Publications
A1
2023
BOUDT (UGent)/VANDUFFEL (VUB)
Boudt, K., Dragun, K., Sauri, O., Vanduffel, S. (2023)
ETF Basket-Adjusted Covariance estimation.
JOURNAL OF ECONOMETRICS 235(2):1144-1171
2022
BOUDT (UGent)/VANDUFFEL (VUB)
Boudt, K., Dragun, K., Vanduffel, S. (2022) The optimal payoff for a Yaari investor.
QUANTITATIVE FINANCE 22(10):1839–1852
2021
DHAENE (KU Leuven)/VANMAELE (UGent)
Dhaene, J., Vanmaele, M. (2021) editors special issue Mathematics:
Stochastic Modelling with Applications in Finance and Insurance
Mathematics: Special Issue "Stochastic Modelling with Applications in Finance and Insurance"
A4
2022
BOUDT (UGent)/VANDUFFEL (VUB)
Boudt K, Celis M, Vanduffel S. Win-for-life met de tontine.
BANK- EN FINANCIEWEZEN = REVUE BANCAIRE ET FINANCIÈRE 2022(1):29–37.
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