Kris Boudt

Biographic Data

ID4264348
NAMEKris Boudt
GIVEN NAMESKris
FAMILY NAMEBoudt
SIGNATUREBOUDT K
AFFILIATIONSGhent University
ORCID0000-0002-1000-5142
VERIFIEDYes
TOTAL WORKS4
TOTAL CITATIONS0
WORKS AS AUTHOR4
WORKS AS EDITOR0
FIRST PUBLICATION YEAR2014
LATEST PUBLICATION YEAR2026
H-INDEX0

  • Estimation of factors using higher-order multi-cumulants in weak factor models

    Guanglin Huang, Wanbo Lu et al.ARTICLEJournal of Business and Economic…2026

    When factors are weak, covariance-based factor analysis methods tend to exhibit poor performance. To address this issue in the case of non-Gaussian data, we propose a new method called Higher-order multi-cumulant Factor Analysis (HFA). HFA estimates factors and factor loadings via the eigenvalue decomposition of the product of a higher-order multi-cumulant matrix and its transpose. We derive the asymptotic properties of HFA under a weak factor mo…

  • The performance of Chinese real estate firms

    Open AccessKris Boudt, Xianda LiangARTICLEJournal of the Asia Pacific Economy2025References: 5

    The proportion of Chinese listed real estate firms under special treatment (ST) is an important but lagging financial risk indicator for investing in Chinese real estate funds. In this paper, we propose to use media concerns about real estate as an early warning indicator of financial risk. Using regression analysis, we confirm their predictive value for the proportion of ST real estate firms in China. Furthermore, we show the financial value of …

  • Robust Distribution-Based Winsorization in Composite Indicators Construction

    Open AccessKris Boudt, Valentin Todorov et al.ARTICLESocial Indicators Research2020References: 19

  • Positive Semidefinite Integrated Covariance Estimation, Factorizations and Asynchronicity

    Open AccessKris Boudt, Sébastien Laurent et al.ARTICLESSRN Electronic Journal2014