Kris Boudt : Citation Profile

Universiteit Gent

15

H index

21

i10 index

746

Citations

RESEARCH PRODUCTION:

46

Articles

31

Papers

1

Chapters

RESEARCH ACTIVITY:

   16 years (2008 - 2024). See details.
   Cites by year: 46
   Journals where Kris Boudt has often published
   Relations with other researchers
   Recent citing documents: 93.    Total self citations: 28 (3.62 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pbo300
   Updated: 2025-04-12    RAS profile: 2024-05-06    
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Relations with other researchers

Works with:

Ardia, David (7)

Bluteau, Keven (6)

Vanduffel, Steven (4)

Inghelbrecht, Koen (3)

Weytjens, Johannes (2)

Schoors, Koen (2)

Neely, Christopher (2)

Algaba, Andres (2)

Bouamara, Nabil (2)

van den Heuvel, Milan (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Kris Boudt.

Is cited by:

Laurent, Sébastien (23)

Sensoy, Ahmet (12)

Hotta, Luiz (11)

Darné, Olivier (11)

Bluteau, Keven (11)

Vrins, Frédéric (10)

Ardia, David (10)

Caporin, Massimiliano (10)

Hubert, Paul (10)

Francq, Christian (10)

Labondance, Fabien (10)

Cites to:

Laurent, Sébastien (38)

Bollerslev, Tim (27)

Bauwens, Luc (26)

Shephard, Neil (26)

Engle, Robert (25)

Diebold, Francis (21)

Hansen, Peter (21)

Andersen, Torben (19)

Ardia, David (18)

Lunde, Asger (18)

Bai, Jushan (16)

Main data

Where Kris Boudt has published?

Journals with more than one article published# docs
Quantitative Finance5
International Journal of Forecasting4
Finance Research Letters3
International Review of Financial Analysis3
Journal of Econometrics3
Journal of Banking & Finance2
Journal of Financial Markets2
Journal of Empirical Finance2
Computational Statistics & Data Analysis2

Working Papers Series with more than one paper published# docs
Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium / Ghent University, Faculty of Economics and Business Administration6
Papers / arXiv.org5
LIDAM Reprints LFIN / Université catholique de Louvain, Louvain Finance (LFIN)3
Working Papers / Federal Reserve Bank of St. Louis2
MPRA Paper / University Library of Munich, Germany2
ULB Institutional Repository / ULB -- Universite Libre de Bruxelles2

Recent works citing Kris Boudt (2025 and 2024)

YearTitle of citing document
2024Convolution Bounds on Quantile Aggregation. (2020). Wang, Ruodu ; Liu, Yang ; Lam, Henry ; Blanchet, Jose. In: Papers. RePEc:arx:papers:2007.09320.

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2024Hedge Fund Index Rules and Construction. (2024). Xiao, David. In: Papers. RePEc:arx:papers:2403.15925.

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2024Optimal Text-Based Time-Series Indices. (2024). Bluteau, Keven ; Ardia, David. In: Papers. RePEc:arx:papers:2405.10449.

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2024Asymptotic Properties of the Maximum Likelihood Estimator for Markov-switching Observation-driven Models. (2024). Krabbe, Frederik. In: Papers. RePEc:arx:papers:2412.19555.

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2024.

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2025Forecasting Inflation Using News Indices. (2025). Volgina, Elizaveta. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:84:y:2025:i:1:p:26-59.

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2024.

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2024Can Corporate Social Responsibility Lead to Social License? A Sentiment and Emotion Analysis. (2024). Oh, Changhoon ; Ham, Shuna Shu ; Shapiro, Daniel. In: Journal of Management Studies. RePEc:bla:jomstd:v:61:y:2024:i:2:p:445-476.

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2024Accentuate the positive? Strategic negativity amid the hazard of high expectations. (2024). Titus, Varkey K ; Gong, KE ; Nahm, Peter Inho ; Parker, Owen N ; Short, Cole E. In: Strategic Management Journal. RePEc:bla:stratm:v:45:y:2024:i:9:p:1851-1874.

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2024Nowcasting services trade for the G7 economies. (2024). Mourougane, Annabelle ; Gonzales, Frederic ; Jaax, Alexander. In: The World Economy. RePEc:bla:worlde:v:47:y:2024:i:4:p:1336-1386.

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2024Tone of narrative disclosures and earnings management: UK evidence. (2024). Kamel, Hany ; Elshandidy, Tamer. In: Advances in accounting. RePEc:eee:advacc:v:64:y:2024:i:c:s088261102300069x.

