Details about Georges Hübner

Access statistics for papers by Georges Hübner.

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Short-id: phb1

Working Papers

2021

1. How do volatility regimes affect the pricing of quality and liquidity in the stock market?
   LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA)
   See also Journal Article How do volatility regimes affect the pricing of quality and liquidity in the stock market?, Studies in Nonlinear Dynamics & Econometrics, De Gruyter (2021) (2021)
2. Identifying Ultimate Beneficial Owners: A Risk-Based Approach to Improving the Transparency of International Financial Flows
   Other publications TiSEM, Tilburg University, School of Economics and Management
   Also in Discussion Paper, Tilburg University, Center for Economic Research (2021)

2019

3. La Gestion de portefeuille - Instruments: Instruments, stratégie et performance
   ULB Institutional Repository, ULB -- Universite Libre de Bruxelles
   Also in ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (2015)
4. La gestion de portefeuille (3ème édition)
   Post-Print, HAL

2015

5. Equivalent Risky Allocation: The New ERA of Risk Measurement for Heterogeneous Investors
   Post-Print, HAL View citations (1)
6. How does governmental versus private venture capital backing affect a firm's efficiency? Evidence from Belgium
   Post-Print, HAL View citations (29)
   See also Journal Article How does governmental versus private venture capital backing affect a firm's efficiency? Evidence from Belgium, Journal of Business Venturing, Elsevier (2015) View citations (50) (2015)
7. La Gestion de portefeuille (2ème édition)
   Post-Print, HAL
8. Portfolio choice and investor preferences: A semi-parametric approach based on risk horizon
   Working Paper Research, National Bank of Belgium View citations (1)

2013

9. Government debt denomination policies before and after the EMU advent
   Post-Print, HAL View citations (2)
   See also Journal Article Government Debt Denomination Policies Before and After the EMU Advent, Open Economies Review, Springer (2013) View citations (2) (2013)
10. Incremental impact of venture capital financing
    Post-Print, HAL View citations (5)
    See also Journal Article Incremental impact of venture capital financing, Small Business Economics, Springer (2013) View citations (11) (2013)

2012

11. Reputational damage of operational loss on the bond market: Evidence from the financial industry
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (11)
    Also in Post-Print, HAL (2012) View citations (8)
    See also Journal Article Reputational damage of operational loss on the bond market: Evidence from the financial industry, International Review of Financial Analysis, Elsevier (2012) View citations (11) (2012)

2011

12. A Structural Balance Sheet Model of Sovereign Credit Risk
    Cahiers de recherche, CIRPEE View citations (2)
    See also Journal Article A Structural Balance Sheet Model of Sovereign Credit Risk, Finance, Presses universitaires de Grenoble (2011) View citations (2) (2011)
13. Currency Total Return Swaps: Valuation and Risk Factor Analysis
    Cahiers de recherche, CIRPEE
    See also Journal Article Currency total return swaps: valuation and risk factor analysis, Quantitative Finance, Taylor & Francis Journals (2013) (2013)
14. Explaining returns on venture capital backed companies: Evidence from Belgium
    Post-Print, HAL
    See also Journal Article Explaining returns on venture capital backed companies: Evidence from Belgium, Research in International Business and Finance, Elsevier (2011) View citations (1) (2011)
15. La Gestion de portefeuille
    Post-Print, HAL
16. The added value of a central agency of European debt
    Post-Print, HAL

2010

17. A Portfolio Approach to Venture Capital Financing
    Cahiers de recherche, CIRPEE
18. Comoment Risk and Stock Returns
    LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg
    See also Journal Article Comoment risk and stock returns, Journal of Empirical Finance, Elsevier (2013) View citations (26) (2013)
19. How to Construct Fundamental Risk Factors?
    LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg
20. Operational risk and reputation in the financial industry
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (60)
    Also in Post-Print, HAL (2010) View citations (32)
    See also Journal Article Operational risk and reputation in the financial industry, Journal of Banking & Finance, Elsevier (2010) View citations (57) (2010)

2009

21. A Dynamic Model of Risk-Shifting Incentives with Convertible Debt
    Cahiers de recherche, CIRPEE
22. Directional and non-directional risk exposures in Hedge Fund returns
    LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg

2008

23. Corporate international diversification and the cost of equity: European evidence
    Post-Print, HAL View citations (2)
    See also Journal Article Corporate international diversification and the cost of equity: European evidence, Journal of International Money and Finance, Elsevier (2008) View citations (2) (2008)
24. Practical methods for measuring and managing operational risk in the financial sector: a clinical study
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (20)
    See also Journal Article Practical methods for measuring and managing operational risk in the financial sector: A clinical study, Journal of Banking & Finance, Elsevier (2008) View citations (19) (2008)

2006

25. International Financial Reporting Standards and Market Efficiency: A European Perspective
    LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg
26. The Impact of International Financial Reporting Standards on Market Microstructure in Europe
    LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg

