| highfrequency: Tools for highfrequency data analysis K Boudt, J Cornelissen, S Payseur, G Nguyen, M Schermer R package version 0.9, 2022 | 21 | 2022 |
| Beyond risk-based portfolios: balancing performance and risk contributions in asset allocation D Ardia, K Boudt, G Nguyen Quantitative Finance 18 (8), 1249-1259, 2018 | 17 | 2018 |
| Smart beta equity investing through calm and storm K Boudt, J Darras, GH Nguyen, B Peeters Risk-Based and Factor Investing 1, 195-225, 2015 | 6 | 2015 |
| Properties of the Margrabe Best-of-two strategy to tactical asset allocation D Ardia, K Boudt, S Hartmann, GH Nguyen https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3081036, 2017 | 3* | 2017 |
| The Low Risk Anomaly Revisited on High-Frequency Data K Boudt, GH Nguyen, B Peeters The Handbook of High Frequency Trading 1, 397-424, 2015 | 2 | 2015 |
| Package ‘highfrequency’ K Boudt, J Cornelissen, S Payseur, G Nguyen, M Schermer, MK Boudt | | 2023 |
| Improving mean and covariance estimation using portfolio weights: A general framework K Boudt, G Nguyen Book of Abstracts, 124, 2018 | | 2018 |
| VU Research Portal D Ardia, K Boudt, G Nguyen | | |