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
- open access
The R Package sentometrics to Compute, Aggregate and Predict with Textual Sentiment

David Ardia, Samuel Borms, Keven Bluteau and Kris Boudt (UGent)

(2021) Journal of Statistical Software.
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Performance-sharing optimization by risk-constrained equity investors

Kris Boudt (UGent) and Mulazim-Ali Khokhar

(2021) FINANCE RESEARCH LETTERS. 38.
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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

(2021) NTERNATIONAL REVIEW OF FINANCIAL ANALYSIS.
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- Book Chapter
- open access
Academici in actie voor een comfortabel pensioen in België : vijf lessen en een oproep aan de VUB

Kris Boudt (UGent) and Steven Vanduffel

(2020) Post viraal naar een nieuw normaal : VUB-stemmen over de impact van corona op onze samenleving. p.185-191
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- Book Chapter
In search of return predictability : application of machine learning algorithms in tactical allocation

Kris Boudt (UGent) , Muzafer Cela and Majeed Simaan

(2020) Machine learning for asset management : new developments and financial applications. p.35-73
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- Miscellaneous
Machine learning for asset managers

Kris Boudt (UGent)

(2020) QUANTITATIVE FINANCE. 20(11). p.1761-1762
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- Journal Article
- A4
- open access
The economic policy uncertainty index for Flanders, Wallonia and Belgium

Andres Algaba (UGent) , Samuel Borms, Kris Boudt (UGent) and Jeroen Van Pelt

(2020) Belgian Financial Forum.
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- Journal Article
- A1
- open access
Econometrics meets sentiment : an overview of methodology and applications

Andres Algaba (UGent) , David Ardia, Keven Bluteau (UGent) , Samuel Borms and Kris Boudt (UGent)

(2020) JOURNAL OF ECONOMIC SURVEYS. 34(3). p.512-547
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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. 149. p.375-397

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