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Researcher
Kirill Dragun
Profile
Projects
Publications
Activities
Awards & Distinctions
3
Results
2023
Advances in robust covariance estimation and optimal payoff choice for financial decision making
Kirill Dragun
Kris Boudt
Koen Schoors
Steven Vanduffel
Dissertation
2023
ETF Basket-Adjusted Covariance estimation
Kris Boudt
Kirill Dragun
Orimar Sauri
Steven Vanduffel
A1
Journal Article
in
JOURNAL OF ECONOMETRICS
2023
2022
The optimal payoff for a Yaari investor
Kris Boudt
Kirill Dragun
Steven Vanduffel
A1
Journal Article
in
QUANTITATIVE FINANCE
2022