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Robust Forecasting of Dynamic...
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Laurent, Sébastien
184
Boudt, Kris
168
Daníelsson, Jón
109
Danielsson, Jon
96
Zigrand, Jean-Pierre
50
Ardia, David
40
LAURENT, Sébastien
36
Vries, Casper G. de
36
Beine, Michel
34
Neely, Christopher J.
25
Croux, Christophe
24
Giot, Pierre
20
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19
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19
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19
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18
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16
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15
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15
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12
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11
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11
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10
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10
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10
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8
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8
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7
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41
Jump robust daily covariance estimation by disentangling variance and correlation components
Boudt, Kris
;
Cornelissen, Jonathan
;
Croux, Christophe
-
2010
Persistent link: https://www.econbiz.de/10008989131
Saved in:
42
The Gaussian rank correlation estimator : robustness properties
Boudt, Kris
;
Cornelissen, Jonathan
;
Croux, Christophe
-
2010
Persistent link: https://www.econbiz.de/10008989132
Saved in:
43
Implied expected returns and the choice of a mean-variance efficient portfolio proxy
Ardia, David
;
Boudt, Kris
- In:
The journal of portfolio management : a publication of …
41
(
2015
)
4
,
pp. 68-81
Persistent link: https://www.econbiz.de/10011432240
Saved in:
44
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/10009755748
Saved in:
45
Asset allocation with conditional value-at-risk budgets
Boudt, Kris
;
Carl, Peter
;
Peterson, Brian G.
- In:
Journal of risk
15
(
2012/13
)
3
,
pp. 39-68
Persistent link: https://www.econbiz.de/10009732840
Saved in:
46
Is there a gain in combining low risk and fundamental investment objectives in portfolio allocation?
Boudt, Kris
;
Wauters, Marjan
- In:
Financial markets : recent developments, emerging …
,
(pp. 45-66)
.
2014
Persistent link: https://www.econbiz.de/10010341862
Saved in:
47
Analysts' forecast error : a robust prediction model and its short-term trading profitability
Boudt, Kris
;
Goeij, Peter de
;
Thewissen, James
;
Van …
- In:
Accounting and finance : journal of the Accounting …
55
(
2015
)
3
,
pp. 683-715
Persistent link: https://www.econbiz.de/10011441339
Saved in:
48
Testing equality of modified Sharpe ratios
Ardia, David
;
Boudt, Kris
- In:
Finance research letters
13
(
2015
),
pp. 97-104
Persistent link: https://www.econbiz.de/10011552416
Saved in:
49
Higher order comoments of multifactor models and asset allocation
Boudt, Kris
;
Lu, Wanbo
;
Peeters, Benedict
- In:
Finance research letters
13
(
2015
),
pp. 225-233
Persistent link: https://www.econbiz.de/10011552528
Saved in:
50
Intraday liquidity dynamics and news releases around price jumps : evidence from the DJIA stocks
Boudt, Kris
;
Petitjean, Mikael
- In:
Journal of financial markets
17
(
2014
),
pp. 121-149
Persistent link: https://www.econbiz.de/10010437262
Saved in:
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