Articles with public access mandates - Jonathan CornelissenLearn more
Available somewhere: 6
The Gaussian rank correlation estimator: robustness properties
K Boudt, J Cornelissen, C Croux
Statistics and Computing 22, 471-483, 2012
Mandates: Research Foundation (Flanders)
Jump robust daily covariance estimation by disentangling variance and correlation components
K Boudt, J Cornelissen, C Croux
Computational Statistics & Data Analysis 56 (11), 2993-3005, 2012
Mandates: Research Foundation (Flanders)
Highfrequency: Toolkit for the analysis of highfrequency financial data in R.
K Boudt, J Cornelissen, S Payseur
Recuperado em 19, 1-23, 2013
Mandates: Research Foundation (Flanders)
The impact of a sustainability constraint on the mean-tracking error efficient frontier
K Boudt, J Cornelissen, C Croux
Economics Letters 119 (3), 255-260, 2013
Mandates: Research Foundation (Flanders)
The Gaussian rank correlation estimator: Robustness properties
K Boudt, J Cornelissen, C Croux
FBE Research Report KBI_1023, 2010
Mandates: Research Foundation (Flanders)
The sustainability of mean-variance and mean-tracking error efficient portfolios
K Boudt, J Cornelissen, C Croux
Katholieke Universiteit Leuven, Department of Decision Sciences and …, 2012
Mandates: Research Foundation (Flanders)
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