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Hubner, Georges's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
10,380 |
Total
Citations
44 |
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1.
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Chapelle, Ariane
Université Libre de Bruxelles Crama, Yves
University of Liege - HEC Management School Hubner, Georges
HEC Management School - University of Liège Peters, Jean-Philippe
Deloitte Luxembourg
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2,714
(1,639)
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3
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Basel 2, operational risk, extreme value theory, external data, RAROC
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2.
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Hedge Fund Performance and Persistence in Bull and Bear Markets
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Hubner, Georges
HEC Management School - University of Liège Corhay, A.
University of Liege - Department of Financial Management Capocci, Daniel P.J.
HEC - Université de Liège
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Posted:
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09 Jan 04
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Last Revised:
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13 Nov 05
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1,243
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13
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Hubner, Georges
HEC Management School - University of Liège Corhay, A.
University of Liege - Department of Financial Management Capocci, Daniel P.J.
HEC - Université de Liège
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Hedge funds, funds of funds, selection bias, abnormal returns, bullish market, bearish market, persistence
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Capocci, Daniel P.J.
HEC - Université de Liège Corhay, A.
University of Liege - Department of Financial Management Hubner, Georges
HEC Management School - University of Liège
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1,243
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13
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Hedge fund, hedge funds, carhart, capocci, hubner, performance, persistence, decile analysis
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3.
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Cogneau, Philippe
University of Liege Hubner, Georges
HEC Management School - University of Liège
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13 Jan 09
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Last Revised:
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27 Jul 12
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1,242
(6,457)
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3
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performance measurement, portfolio, funds, Sharpe, alpha, Treynor, market timing
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4.
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Hubner, Georges
HEC Management School - University of Liège
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766
(14,034)
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4
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Asset pricing, portfolio management, funds performance, Jensen's alpha, Treynor ratio
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5.
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Hubner, Georges
HEC Management School - University of Liège Francois, Pascal
HEC Montreal - Department of Finance
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541
(22,928)
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credit derivatives, credit risk, structural model
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6.
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Chapelle, Ariane
Université Libre de Bruxelles Crama, Yves
University of Liege - HEC Management School Hubner, Georges
HEC Management School - University of Liège Peters, Jean-Philippe
Deloitte Luxembourg
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450
(29,277)
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5
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operational risk management, basel II, advanced measurement approach, copulae, external data, EVT, RAROC, cost-benefit analysis
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7.
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Bodson, Laurent
HEC Management School - University of Liège Coen, Alain
Université du Québec à Montréal (UQÀM) - Graduate School of Business (ESG) Hubner, Georges
HEC Management School - University of Liège
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390
(35,139)
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4
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style analysis, Kalman filter, errors-in-variables, measurement errors, higher moment estimators, hedge funds
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8.
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Hubner, Georges
HEC Management School - University of Liège
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289
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1
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Performance measurement, multi-index models, mutual funds performance, alpha, information ratio, Treynor ratio
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9.
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Corporate International Diversification and the Cost of Equity: European Evidence
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Joliet, Robert
IESEG School of Management Lille/Paris Hubner, Georges
HEC Management School - University of Liège
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Posted:
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08 May 03
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Last Revised:
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09 Mar 08
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285
(51,149)
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Joliet, Robert
IESEG School of Management Lille/Paris Hubner, Georges
HEC Management School - University of Liège
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14 Apr 07
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Last Revised:
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09 Mar 08
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0
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Internationalization, Psychic Distance, Asset Pricing
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Joliet, Robert
IESEG School of Management Lille/Paris Hubner, Georges
HEC Management School - University of Liège
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285
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Internationalization, Psychic Distance, Asset Pricing
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10.
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Concentrated Announcements on Clustered Data: An Event Study on Biotechnology Stocks
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Versions (2)
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Bastin, Véronique
University of Liege - Department of Financial Management Hubner, Georges
HEC Management School - University of Liège
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Posted:
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21 Jun 04
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Last Revised:
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22 Mar 13
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284
(51,359)
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2
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Bastin, Véronique
University of Liege - Department of Financial Management Hubner, Georges
HEC Management School - University of Liège
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14
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2
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Bastin, Véronique
University of Liege - Department of Financial Management Hubner, Georges
HEC Management School - University of Liège
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270
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2
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Event study, biotechnologies, patent valuation
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11.
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Francois, Pascal
HEC Montreal - Department of Finance Hubner, Georges
HEC Management School - University of Liège Papageorgiou, Nicolas A.
HEC Montreal - Department of Finance
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21 Feb 06
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Last Revised:
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17 Aug 09
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214
(69,776)
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Convertible debt, Risk shifting, Non-cooperative game
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12.
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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
(73,685)
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1
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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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1
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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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13.
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The Alpha of a Market Timer
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Hubner, Georges
HEC Management School - University of Liège
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Posted:
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19 Dec 10
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Last Revised:
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09 May 11
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195
(77,072)
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2
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Hubner, Georges
HEC Management School - University of Liège
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76
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2
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Performance measurement, market timing, Treynor and Mazuy, option replication, mutual fund performance.
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Hubner, Georges
HEC Management School - University of Liège
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119
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2
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Performance Measurement, Market Timing, Treynor and Mazuy, Option Replication, Mutual Fund Performance
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14.
