| PerformanceAnalytics: Econometric tools for performance and risk analysis P Carl, BG Peterson, K Boudt R package version 0.9 9 (2), 2009 | 914* | 2009 |
| Differential evolution with DEoptim: an application to non-convex portfolio optimization D Ardia, K Boudt, P Carl, K Mullen, BG Peterson The R Journal 3 (1), 27-34, 2011 | 296 | 2011 |
| Estimation and decomposition of downside risk for portfolios with non-normal returns K Boudt, BG Peterson, C Croux Journal of risk 11 (2), 79-103, 2008 | 177 | 2008 |
| DEoptim: An R Package for Global Optimization by Differential Evolution D Ardia, KM Mullen, J Ulrich, BG Peterson | 115* | |
| Asset Allocation with conditional value-at-risk budgets K Boudt, P Carl, BG Peterson Journal of Risk 15 (3), 39-68, 2010 | 111 | 2010 |
| Component VAR for a non-normal world B Peterson, K Boudt Status: published, 2008 | 15 | 2008 |
| Developing & Backtesting Systematic Trading Strategies BG Peterson https://www.researchgate.net/publication …, 2015 | 8 | 2015 |
| PortfolioAnalytics: Portfolio analysis, including numeric methods for optimization of portfolios K Boudt, P Carl, BG Peterson R package version 0.8 2, 2012 | 7 | 2012 |
| Large-scale portfolio optimization with DEoptim K Boudt, D Ardia, KM Mullen, BG Peterson Recuperado de https://cran. r-project. org/web/packages/DEoptim/vignettes …, 2011 | 7 | 2011 |
| Hedge fund portfolio selection with modified expected shortfall K Boudt, BG Peterson, P Carl WIT Transactions on Information and Communication Technologies 41, 99-107, 2008 | 6 | 2008 |
| PortfolioAnalytics: Portfolio analysis, including numeric methods for optimization of portfolios, 2012 K Boudt, P Carl, BG Peterson URL http://r-forge. r-project. org/projects/returnanalytics/. R package …, 0 | 5 | |
| Package ‘RcppDE’ D Eddelbuettel, D Ardia, K Mullen, B Peterson, J Ulrich, K Boudt, R Storn, ... | | 2025 |
| Research Replication BG Peterson | | 2016 |
| Discussion of Upcoming and Desired Design and Coding Decisions in PortfolioAnalytics (2012) BG Peterson | | 2015 |
| Vignette: Portfolio Optimization with CVaR budgets in PortfolioAnalytics K Boudt, P Carl, B Peterson | | 2010 |
| Complex portfolio optimization with generalized business objectives P Carl, B Peterson, K Boudt R/Finance 2010: Applied Finance with R, Date: 2010/04/16-2010/04/17 …, 2010 | | 2010 |
| Performance Analysis in R P Carl, B Peterson | | 2009 |
| Package ‘FinancialInstrument’ P Carl, BG Peterson, G See, TTR Imports | | |
| Control various aspects of the DEoptim implementation D Ardia, K Mullen, B Peterson, J Ulrich | | |
Kris BoudtGhent University, Vrije Universiteit Brussel, Vrije Universiteit AmsterdamGeverifieerd e-mailadres voor ugent.be