Details about Marie Lambert

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Short-id: pla1027

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

2010

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

2007

3. 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

2006

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

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) View citations (3)
2. The macroeconomic drivers in hedge fund beta management
   Economic Modelling, 2020, 91, (C), 65-80 View citations (2)

2018

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

2016

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

2015

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

2013

6. Comoment risk and stock returns
   Journal of Empirical Finance, 2013, 23, (C), 191-205 View citations (26)

2012

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