Ghent University Academic Bibliography

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Properties of the Margrabe best–of–two strategy to tactical asset allocation

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

(2022) INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS. 81.
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Win-for-life met de tontine

Kris Boudt (UGent) , Mathias Celis (UGent) and Steven Vanduffel

(2022) BANK- EN FINANCIEWEZEN = REVUE BANCAIRE ET FINANCIÈRE. 2022(1). p.29-37
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Financiële gemoedsrust met het omgekeerd hypothecair krediet

Kris Boudt (UGent) , Koen Inghelbrecht (UGent) and Maarten Van Besien (UGent)

(2022) BANK- EN FINANCIEWEZEN = REVUE BANCAIRE ET FINANCIÈRE. 2022(1). p.38-44
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Robust interactive fixed effects

Kris Boudt (UGent) and Ewoud Heyndels

(2022) ECONOMETRICS AND STATISTICS.
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Estimation and decomposition of food price inflation risk

Kris Boudt (UGent) and Hong Anh Luu

(2022) STATISTICAL METHODS AND APPLICATIONS. 31(2). p.295-319
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- Journal Article
The optimal payoff for a Yaari investor

Kris Boudt (UGent) , Kirill Dragun (UGent) and Steven Vanduffel

(2022) Quantitative Finance. p.1-14
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Media abnormal tone, earnings announcements, and the stock market

David Ardia, Keven Bluteau and Kris Boudt (UGent)

(2022) JOURNAL OF FINANCIAL MARKETS.
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Daily news sentiment and monthly surveys : a mixed-frequency dynamic factor model for nowcasting consumer confidence

Andres Algaba, Samuel Borms, Kris Boudt (UGent) and Brecht Verbeken

(2022) INTERNATIONAL JOURNAL OF FORECASTING.
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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
- open access
The R package sentometrics to compute, aggregate and predict with textual sentiment

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

(2021) JOURNAL OF STATISTICAL SOFTWARE. 99(2). p.1-40

Academic Bibliography

Properties of the Margrabe best–of–two strategy to tactical asset allocation

Win-for-life met de tontine

Financiële gemoedsrust met het omgekeerd hypothecair krediet

Robust interactive fixed effects

Estimation and decomposition of food price inflation risk

The optimal payoff for a Yaari investor

Media abnormal tone, earnings announcements, and the stock market

Daily news sentiment and monthly surveys : a mixed-frequency dynamic factor model for nowcasting consumer confidence

Performance-sharing optimization by risk-constrained equity investors

The R package sentometrics to compute, aggregate and predict with textual sentiment

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