Access Statistics for Georges Hübner

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Dynamic Model of Risk-Shifting Incentives with Convertible Debt 0 0 2 161 1 2 8 743
A Portfolio Approach to Venture Capital Financing 0 0 0 75 0 0 2 268
A Structural Balance Sheet Model of Sovereign Credit Risk 0 0 1 46 0 0 2 203
Basel II and Operational Risk: Implications for risk measurement and management in the financial sector 0 0 0 2,075 0 0 2 5,289
Comoment Risk and Stock Returns 0 0 0 67 0 1 3 227
Corporate international diversification and the cost of equity: European evidence 0 0 0 0 0 0 0 14
Currency Total Return Swaps: Valuation and Risk Factor Analysis 0 1 4 85 0 3 13 455
Development path and capital structure of belgian biotechnology firms 0 0 0 133 2 2 3 696
Directional and non-directional risk exposures in Hedge Fund returns 0 0 0 133 0 0 5 1,290
Equivalent Risky Allocation: The New ERA of Risk Measurement for Heterogeneous Investors 0 0 0 0 0 0 1 1
Explaining returns on venture capital backed companies: Evidence from Belgium 0 0 0 0 1 1 2 19
Finance Corporate 0 0 0 0 0 0 3 37
Government debt denomination policies before and after the EMU advent 0 0 0 0 0 0 2 23
Hedge Fund Performance and Persistence in Bull and Bear Markets 0 0 1 614 1 1 2 1,238
Horizon Risk and Asset Pricing 0 0 0 0 0 0 1 504
How do volatility regimes affect the pricing of quality and liquidity in the stock market? 0 0 0 0 1 1 3 8
How does governmental versus private venture capital backing affect a firm's efficiency? Evidence from Belgium 0 0 0 0 0 3 6 49
How to Construct Fundamental Risk Factors? 0 0 0 76 0 0 0 270
Identifying Ultimate Beneficial Owners: A Risk-Based Approach to Improving the Transparency of International Financial Flows 1 1 2 8 1 1 2 14
Identifying Ultimate Beneficial Owners: A Risk-Based Approach to Improving the Transparency of International Financial Flows 0 0 0 2 0 0 1 2
Incremental impact of venture capital financing 0 0 0 0 0 0 3 28
International Financial Reporting Standards and Market Efficiency: A European Perspective 0 0 0 440 0 0 0 1,302
La Gestion de portefeuille 0 0 0 0 0 0 2 5
La Gestion de portefeuille (2ème édition) 0 0 0 0 0 0 1 1
La Gestion de portefeuille - Instruments: Instruments, stratégie et performance 0 3 23 83 0 6 39 189
La Gestion de portefeuille - Instruments: Instruments, stratégie et performance 0 0 0 0 0 0 6 276
La gestion de portefeuille (3ème édition) 0 0 0 0 1 1 9 53
Le risque opérationnel: implications de l'Accord de Bâle pour le secteur financier 0 0 0 0 0 0 0 302
Operational risk and reputation in the financial industry 0 0 0 17 1 1 2 106
Operational risk and reputation in the financial industry 0 0 0 0 1 1 4 11
Portfolio choice and investor preferences: A semi-parametric approach based on risk horizon 0 0 0 41 0 0 4 132
Practical methods for measuring and managing operational risk in the financial sector: a clinical study 0 0 0 5 1 1 2 119
Reputational damage of operational loss on the bond market: Evidence from the financial industry 0 0 0 0 0 0 2 3
Reputational damage of operational loss on the bond market: Evidence from the financial industry 0 0 0 6 0 0 0 50
The Estimation of Default Risk with Market Data 0 0 0 0 0 0 1 996
The Impact of International Financial Reporting Standards on Market Microstructure in Europe 0 0 0 77 0 1 2 477
The Management of Public Bond Spreads Before and After Euroland 0 0 0 0 0 0 0 383
The added value of a central agency of European debt 0 0 0 0 0 0 0 24
Une interpretation comportementale de la bulle speculative spontanee 0 0 0 0 0 0 0 490
Total Working Papers 1 5 33 4,144 11 26 138 16,297

