1. 2017
  2. Funding liquidity, market liquidity and TED spread: A two-regime model

    Boudt, K., Paulus, E. C. S. & Rosenthal, D. W. R. 1 Sep 2017 In : Journal of Empirical Finance. 43, p. 143-158 16 p.

    Research output: Research - peer-reviewArticle

  3. The impact of covariance misspecification in risk-based portfolios

    Ardia, D., Bolliger, G., Boudt, K. & Gagnon-Fleury, J. P. 22 Jul 2017 In : Annals of Operations Research. 254, 1-2, p. 1-16 16 p.

    Research output: Research - peer-reviewArticle

  4. Block Rearranging Elements within Matrix Columns to Minimize the Variability of the Row Sums

    Boudt, K., Jakobsons, E. & Vanduffel, S. Feb 2017 In : 4OR.

    Research output: Research - peer-reviewArticle

  5. Generalized financial ratios to predict the equity premium

    Algaba, A. & Boudt, K. 2017 In : Economic Modelling.

    Research output: Research - peer-reviewArticle

  6. Positive Semidefinite Integrated Covariance Estimation, Factorizations and Asynchronicity

    Boudt, K., Laurent, S., Lunde, A., Quaedvlieg, R. & Sauri, O. 2017 In : Journal of Econometrics. 196, p. 347-367

    Research output: Research - peer-reviewArticle

  7. 2016
  8. Equity’s exposure to currencies: Beyond the loglinear model

    Boudt, K., Liu, F. & Sercu, P. 2016 In : Review of Finance. 20, p. 1631-1657 27 p.

    Research output: Research - peer-reviewArticle

  9. Managers Set the Tone: Equity incentives and the Tone of Earnings Press Releases

    Arslan, O., Boudt, K. & Thewissen, J. 2016 In : Journal of Banking and Finance. 72, p. S132–S147

    Research output: Research - peer-reviewArticle

  10. The economic benefits of market timing the style allocation of characteristic-based portfolios

    Ardia, D., Boudt, K. & Wauters, M. 2016 In : The North American Journal of Economics and Finance. 37, p. 38-62

    Research output: Research - peer-reviewArticle

  11. 2015
  12. Smart Beta Equity Investing Through Calm and Storm

    Boudt, K., Darras, J., Nguyen, G. & Peeters, B. Nov 2015 Practical Guide to Risk-Based Investing. Jurczenko, E. (ed.). 1 ed. Elsevier, p. 195-226

    Research output: Research - peer-reviewChapter

  13. Analysts’ forecast error: A robust prediction model and its short term trading profitability

    Boudt, K., de Goeij, P., Thewissen, J. & Van Campenhout, G. 2015 In : Accounting and Finance. 55, 3, p. 683-715

    Research output: Research - peer-reviewArticle

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