2005

27. Finance Corporate
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles
28. Le risque opérationnel: implications de l'Accord de Bâle pour le secteur financier
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (1)

2004

29. Basel II and Operational Risk: Implications for risk measurement and management in the financial sector
    Working Paper Research, National Bank of Belgium View citations (9)
30. Hedge Fund Performance and Persistence in Bull and Bear Markets
    Finance, University Library of Munich, Germany
    See also Journal Article Hedge fund performance and persistence in bull and bear markets, The European Journal of Finance, Taylor & Francis Journals (2005) View citations (39) (2005)

2002

31. Development path and capital structure of belgian biotechnology firms
    Working Paper Research, National Bank of Belgium View citations (2)
    See also Chapter Development path and capital structure of Belgian biotechnology firms, Chapters, Edward Elgar Publishing (2003) (2003)

1999

32. Horizon Risk and Asset Pricing
    Working Papers, Southern California - School of Business Administration
33. The Management of Public Bond Spreads Before and After Euroland
    Liege - Groupe d'Etude des Mathematiques du Management et de l'Economie, UNIVERSITE DE LIEGE, Faculte d'economie, de gestion et de sciences sociales, Groupe d'Etude des Mathematiques du Management et de l'Economie

1998

34. The Estimation of Default Risk with Market Data
    Liege - Groupe d'Etude des Mathematiques du Management et de l'Economie, UNIVERSITE DE LIEGE, Faculte d'economie, de gestion et de sciences sociales, Groupe d'Etude des Mathematiques du Management et de l'Economie

1994

35. Une interpretation comportementale de la bulle speculative spontanee
    Working Papers, Liege - Centre de Recherches Economiques et Demographiques

Journal Articles

2023

1. The effects of uncertainty on the dynamics of stock market interdependence: Evidence from the time-varying cointegration of the G7 stock markets
   Journal of International Money and Finance, 2023, 139, (C)

2022

2. Comoment risk in corporate bond yields and returns
   Journal of Financial Research, 2022, 45, (3), 471-512
3. Harvesting the seasons of the size anomaly
   Journal of Asset Management, 2022, 23, (4), 337-349
4. Portfolio choice and mental accounts: A comparison with traditional approaches
   Finance, 2022, 43, (1), 95-121

2021

5. How do volatility regimes affect the pricing of quality and liquidity in the stock market?
   Studies in Nonlinear Dynamics & Econometrics, 2021, 25, (1), 17
   See also Working Paper How do volatility regimes affect the pricing of quality and liquidity in the stock market?, LIDAM Reprints ISBA (2021) (2021)
6. Mental accounts with horizon and asymmetry preferences
   Economic Modelling, 2021, 103, (C)

2020

7. Factoring characteristics into returns: A clinical study on the SMB and HML portfolio construction methods
   Journal of Banking & Finance, 2020, 114, (C) View citations (3)
8. International Mutual Funds Performance and Persistence across the Universe of Performance Measures
   Finance, 2020, 41, (1), 97-176

2019

9. Empirical evidence on bank market power, business models, stability and performance in the emerging economies
   Eurasian Business Review, 2019, 9, (2), 213-245 View citations (5)

2016

10. New Insight on the Performance of Equity Long/short Investment Styles
    Bankers, Markets & Investors, 2016, (140), 34-45
11. Option replication and the performance of a market timer
    Studies in Economics and Finance, 2016, 33, (1), 2-25 View citations (1)

2015

12. Higher†moment Risk Exposures in Hedge Funds
    European Financial Management, 2015, 21, (2), 236-264 View citations (4)
13. How does governmental versus private venture capital backing affect a firm's efficiency? Evidence from Belgium
    Journal of Business Venturing, 2015, 30, (4), 508-525 View citations (50)
    See also Working Paper How does governmental versus private venture capital backing affect a firm's efficiency? Evidence from Belgium, Post-Print (2015) View citations (29) (2015)
14. The prediction of fund failure through performance diagnostics
    Journal of Banking & Finance, 2015, 50, (C), 224-241 View citations (4)

2013

15. Comoment risk and stock returns
    Journal of Empirical Finance, 2013, 23, (C), 191-205 View citations (26)
    See also Working Paper Comoment Risk and Stock Returns, LSF Research Working Paper Series (2010) (2010)
16. Currency total return swaps: valuation and risk factor analysis
    Quantitative Finance, 2013, 13, (7), 1135-1148
    See also Working Paper Currency Total Return Swaps: Valuation and Risk Factor Analysis, Cahiers de recherche (2011) (2011)
17. Government Debt Denomination Policies Before and After the EMU Advent
    Open Economies Review, 2013, 24, (2), 283-309 View citations (2)
    See also Working Paper Government debt denomination policies before and after the EMU advent, Post-Print (2013) View citations (2) (2013)
18. Incremental impact of venture capital financing
    Small Business Economics, 2013, 41, (3), 651-666 View citations (11)
    See also Working Paper Incremental impact of venture capital financing, Post-Print (2013) View citations (5) (2013)

