Kris Boudt

4.2k total citations · 1 hit paper
129 papers, 2.5k citations indexed

About

Kris Boudt is a scholar working on Finance, Economics and Econometrics and Management Science and Operations Research. According to data from OpenAlex, Kris Boudt has authored 129 papers receiving a total of 2.5k indexed citations (citations by other indexed papers that have themselves been cited), including 82 papers in Finance, 58 papers in Economics and Econometrics and 27 papers in Management Science and Operations Research. Recurrent topics in Kris Boudt's work include Financial Markets and Investment Strategies (43 papers), Financial Risk and Volatility Modeling (41 papers) and Market Dynamics and Volatility (27 papers). Kris Boudt is often cited by papers focused on Financial Markets and Investment Strategies (43 papers), Financial Risk and Volatility Modeling (41 papers) and Market Dynamics and Volatility (27 papers). Kris Boudt collaborates with scholars based in Belgium, Netherlands and United States. Kris Boudt's co-authors include David Ardia, Keven Bluteau, Christophe Croux, James Thewissen, Koen Inghelbrecht, Sébastien Laurent, Brian G. Peterson, Peter Carl, Leopoldo Catania and Özgür Arslan‐Ayaydin and has published in prestigious journals such as SHILAP Revista de lepidopterología, Management Science and Journal of Econometrics.

In The Last Decade

Kris Boudt

119 papers receiving 2.4k citations

Hit Papers

align trajectories

What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

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

2022 276 citations David Ardia, Keven Bluteau et al. Management Science profile →

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Kris Boudt Belgium	26	1.4k	1.4k	421	396	361	129	2.5k
Monica Billio Italy	29	1.8k 1.2×	1.9k 1.3×	226 0.5×	704 1.8×	294 0.8×	146	2.9k
Markus Leippold Switzerland	27	1.9k 1.3×	1.1k 0.8×	484 1.1×	309 0.8×	515 1.4×	154	3.0k
Stephen Satchell United Kingdom	28	2.4k 1.6×	2.2k 1.5×	649 1.5×	677 1.7×	544 1.5×	204	3.5k
Van Cuong Dang Vietnam	15	614 0.4×	1.0k 0.7×	133 0.3×	356 0.9×	447 1.2×	21	2.2k
David Ardia Canada	22	955 0.7×	1.2k 0.8×	288 0.7×	285 0.7×	93 0.3×	90	2.3k
Dacheng Xiu United States	27	2.7k 1.9×	2.0k 1.4×	1.1k 2.6×	540 1.4×	364 1.0×	72	3.7k
Jae H. Kim Australia	26	1.1k 0.8×	1.4k 1.0×	476 1.1×	524 1.3×	245 0.7×	77	2.2k
Elisa Luciano Italy	20	1.4k 1.0×	1.1k 0.7×	476 1.1×	232 0.6×	200 0.6×	85	2.3k
Carol Alexander United Kingdom	33	2.9k 2.0×	2.4k 1.7×	469 1.1×	956 2.4×	335 0.9×	175	4.2k
Ser‐Huang Poon United Kingdom	22	3.8k 2.6×	3.3k 2.3×	539 1.3×	1.1k 2.7×	332 0.9×	97	4.6k

Countries citing papers authored by Kris Boudt

Since Specialization

Citations

This map shows the geographic impact of Kris Boudt's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Kris Boudt with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Kris Boudt more than expected).

Fields of papers citing papers by Kris Boudt

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Kris Boudt. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Kris Boudt. The network helps show where Kris Boudt may publish in the future.

Co-authorship network of co-authors of Kris Boudt

This figure shows the co-authorship network connecting the top 25 collaborators of Kris Boudt. A scholar is included among the top collaborators of Kris Boudt based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Kris Boudt. Kris Boudt is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

1.

Boudt, Kris, et al.. (2025). A news monitoring system to detect relevant news for the anti-money laundering supervision of financial institutions. Ghent University Academic Bibliography (Ghent University). 1. 100018–100018.

2.

Boudt, Kris, et al.. (2022). Robust interactive fixed effects. Econometrics and Statistics. 29. 206–223.

3.

Ardia, David, Keven Bluteau, Kris Boudt, & Koen Inghelbrecht. (2022). Climate Change Concerns and the Performance of Green vs. Brown Stocks. Management Science. 69(12). 7607–7632. 276 indexed citations breakdown →

4.

Ardia, David, Keven Bluteau, & Kris Boudt. (2021). Media abnormal tone, earnings announcements, and the stock market. Journal of Financial Markets. 61. 100683–100683. 8 indexed citations

5.

Boudt, Kris, et al.. (2021). Daily news sentiment and monthly surveys: A mixed-frequency dynamic factor model for nowcasting consumer confidence. International Journal of Forecasting. 39(1). 266–278. 25 indexed citations

6.

Boudt, Kris, et al.. (2020). Nearest comoment estimation with unobserved factors. Journal of Econometrics. 217(2). 381–397. 5 indexed citations

7.

Ardia, David, et al.. (2020). ECONOMETRICS MEETS SENTIMENT: AN OVERVIEW OF METHODOLOGY AND APPLICATIONS. Journal of Economic Surveys. 34(3). 512–547. 75 indexed citations

8.

Boudt, Kris, et al.. (2019). The response of multinationals’ foreign exchange rate exposure to macroeconomic news. Journal of International Money and Finance. 94. 32–47. 18 indexed citations

9.

Ardia, David, et al.. (2017). RiskPortfolios: Computation of Risk-Based Portfolios in R. The Journal of Open Source Software. 2(10). 171–171. 13 indexed citations

10.

Ardia, David, Keven Bluteau, & Kris Boudt. (2017). Aggregating the Panel of Daily Textual Sentiment for Sparse Forecasting of Economic Growth. SSRN Electronic Journal. 1 indexed citations

11.

Boudt, Kris, et al.. (2017). Nearest Comoment Estimation with Unobserved Factors. SSRN Electronic Journal. 1 indexed citations

12.

Ardia, David, et al.. (2017). Smart beta and CPPI performance. Vol. 37(3). 31–65. 3 indexed citations

13.

Ardia, David, Keven Bluteau, Kris Boudt, & Denis‐Alexandre Trottier. (2016). Markov-Switching GARCH Models in R: The MSGARCH Package. SSRN Electronic Journal. 25 indexed citations

14.

Ardia, David & Kris Boudt. (2015). Implied returns and the choice of mean-variance efficient portfolio proxy. VU Research Portal. 12 indexed citations

15.

Boudt, Kris, Sébastien Laurent, Asger Lunde, & Rogier Quaedvlieg. (2014). Positive Semidefinite Integrated Covariance Estimation, Factorizations and Asynchronicity. SSRN Electronic Journal. 8 indexed citations

16.

Ardia, David & Kris Boudt. (2013). Implied Expected Returns and the Choice of a Mean-Variance Efficient Portfolio Proxy. SSRN Electronic Journal. 6 indexed citations

17.

Boudt, Kris, Peter Carl, & Brian G. Peterson. (2010). Portfolio optimization with conditional value-at-risk budgets.. Lirias (KU Leuven). 3 indexed citations

18.

Boudt, Kris, et al.. (2009). Robust estimation of GARCH models. Lirias (KU Leuven).

19.

Boudt, Kris. (2008). Estimation of financial risk under non-normal distributions.. Lirias (KU Leuven).

20.

Peterson, Brian G. & Kris Boudt. (2008). Component VAR for a non-normal world. 21(11). 78–81. 7 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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