Kris Boudt

Kris Boudt

Universiteit Gent

H-index: 32

Europe-Belgium

About Kris Boudt

Kris Boudt, With an exceptional h-index of 32 and a recent h-index of 28 (since 2020), a distinguished researcher at Universiteit Gent, specializes in the field of sentometrics, financial econometrics, robust statistics, portfolio optimization, risk management.

His recent articles reflect a diverse array of research interests and contributions to the field:

Predictability of Belgian residential real estate rents using tree-based ML models and IML techniques

Trac (k) ing the trajectory: Mapping Sustainable Development Goal 8 in EU-funded research projects

Estimation of non-Gaussian factors using higher-order multi-cumulants in weak factor models

The effect of working from home and EPC regulation on real estate prices in Belgium.

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

Generating drawdown-realistic financial price paths using path signatures

Belgian Financial Research Forum (BFRF) Conference 2023

ETF Basket-Adjusted Covariance estimation

Kris Boudt Information

University

Position

Vrije Universiteit Brussel Vrije Universiteit Amsterdam

Citations(all)

3615

Citations(since 2020)

2539

Cited By

1988

hIndex(all)

32

hIndex(since 2020)

28

i10Index(all)

61

i10Index(since 2020)

50

Email

University Profile Page

Universiteit Gent

Google Scholar

View Google Scholar Profile

Kris Boudt Skills & Research Interests

sentometrics

financial econometrics

robust statistics

portfolio optimization

risk management

Top articles of Kris Boudt

Title

Journal

Author(s)

Publication Date

Predictability of Belgian residential real estate rents using tree-based ML models and IML techniques

International Journal of Housing Markets and Analysis

Ian Lenaers

Kris Boudt

Lieven De Moor

2024/1/10

Trac (k) ing the trajectory: Mapping Sustainable Development Goal 8 in EU-funded research projects

Kris Boudt

Yanick Inghels

André Spithoven

2024/3

Estimation of non-Gaussian factors using higher-order multi-cumulants in weak factor models

Available at SSRN 3599632

Wanbo Lu

Guanglin Huang

Kris Boudt

2024/2/24

The effect of working from home and EPC regulation on real estate prices in Belgium.

Bank-en Financiewezen

Sven Damen

Kris Boudt

Koen Inghelbrecht

2023

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

International Journal of Forecasting

Andres Algaba

Samuel Borms

Kris Boudt

Brecht Verbeken

2023/1/1

Generating drawdown-realistic financial price paths using path signatures

arXiv preprint arXiv:2309.04507

Emiel Lemahieu

Kris Boudt

Maarten Wyns

2023/9/8

Belgian Financial Research Forum (BFRF) Conference 2023

Bank-en financiewezen

Kris Boudt

Koen Inghelbrecht

2023

ETF Basket-Adjusted Covariance estimation

Journal of Econometrics

Kris Boudt

Kirill Dragun

Orimar Sauri

Steven Vanduffel

2023/8/1

Nowcasting GDP through the lens of economic states

Kris Boudt

Arno De Block

Geert Langenus

Peter Reusens

2023/12

The effect of working from home on real estate prices in the US

Bank-en financiewezen

Stijn Van Nieuwerburgh

Kris Boudt

Koen Inghelbrecht

2023

News-based financial health indicators for the Chinese real estate market

Available at SSRN 4689849

Kris Boudt

Xianda Liang

2023/7/24

Climate change concerns and the performance of green vs. brown stocks

Management Science

David Ardia

Keven Bluteau

Kris Boudt

Koen Inghelbrecht

2023/12

Life cycle consumption uncertainty and home equity solutions

Bank-en financiewezen

Marike Knoef

Kris Boudt

Koen Inghelbrecht

2023

A Shariah compliant alter ego for the Dow Jones Industrial Average

Dawood Ashraf

Kris Boudt

Khokhar Mulazim Ali

2023/4/21

Dynamic core-satellite investing using higher order moments: an explicit solution

Quantitative Finance

Yanfeng Wang

Wanbo Lu

Kris Boudt

2023/10/13

The risk of ignorance: how financial institutions can make a difference in large-scale media monitoring

BANK-EN FINANCIEWEZEN= REVUE BANCAIRE ET FINANCIÈRE

Kris Boudt

Olivier Delmarcelle

Mikael Petitjean

2023

Sustainability of the Belgian pension system

Bank-en financiewezen

Pierre Devolder

Kris Boudt

Koen Inghelbrecht

2023

Sluggish news reactions: A combinatorial approach for synchronizing stock jumps

arXiv preprint arXiv:2309.15705

Nabil Bouamara

Kris Boudt

Sébastien Laurent

Christopher J Neely

2023/9/27

Properties of the Margrabe Best-of-two strategy to tactical asset allocation

International Review of Financial Analysis

David Ardia

Kris Boudt

Stefan Hartmann

Giang Nguyen

2022/5/1

Supplementary appendix to: Estimation of non-Gaussian factors using higher-order multi-cumulants in weak factor models

Available at SSRN 3790390

Wanbo Lu

Guanglin Huang

Kris Boudt

2022/11/30

See List of Professors in Kris Boudt University(Universiteit Gent)

Co-Authors

H-index: 32
Sébastien Laurent

Sébastien Laurent

Aix-Marseille Université

H-index: 24
David Ardia

David Ardia

HEC Montréal

H-index: 18
Özgür Arslan-Ayaydin

Özgür Arslan-Ayaydin

University of Illinois at Chicago

H-index: 11
James Thewissen

James Thewissen

Université Catholique de Louvain

H-index: 8
Keven Bluteau

Keven Bluteau

HEC Montréal

H-index: 4
Giang H Nguyen

Giang H Nguyen

Vrije Universiteit Brussel

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