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2024Equity market responses to surprise Covid-19 lockdowns: The role of pandemic-driven uncertainty. (2024). Pratap, Bhanu ; Sengupta, Rajeswari ; Mathur, Aakriti. In: Journal of Asian Economics. RePEc:eee:asieco:v:91:y:2024:i:c:s1049007823001112.

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2024Immigration Narrative and Home Prices. (2024). Mazzotta, Stefano. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:43:y:2024:i:c:s2214635024000741.

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2024The impact of joint events on oil price volatility: Evidence from a dynamic graphical news analysis model. (2024). Zhao, Lu-Tao ; Wang, Dai-Song ; Ren, Zhong-Yuan. In: Economic Modelling. RePEc:eee:ecmode:v:130:y:2024:i:c:s0264999323003991.

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2024Benefits of diversification in EU capital markets: Evidence from stock portfolios. (2024). Jehle, Camille ; Gosse, Jean-Baptiste. In: Economic Modelling. RePEc:eee:ecmode:v:135:y:2024:i:c:s0264999324000816.

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2024Robust estimation of the range-based GARCH model: Forecasting volatility, value at risk and expected shortfall of cryptocurrencies. (2024). Fiszeder, Piotr ; Maecka, Marta ; Molnr, Peter. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s026499932400244x.

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2024Forecasting conditional volatility based on hybrid GARCH-type models with long memory, regime switching, leverage effect and heavy-tail: Further evidence from equity market. (2024). Luo, YI ; Huang, Yirong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000731.

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2024Yield curve trading strategies exploiting sentiment data. (2024). Serwart, Jan ; Audrino, Francesco. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001517.

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2024Autoregressive conditional betas. (2024). Laurent, Sébastien ; Francq, Christian ; Blasques, F. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003469.

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2024Common volatility shocks driven by the global carbon transition. (2024). Hendry, David F ; Campos-Martins, Susana. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:1:s0304407623001665.

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2024Asset splitting algorithm for ultrahigh dimensional portfolio selection and its theoretical property. (2024). Yang, Songshan ; Wen, Jiawei ; Li, Changcheng ; Cai, Zhanrui. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407622000902.

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2024Energy ETF performance: The role of fossil fuels. (2024). Stefanelli, Kevyn ; Morelli, Giacomo ; Decclesia, Rita Laura. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000409.

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2024The role of uncertainty and sentiment for intraday volatility connectedness between oil and financial markets. (2024). Uddin, Gazi ; Szafranek, Karol ; Rubaszek, Michał. In: Energy Economics. RePEc:eee:eneeco:v:137:y:2024:i:c:s0140988324004687.

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2024The role of sudden variance shifts in predicting volatility in bioenergy crop markets under structural breaks. (2024). Qizi, Madina Mansur ; Khajimuratov, Nizomjon Shukurullaevich ; Usmonov, Bunyod ; Burkhanov, Aktam Usmanovich ; Hasanov, Akram Shavkatovich. In: Energy. RePEc:eee:energy:v:293:y:2024:i:c:s0360544224003062.

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2024VaR and ES forecasting via recurrent neural network-based stateful models. (2024). Lazar, Emese ; Nakata, Keiichi ; Qiu, Zhiguo. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000346.

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2024The impact of macroeconomic news sentiment on interest rates. (2024). Offner, Eric A ; Audrino, Francesco. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002254.

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2024Do ESG ETFs provide downside risk protection during Covid-19? Evidence from forecast combination models. (2024). Huang, Yujun. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002527.

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2024Do Chinese carbon-intensive stocks overreact to climate transition risk? Evidence from the COP26 news. (2024). Cao, Ruiyi ; Xue, Minggao ; Ge, Xiaowen. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002667.

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2024State-dependent intra-day volatility pattern and its impact on price jump detection - Evidence from international equity indices. (2024). Tsai, Ping Chen ; Wang, Chou Wen ; Eom, Cheoljun. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003442.

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2024Cross-country risk spillovers of ESG stock indices: Dynamic patterns and the role of climate transition risks. (2024). Zhang, Yunhan ; Chen, Yingtong ; Li, Yichong ; Ma, Yanran ; Guo, Kun. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924004095.

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2024Improved estimation of the correlation matrix using reinforcement learning and text-based networks. (2024). Simaan, Majeed ; Ndiaye, Papa Momar ; Lu, Cheng. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005040.

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2024Stock price synchronicity and market liquidity: The role of funding liquidity. (2024). Yu, Jinyoung ; Webb, Robert I ; Ryu, Doojin. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612324000813.

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2024Do Firms Strategically Use Non-Earnings Press Releases. (2024). Lee, Joonil ; Cho, Hyunkwon ; Hyeon, Jiwon. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s1544612324002885.

