Boris Fays

University of Liege, HEC Management School

PhD Candidate

Liège

Belgium

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 45,045

SSRN RANKINGS

Top 45,045

in Total Papers Downloads

925

SSRN CITATIONS

0

CROSSREF CITATIONS

2

Scholarly Papers (4)

1.
Downloads 687 ( 37,007)
Citation 1

Size and Value Matter, But Not the Way You Thought

28th Australasian Finance and Banking Conference
Number of pages: 58 Posted: 20 Aug 2015 Last Revised: 28 Jul 2016
Marie Lambert, Boris Fays and Georges Hübner
University of Liege - HEC Management School, University of Liege, HEC Management School and HEC Liège
Downloads 586 (45,066)

Abstract:

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size, value, small angels, Fama and French, sequential sorting, January effects

Size and Value Matter, But Not the Way You Thought

Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Number of pages: 68 Posted: 30 May 2016 Last Revised: 02 Feb 2017
Marie Lambert, Boris Fays and Georges Hübner
University of Liege - HEC Management School, University of Liege, HEC Management School and HEC Liège
Downloads 101 (267,300)
Citation 1

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size, value, small angels, Fama and French, sequential sorting, January effects

2.

Smart Equity Investing: Implementing Risk Optimization Techniques on Strategic Beta Portfolios

Number of pages: 84 Posted: 25 May 2018
University of Liege, HEC Management School, University of Liege - HEC Management School and HEC Montreal - Department of Finance
Downloads 104 (260,314)

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Portfolio Management, Depend Sort, Risk Premia, Smart Beta

3.

Gamma Trading Skills in Hedge Funds

Number of pages: 57 Posted: 29 May 2018 Last Revised: 05 Jun 2018
Boris Fays, Georges Hübner and Marie Lambert
University of Liege, HEC Management School, HEC Liège and University of Liege - HEC Management School
Downloads 85 (296,683)

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derivatives, Hedge Funds, market timing, non linear payoffs

4.

Factoring Characteristics into Returns: A Clinical Approach to Fama-French Portfolio Decomposition

Number of pages: 58 Posted: 29 May 2018 Last Revised: 25 Jun 2018
Marie Lambert, Boris Fays and Georges Hübner
University of Liege - HEC Management School, University of Liege, HEC Management School and HEC Liège
Downloads 49 (395,206)

Abstract:

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asset pricing, characteristics, attribute-matched portfolios, size, value