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Information about:
Kris Boudt

Personal Details | Affiliation | Works
This is information that was supplied by Kris Boudt in registering through RePEc. If you are Kris Boudt , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Kris
Middle Name:
Last Name: Boudt
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RePEc Short-ID: pbo300

Email: [This author has chosen not to make the email address public]
Homepage: http://www.econ.kuleuven.be/kris.boudt/public
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Affiliation

(in no particular order)

Works

| Working papers | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Boudt, Kris & Peterson, Brian & Carl, Peter, 2008. "Hedge fund portfolio selection with modified expected shortfall," MPRA Paper 7126, University Library of Munich, Germany. [Downloadable!]

  2. Boudt, Kris & Peterson, Brian & Croux, Christophe, 2007. "Estimation and decomposition of downside risk for portfolios with non-normal returns," MPRA Paper 5427, University Library of Munich, Germany, revised 23 Oct 2007. [Downloadable!]

NEP Fields

2 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (1) 2007-12-19 Author is listed
  2. NEP-FMK: Financial Markets (1) 2008-02-16 Author is listed
  3. NEP-RMG: Risk Management (2) 2007-12-19 2008-02-16 Author is listed
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This page was last updated on 2009-11-23.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.