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2024Intraday variation in cross-sectional stock comovement and impact of index-based strategies. (2024). Shen, Yiwen ; Shi, Meiqi. In: Journal of Financial Markets. RePEc:eee:finmar:v:68:y:2024:i:c:s1386418124000120.

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2024Variance insurance contracts. (2024). Chi, Yichun ; Zhuang, Sheng Chao ; Yu, Xun. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:115:y:2024:i:c:p:62-82.

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2024Not all words are equal: Sentiment and jumps in the cryptocurrency market. (2024). Cepni, Oguzhan ; Caporin, Massimiliano ; Aysan, Ahmet Faruk. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001889.

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2024Market timing with moving average distance: International evidence. (2024). Mugerman, Yevgeny ; Kaplanski, Guy ; Abudy, Menachem Meni. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:97:y:2024:i:c:s1042443124001318.

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20242T-POT Hawkes model for left- and right-tail conditional quantile forecasts of financial log returns: Out-of-sample comparison of conditional EVT models. (2024). Mucha-Kruczyski, Marcin ; Greenwood, David ; Tomlinson, Matthew F. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:324-347.

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2024More than words: Fed Chairs’ communication during congressional testimonies. (2024). Zhang, XU ; Kryvtsov, Oleksiy ; Alexopoulos, Michelle. In: Journal of Monetary Economics. RePEc:eee:moneco:v:142:y:2024:i:c:s0304393223001022.

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2024The energy transition: The behavior of renewable energy stock during the times of energy security uncertainty. (2024). Yahya, Muhammad ; Schroeder, Leon ; Igeland, Philip ; Uddin, Gazi Salah ; Okhrin, Yarema. In: Renewable Energy. RePEc:eee:renene:v:221:y:2024:i:c:s0960148123016610.

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2024Liquidity and realized volatility prediction in Chinese stock market: A time-varying transitional dynamic perspective. (2024). Ma, Feng ; Liu, Jing ; Xu, Yanyan ; Chu, Jielei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:543-560.

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2024Does haze-related sentiment affect income inequality in China?. (2024). Lei, Yongyu ; Zong, Xiangyu ; Guo, Minjia. In: International Review of Economics & Finance. RePEc:eee:reveco:v:94:y:2024:i:c:s1059056024003484.

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2024Can portfolio construction considering ESG still gain high profits?. (2024). Rastegar, Mohammad Ali ; Fereydooni, Ali ; Davoodi, Shayan. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002520.

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2024Anatomy of sovereign yield behaviour using textual news. (2024). Sensoy, Ahmet ; Akhtaruzzaman, Md ; Dann, Susan ; Pradhan, HK ; Banerjee, Ameet Kumar. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002514.

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2024Measuring the impact of the EU health emergency response authority on the economic sectors and the public sentiment. (2024). Ahelegbey, Daniel Felix ; Cerchiello, Paola ; Celani, Alessandro. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:92:y:2024:i:c:s0038012124000417.

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2024Investors’ attention and network spillover for commodity market forecasting. (2024). Mattera, Raffaele ; Ficcadenti, Valerio ; Cerqueti, Roy. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:95:y:2024:i:c:s0038012124002222.

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2024Pattern Recognition in Microtrading Behaviors Preceding Stock Price Jumps: A Study Based on Mutual Information for Multivariate Time Series. (2024). Azencott, Robert ; Zhu, Hongliang ; Li, Xindan ; Kong, AO. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:4:d:10.1007_s10614-023-10367-6.

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2025Effects of Quantitative Easing on Economic Sentiment: Evidence from Three Large Economies. (2025). Üngör, MURAT ; Baker, Benjamin ; Ngr, Murat. In: Comparative Economic Studies. RePEc:pal:compes:v:67:y:2025:i:1:d:10.1057_s41294-024-00233-1.

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2024Does corporate digital transformation restrain ESG decoupling? Evidence from China. (2024). Ma, Zhefeng ; Wan, Peng ; Chen, Xiangyu ; Yang, YU. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-02921-w.

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2024Green risk in Europe. (2023). Ossola, Elisa ; Morana, Claudio ; Cassola, Nuno. In: Working Paper series. RePEc:rim:rimwps:23-14.

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2025A Markov regime-switching event response model: beef price spread response to processing capacity shocks. (2025). Neill, Clinton L ; Boyer, Christopher N ; Park, Eunchun. In: Empirical Economics. RePEc:spr:empeco:v:68:y:2025:i:3:d:10.1007_s00181-024-02677-x.

