The effect of working from home and EPC regulation on real estate prices in Belgium.(2023)
Authors: Sven Damen, Kris Boudt, Koen Inghelbrecht
Pages: 95-100 - Life cycle consumption uncertainty and home equity solutions.(2023)
Authors: Marike Knoef, Kris Boudt, Koen Inghelbrecht
Pages: 101-105 - The risk of ignorance: how financial institutions can make a difference in large-scale media monitoring.(2023)
Authors: Kris Boudt, Olivier Delmarcelle, Mikael Petitjean
Pages: 173-178 - The effect of working from home on real estate prices in the US.(2023)
Authors: Stijn Van Nieuwerburgh, Kris Boudt, Koen Inghelbrecht
Pages: 88-94 - Dynamic core-satellite investing using higher order moments(2023)
Authors: Yanfeng Wang, Wanbo Lu, Kris Boudt
Pages: 1815-1831 - Belgian Financial Research Forum (BFRF) Conference 2023(2023)
Authors: Kris Boudt, Koen Inghelbrecht
Pages: 86-87