14
H index
18
i10 index
615
Citations
Universiteit Gent | 14 H index 18 i10 index 615 Citations RESEARCH PRODUCTION: 42 Articles 28 Papers 1 Chapters RESEARCH ACTIVITY: 15 years (2008 - 2023). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pbo300 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Kris Boudt. | Is cited by: | Cites to: |
Year | Title of citing document |
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2023 | Institutional Stock-Bond Portfolios Rebalancing and Financial Stability. (2023). Hasse, Jean-Baptiste ; Siagh, Souhila ; Lecourt, Christelle. In: AMSE Working Papers. RePEc:aim:wpaimx:2322. Full description at Econpapers || Download paper |
2023 | Convolution Bounds on Quantile Aggregation. (2020). Wang, Ruodu ; Liu, Yang ; Lam, Henry ; Blanchet, Jose. In: Papers. RePEc:arx:papers:2007.09320. Full description at Econpapers || Download paper |
2023 | How easy is it for investment managers to deploy their talent in green and brown stocks?. (2022). Ardia, David ; Bluteau, Keven ; Tran, Thien Duy. In: Papers. RePEc:arx:papers:2201.05709. Full description at Econpapers || Download paper |
2023 | Factor Exposure Heterogeneity in Green and Brown Stocks. (2023). Tran, Thien-Duy ; Lortie-Cloutier, Gabriel ; Bluteau, Keven ; Ardia, David. In: Papers. RePEc:arx:papers:2302.11729. Full description at Econpapers || Download paper |
2024 | . Full description at Econpapers || Download paper |
2023 | Forecasting models for the Chinese macroeconomy in a data?rich environment: Evidence from large dimensional approximate factor models with mixed?frequency data. (2023). Xu, Hao ; Ni, HE ; Zhang, Qin. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:1:p:719-767. Full description at Econpapers || Download paper |
2023 | CEO overconfidence and the tone of press release. (2023). Gong, Rong. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:2:p:2081-2108. Full description at Econpapers || Download paper |
2023 | Earnings communication conferences and post?earnings?announcement drift: Evidence from China. (2023). Su, Yunpeng ; Liu, Yifang ; Yang, Baochen. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:2:p:2145-2185. Full description at Econpapers || Download paper |
2023 | Institutional ownership and the informativeness of disclosure tone. (2023). Sunder, Shyam V ; Manchiraju, Hariom ; Jain, Ankit. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:50:y:2023:i:1-2:p:61-90. Full description at Econpapers || Download paper |
2023 | Machine learning advances for time series forecasting. (2023). Mendes, Eduardo F ; Medeiros, Marcelo C ; Masini, Ricardo P. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:1:p:76-111. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Physical and transition risk premiums in euro area corporate bond markets. (2023). Kapp, Daniel ; Bua, Giovanna ; Bats, Joost. In: Working Papers. RePEc:dnb:dnbwpp:761. Full description at Econpapers || Download paper |
2023 | Nowcasting GDP using tone-adjusted time varying news topics: Evidence from the financial press. (2023). de Winter, Jasper ; van Dijk, Dorinth. In: Working Papers. RePEc:dnb:dnbwpp:766. Full description at Econpapers || Download paper |
2023 | Managerial sentiments, non-performing loans, and banks financial performance: A causal mediation approach. (2023). Saeed, Abubakr ; Iqbal, Javid. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:171:y:2023:i:c:s0960077923003260. Full description at Econpapers || Download paper |
2023 | Semiparametric portfolios: Improving portfolio performance by exploiting non-linearities in firm characteristics. (2023). Torrent, Hudson S ; Caldeira, Joo F. In: Economic Modelling. RePEc:eee:ecmode:v:122:y:2023:i:c:s0264999323000512. Full description at Econpapers || Download paper |
2023 | How does green preference impact sustainability-based investment strategy? Evidence from the Chinese stock market. (2023). Su, Wanxuan ; Du, Qianqian ; Wang, Luying ; Liang, Dawei. In: Economic Modelling. RePEc:eee:ecmode:v:124:y:2023:i:c:s0264999323001049. Full description at Econpapers || Download paper |
2023 | Modeling realized covariance measures with heterogeneous liquidity: A generalized matrix-variate Wishart state-space model. (2023). Hartkopf, Jan Patrick ; Gribisch, Bastian. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:1:p:43-64. Full description at Econpapers || Download paper |
2023 | Effect of climate-related risk on the costs of bank loans: Evidence from syndicated loan markets in emerging economies. (2023). Wong, Andrew ; Ho, Kelvin. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014122000942. Full description at Econpapers || Download paper |
