Details about Kris Boudt
Access statistics for papers by Kris Boudt.
Last updated 2008-08-09. Update your information in the RePEc Author Service.
Short-id: pbo300
Working Papers
2008
- Hedge fund portfolio selection with modified expected shortfall
MPRA Paper, University Library of Munich, Germany
2007
- Estimation and decomposition of downside risk for portfolios with non-normal returns
MPRA Paper, University Library of Munich, Germany