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 0 161 0 1 13 754
A Portfolio Approach to Venture Capital Financing 0 0 0 75 1 1 9 277
A Structural Balance Sheet Model of Sovereign Credit Risk 0 0 0 46 0 0 6 209
Basel II and Operational Risk: Implications for risk measurement and management in the financial sector 0 0 0 2,075 0 2 16 5,305
Comoment Risk and Stock Returns 0 0 0 67 0 0 19 245
Corporate international diversification and the cost of equity: European evidence 0 0 0 0 0 0 3 17
Currency Total Return Swaps: Valuation and Risk Factor Analysis 0 0 3 87 0 3 26 480
Development path and capital structure of belgian biotechnology firms 0 0 0 133 0 0 11 705
Directional and non-directional risk exposures in Hedge Fund returns 0 0 0 133 0 2 12 1,302
Equivalent Risky Allocation: The New ERA of Risk Measurement for Heterogeneous Investors 0 0 0 0 0 1 10 11
Explaining returns on venture capital backed companies: Evidence from Belgium 0 0 0 0 0 0 12 30
Finance Corporate 0 0 0 0 0 1 7 44
Government debt denomination policies before and after the EMU advent 0 0 0 0 0 0 8 31
Hedge Fund Performance and Persistence in Bull and Bear Markets 0 0 0 614 0 3 21 1,258
Horizon Risk and Asset Pricing 0 0 0 0 0 0 3 507
How do volatility regimes affect the pricing of quality and liquidity in the stock market? 0 0 0 0 0 0 15 22
How does governmental versus private venture capital backing affect a firm's efficiency? Evidence from Belgium 0 0 0 0 0 0 10 58
How to Construct Fundamental Risk Factors? 0 0 1 77 0 0 8 278
Identifying Ultimate Beneficial Owners: A Risk-Based Approach to Improving the Transparency of International Financial Flows 0 0 2 9 0 1 10 23
Identifying Ultimate Beneficial Owners: A Risk-Based Approach to Improving the Transparency of International Financial Flows 0 0 0 2 0 3 6 8
Incremental impact of venture capital financing 0 0 0 0 0 0 13 41
International Financial Reporting Standards and Market Efficiency: A European Perspective 0 0 0 440 0 2 10 1,312
La Gestion de portefeuille 0 0 0 0 0 0 4 9
La Gestion de portefeuille (2ème édition) 0 0 0 0 0 0 11 12
La Gestion de portefeuille - Instruments: Instruments, stratégie et performance 0 0 9 91 0 0 17 203
La Gestion de portefeuille - Instruments: Instruments, stratégie et performance 0 0 0 0 0 2 18 294
La gestion de portefeuille (3ème édition) 0 0 0 0 1 2 13 65
Le risque opérationnel: implications de l'Accord de Bâle pour le secteur financier 0 0 0 0 0 0 8 310
Operational risk and reputation in the financial industry 0 0 0 17 1 2 11 116
Operational risk and reputation in the financial industry 0 0 0 0 0 1 11 21
Portfolio choice and investor preferences: A semi-parametric approach based on risk horizon 0 0 0 41 0 0 22 154
Practical methods for measuring and managing operational risk in the financial sector: a clinical study 0 0 0 5 0 0 9 127
Reputational damage of operational loss on the bond market: Evidence from the financial industry 0 0 0 0 0 0 14 17
Reputational damage of operational loss on the bond market: Evidence from the financial industry 0 0 0 6 0 1 11 61
The Estimation of Default Risk with Market Data 0 0 0 0 1 1 6 1,002
The Impact of International Financial Reporting Standards on Market Microstructure in Europe 0 0 0 77 0 0 9 485
The Management of Public Bond Spreads Before and After Euroland 0 0 0 0 0 0 5 388
The added value of a central agency of European debt 0 0 0 0 0 0 4 28
Une interpretation comportementale de la bulle speculative spontanee 0 0 0 0 0 0 8 498
Total Working Papers 0 0 15 4,156 4 29 429 16,707

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 2 3 8 43
Analysis of hedge fund performance 0 0 1 401 1 6 31 872
Comment on ‘Swap Pricing with Two-Sided Default Risk in a Rating-Based Model’ 0 0 0 0 0 1 4 17