2023 | Modeling and forecasting dynamic conditional correlations with opening, high, low, and closing prices. (2023). Fiszeder, Piotr ; Molnar, Peter ; Fadziski, Marcin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:308-321. Full description at Econpapers || Download paper |
2023 | State transformation of information spillover in asset markets and effective dynamic hedging strategies. (2023). Tsai, I-Chun ; Lin, Che-Chun ; Wang, Yu-Min. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002880. Full description at Econpapers || Download paper |
2023 | Real-time transition risk. (2023). Scherer, Bernd ; Betzer, Andre ; Apel, Matthias. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612322007760. Full description at Econpapers || Download paper |
2023 | Threats to central bank independence and exchange rate volatility: High-frequency identification with Trump’s Fed tweets. (2023). Popova, Ivilina ; Liu, Yifan. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000156. Full description at Econpapers || Download paper |
2023 | The application of text mining in accounting. (2023). Srivastava, Rajendra P ; Jans, Mieke J ; Senave, Elseline. In: International Journal of Accounting Information Systems. RePEc:eee:ijoais:v:50:y:2023:i:c:s1467089523000167. Full description at Econpapers || Download paper |
2023 | The power of text-based indicators in forecasting Italian economic activity. (2023). Monteforte, Libero ; Marcucci, Juri ; Luciani, Andrea ; Guaitoli, Gabriele ; Emiliozzi, Simone ; Aprigliano, Valentina. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:791-808. Full description at Econpapers || Download paper |
2023 | News-based sentiment and the value premium. (2023). Nazemi, Abdolreza ; Fabozzi, Francesco A. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:136:y:2023:i:c:s0261560623000657. Full description at Econpapers || Download paper |
2023 | Futures hedging in crude oil markets: A trade-off between risk and return. (2023). Shen, Xilin ; Lu, Junli ; Li, Yanyan ; Yu, Xing. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722005906. Full description at Econpapers || Download paper |
2023 | Effects of oil market sentiment on macroeconomic variables. (2023). da Nobrega, Cassio ; da Silva, Edilean Kleber ; de Medeiros, Rennan Kertlly. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723003537. Full description at Econpapers || Download paper |
2023 | Global financial crisis, funding constraints, and liquidity of VIX futures. (2023). Tsai, Wei-Che ; Lien, Donald ; Chiu, Junmao. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:80:y:2023:i:c:s0927538x23001725. Full description at Econpapers || Download paper |
2023 | Divergent opinions on social media. (2023). Miwa, Kotaro. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:182-196. Full description at Econpapers || Download paper |
2023 | Propositions pour construire un système informationnel guidant une politique régionale d’innovation. (2023). Raffestin, Louis ; Leroy, Aurelien ; Benchora, Inessa. In: Bordeaux Economics Working Papers. RePEc:grt:bdxewp:2023-08. Full description at Econpapers || Download paper |
2023 | Uncertainty in firm valuation and a cross-sectional misvaluation measure. (2023). Bottazzi, Giulio ; Marmi, Stefano ; Livieri, Giulia ; Cordoni, Francesco. In: Annals of Finance. RePEc:kap:annfin:v:19:y:2023:i:1:d:10.1007_s10436-022-00423-w. Full description at Econpapers || Download paper |
2023 | Sentiment-based indicators of real estate market stress and systemic risk: international evidence. (2023). Shchepeleva, Maria ; Stolbov, Mikhail. In: Annals of Finance. RePEc:kap:annfin:v:19:y:2023:i:3:d:10.1007_s10436-023-00429-y. Full description at Econpapers || Download paper |
2023 | Text-Based Recession Probabilities. (2023). Mezo, Helena ; Lebastard, Laura ; Minesso, Massimo Ferrari. In: IMF Economic Review. RePEc:pal:imfecr:v:71:y:2023:i:2:d:10.1057_s41308-022-00177-5. Full description at Econpapers || Download paper |
2023 | The Role of Inflation Targeting in Anchoring Long-Run Inflation Expectations: Evidence from India. (2023). Pratap, Bhanu ; Kishor, Kundan N. In: MPRA Paper. RePEc:pra:mprapa:118951. Full description at Econpapers || Download paper |
2023 | Relative Signed Jump and Future Stock Returns. (2023). Ullah, Wali ; Sharif, Saqib ; Rehman, Seema. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2023:i:1:p:25-45. Full description at Econpapers || Download paper |
2023 | Macroeconomic Forecasting with the Use of News Data. (2023). Mikhaylov, Dmitry. In: Working Papers. RePEc:rnp:wpaper:w20220250. Full description at Econpapers || Download paper |