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Hubner, Georges
HEC Management School - University of Liège Honhon, Dorothee
University of Texas at Austin - McCombs School of Business
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187
(79,871)
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1
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equilibrium asset pricing, multi-moment, skewness, kurtosis, nonparametric risk, horizon, Chebyshev's inequality
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15.
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Cavé, Arnaud
HEC Management School - University of Liège Hubner, Georges
HEC Management School - University of Liège Sougné, Danielle Marie
University of Liege - HEC Management School
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156
(95,092)
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Performance measurement, market timing, Treynor and Mazuy, option replication, hedge fund performance
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16.
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Lambert, Marie
University of Liege - HEC Management School Hubner, Georges
HEC Management School - University of Liège
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131
(109,958)
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1
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Fama and French Factors, Momentum, Hedge/mimicking Portfolios, Market Risk Fundamentals
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17.
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Hubner, Georges
HEC Management School - University of Liège Papageorgiou, Nicolas A.
HEC Montreal - Department of Finance
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129
(111,305)
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1
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hedge funds, implied higher moments, performance, persistence
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18.
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Francois, Pascal
HEC Montreal - Department of Finance Hubner, Georges
HEC Management School - University of Liège
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01 Dec 09
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Last Revised:
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02 May 13
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126
(113,480)
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Venture capital, portfolio theory, financial contracting, entrepreneur's risk aversion, cost of capital
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19.
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Francois, Pascal
HEC Montreal - Department of Finance Hubner, Georges
HEC Management School - University of Liège Sibille, Jean-Roch
Riskdynamcis
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124
(115,718)
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Sovereign Credit Spread, Balance Sheet, Recovery Rate, Contingent Claims Analysis, Contagion Effects
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20.
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Romain, Cuchet
BRD - Groupe Société Générale Francois, Pascal
HEC Montreal - Department of Finance Hubner, Georges
HEC Management School - University of Liège
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122
(116,445)
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Credit derivative, credit risk, currency risk
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21.
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Higher-Moment Risk Exposures in Hedge Funds
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Versions (2)
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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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113
(123,719)
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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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27
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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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22.
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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
(124,563)
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2
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Hedge Funds, Nonlinear Risk Premiums, Comoments, Implied Higher-Moments
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23.
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Schyns, M.
University of Liege - HEC Management School Crama, Yves
University of Liege - HEC Management School Hubner, Georges
HEC Management School - University of Liège
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| Posted: |
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16 Aug 03
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Last Revised:
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21 Dec 10
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111
(125,418)
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option pricing, arbitrage-free valuation, scenario trees, numerical analysis, out-of-sample testing
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24.
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Sibille, Jean-Roch
University of Liege - Department of Financial Management Hubner, Georges
HEC Management School - University of Liège
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107
(128,881)
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CDO, Gaussian Copula, Credit Derivatives, Recovery Rate, State of the Economy, iTraxx
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25.
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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
(195,198)
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Fama-French, Carhart, Size, Book-to-market, Momentum, Mimicking Portfolios
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26.
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Hubner, Georges
HEC Management School - University of Liège Lejeune, Thomas
University of Liege
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18 Oct 12
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Last Revised:
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17 May 13
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47
(205,964)
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expected returns, risk horizon, asset pricing
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27.
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Hubner, Georges
HEC Management School - University of Liège Joliet, Robert
IESEG School of Management Lille/Paris
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25
(258,101)
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European Monetary Union, Sovereign debt, consortium, cost saving, euro-bonds
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28.
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Bastin, Véronique
University of Liege - Department of Financial Management Corhay, A.
University of Liege - Department of Financial Management Hubner, Georges
HEC Management School - University of Liège Michel, Pierre-Armand
University of Liege - HEC Management School
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21
(271,695)
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1
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29.
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Cavenaile, Laurent
University of Liege Coen, Alain
Université du Québec à Montréal (UQÀM) - Graduate School of Business (ESG) Hubner, Georges
HEC Management School - University of Liège
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17 Nov 09
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Last Revised:
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19 Feb 11
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Illiquidity, Non-Gaussian returns, Hedge fund performance, Modified Value-at-Risk, Portfolio diversification
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30.
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Alperovych, Yan
EMLYON Business School Hubner, Georges
HEC Management School - University of Liège
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12 Nov 08
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Last Revised:
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03 Apr 11
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Venture Capital, Return, Strategy, Entrepreneurship, Life Cycle, Compatibility
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31.
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Gillet, Roland L.
Université Paris I Panthéon-Sorbonne Hubner, Georges
HEC Management School - University of Liège Plunus, Severine
University of Liege - Department of Financial Management
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Operational risk, Reputational risk, Event study
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32.
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Hubner, Georges
HEC Management School - University of Liège
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Performance measurement, Jensen's alpha, Information Ratio, Treynor Ratio
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33.
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Hubner, Georges
HEC Management School - University of Liège Peters, Jean-Philippe
Deloitte Luxembourg Plunus, Severine
University of Liege - Department of Financial Management
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Operational Risk, Value-at-Risk, CreditRisk+, AMA
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34.
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Capocci, Daniel P.J.
HEC - Université de Liège Hubner, Georges
HEC Management School - University of Liège
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Hedge funds, performance, persistence, Asian crisis, emerging markets, CAPM, dissolution frequenties, survivorship bias, correlation, history bias, total returns
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