Comoment risk and stock returns 0 0 0 2 0 0 15 30
Comoment risk in corporate bond yields and returns 0 0 2 7 0 0 7 18
Concentrated Announcements on Clustered Data: An Event Study on Biotechnology Stocks 0 0 0 0 0 3 9 206
Concentrated Announcements on Clustered Data: An Event Study on Biotechnology Stocks 0 0 0 12 2 2 13 80
Corporate international diversification and the cost of equity: European evidence 0 0 0 26 1 1 7 109
Credit derivatives with multiple debt issues 0 0 0 55 0 1 5 156
Currency total return swaps: valuation and risk factor analysis 0 0 0 6 0 1 12 48
DYNAMIC HEDGE FUND STYLE ANALYSIS WITH ERRORS‐IN‐VARIABLES 0 0 0 49 1 2 12 171
Empirical evidence on bank market power, business models, stability and performance in the emerging economies 0 0 0 17 1 4 28 101
Explaining returns on venture capital backed companies: Evidence from Belgium 0 0 0 22 0 1 12 164
Factoring characteristics into returns: A clinical study on the SMB and HML portfolio construction methods 0 0 0 10 1 3 16 62
Government Debt Denomination Policies Before and After the EMU Advent 0 0 1 14 0 1 12 68
Harvesting the seasons of the size anomaly 0 0 0 9 0 0 14 42
Hedge fund performance and persistence in bull and bear markets 0 0 0 101 1 6 31 396
Higher†moment Risk Exposures in Hedge Funds 0 0 0 1 0 1 11 35
How do volatility regimes affect the pricing of quality and liquidity in the stock market? 1 1 2 6 2 2 15 37
How does governmental versus private venture capital backing affect a firm's efficiency? Evidence from Belgium 0 0 1 56 2 2 32 432
Incremental impact of venture capital financing 0 0 0 19 2 4 11 134
International Mutual Funds Performance and Persistence across the Universe of Performance Measures 0 0 0 6 1 1 5 26
Measuring operational risk in financial institutions 0 0 1 34 0 0 8 126
Mental accounts with horizon and asymmetry preferences 0 0 2 9 0 2 12 51
New Insight on the Performance of Equity Long/short Investment Styles 0 0 1 42 1 2 10 120
Operational risk and reputation in the financial industry 1 4 13 243 1 7 45 639
Optimal selection of a portfolio of options under Value-at-Risk constraints: a scenario approach 0 0 0 4 1 1 8 25
Option replication and the performance of a market timer 0 0 1 6 0 0 9 38
Performance and persistence of Commodity Trading Advisors: Further evidence 0 0 0 1 0 2 12 24
Portfolio choice and mental accounts: A comparison with traditional approaches 0 1 2 14 2 3 16 43
Practical methods for measuring and managing operational risk in the financial sector: A clinical study 0 0 2 197 0 1 17 621
Reputational damage of operational loss on the bond market: Evidence from the financial industry 0 0 2 25 0 0 8 98
Risk and performance estimation in hedge funds revisited: Evidence from errors in variables 0 0 0 26 0 0 6 144
Strategic Analysis of Risk-Shifting Incentives with Convertible Debt 0 0 0 5 0 0 9 29
Survival of commodity trading advisors: 1990–2003 0 0 0 4 0 0 6 26
The Generalized Treynor Ratio 0 0 0 158 0 0 8 820
The Generalized Treynor Ratio 0 0 2 14 1 3 16 79
The analytic pricing of asymmetric defaultable swaps 0 0 0 55 1 1 8 147
The credit risk components of a swap portfolio 0 0 0 3 1 1 7 17
The effects of uncertainty on the dynamics of stock market interdependence: Evidence from the time-varying cointegration of the G7 stock markets 0 1 5 10 0 2 18 31
The prediction of fund failure through performance diagnostics 0 0 0 12 0 1 8 75
Total Journal Articles 2 7 38 1,687 25 71 541 6,400
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 2 16 17
Is There a Link between Past Performance and Fund Failure? 0 0 0 0 0 2 9 17
Total Chapters 0 0 0 0 0 4 25 34

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Statistics updated 2026-08-07