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Herkennen en waarderen van optiekenmerken in investeringsprojecten
Cassimon, Danny; Vandenbroucke, Jürgen - In: Economisch en sociaal tijdschrift : een driemaandelijke … 50 (1996) 4, pp. 617-642
Persistent link: https://www.econbiz.de/10006738698
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Market risk - Component VAR for a non-normal world - It has become standard to account for non-normality when estimating portfolio value-at-risk, but there are few methods availabl...
Peterson, Brian; Boudt, Kris - In: Risk : managing risk in the world's financial markets 21 (2008) 11, pp. 78-81
Persistent link: https://www.econbiz.de/10008148068
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Robust forecasting of dynamic conditional correlation GARCH models
Boudt, Kris; Daníelsson, Jón; Laurent, Sébastien - In: International journal of forecasting 29 (2013) 2, pp. 244-257
Persistent link: https://www.econbiz.de/10010087831
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Asset allocation with conditional value-at-risk budgets
Boudt, Kris; Carl, Peter; Peterson, Brian G - In: Journal of risk 15 (2013) 3, pp. 39-68
Persistent link: https://www.econbiz.de/10010104415
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The impact of a sustainability constraint on the mean-tracking error efficient frontier
Boudt, Kris; Cornelissen, Jonathan; Croux, Christophe - In: Economics letters 119 (2013) 3, pp. 255-260
Persistent link: https://www.econbiz.de/10010108383
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Robust estimation of intraweek periodicity in volatility and jump detection
Boudt, Kris; Croux, Christophe; Laurent, Sébastien - In: Journal of empirical finance 18 (2011) 2, pp. 353-368
Persistent link: https://www.econbiz.de/10008849033