Kris Boudt

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