2012

19. Measuring operational risk in financial institutions
    Applied Financial Economics, 2012, 22, (18), 1553-1569
20. Reputational damage of operational loss on the bond market: Evidence from the financial industry
    International Review of Financial Analysis, 2012, 24, (C), 66-73 View citations (11)
    See also Working Paper Reputational damage of operational loss on the bond market: Evidence from the financial industry, ULB Institutional Repository (2012) View citations (11) (2012)

2011

21. A Structural Balance Sheet Model of Sovereign Credit Risk
    Finance, 2011, 32, (2), 137-165 View citations (2)
    See also Working Paper A Structural Balance Sheet Model of Sovereign Credit Risk, Cahiers de recherche (2011) View citations (2) (2011)
22. Explaining returns on venture capital backed companies: Evidence from Belgium
    Research in International Business and Finance, 2011, 25, (3), 277-295 View citations (1)
    See also Working Paper Explaining returns on venture capital backed companies: Evidence from Belgium, Post-Print (2011) (2011)
23. Strategic Analysis of Risk-Shifting Incentives with Convertible Debt
    Quarterly Journal of Finance (QJF), 2011, 01, (02), 293-321

2010

24. DYNAMIC HEDGE FUND STYLE ANALYSIS WITH ERRORS‐IN‐VARIABLES
    Journal of Financial Research, 2010, 33, (3), 201-221 View citations (3)
25. Operational risk and reputation in the financial industry
    Journal of Banking & Finance, 2010, 34, (1), 224-235 View citations (57)
    See also Working Paper Operational risk and reputation in the financial industry, ULB Institutional Repository (2010) View citations (60) (2010)
26. Optimal selection of a portfolio of options under Value-at-Risk constraints: a scenario approach
    Annals of Operations Research, 2010, 181, (1), 683-708 View citations (3)
27. Performance and persistence of Commodity Trading Advisors: Further evidence
    Journal of Futures Markets, 2010, 30, (8), 725-752 View citations (3)

2009

28. Risk and performance estimation in hedge funds revisited: Evidence from errors in variables
    Journal of Empirical Finance, 2009, 16, (1), 112-125 View citations (5)

2008

29. Corporate international diversification and the cost of equity: European evidence
    Journal of International Money and Finance, 2008, 27, (1), 102-123 View citations (2)
    See also Working Paper Corporate international diversification and the cost of equity: European evidence, Post-Print (2008) View citations (2) (2008)
30. Practical methods for measuring and managing operational risk in the financial sector: A clinical study
    Journal of Banking & Finance, 2008, 32, (6), 1049-1061 View citations (19)
    See also Working Paper Practical methods for measuring and managing operational risk in the financial sector: a clinical study, ULB Institutional Repository (2008) View citations (20) (2008)

2006

31. Concentrated Announcements on Clustered Data: An Event Study on Biotechnology Stocks
    Financial Management, 2006, 35, (1), 129-157 View citations (2)
    Also in Financial Management, 2006, 35, (1) (2006) View citations (2)

2005

32. Hedge fund performance and persistence in bull and bear markets
    The European Journal of Finance, 2005, 11, (5), 361-392 View citations (39)
    See also Working Paper Hedge Fund Performance and Persistence in Bull and Bear Markets, Finance (2004) (2004)
33. Survival of commodity trading advisors: 1990–2003
    Journal of Futures Markets, 2005, 25, (8), 795-816 View citations (1)
34. The Generalized Treynor Ratio
    Review of Finance, 2005, 9, (3), 415-435 View citations (6)
    Also in Review of Finance, 2005, 9, (3), 415-435 (2005) View citations (6)

2004

35. Analysis of hedge fund performance
    Journal of Empirical Finance, 2004, 11, (1), 55-89 View citations (93)
36. Credit derivatives with multiple debt issues
    Journal of Banking & Finance, 2004, 28, (5), 997-1021 View citations (1)
37. The credit risk components of a swap portfolio
    Journal of Futures Markets, 2004, 24, (1), 93-115

2001

38. The analytic pricing of asymmetric defaultable swaps
    Journal of Banking & Finance, 2001, 25, (2), 295-316 View citations (8)

1999

39. Comment on ‘Swap Pricing with Two-Sided Default Risk in a Rating-Based Model’
    Review of Finance, 1999, 3, (3), 269-272

Chapters

2013

1. Is There a Link between Past Performance and Fund Failure?
   Palgrave Macmillan

2003

2. Development path and capital structure of Belgian biotechnology firms
   Chapter 8 in Firms’ Investment and Finance Decisions, 2003, pp 167-193
   See also Working Paper Development path and capital structure of belgian biotechnology firms, National Bank of Belgium (2002) View citations (2) (2002)