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 1 161 0 3 10 748
A Portfolio Approach to Venture Capital Financing 0 0 0 75 1 5 7 275
A Structural Balance Sheet Model of Sovereign Credit Risk 0 0 0 46 0 3 5 208
Basel II and Operational Risk: Implications for risk measurement and management in the financial sector 0 0 0 2,075 2 6 9 5,298
Comoment Risk and Stock Returns 0 0 0 67 2 13 17 243
Corporate international diversification and the cost of equity: European evidence 0 0 0 0 0 1 2 16
Currency Total Return Swaps: Valuation and Risk Factor Analysis 0 1 3 87 0 9 23 470
Development path and capital structure of belgian biotechnology firms 0 0 0 133 1 5 8 702
Directional and non-directional risk exposures in Hedge Fund returns 0 0 0 133 2 7 12 1,299
Equivalent Risky Allocation: The New ERA of Risk Measurement for Heterogeneous Investors 0 0 0 0 1 4 6 7
Explaining returns on venture capital backed companies: Evidence from Belgium 0 0 0 0 0 3 6 24
Finance Corporate 0 0 0 0 0 1 2 39
Government debt denomination policies before and after the EMU advent 0 0 0 0 1 3 6 28
Hedge Fund Performance and Persistence in Bull and Bear Markets 0 0 0 614 1 5 7 1,244
Horizon Risk and Asset Pricing 0 0 0 0 0 2 4 507
How do volatility regimes affect the pricing of quality and liquidity in the stock market? 0 0 0 0 0 8 14 20
How does governmental versus private venture capital backing affect a firm's efficiency? Evidence from Belgium 0 0 0 0 0 5 10 55
How to Construct Fundamental Risk Factors? 0 0 0 76 0 5 5 275
Identifying Ultimate Beneficial Owners: A Risk-Based Approach to Improving the Transparency of International Financial Flows 0 0 3 9 2 4 8 20
Identifying Ultimate Beneficial Owners: A Risk-Based Approach to Improving the Transparency of International Financial Flows 0 0 0 2 1 2 2 4
Incremental impact of venture capital financing 0 0 0 0 4 10 10 38
International Financial Reporting Standards and Market Efficiency: A European Perspective 0 0 0 440 1 5 6 1,308
La Gestion de portefeuille 0 0 0 0 1 3 3 8
La Gestion de portefeuille (2ème édition) 0 0 0 0 2 9 10 11
La Gestion de portefeuille - Instruments: Instruments, stratégie et performance 2 3 17 89 2 6 28 198
La Gestion de portefeuille - Instruments: Instruments, stratégie et performance 0 0 0 0 2 3 9 284
La gestion de portefeuille (3ème édition) 0 0 0 0 2 4 8 60
Le risque opérationnel: implications de l'Accord de Bâle pour le secteur financier 0 0 0 0 1 4 5 307
Operational risk and reputation in the financial industry 0 0 0 0 2 5 9 18
Operational risk and reputation in the financial industry 0 0 0 17 0 3 6 110
Portfolio choice and investor preferences: A semi-parametric approach based on risk horizon 0 0 0 41 4 13 15 147
Practical methods for measuring and managing operational risk in the financial sector: a clinical study 0 0 0 5 0 3 5 123
Reputational damage of operational loss on the bond market: Evidence from the financial industry 0 0 0 6 0 7 7 57
Reputational damage of operational loss on the bond market: Evidence from the financial industry 0 0 0 0 1 5 7 10
The Estimation of Default Risk with Market Data 0 0 0 0 0 4 4 1,000
The Impact of International Financial Reporting Standards on Market Microstructure in Europe 0 0 0 77 0 6 10 485
The Management of Public Bond Spreads Before and After Euroland 0 0 0 0 1 4 4 387
The added value of a central agency of European debt 0 0 0 0 0 2 3 27
Une interpretation comportementale de la bulle speculative spontanee 0 0 0 0 1 7 7 497
Total Working Papers 2 4 24 4,153 38 197 319 16,557

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 2 3 38
Analysis of hedge fund performance 0 0 2 401 1 13 22 859
Comment on ‘Swap Pricing with Two-Sided Default Risk in a Rating-Based Model’ 0 0 0 0 0 0 1 14
