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 1 2 154 0 4 14 687
A Portfolio Approach to Venture Capital Financing 0 0 1 70 1 3 8 211
A Structural Balance Sheet Model of Sovereign Credit Risk 0 0 1 39 0 0 4 174
Basel II and Operational Risk: Implications for risk measurement and management in the financial sector 0 2 6 2,068 1 5 10 5,173
Comoment Risk and Stock Returns 0 0 1 63 3 4 8 199
Corporate international diversification and the cost of equity: European evidence 0 0 0 0 0 0 3 7
Currency Total Return Swaps: Valuation and Risk Factor Analysis 0 1 2 79 0 2 7 413
Development path and capital structure of belgian biotechnology firms 0 0 1 132 0 0 3 672
Directional and non-directional risk exposures in Hedge Fund returns 0 1 1 120 8 16 54 978
Finance Corporate 0 0 0 0 0 0 0 22
Government debt denomination policies before and after the EMU advent 0 0 0 0 1 1 2 7
Hedge Fund Performance and Persistence in Bull and Bear Markets 0 0 2 608 1 1 10 1,193
Horizon Risk and Asset Pricing 0 0 0 0 0 0 1 484
How to Construct Fundamental Risk Factors? 0 0 1 68 1 5 10 226
International Financial Reporting Standards and Market Efficiency: A European Perspective 0 0 10 422 0 0 21 1,243
La Gestion de portefeuille - Instruments: Instruments, stratégie et performance 0 0 0 0 1 8 24 107
Le risque opérationnel: implications de l'Accord de Bâle pour le secteur financier 0 0 0 0 0 1 6 264
Operational risk and reputation in the financial industry 0 0 0 17 0 1 10 83
Portfolio choice and investor preferences: A semi-parametric approach based on risk horizon 1 2 5 37 1 6 23 95
Practical methods for measuring and managing operational risk in the financial sector: a clinical study 0 0 0 5 2 4 8 93
Reputational damage of operational loss on the bond market: Evidence from the financial industry 0 0 0 6 0 0 2 31
The Estimation of Default Risk with Market Data 0 0 0 0 0 0 3 987
The Impact of International Financial Reporting Standards on Market Microstructure in Europe 0 0 1 76 3 5 11 462
The Management of Public Bond Spreads Before and After Euroland 0 0 0 0 0 0 1 381
The added value of a central agency of European debt 0 0 0 0 0 0 0 9
Une interpretation comportementale de la bulle speculative spontanee 0 0 0 0 0 0 0 485
Total Working Papers 1 7 34 3,964 23 66 243 14,686

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 2 0 0 0 18
Analysis of hedge fund performance 1 4 20 321 3 9 40 616
Comment on ‘Swap Pricing with Two-Sided Default Risk in a Rating-Based Model’ 0 0 0 0 0 0 0 6
Concentrated Announcements on Clustered Data: An Event Study on Biotechnology Stocks 0 0 0 0 1 1 3 178
Concentrated Announcements on Clustered Data: An Event Study on Biotechnology Stocks 0 0 1 11 0 0 5 51
Corporate international diversification and the cost of equity: European evidence 0 0 2 25 6 9 11 94
Credit derivatives with multiple debt issues 0 0 0 53 0 0 1 135
Currency total return swaps: valuation and risk factor analysis 0 0 0 5 0 0 0 27
DYNAMIC HEDGE FUND STYLE ANALYSIS WITH ERRORS‐IN‐VARIABLES 0 0 0 47 0 0 0 144
Explaining returns on venture capital backed companies: Evidence from Belgium 0 0 0 18 0 1 3 111
Government Debt Denomination Policies Before and After the EMU Advent 1 1 1 12 1 1 1 48
Hedge fund performance and persistence in bull and bear markets 0 0 0 98 2 2 3 320
Higher†moment Risk Exposures in Hedge Funds 0 0 0 0 0 1 3 3
How does governmental versus private venture capital backing affect a firm's efficiency? Evidence from Belgium 0 4 8 24 2 13 27 123
Incremental impact of venture capital financing 1 1 4 10 1 2 14 64
Measuring operational risk in financial institutions 0 0 0 32 0 0 1 101
New Insight on the Performance of Equity Long/short Investment Styles 0 0 3 34 0 0 9 88
Operational risk and reputation in the financial industry 1 4 8 147 2 8 21 395
Optimal selection of a portfolio of options under Value-at-Risk constraints: a scenario approach 0 0 0 2 0 0 1 7
Option replication and the performance of a market timer 0 0 0 1 0 0 7 11
Performance and persistence of Commodity Trading Advisors: Further evidence 0 0 0 0 0 0 0 4
Practical methods for measuring and managing operational risk in the financial sector: A clinical study 0 0 4 179 2 4 15 523
Reputational damage of operational loss on the bond market: Evidence from the financial industry 0 0 0 17 0 0 3 58
Risk and performance estimation in hedge funds revisited: Evidence from errors in variables 0 0 0 25 0 0 0 91
Strategic Analysis of Risk-Shifting Incentives with Convertible Debt 0 0 0 2 0 1 3 7
Survival of commodity trading advisors: 1990–2003 0 0 1 3 0 0 1 8
The Generalized Treynor Ratio 0 0 0 146 0 2 9 711
The Generalized Treynor Ratio 0 0 0 3 0 0 5 18
The analytic pricing of asymmetric defaultable swaps 0 0 0 55 0 0 1 133
The credit risk components of a swap portfolio 0 0 1 1 0 0 1 5
The market timing skills of hedge funds during the financial crisis 0 0 0 0 0 0 2 4
The prediction of fund failure through performance diagnostics 2 3 4 9 2 3 8 41
Total Journal Articles 6 17 57 1,282 22 57 198 4,143

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Statistics updated 2019-10-05