2023 | Ekonomia narracji – pocz?tki nowego nurtu. (2023). Baszczak, Ukasz. In: Gospodarka Narodowa. The Polish Journal of Economics. RePEc:sgh:gosnar:y:2023:i:1:p:66-81. Full description at Econpapers || Download paper |
2023 | The Forecasting Power of the ifo Business Survey. (2023). Lehmann, Robert. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:19:y:2023:i:1:d:10.1007_s41549-022-00079-5. Full description at Econpapers || Download paper |
2023 | Optimising portfolio diversification and dimensionality. (2023). Staal, A ; Sabanis, S ; Kroeske, J ; Kalcsics, J ; Gondzio, J ; Garcia, S ; Barkhagen, M. In: Journal of Global Optimization. RePEc:spr:jglopt:v:85:y:2023:i:1:d:10.1007_s10898-022-01202-7. Full description at Econpapers || Download paper |
2023 | The effect of intraday periodicity on realized volatility measures. (2023). Kellermann, Janosch ; Golosnoy, Vasyl ; Dette, Holger. In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:86:y:2023:i:3:d:10.1007_s00184-022-00875-0. Full description at Econpapers || Download paper |
2023 | Mixed frequency composite indicators for measuring public sentiment in the EU. (2023). Scepi, Germana ; Spano, Maria ; Misuraca, Michelangelo ; Mattera, Raffaele. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:57:y:2023:i:3:d:10.1007_s11135-022-01468-9. Full description at Econpapers || Download paper |
2023 | Grey Markov Models for Predicting the Social Sustainability Performances of Firms. (2023). Rajesh, R. In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:168:y:2023:i:1:d:10.1007_s11205-023-03132-7. Full description at Econpapers || Download paper |
2023 | Understand funding liquidity and market liquidity in a regime?switching model. (2023). Zhou, Zhiping ; Shen, Liya ; Chen, Louisa. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:589-605. Full description at Econpapers || Download paper |
2023 | Jump forecasting in foreign exchange markets: A high?frequency analysis. (2023). Sensoy, Ahmet ; Nguyen, Duc Khuong ; Uzun, Sevcan. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:3:p:578-624. Full description at Econpapers || Download paper |
2023 | A comparison of methods for forecasting value at risk and expected shortfall of cryptocurrencies. (2023). Taylor, James W ; Trucios, Carlos. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:4:p:989-1007. Full description at Econpapers || Download paper |
2023 | Who pays the liquidity cost? Central bank announcements and adverse selection. (2023). Yu, Jinyoung ; Webb, Robert I ; Ryu, Doojin. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:7:p:904-924. Full description at Econpapers || Download paper |
2023 | Shocks to transition risk. (2023). Zhang, Philipp ; Schuler, Yves ; Meinerding, Christoph. In: Discussion Papers. RePEc:zbw:bubdps:042023. Full description at Econpapers || Download paper |
2023 | A topic modeling perspective on investor uncertainty. (2023). Seifert, Oleg ; Schnaubelt, Matthias ; Ortiz, Daniel Perico. In: FAU Discussion Papers in Economics. RePEc:zbw:iwqwdp:042023. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2014 | Intraday liquidity dynamics and news releases around price jumps: Evidence from the DJIA stocks In: LIDAM Reprints LFIN. [Citation analysis] | paper | 49 |
2014 | Intraday liquidity dynamics and news releases around price jumps: evidence from the DJIA stocks.(2014) In: LIDAM Reprints CORE. [Citation analysis] This paper has nother version. Agregated cites: 49 | paper | |
2014 | Intraday liquidity dynamics and news releases around price jumps: Evidence from the DJIA stocks.(2014) In: Journal of Financial Markets. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 49 | article | |
2015 | Analysts forecast error: a robust prediction model and its short-term trading profitability In: LIDAM Reprints LFIN. [Citation analysis] | paper | 4 |
2015 | Analysts forecast error: a robust prediction model and its short-term trading profitability.(2015) In: Accounting and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
2018 | When does the tone of earnings press releases matter? In: LIDAM Reprints LFIN. [Citation analysis] | paper | 9 |
2018 | When does the tone of earnings press releases matter?.(2018) In: International Review of Financial Analysis. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | article | |
2016 | Generalized Autoregressive Score Models in R: The GAS Package In: Papers. [Full Text][Citation analysis] | paper | 13 |
2016 | Value-at-Risk Prediction in R with the GAS Package In: Papers. [Full Text][Citation analysis] | paper | 3 |