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Structural Balance Sheet Model of Sovereign Credit Risk 0 0 0 6 0 0 0 35
Analysis of hedge fund performance 0 1 5 401 0 1 16 842
Comment on ‘Swap Pricing with Two-Sided Default Risk in a Rating-Based Model’ 0 0 0 0 0 0 0 13
Comoment risk and stock returns 0 0 1 2 0 2 4 16
Comoment risk in corporate bond yields and returns 0 1 1 6 0 1 2 12
Concentrated Announcements on Clustered Data: An Event Study on Biotechnology Stocks 0 0 0 0 0 0 2 197
Concentrated Announcements on Clustered Data: An Event Study on Biotechnology Stocks 0 0 0 12 1 2 4 69
Corporate international diversification and the cost of equity: European evidence 0 0 0 26 0 0 0 102
Credit derivatives with multiple debt issues 0 0 0 55 0 0 3 151
Currency total return swaps: valuation and risk factor analysis 0 0 0 6 0 1 1 37
DYNAMIC HEDGE FUND STYLE ANALYSIS WITH ERRORS‐IN‐VARIABLES 0 0 0 49 0 0 3 159
Empirical evidence on bank market power, business models, stability and performance in the emerging economies 0 0 0 17 0 0 5 73
Explaining returns on venture capital backed companies: Evidence from Belgium 0 0 1 22 0 0 3 152
Factoring characteristics into returns: A clinical study on the SMB and HML portfolio construction methods 0 0 2 10 0 0 3 46
Government Debt Denomination Policies Before and After the EMU Advent 0 0 0 13 0 1 3 57
Harvesting the seasons of the size anomaly 0 0 3 9 0 1 8 28
Hedge fund performance and persistence in bull and bear markets 0 0 0 101 0 1 3 366
Higher†moment Risk Exposures in Hedge Funds 0 0 0 1 0 0 1 24
How do volatility regimes affect the pricing of quality and liquidity in the stock market? 1 1 1 5 2 3 11 25
How does governmental versus private venture capital backing affect a firm's efficiency? Evidence from Belgium 0 2 7 55 2 8 31 405
Incremental impact of venture capital financing 0 0 2 19 0 1 7 123
International Mutual Funds Performance and Persistence across the Universe of Performance Measures 0 0 4 6 1 1 6 22
Measuring operational risk in financial institutions 0 0 0 33 1 1 2 119
Mental accounts with horizon and asymmetry preferences 2 2 3 9 4 5 10 43
New Insight on the Performance of Equity Long/short Investment Styles 0 0 1 41 0 0 6 110
Operational risk and reputation in the financial industry 2 5 15 234 2 9 27 598
Optimal selection of a portfolio of options under Value-at-Risk constraints: a scenario approach 0 0 0 4 0 0 2 17
Option replication and the performance of a market timer 0 0 0 5 0 0 1 29
Performance and persistence of Commodity Trading Advisors: Further evidence 0 0 1 1 0 0 1 12
Portfolio choice and mental accounts: A comparison with traditional approaches 0 0 1 12 0 3 7 29
Practical methods for measuring and managing operational risk in the financial sector: A clinical study 0 0 0 195 0 1 5 604
Reputational damage of operational loss on the bond market: Evidence from the financial industry 0 0 1 23 1 2 4 91
Risk and performance estimation in hedge funds revisited: Evidence from errors in variables 0 0 0 26 0 0 1 138
Strategic Analysis of Risk-Shifting Incentives with Convertible Debt 0 0 0 5 0 0 1 20
Survival of commodity trading advisors: 1990–2003 0 0 0 4 0 0 1 20
The Generalized Treynor Ratio 0 0 2 158 0 1 5 812
The Generalized Treynor Ratio 0 1 4 13 1 3 13 66
The analytic pricing of asymmetric defaultable swaps 0 0 0 55 0 0 2 139
The credit risk components of a swap portfolio 0 0 0 3 0 0 0 10
The effects of uncertainty on the dynamics of stock market interdependence: Evidence from the time-varying cointegration of the G7 stock markets 1 1 3 6 1 1 8 14
The prediction of fund failure through performance diagnostics 0 0 0 12 0 1 2 68
Total Journal Articles 6 14 58 1,660 16 50 214 5,893
1 registered items for which data could not be found

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Development path and capital structure of Belgian biotechnology firms 0 0 0 0 0 1 1 1
Is There a Link between Past Performance and Fund Failure? 0 0 0 0 0 0 1 8
Total Chapters 0 0 0 0 0 1 2 9

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Statistics updated 2025-10-06