Academic Bibliography

Search 200 years of publications by Ghent University researchers.

prof. dr. Kris Boudt

Faculty of Economics and Business Administration > Department of Economics

Work address: Sint-Pietersplein 6
9000 Gent
Email: Kris.Boudt@UGent.be
ORCID iD: 0000-0002-1000-5142

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- Journal Article
- A2
- open access
Algorithmic portfolio tilting to harvest higher moment gains

Kris Boudt (UGent) , Dries Cornilly, Frederiek Van Holle and Joeri Willems

(2020) HELIYON. 6(3).
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Robust distribution-based winsorization in composite indicators construction

Kris Boudt (UGent) , Valentin Todorov and Wenjing Wang

(2020) SOCIAL INDICATORS RESEARCH.
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The minimum regularized covariance determinant estimator

Kris Boudt (UGent) , Peter J Rousseeuw, Steven Vanduffel and Tim Verdonck

(2020) STATISTICS AND COMPUTING. 30(1). p.113-128
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Nearest comoment estimation with unobserved factors

Kris Boudt (UGent) , Dries Cornilly and Tim Verdonck

(2020) JOURNAL OF ECONOMETRICS.
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The variance implied conditional correlation

Andres Algaba, Kris Boudt (UGent) and Steven Vanduffel

(2020) EUROPEAN JOURNAL OF FINANCE. 26(2-3). p.200-222
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The effect of velocity sparsity on the performance of cardinality constrained particle swarm optimization

Kris Boudt (UGent) and Chunlin Wan

(2020) OPTIMIZATION LETTERS. 14. p.747-758
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A coskewnesss shrinkage approach for estimating the skewness of linear combinations of random variables

Kris Boudt (UGent) , Dries Cornilly and Tim Verdonck

(2020) JOURNAL OF FINANCIAL ECONOMETRICS. 18(1). p.1-23
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- Journal Article
- A1
Properties of the Margrabe best–of–two strategy to tactical asset allocation

David Ardia, Kris Boudt (UGent) , Stefan Hartmann and Giang Nguyen

(2020) NTERNATIONAL REVIEW OF FINANCIAL ANALYSIS.
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- Journal Article
- A2
- open access
The informativeness of the technical conversion factor for the price ratio of processing livestock

Kris Boudt (UGent) and Hong Anh Luu

(2019) STATISTIKA-STATISTICS AND ECONOMY JOURNAL. 99(2). p.163-175
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- Book Chapter
Multivariate GARCH models for large-scale applications : a survey

Kris Boudt (UGent) , Alexios Galanos, Scott Payseur and Eric Zivot

(2019) Conceptual econometrics using R. In Handbook of statistics 41. p.193-242

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