EconPapers    
Economics at your fingertips  
 

Details about Georges Hübner

Workplace:HEC École de Gestion (School of Management), Université de Liège (University of Liege), (more information at EDIRC)
School of Business and Economics, Maastricht University, (more information at EDIRC)

Access statistics for papers by Georges Hübner.

Last updated 2018-09-05. Update your information in the RePEc Author Service.

Short-id: phb1


Jump to Journal Articles

Working Papers

2015

  1. La Gestion de portefeuille - Instruments: Instruments, stratégie et performance
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles
  2. Portfolio choice and investor preferences: A semi-parametric approach based on risk horizon
    Working Paper Research, National Bank of Belgium Downloads

2013

  1. Government debt denomination policies before and after the EMU advent
    Post-Print, HAL View citations (2)
    See also Journal Article in Open Economies Review (2013)

2012

  1. Reputational damage of operational loss on the bond market: Evidence from the financial industry
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (5)
    See also Journal Article in International Review of Financial Analysis (2012)

2011

  1. A Structural Balance Sheet Model of Sovereign Credit Risk
    Cahiers de recherche, CIRPEE Downloads View citations (1)
    See also Journal Article in Finance (2011)
  2. Currency Total Return Swaps: Valuation and Risk Factor Analysis
    Cahiers de recherche, CIRPEE Downloads
    See also Journal Article in Quantitative Finance (2013)
  3. The added value of a central agency of European debt
    Post-Print, HAL

2010

  1. A Portfolio Approach to Venture Capital Financing
    Cahiers de recherche, CIRPEE Downloads
  2. Comoment Risk and Stock Returns
    LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg Downloads
  3. How to Construct Fundamental Risk Factors?
    LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg Downloads
  4. Operational risk and reputation in the financial industry
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (24)
    See also Journal Article in Journal of Banking & Finance (2010)

2009

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

2008

  1. Corporate international diversification and the cost of equity: European evidence
    Post-Print, HAL View citations (1)
    See also Journal Article in Journal of International Money and Finance (2008)
  2. 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 (12)
    See also Journal Article in Journal of Banking & Finance (2008)

2006

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

2005

  1. Finance Corporate
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles
  2. Le risque opérationnel: implications de l'Accord de Bâle pour le secteur financier
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles

2004

  1. Basel II and Operational Risk: Implications for risk measurement and management in the financial sector
    Working Paper Research, National Bank of Belgium Downloads View citations (4)
  2. Hedge Fund Performance and Persistence in Bull and Bear Markets
    Finance, University Library of Munich, Germany Downloads
    See also Journal Article in The European Journal of Finance (2005)

2002

  1. Development path and capital structure of belgian biotechnology firms
    Working Paper Research, National Bank of Belgium Downloads View citations (2)

1999

  1. Horizon Risk and Asset Pricing
    Working Papers, Southern California - School of Business Administration
  2. 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

  1. 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

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

Journal Articles

2016

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

2015

  1. Higher†moment Risk Exposures in Hedge Funds
    European Financial Management, 2015, 21, (2), 236-264 Downloads
  2. 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 Downloads View citations (19)
  3. The prediction of fund failure through performance diagnostics
    Journal of Banking & Finance, 2015, 50, (C), 224-241 Downloads

2013

  1. Currency total return swaps: valuation and risk factor analysis
    Quantitative Finance, 2013, 13, (7), 1135-1148 Downloads
    See also Working Paper (2011)
  2. Government Debt Denomination Policies Before and After the EMU Advent
    Open Economies Review, 2013, 24, (2), 283-309 Downloads View citations (2)
    See also Working Paper (2013)
  3. Incremental impact of venture capital financing
    Small Business Economics, 2013, 41, (3), 651-666 Downloads View citations (8)

2012

  1. Measuring operational risk in financial institutions
    Applied Financial Economics, 2012, 22, (18), 1553-1569 Downloads
  2. Reputational damage of operational loss on the bond market: Evidence from the financial industry
    International Review of Financial Analysis, 2012, 24, (C), 66-73 Downloads View citations (7)
    See also Working Paper (2012)

2011

  1. A Structural Balance Sheet Model of Sovereign Credit Risk
    Finance, 2011, 32, (2), 137-165 Downloads View citations (1)
    See also Working Paper (2011)
  2. Explaining returns on venture capital backed companies: Evidence from Belgium
    Research in International Business and Finance, 2011, 25, (3), 277-295 Downloads
  3. Strategic Analysis of Risk-Shifting Incentives with Convertible Debt
    Quarterly Journal of Finance (QJF), 2011, 01, (02), 293-321 Downloads
  4. The market timing skills of hedge funds during the financial crisis
    Managerial Finance, 2011, 38, (1), 4-26 Downloads View citations (4)

2010

  1. DYNAMIC HEDGE FUND STYLE ANALYSIS WITH ERRORS-IN-VARIABLES
    Journal of Financial Research, 2010, 33, (3), 201-221 Downloads View citations (2)
  2. Operational risk and reputation in the financial industry
    Journal of Banking & Finance, 2010, 34, (1), 224-235 Downloads View citations (27)
    See also Working Paper (2010)
  3. Optimal selection of a portfolio of options under Value-at-Risk constraints: a scenario approach
    Annals of Operations Research, 2010, 181, (1), 683-708 Downloads View citations (2)
  4. Performance and persistence of Commodity Trading Advisors: Further evidence
    Journal of Futures Markets, 2010, 30, (8), 725-752 Downloads View citations (2)

2009

  1. Risk and performance estimation in hedge funds revisited: Evidence from errors in variables
    Journal of Empirical Finance, 2009, 16, (1), 112-125 Downloads View citations (4)

2008

  1. Corporate international diversification and the cost of equity: European evidence
    Journal of International Money and Finance, 2008, 27, (1), 102-123 Downloads View citations (1)
    See also Working Paper (2008)
  2. Practical methods for measuring and managing operational risk in the financial sector: A clinical study
    Journal of Banking & Finance, 2008, 32, (6), 1049-1061 Downloads View citations (7)
    See also Working Paper (2008)

2006

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

2005

  1. Hedge fund performance and persistence in bull and bear markets
    The European Journal of Finance, 2005, 11, (5), 361-392 Downloads View citations (28)
    See also Working Paper (2004)
  2. Survival of commodity trading advisors: 1990–2003
    Journal of Futures Markets, 2005, 25, (8), 795-816 Downloads View citations (1)
  3. The Generalized Treynor Ratio
    Review of Finance, 2005, 9, (3), 415-435 Downloads View citations (1)
    Also in Review of Finance, 2005, 9, (3), 415-435 (2005) Downloads View citations (2)

2004

  1. Analysis of hedge fund performance
    Journal of Empirical Finance, 2004, 11, (1), 55-89 Downloads View citations (68)
  2. Credit derivatives with multiple debt issues
    Journal of Banking & Finance, 2004, 28, (5), 997-1021 Downloads View citations (1)
  3. The credit risk components of a swap portfolio
    Journal of Futures Markets, 2004, 24, (1), 93-115 Downloads

2001

  1. The analytic pricing of asymmetric defaultable swaps
    Journal of Banking & Finance, 2001, 25, (2), 295-316 Downloads View citations (5)

1999

  1. Comment on ‘Swap Pricing with Two-Sided Default Risk in a Rating-Based Model’
    Review of Finance, 1999, 3, (3), 269-272 Downloads
 
Page updated 2019-05-25