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2024Subjective–Objective Method of Maximizing the Average Variance Extracted From Sub-indicators in Composite Indicators. (2024). Gomes, Douglas Alexandre ; Alvez, Alexandre Magno ; Librio, Matheus Pereira ; Ekel, Petr Iakovlevitch. In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:175:y:2024:i:2:d:10.1007_s11205-024-03385-w.

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2024The end of an era: Who paid the price when the livestock futures pits closed?. (2024). Onur, Esen ; Gousgounis, Eleni. In: American Journal of Agricultural Economics. RePEc:wly:ajagec:v:106:y:2024:i:3:p:1111-1140.

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2024Forecasting GDP in Europe with textual data. (2024). Barbaglia, Luca ; Consoli, Sergio ; Manzan, Sebastiano. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:2:p:338-355.

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2025Forecasting Markov switching vector autoregressions: Evidence from simulation and application. (2025). Cavicchioli, Maddalena. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:1:p:136-152.

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2024Market sentiment and price dynamics in weak markets: A comprehensive empirical analysis of the soybean meal option market. (2024). Zhao, Yinxin ; Liang, Mengru ; Yan, BO. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:5:p:744-766.

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Works by Kris Boudt:

YearTitleTypeCited
2014Intraday liquidity dynamics and news releases around price jumps: Evidence from the DJIA stocks In: LIDAM Reprints LFIN.
[Citation analysis]		paper54
2014Intraday 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: 54		paper
2014Intraday 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: 54		article
2015Analysts forecast error: a robust prediction model and its short-term trading profitability In: LIDAM Reprints LFIN.
[Citation analysis]		paper4
2015Analysts 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
2018When does the tone of earnings press releases matter? In: LIDAM Reprints LFIN.
[Citation analysis]		paper9
2018When 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
2016Generalized Autoregressive Score Models in R: The GAS Package In: Papers.
[Full Text][Citation analysis]		paper13
2016Value-at-Risk Prediction in R with the GAS Package In: Papers.
[Full Text][Citation analysis]		paper4
2021Media abnormal tone, earnings announcements, and the stock market In: Papers.
[Full Text][Citation analysis]		paper3
2022Media 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: 3		article
2023Generating drawdown-realistic financial price paths using path signatures In: Papers.
[Full Text][Citation analysis]		paper0
2023Sluggish news reactions: A combinatorial approach for synchronizing stock jumps In: Papers.
[Full Text][Citation analysis]		paper0
2024Sluggish news reactions: A combinatorial approach for synchronizing stock jumps.(2024) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2019Jockeying for Position in CEO Letters: Impression Management and Sentiment Analytics In: Financial Management.
[Full Text][Citation analysis]		article19
2020ECONOMETRICS MEETS SENTIMENT: AN OVERVIEW OF METHODOLOGY AND APPLICATIONS In: Journal of Economic Surveys.
[Full Text][Citation analysis]		article50
2016Smart beta and CPPI performance In: Finance.
[Full Text][Citation analysis]		article1
2011Robust estimation of intraweek periodicity in volatility and jump detection In: LIDAM Reprints CORE.
[Citation analysis]		paper97
2011Robust 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: 97		article
2011Outlyingness weighted covariation In: LIDAM Reprints CORE.
[Citation analysis]		paper33
2010Robust M-estimation of multivariate GARCH models In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article15
2012Jump robust daily covariance estimation by disentangling variance and correlation components In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article10
2017Generalized financial ratios to predict the equity premium In: Economic Modelling.
[Full Text][Citation analysis]		article3
2016The 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]		article2
2013The impact of a sustainability constraint on the mean-tracking error efficient frontier In: Economics Letters.
[Full Text][Citation analysis]		article5
2017Positive semidefinite integrated covariance estimation, factorizations and asynchronicity In: Journal of Econometrics.
[Full Text][Citation analysis]		article20
2020Nearest comoment estimation with unobserved factors In: Journal of Econometrics.
[Full Text][Citation analysis]		article3
2019NEAREST 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
2023ETF Basket-Adjusted Covariance estimation In: Journal of Econometrics.
[Full Text][Citation analysis]		article0
2024Robust interactive fixed effects In: Econometrics and Statistics.
[Full Text][Citation analysis]		article0
2017Funding liquidity, market liquidity and TED spread: A two-regime model In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article29
2013Funding 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: 29		paper
2019Evaluating the Shariah-compliance of equity portfolios: The weighting method matters In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article5
2022Properties of the Margrabe Best-of-two strategy to tactical asset allocation In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article0
2015Higher order comoments of multifactor models and asset allocation In: Finance Research Letters.
[Full Text][Citation analysis]		article12
2015Testing equality of modified Sharpe ratios In: Finance Research Letters.
[Full Text][Citation analysis]		article15
2021Performance-sharing optimization by risk-constrained equity investors In: Finance Research Letters.
[Full Text][Citation analysis]		article0
2019Macro-financial regimes and performance of Shariah-compliant equity portfolios In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article5
2013Robust forecasting of dynamic conditional correlation GARCH models In: International Journal of Forecasting.