Comoment risk and stock returns 0 0 1 2 0 4 14 27
Comoment risk in corporate bond yields and returns 0 0 2 7 0 5 8 18
Concentrated Announcements on Clustered Data: An Event Study on Biotechnology Stocks 0 0 0 0 0 2 5 202
Concentrated Announcements on Clustered Data: An Event Study on Biotechnology Stocks 0 0 0 12 0 4 7 73
Corporate international diversification and the cost of equity: European evidence 0 0 0 26 0 1 3 105
Credit derivatives with multiple debt issues 0 0 0 55 0 4 4 155
Currency total return swaps: valuation and risk factor analysis 0 0 0 6 0 3 7 43
DYNAMIC HEDGE FUND STYLE ANALYSIS WITH ERRORS‐IN‐VARIABLES 0 0 0 49 1 6 11 168
Empirical evidence on bank market power, business models, stability and performance in the emerging economies 0 0 0 17 0 19 24 94
Explaining returns on venture capital backed companies: Evidence from Belgium 0 0 0 22 0 4 9 159
Factoring characteristics into returns: A clinical study on the SMB and HML portfolio construction methods 0 0 2 10 4 7 11 54
Government Debt Denomination Policies Before and After the EMU Advent 0 1 1 14 0 5 9 64
Harvesting the seasons of the size anomaly 0 0 0 9 4 9 11 38
Hedge fund performance and persistence in bull and bear markets 0 0 0 101 2 7 12 377
Higher†moment Risk Exposures in Hedge Funds 0 0 0 1 1 2 5 29
How do volatility regimes affect the pricing of quality and liquidity in the stock market? 0 0 1 5 1 6 15 32
How does governmental versus private venture capital backing affect a firm's efficiency? Evidence from Belgium 0 0 5 56 5 15 41 425
Incremental impact of venture capital financing 0 0 1 19 1 4 7 127
International Mutual Funds Performance and Persistence across the Universe of Performance Measures 0 0 2 6 0 1 5 23
Measuring operational risk in financial institutions 1 1 1 34 1 3 7 124
Mental accounts with horizon and asymmetry preferences 0 0 2 9 2 5 13 48
New Insight on the Performance of Equity Long/short Investment Styles 0 1 2 42 0 5 10 115
Operational risk and reputation in the financial industry 0 1 15 236 5 14 45 621
Optimal selection of a portfolio of options under Value-at-Risk constraints: a scenario approach 0 0 0 4 1 4 6 23
Option replication and the performance of a market timer 0 1 1 6 0 4 5 34
Performance and persistence of Commodity Trading Advisors: Further evidence 0 0 0 1 0 4 6 18
Portfolio choice and mental accounts: A comparison with traditional approaches 0 0 1 12 4 9 14 38
Practical methods for measuring and managing operational risk in the financial sector: A clinical study 0 0 1 196 3 10 14 616
Reputational damage of operational loss on the bond market: Evidence from the financial industry 0 0 3 25 0 4 10 98
Risk and performance estimation in hedge funds revisited: Evidence from errors in variables 0 0 0 26 1 3 4 142
Strategic Analysis of Risk-Shifting Incentives with Convertible Debt 0 0 0 5 0 7 8 27
Survival of commodity trading advisors: 1990–2003 0 0 0 4 1 2 3 22
The Generalized Treynor Ratio 0 0 0 158 1 4 9 818
The Generalized Treynor Ratio 0 1 2 14 0 7 16 76
The analytic pricing of asymmetric defaultable swaps 0 0 0 55 0 4 5 143
The credit risk components of a swap portfolio 0 0 0 3 2 3 4 14
The effects of uncertainty on the dynamics of stock market interdependence: Evidence from the time-varying cointegration of the G7 stock markets 0 1 6 9 2 6 19 28
The prediction of fund failure through performance diagnostics 0 0 0 12 1 3 5 72
Total Journal Articles 1 7 51 1,675 44 224 437 6,201
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 13 14 14
Is There a Link between Past Performance and Fund Failure? 0 0 0 0 1 2 5 13
Total Chapters 0 0 0 0 1 15 19 27

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Statistics updated 2026-03-04