Ghent University Academic Bibliography

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ETF Basket-Adjusted Covariance estimation

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

(2023) JOURNAL OF ECONOMETRICS. 235(2). p.1144-1171
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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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The optimal payoff for a Yaari investor

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

(2022) QUANTITATIVE FINANCE. 22(10). p.1839-1852
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- Book Chapter
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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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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 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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Optimal portfolio choice with benchmarks

Carole Bernard, Rob De Staelen (UGent) and Steven Vanduffel

(2019) JOURNAL OF THE OPERATIONAL RESEARCH SOCIETY. 70(10). p.1600-1621
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- Journal Article
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Block rearranging elements within matrix columns to minimize the variability of the row sums

Kris Boudt (UGent) , Edgars Jakobsons and Steven Vanduffel

(2018) 4OR-A QUARTERLY JOURNAL OF OPERATIONS RESEARCH. 16(1). p.31-50
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- Book Editor
Actuarial and financial mathematics conference: interplay between finance and insurance, February 5-6, 2015

Michèle Vanmaele (UGent) , Griselda Deelstra, Ann De Schepper, Jan Dhaene, Wim Schoutens, Steven Vanduffel and David Vyncke (UGent)

(2015)
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Actuarial and financial mathematics conference : interplay between finance and insurance, February 6-7, 2014

Michèle Vanmaele (UGent) , Griselda Deelstra, Ann De Schepper, Jan Dhaene, Wim Schoutens, Steven Vanduffel and David Vyncke (UGent)

(2014)

Academic Bibliography

ETF Basket-Adjusted Covariance estimation

Win-for-life met de tontine

The optimal payoff for a Yaari investor

Academici in actie voor een comfortabel pensioen in België : vijf lessen en een oproep aan de VUB

The variance implied conditional correlation

The minimum regularized covariance determinant estimator

Optimal portfolio choice with benchmarks

Block rearranging elements within matrix columns to minimize the variability of the row sums

Actuarial and financial mathematics conference: interplay between finance and insurance, February 5-6, 2015

Actuarial and financial mathematics conference : interplay between finance and insurance, February 6-7, 2014

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