[Full Text][Citation analysis]		article46
2018Forecasting risk with Markov-switching GARCH models:A large-scale performance study In: International Journal of Forecasting.
[Full Text][Citation analysis]		article56
2019Questioning the news about economic growth: Sparse forecasting using thousands of news-based sentiment values In: International Journal of Forecasting.
[Full Text][Citation analysis]		article55
2023Daily news sentiment and monthly surveys: A mixed-frequency dynamic factor model for nowcasting consumer confidence In: International Journal of Forecasting.
[Full Text][Citation analysis]		article11
2021Daily 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: 11		paper
2016Managers set the tone: Equity incentives and the tone of earnings press releases In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article48
2018The peer performance ratios of hedge funds In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article17
2019The response of multinationals’ foreign exchange rate exposure to macroeconomic news In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article8
2017The 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: 8		paper
2023Predictability of Belgian residential real estate rents using tree-based ML models and IML techniques In: International Journal of Housing Markets and Analysis.
[Full Text][Citation analysis]		article1
2022Interpretability of Composite Indicators Based on Principal Components In: Journal of Probability and Statistics.
[Full Text][Citation analysis]		article1
2012The short term prediction of analysts forecast error In: Working Papers.
[Full Text][Citation analysis]		paper0
2023Climate Change Concerns and the Performance of Green vs. Brown Stocks In: Management Science.
[Full Text][Citation analysis]		article0
2013Implied Expected Returns and the Choice of a Mean-Variance Efficient Portfolio Proxy In: Cahiers de recherche.
[Full Text][Citation analysis]		paper0
2013The Peer Performance of Hedge Funds In: Cahiers de recherche.
[Full Text][Citation analysis]		paper0
2012Regime switches in the volatility and correlation of financial institutions In: Working Paper Research.
[Full Text][Citation analysis]		paper6
2020Climate change concerns and the performance of green versus brown stocks In: Working Paper Research.
[Full Text][Citation analysis]		paper29
2021Climate change concerns and the performance of green versus brown stocks.(2021) In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
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2022Household Heterogeneity and Policy Relevance In: Working Paper Research.
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2016Exporters’ Exposures to Currencies: Beyond the Loglinear Model In: Review of Finance.
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2010Differential Evolution (DEoptim) for Non-Convex Portfolio Optimization In: MPRA Paper.
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2008Hedge fund portfolio selection with modified expected shortfall In: MPRA Paper.
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2021Beta-Adjusted Covariance Estimation In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
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2023Taming the Zoo of Consumption Responses to Labour Income Changes In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
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2024Trac(k)ing the trajectory: Mapping Sustainable Development Goal 8 in EU-funded research projects In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
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2024Estimation of Non-Gaussian Factors Using Higher-order Multi-cumulants in Weak Factor Models In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
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2017The impact of covariance misspecification in risk-based portfolios In: Annals of Operations Research.
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2018Block rearranging elements within matrix columns to minimize the variability of the row sums In: 4OR.
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2021Cardinality-Constrained Higher-Order Moment Portfolios Using Particle Swarm Optimization In: International Series in Operations Research & Management Science.
[Citation analysis]		chapter0
2011Robust explicit estimators of Weibull parameters In: Metrika: International Journal for Theoretical and Applied Statistics.
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2020Robust Distribution-Based Winsorization in Composite Indicators Construction In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement.
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2022Estimation and decomposition of food price inflation risk In: Statistical Methods & Applications.
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2020The variance implied conditional correlation In: The European Journal of Finance.
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2019The variance implied conditional correlation.(2019) In: ULB Institutional Repository.
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2015Jump robust two time scale covariance estimation and realized volatility budgets In: Quantitative Finance.
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2018Beyond risk-based portfolios: balancing performance and risk contributions in asset allocation In: Quantitative Finance.
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2018Beyond risk-based portfolios: balancing performance and risk contributions in asset allocation.(2018) In: ULB Institutional Repository.
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2020Machine Learning for Asset Managers In: Quantitative Finance.
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2022The optimal payoff for a Yaari investor In: Quantitative Finance.
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2023Dynamic core-satellite investing using higher order moments: an explicit solution In: Quantitative Finance.
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