Ghent University Academic Bibliography

Show Sort by

Your filters: cql: affiliation exact EB cql: author exact 802003077764

Add to list
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
Add to list
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
Add to list
- 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.
Add to list
- 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).
Add to list
The variance implied conditional correlation

Andres Algaba, Kris Boudt (UGent) and Steven Vanduffel

(2020) EUROPEAN JOURNAL OF FINANCE. 26(2-3). p.200-222
Add to list
Nearest comoment estimation with unobserved factors

Kris Boudt (UGent) , Dries Cornilly and Tim Verdonck

(2020) JOURNAL OF ECONOMETRICS. 217. p.381-397
Add to list
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
Add to list
Robust distribution-based winsorization in composite indicators construction

Kris Boudt (UGent) , Valentin Todorov and Wenjing Wang

(2020) SOCIAL INDICATORS RESEARCH. 149. p.375-397
Add to list
- 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
Add to list
The response of multinationals’ foreign exchange rate exposure to macroeconomic news

Kris Boudt (UGent) , Christopher J. Neely, Piet Sercu and Marjan Wauters

(2019) JOURNAL OF INTERNATIONAL MONEY AND FINANCE. 94. p.32-47

Academic Bibliography

The effect of velocity sparsity on the performance of cardinality constrained particle swarm optimization

A coskewnesss shrinkage approach for estimating the skewness of linear combinations of random variables

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

Algorithmic portfolio tilting to harvest higher moment gains

The variance implied conditional correlation

Nearest comoment estimation with unobserved factors

The minimum regularized covariance determinant estimator

Robust distribution-based winsorization in composite indicators construction

Econometrics meets sentiment : an overview of methodology and applications

The response of multinationals’ foreign exchange rate exposure to macroeconomic news

Contents

Support

Contact