2021 | Media abnormal tone, earnings announcements, and the stock market In: Papers. [Full Text][Citation analysis] | paper | 1 |
2022 | Media abnormal tone, earnings announcements, and the stock market.(2022) In: Journal of Financial Markets. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
2023 | Generating drawdown-realistic financial price paths using path signatures In: Papers. [Full Text][Citation analysis] | paper | 0 |
2023 | Sluggish news reactions: A combinatorial approach for synchronizing stock jumps In: Papers. [Full Text][Citation analysis] | paper | 0 |
2019 | Jockeying for Position in CEO Letters: Impression Management and Sentiment Analytics In: Financial Management. [Full Text][Citation analysis] | article | 17 |
2020 | ECONOMETRICS MEETS SENTIMENT: AN OVERVIEW OF METHODOLOGY AND APPLICATIONS In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 29 |
2016 | Smart beta and CPPI performance In: Finance. [Full Text][Citation analysis] | article | 1 |
2011 | Robust estimation of intraweek periodicity in volatility and jump detection In: LIDAM Reprints CORE. [Full Text][Citation analysis] | paper | 90 |
2011 | Robust estimation of intraweek periodicity in volatility and jump detection.(2011) In: Journal of Empirical Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 90 | article | |
2011 | Outlyingness weighted covariation In: LIDAM Reprints CORE. [Full Text][Citation analysis] | paper | 30 |
2010 | Robust M-estimation of multivariate GARCH models In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 14 |
2012 | Jump robust daily covariance estimation by disentangling variance and correlation components In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 8 |
2017 | Generalized financial ratios to predict the equity premium In: Economic Modelling. [Full Text][Citation analysis] | article | 3 |
2016 | The economic benefits of market timing the style allocation of characteristic-based portfolios In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 2 |
2013 | The impact of a sustainability constraint on the mean-tracking error efficient frontier In: Economics Letters. [Full Text][Citation analysis] | article | 5 |
2017 | Positive semidefinite integrated covariance estimation, factorizations and asynchronicity In: Journal of Econometrics. [Full Text][Citation analysis] | article | 16 |
2020 | Nearest comoment estimation with unobserved factors In: Journal of Econometrics. [Full Text][Citation analysis] | article | 3 |
2019 | NEAREST COMOMENT ESTIMATION WITH UNOBSERVED FACTORS.(2019) In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2023 | ETF Basket-Adjusted Covariance estimation In: Journal of Econometrics. [Full Text][Citation analysis] | article | 0 |
2017 | Funding liquidity, market liquidity and TED spread: A two-regime model In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 23 |
2013 | Funding liquidity, market liquidity and TED spread : A two-regime model.(2013) In: Working Paper Research. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | paper | |
2019 | Evaluating the Shariah-compliance of equity portfolios: The weighting method matters In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 4 |
2022 | Properties of the Margrabe Best-of-two strategy to tactical asset allocation In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 0 |
2015 | Higher order comoments of multifactor models and asset allocation In: Finance Research Letters. [Full Text][Citation analysis] | article | 10 |
2015 | Testing equality of modified Sharpe ratios In: Finance Research Letters. [Full Text][Citation analysis] | article | 11 |
2021 | Performance-sharing optimization by risk-constrained equity investors In: Finance Research Letters. [Full Text][Citation analysis] | article | 0 |
2019 | Macro-financial regimes and performance of Shariah-compliant equity portfolios In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 5 |
2013 | Robust forecasting of dynamic conditional correlation GARCH models In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 44 |
2018 | Forecasting risk with Markov-switching GARCH models:A large-scale performance study In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 39 |
2019 | Questioning the news about economic growth: Sparse forecasting using thousands of news-based sentiment values In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 45 |
2023 | Daily news sentiment and monthly surveys: A mixed-frequency dynamic factor model for nowcasting consumer confidence In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 3 |
