Kris Boudt

Kris Boudt publication distribution in Economics and Finance in 2026

The chart shows the distribution of publications by all Research.com ranked scientists in the field of Economics and Finance in 2026. The highlighted bar marks where Kris Boudt sits on this spectrum.

Kris Boudt D-index placement in Economics and Finance in 2026

The chart shows the D-index (discipline H-index) distribution of Economics and Finance scientists ranked by Research.com in 2026. The highlighted bar marks where Kris Boudt sits on this spectrum.

Best Publications

• Climate Change Concerns and the Performance of Green vs. Brown Stocks

  Unknown

  478
  Citations

• Differential Evolution (DEoptim) for Non-Convex Portfolio Optimization

  David Ardia;Kris Boudt;Peter Carl;Katharine M. Mullen

  291
  Citations

• Estimation and decomposition of downside risk for portfolios with non-normal returns

  Kris Boudt;Brian Peterson;Christophe Croux

  257
  Citations

• Robust estimation of intraweek periodicity in volatility and jump detection

  Kris Boudt;Christophe Croux;Sabéastien Laurent

  225
  Citations

• Robust estimation of intraweek periodicity in volatility and jump detection

  Kris Boudt;Christophe Croux;Sébastien Laurent;Sébastien Laurent

  224
  Citations

• Managers set the tone: Equity incentives and the tone of earnings press releases

  Özgür Arslan-Ayaydin;Kris Boudt;Kris Boudt;James Thewissen

  201
  Citations

• Forecasting risk with Markov-switching GARCH models: A large-scale performance study

  David Ardia;Keven Bluteau;Kris Boudt;Kris Boudt;Leopoldo Catania

  175
  Citations

• Markov-Switching GARCH Models in R: The MSGARCH Package

  David Ardia;Keven Bluteau;Keven Bluteau;Kris Boudt;Leopoldo Catania

  161
  Citations

• Jockeying for Position in CEO Letters: Impression Management and Sentiment Analytics

  Kris Boudt;James Thewissen

  126
  Citations

• Robust forecasting of dynamic conditional correlation GARCH models

  Kris Boudt;Jón Daníelsson;Sébastien Laurent;Sébastien Laurent

  123
  Citations

• ECONOMETRICS MEETS SENTIMENT: AN OVERVIEW OF METHODOLOGY AND APPLICATIONS

  Andres Algaba;Andres Algaba;David Ardia;Keven Bluteau;Keven Bluteau;Samuel Borms

  122
  Citations

• Intraday liquidity dynamics and news releases around price jumps : evidence from the DJIA stocks

  Kris Boudt;Mikael Petitjean

  120
  Citations

• Asset allocation with Conditional Value-at-Risk Budgets

  Kris Boudt;Peter Carl;Brian G. Peterson

  115
  Citations

• Outlyingness weighted covariation

  Kris Boudt;Christophe Croux;Sébastien Laurent

  105
  Citations

• The Gaussian rank correlation estimator: robustness properties

  Kris Boudt;Jonathan Cornelissen;Christophe Croux

  104
  Citations

• Outlyingness weighted covariation

  Kris Boudt;Christophe Croux;Sebastien Laurent

  102
  Citations

• Climate Change Concerns and the Performance of Green Versus Brown Stocks

  David Ardia;Keven Bluteau;Kris Boudt;Kris Boudt;Kris Boudt;Koen Inghelbrecht

  95
  Citations

• Climate change concerns and the performance of green versus brown stocks

  David Ardia;Keven Bluteau;Kris Boudt;Koen Inghelbrecht

  95
  Citations

• Estimation and Decomposition of Downside Risk for Portfolios with Non-Normal Returns

  Kris Boudt;Kris Boudt;Kris Boudt;Brian G. Peterson;Brian G. Peterson;Christophe Croux;Christophe Croux

  88
  Citations

• Questioning the news about economic growth: Sparse forecasting using thousands of news-based sentiment values

  David Ardia;Keven Bluteau;Kris Boudt;Kris Boudt;Kris Boudt

  68
  Citations