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 2 161 0 2 6 741
A Portfolio Approach to Venture Capital Financing 0 0 0 75 0 0 3 268
A Structural Balance Sheet Model of Sovereign Credit Risk 0 0 1 46 0 0 3 203
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 1 67 0 0 3 226
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 0 4 84 1 5 15 452
Development path and capital structure of belgian biotechnology firms 0 0 0 133 0 0 1 694
Directional and non-directional risk exposures in Hedge Fund returns 0 0 0 133 0 2 6 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 0 0 2 18
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 1 2 23
Hedge Fund Performance and Persistence in Bull and Bear Markets 0 0 2 614 0 0 2 1,237
Horizon Risk and Asset Pricing 0 0 0 0 0 1 1 504
How do volatility regimes affect the pricing of quality and liquidity in the stock market? 0 0 0 0 0 1 2 7
How does governmental versus private venture capital backing affect a firm's efficiency? Evidence from Belgium 0 0 0 0 0 1 3 46
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 0 0 0 2 0 0 1 2
Identifying Ultimate Beneficial Owners: A Risk-Based Approach to Improving the Transparency of International Financial Flows 0 1 1 7 0 1 2 13
Incremental impact of venture capital financing 0 0 0 0 0 0 4 28
International Financial Reporting Standards and Market Efficiency: A European Perspective 0 0 1 440 0 0 1 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 1 5 24 80 1 9 40 183
La Gestion de portefeuille - Instruments: Instruments, stratégie et performance 0 0 0 0 0 0 8 276
La gestion de portefeuille (3ème édition) 0 0 0 0 0 0 14 52
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 0 1 1 3 10
Operational risk and reputation in the financial industry 0 0 0 17 1 1 1 105
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 0 0 1 118
Reputational damage of operational loss on the bond market: Evidence from the financial industry 0 0 0 6 0 0 0 50
Reputational damage of operational loss on the bond market: Evidence from the financial industry 0 0 0 0 0 0 2 3
The Estimation of Default Risk with Market Data 0 0 0 0 0 0 2 996
The Impact of International Financial Reporting Standards on Market Microstructure in Europe 0 0 0 77 0 1 1 476
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 1 490
Total Working Papers 1 7 36 4,139 4 26 143 16,271

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 1 6 0 0 1 35
Analysis of hedge fund performance 0 1 5 400 0 4 19 841
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 1 1 2 0 1 3 14
Comoment risk in corporate bond yields and returns 0 0 0 5 0 1 2 11
Concentrated Announcements on Clustered Data: An Event Study on Biotechnology Stocks 0 0 0 12 0 0 3 67
Concentrated Announcements on Clustered Data: An Event Study on Biotechnology Stocks 0 0 0 0 0 0 2 197
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 4 151
Currency total return swaps: valuation and risk factor analysis 0 0 0 6 0 0 0 36
DYNAMIC HEDGE FUND STYLE ANALYSIS WITH ERRORS‐IN‐VARIABLES 0 0 0 49 1 2 3 159
Empirical evidence on bank market power, business models, stability and performance in the emerging economies 0 0 1 17 1 3 7 73
Explaining returns on venture capital backed companies: Evidence from Belgium 0 0 2 22 0 2 5 152
Factoring characteristics into returns: A clinical study on the SMB and HML portfolio construction methods 0 1 2 10 1 2 3 46
Government Debt Denomination Policies Before and After the EMU Advent 0 0 0 13 0 1 2 56
Harvesting the seasons of the size anomaly 0 0 3 9 0 0 7 27
Hedge fund performance and persistence in bull and bear markets 0 0 1 101 0 0 6 365
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? 0 0 0 4 2 4 9 22
How does governmental versus private venture capital backing affect a firm's efficiency? Evidence from Belgium 0 1 5 53 0 9 23 397
Incremental impact of venture capital financing 0 1 2 19 0 1 7 122
International Mutual Funds Performance and Persistence across the Universe of Performance Measures 1 1 4 6 2 2 5 21
Measuring operational risk in financial institutions 0 0 0 33 0 1 1 118
Mental accounts with horizon and asymmetry preferences 0 0 1 7 2 3 7 38
New Insight on the Performance of Equity Long/short Investment Styles 1 1 1 41 1 3 6 110
Operational risk and reputation in the financial industry 2 7 13 229 2 9 25 589
Optimal selection of a portfolio of options under Value-at-Risk constraints: a scenario approach 0 0 0 4 0 0 3 17
Option replication and the performance of a market timer 0 0 1 5 0 0 2 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 1 1 12 0 2 5 26
Practical methods for measuring and managing operational risk in the financial sector: A clinical study 0 0 1 195 1 1 5 603
Reputational damage of operational loss on the bond market: Evidence from the financial industry 0 0 1 23 0 0 2 89
Risk and performance estimation in hedge funds revisited: Evidence from errors in variables 0 0 0 26 0 0 2 138
Strategic Analysis of Risk-Shifting Incentives with Convertible Debt 0 0 0 5 0 1 1 20
Survival of commodity trading advisors: 1990–2003 0 0 0 4 0 1 1 20
The Generalized Treynor Ratio 0 0 2 158 2 2 6 811
The Generalized Treynor Ratio 0 0 4 12 1 2 13 63
The analytic pricing of asymmetric defaultable swaps 0 0 0 55 0 1 2 139
The credit risk components of a swap portfolio 0 0 0 3 0 0 1 10
The effects of uncertainty on the dynamics of stock market interdependence: Evidence from the time-varying cointegration of the G7 stock markets 1 2 3 5 2 4 9 13
The prediction of fund failure through performance diagnostics 0 0 0 12 0 0 1 67
Total Journal Articles 5 17 56 1,646 18 62 205 5,843
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 0 0 0
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 0 1 8

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Statistics updated 2025-07-04