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Details about Marie Lambert

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

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Short-id: pla1027


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Working Papers

2017

  1. Moral hazard in VC finance: More expensive than you thought
    Hohenheim Discussion Papers in Business, Economics and Social Sciences, University of Hohenheim, Faculty of Business, Economics and Social Sciences Downloads

2010

  1. How to Construct Fundamental Risk Factors?
    LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg Downloads

2007

  1. Four-Moment Asset Pricing Model: Computation Standards and specification Tests for Moment-Related Risk Premia
    LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg Downloads

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

Journal Articles

2020

  1. Factoring characteristics into returns: A clinical study on the SMB and HML portfolio construction methods
    Journal of Banking & Finance, 2020, 114, (C) Downloads View citations (3)
  2. The macroeconomic drivers in hedge fund beta management
    Economic Modelling, 2020, 91, (C), 65-80 Downloads View citations (2)

2018

  1. Moral hazard in high-risk environments: optimal follow-on investing in venture capital finance
    Venture Capital, 2018, 20, (4), 323-338 Downloads View citations (2)

2016

  1. New Insight on the Performance of Equity Long/short Investment Styles
    Bankers, Markets & Investors, 2016, (140), 34-45 Downloads

2015

  1. Higher†moment Risk Exposures in Hedge Funds
    European Financial Management, 2015, 21, (2), 236-264 Downloads View citations (4)

2013

  1. Comoment risk and stock returns
    Journal of Empirical Finance, 2013, 23, (C), 191-205 Downloads View citations (21)

2012

  1. Hedge Fund Market Risk Exposures: A Survey
    Finance, 2012, 33, (1), 39-78 Downloads
 
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