2021 | Daily news sentiment and monthly surveys: A mixed–frequency dynamic factor model for nowcasting consumer confidence.(2021) In: Working Paper Research. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2016 | Managers set the tone: Equity incentives and the tone of earnings press releases In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 37 |
2018 | The peer performance ratios of hedge funds In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 13 |
2019 | The response of multinationals’ foreign exchange rate exposure to macroeconomic news In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 7 |
2017 | The response of multinationals’ foreign exchange rate exposure to macroeconomic news.(2017) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
2022 | Interpretability of Composite Indicators Based on Principal Components In: Journal of Probability and Statistics. [Full Text][Citation analysis] | article | 0 |
2012 | The short term prediction of analysts forecast error In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2013 | Implied Expected Returns and the Choice of a Mean-Variance Efficient Portfolio Proxy In: Cahiers de recherche. [Full Text][Citation analysis] | paper | 0 |
2013 | The Peer Performance of Hedge Funds In: Cahiers de recherche. [Full Text][Citation analysis] | paper | 0 |
2012 | Regime switches in the volatility and correlation of financial institutions In: Working Paper Research. [Full Text][Citation analysis] | paper | 6 |
2020 | Climate change concerns and the performance of green versus brown stocks In: Working Paper Research. [Full Text][Citation analysis] | paper | 18 |
2021 | Climate change concerns and the performance of green versus brown stocks.(2021) In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | paper | |
2022 | Household Heterogeneity and Policy Relevance In: Working Paper Research. [Full Text][Citation analysis] | paper | 0 |
2016 | Exporters’ Exposures to Currencies: Beyond the Loglinear Model In: Review of Finance. [Full Text][Citation analysis] | article | 0 |
2010 | Differential Evolution (DEoptim) for Non-Convex Portfolio Optimization In: MPRA Paper. [Full Text][Citation analysis] | paper | 7 |
2008 | Hedge fund portfolio selection with modified expected shortfall In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2021 | Beta-Adjusted Covariance Estimation In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. [Full Text][Citation analysis] | paper | 0 |
2023 | The Consumption Response to Labour Income Changes In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. [Full Text][Citation analysis] | paper | 0 |
2017 | The impact of covariance misspecification in risk-based portfolios In: Annals of Operations Research. [Full Text][Citation analysis] | article | 19 |
2018 | Block rearranging elements within matrix columns to minimize the variability of the row sums In: 4OR. [Full Text][Citation analysis] | article | 3 |
2021 | Cardinality-Constrained Higher-Order Moment Portfolios Using Particle Swarm Optimization In: International Series in Operations Research & Management Science. [Citation analysis] | chapter | 0 |
2011 | Robust explicit estimators of Weibull parameters In: Metrika: International Journal for Theoretical and Applied Statistics. [Full Text][Citation analysis] | article | 7 |
2020 | Robust Distribution-Based Winsorization in Composite Indicators Construction In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. [Full Text][Citation analysis] | article | 4 |
2022 | Estimation and decomposition of food price inflation risk In: Statistical Methods & Applications. [Full Text][Citation analysis] | article | 0 |
2020 | The variance implied conditional correlation In: The European Journal of Finance. [Full Text][Citation analysis] | article | 0 |
2019 | The variance implied conditional correlation.(2019) In: ULB Institutional Repository. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2015 | Jump robust two time scale covariance estimation and realized volatility budgets In: Quantitative Finance. [Full Text][Citation analysis] | article | 9 |
2018 | Beyond risk-based portfolios: balancing performance and risk contributions in asset allocation In: Quantitative Finance. [Full Text][Citation analysis] | article | 3 |
2018 | Beyond risk-based portfolios: balancing performance and risk contributions in asset allocation.(2018) In: ULB Institutional Repository. [Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2020 | Machine Learning for Asset Managers In: Quantitative Finance. [Full Text][Citation analysis] | article | 0 |
2022 | The optimal payoff for a Yaari investor In: Quantitative Finance. [Full Text][Citation analysis] | article | 1 |
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