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Lambert, Marie's
Scholarly Papers
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Total Downloads
666 |
Total
Citations
4 |
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1.
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Comoment Risk and Stock Returns
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Lambert, Marie University of Liege - HEC Management School Hubner, Georges HEC Management School - University of Liège
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Posted:
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11 Mar 10
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Last Revised:
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23 Nov 12
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203
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Lambert, Marie University of Liege - HEC Management School Hubner, Georges HEC Management School - University of Liège
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130
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Comoment, Hedge Portfolios, Fama and French Method, Fama-MacBeth Test
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Lambert, Marie University of Liege - HEC Management School Hubner, Georges HEC Management School - University of Liège
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11 Mar 10
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Last Revised:
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23 Nov 12
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73
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Comoment, Hedge portfolios, Fama and French methodology, Fama-MacBeth test
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2.
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Lambert, Marie University of Liege - HEC Management School Hubner, Georges HEC Management School - University of Liège
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130
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Fama and French Factors, Momentum, Hedge/mimicking Portfolios, Market Risk Fundamentals
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3.
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Higher-Moment Risk Exposures in Hedge Funds
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Lambert, Marie University of Liege - HEC Management School Hubner, Georges HEC Management School - University of Liège Papageorgiou, Nicolas A. HEC Montreal - Department of Finance
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Posted:
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24 Apr 12
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Last Revised:
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25 Oct 12
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112
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Lambert, Marie University of Liege - HEC Management School Hubner, Georges HEC Management School - University of Liège Papageorgiou, Nicolas A. HEC Montreal - Department of Finance
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26
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Hedge Funds, Implied higher-moments, Conditioning factors
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Lambert, Marie University of Liege - HEC Management School Hubner, Georges HEC Management School - University of Liège Papageorgiou, Nicolas A. HEC Montreal - Department of Finance
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86
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Hedge Funds, Implied higher-moments, Conditioning factors
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4.
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Hubner, Georges HEC Management School - University of Liège Lambert, Marie University of Liege - HEC Management School Papageorgiou, Nicolas A. HEC Montreal - Department of Finance
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112
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Hedge Funds, Nonlinear Risk Premiums, Comoments, Implied Higher-Moments
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5.
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Muller, Aline HEC Management School University of Liège Lambert, Marie University of Liege - HEC Management School Babaei, Hamid University of Liege - HEC Management School
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56
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hedge funds, markov chain, beta regimes, higher moments
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6.
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Lambert, Marie University of Liege - HEC Management School Hubner, Georges HEC Management School - University of Liège
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27 Aug 11
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Last Revised:
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23 Nov 12
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53
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Fama-French, Carhart, Size, Book-to-market, Momentum, Mimicking Portfolios
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