.
Boudt, Kris's
Scholarly Papers
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Aggregate Statistics
Total 3,838
Total Citations 36
1.
Ardia, David Laval University - Département de Finance et Assurance
Boudt, Kris Free University of Brussels (VUB)
Carl, Peter Guidance Capital Management
Mullen, Katharine Government of the United States of America - National Institute of Standards and Technology (NIST)
Peterson, Brian G. DV Trading
Posted:
05 Apr 10
Last Revised:
24 Jun 11
625(18,895)
Differential optimization, non-convex portfolio optimization, DEoptim, R software
2.
Boudt, Kris Free University of Brussels (VUB)
Peterson, Brian G. DV Trading
Croux, Christophe Université Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES)
Posted:
12 Nov 07
Last Revised:
04 Mar 12
618(19,171)
4
Customer lifetime value, Value, Companies, Order, Model, Product, Expected
3.
Boudt, Kris Free University of Brussels (VUB)
Carl, Peter Guidance Capital Management
Peterson, Brian G. DV Trading
Posted:
16 Jul 11
Last Revised:
14 Jun 12
570(21,378)
Asset Allocation, CVaR, Risk budgets
4.
Boudt, Kris Free University of Brussels (VUB)
Croux, Christophe KU Leuven - Faculty of Business and Economics (FBE)
Laurent, Sébastien Maastricht University - Department of Quantitative Economics
Posted:
10 Nov 08
Last Revised:
06 Feb 12
277(52,772)
12
high-frequency data, jump detection, periodicity, long memory, robust statistics
5.
Boudt, Kris Free University of Brussels (VUB)
Paulus, Ellen C. S. London Business School - Department of Finance
Rosenthal, Dale W. R. University of Illinois at Chicago - Department of Finance
Posted:
31 Aug 10
Last Revised:
20 Nov 12
220(67,764)
1
Financial distress, funding liquidity, market liquidity, systemic risk, two-regime model
6.
Boudt, Kris Free University of Brussels (VUB)
de Goeij, Peter CentER, Tilburg Law and Economics Center (TILEC), Tilburg University
Thewissen, James KU Leuven - Faculty of Business and Economics (FBE)
Van Campenhout, Geert KU Leuven - Faculty of Business and Economics (FBE)
Posted:
18 Mar 12
Last Revised:
01 Apr 13
204(73,221)
financial analysts, forecast error, short term prediction, trading strategy
7.
Boudt, Kris Free University of Brussels (VUB)
Croux, Christophe KU Leuven - Faculty of Business and Economics (FBE)
Posted:
21 Jan 08
Last Revised:
04 Mar 12
203(73,590)
4
GARCH models, M-estimators, multivariate time series, outliers, robust methods
8.
Boudt, Kris Free University of Brussels (VUB)
Croux, Christophe KU Leuven - Faculty of Business and Economics (FBE)
Laurent, Sébastien Maastricht University - Department of Quantitative Economics
Posted:
23 Jun 08
Last Revised:
04 Mar 12
174(85,403)
11
Continuous-time methods, high-frequency data, quadratic covariation, realized covolatility, semi-martingales
9.
Boudt, Kris Free University of Brussels (VUB)
Petitjean, Mikael Louvain School of Management (UCL)
Posted:
03 Dec 10
Last Revised:
11 Apr 13
168(88,232)
High-frequency data, liquidity, news, price jumps, volatility
10.
Boudt, Kris Free University of Brussels (VUB)
Danielsson, Jon London School of Economics - Department of Accounting and Finance
Laurent, Sébastien Maastricht University - Department of Quantitative Economics
Posted:
30 Nov 10
Last Revised:
14 Jun 12
157(93,862)
3
11.
Boudt, Kris Free University of Brussels (VUB)
Zhang, Jin Illinois Institute of Technology
Posted:
01 Nov 10
Last Revised:
16 Oct 12
152(96,631)
High frequency data, Integrated (co)variance, Jumps, Market microstructure noise, Realized volatility budget
12.
Ardia, David Laval University - Département de Finance et Assurance
Boudt, Kris Free University of Brussels (VUB)
Posted:
08 Feb 12
Last Revised:
27 Feb 13
125(114,045)
Hedge fund, performance, false discovery rate, peer group, Sharpe ratio
13.
Boudt, Kris Free University of Brussels (VUB)
Cornelissen, Jonathan KU Leuven - Faculty of Business and Economics (FBE)
Croux, Christophe KU Leuven - Faculty of Business and Economics (FBE)
Posted:
17 Oct 10
Last Revised:
14 Jun 12
113(123,562)
Epps Effect, High Frequency Data, Integrated Covariance, Jumps, Non-Synchronous Trading, Realized Covariance
14.
Boudt, Kris Free University of Brussels (VUB)
Liu, Fang Free University of Brussels (VUB)
Sercu, Piet Free University of Brussels (VUB)
Posted:
08 Apr 12
Last Revised:
04 Feb 13
68(171,864)
Forex, exposure, real options, threshold model
15.
Boudt, Kris Free University of Brussels (VUB)
Cornelissen, Jonathan KU Leuven - Faculty of Business and Economics (FBE)
Croux, Christophe KU Leuven - Faculty of Business and Economics (FBE)
Posted:
13 Oct 10
Last Revised:
04 Mar 12
68(171,864)
1
Breakdown, Correlation, Efficiency, Robustness, Van der Waerden
16.
The Sustainability of Mean-Variance and Mean-Tracking Error Efficient Portfolios
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Boudt, Kris Free University of Brussels (VUB)
Cornelissen, Jonathan KU Leuven - Faculty of Business and Economics (FBE)
Croux, Christophe Université Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES)
Posted:
09 May 12
Last Revised:
20 Oct 12
52(196,682)
Boudt, Kris Free University of Brussels (VUB)
Cornelissen, Jonathan KU Leuven - Faculty of Business and Economics (FBE)
Croux, Christophe Université Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES)
16
Mean-variance optimization, Minimum tracking error, Portfolio optimization, Socially responsible investment, Sustainability
Boudt, Kris Free University of Brussels (VUB)
Cornelissen, Jonathan KU Leuven - Faculty of Business and Economics (FBE)
Croux, Christophe KU Leuven - Faculty of Business and Economics (FBE)
36
Mean-variance optimization, Minimum tracking error, Portfolio optimization, Socially responsible investment, Sustainability
17.
Boudt, Kris Free University of Brussels (VUB)
Danielsson, Jon London School of Economics - Department of Accounting and Finance
Koopman, Siem Jan VU University Amsterdam
Lucas, Andre VU University Amsterdam - Faculty of Economics and Business
44(213,451)
18.
Ardia, David Laval University - Département de Finance et Assurance
Boudt, Kris Free University of Brussels (VUB)
Implied expected return, reverse engineering, mean-variance, portfolio allocation, risk based allocation
19.
Ardia, David Laval University - Département de Finance et Assurance
Boudt, Kris Free University of Brussels (VUB)
Posted:
15 Dec 12
Last Revised:
31 Jan 13
Financial crisis, Fund of funds, Persistence, Return, Risk, Selection, Stability, Time-variation
20.
Boudt, Kris Free University of Brussels (VUB)
Todorov, Valentin affiliation not provided to SSRN
Upadhyaya, Shyam UNIDO
Posted:
13 Jan 09
Last Revised:
04 Mar 12
Nowcasting, manufacturing value added
