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 4 5 14 753
A Portfolio Approach to Venture Capital Financing 0 0 0 75 1 2 8 276
A Structural Balance Sheet Model of Sovereign Credit Risk 0 0 0 46 1 1 6 209
Basel II and Operational Risk: Implications for risk measurement and management in the financial sector 0 0 0 2,075 1 7 14 5,303
Comoment Risk and Stock Returns 0 0 0 67 1 4 19 245
Corporate international diversification and the cost of equity: European evidence 0 0 0 0 1 1 3 17
Currency Total Return Swaps: Valuation and Risk Factor Analysis 0 0 3 87 2 7 30 477
Development path and capital structure of belgian biotechnology firms 0 0 0 133 3 4 11 705
Directional and non-directional risk exposures in Hedge Fund returns 0 0 0 133 1 3 11 1,300
Equivalent Risky Allocation: The New ERA of Risk Measurement for Heterogeneous Investors 0 0 0 0 3 4 9 10
Explaining returns on venture capital backed companies: Evidence from Belgium 0 0 0 0 6 6 12 30
Finance Corporate 0 0 0 0 4 4 6 43
Government debt denomination policies before and after the EMU advent 0 0 0 0 3 4 9 31
Hedge Fund Performance and Persistence in Bull and Bear Markets 0 0 0 614 3 12 18 1,255
Horizon Risk and Asset Pricing 0 0 0 0 0 0 4 507
How do volatility regimes affect the pricing of quality and liquidity in the stock market? 0 0 0 0 1 2 16 22
How does governmental versus private venture capital backing affect a firm's efficiency? Evidence from Belgium 0 0 0 0 3 3 13 58
How to Construct Fundamental Risk Factors? 1 1 1 77 1 3 8 278
Identifying Ultimate Beneficial Owners: A Risk-Based Approach to Improving the Transparency of International Financial Flows 0 0 2 9 2 4 9 22
Identifying Ultimate Beneficial Owners: A Risk-Based Approach to Improving the Transparency of International Financial Flows 0 0 0 2 1 2 3 5
Incremental impact of venture capital financing 0 0 0 0 3 7 13 41
International Financial Reporting Standards and Market Efficiency: A European Perspective 0 0 0 440 2 3 8 1,310
La Gestion de portefeuille 0 0 0 0 0 2 4 9
La Gestion de portefeuille (2ème édition) 0 0 0 0 1 3 11 12
La Gestion de portefeuille - Instruments: Instruments, stratégie et performance 1 4 14 91 4 7 26 203
La Gestion de portefeuille - Instruments: Instruments, stratégie et performance 0 0 0 0 6 10 16 292
La gestion de portefeuille (3ème édition) 0 0 0 0 2 5 11 63
Le risque opérationnel: implications de l'Accord de Bâle pour le secteur financier 0 0 0 0 1 4 8 310
Operational risk and reputation in the financial industry 0 0 0 0 2 4 11 20
Operational risk and reputation in the financial industry 0 0 0 17 2 4 10 114
Portfolio choice and investor preferences: A semi-parametric approach based on risk horizon 0 0 0 41 5 11 22 154
Practical methods for measuring and managing operational risk in the financial sector: a clinical study 0 0 0 5 3 4 9 127
Reputational damage of operational loss on the bond market: Evidence from the financial industry 0 0 0 6 3 3 10 60
Reputational damage of operational loss on the bond market: Evidence from the financial industry 0 0 0 0 6 8 14 17
The Estimation of Default Risk with Market Data 0 0 0 0 0 1 5 1,001
The Impact of International Financial Reporting Standards on Market Microstructure in Europe 0 0 0 77 0 0 10 485
The Management of Public Bond Spreads Before and After Euroland 0 0 0 0 1 2 5 388
The added value of a central agency of European debt 0 0 0 0 1 1 4 28
Une interpretation comportementale de la bulle speculative spontanee 0 0 0 0 0 2 8 498
Total Working Papers 2 5 21 4,156 84 159 428 16,678

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 1 2 5 40
Analysis of hedge fund performance 0 0 1 401 5 8 26 866
Comment on ‘Swap Pricing with Two-Sided Default Risk in a Rating-Based Model’ 0 0 0 0 0 2 3 16
Comoment risk and stock returns 0 0 0 2 2 3 16 30
Comoment risk in corporate bond yields and returns 0 0 2 7 0 0 8 18
Concentrated Announcements on Clustered Data: An Event Study on Biotechnology Stocks 0 0 0 12 4 5 11 78
Concentrated Announcements on Clustered Data: An Event Study on Biotechnology Stocks 0 0 0 0 1 1 6 203
Corporate international diversification and the cost of equity: European evidence 0 0 0 26 2 3 6 108
Credit derivatives with multiple debt issues 0 0 0 55 0 0 4 155
Currency total return swaps: valuation and risk factor analysis 0 0 0 6 3 4 11 47
DYNAMIC HEDGE FUND STYLE ANALYSIS WITH ERRORS‐IN‐VARIABLES 0 0 0 49 0 2 12 169
Empirical evidence on bank market power, business models, stability and performance in the emerging economies 0 0 0 17 3 3 26 97
Explaining returns on venture capital backed companies: Evidence from Belgium 0 0 0 22 3 4 13 163
Factoring characteristics into returns: A clinical study on the SMB and HML portfolio construction methods 0 0 0 10 4 9 14 59
Government Debt Denomination Policies Before and After the EMU Advent 0 0 1 14 3 3 12 67
Harvesting the seasons of the size anomaly 0 0 0 9 2 8 15 42
Hedge fund performance and persistence in bull and bear markets 0 0 0 101 13 15 25 390
Higher†moment Risk Exposures in Hedge Funds 0 0 0 1 2 6 10 34
How do volatility regimes affect the pricing of quality and liquidity in the stock market? 0 0 1 5 3 4 16 35
How does governmental versus private venture capital backing affect a firm's efficiency? Evidence from Belgium 0 0 4 56 2 10 41 430
Incremental impact of venture capital financing 0 0 0 19 2 4 8 130
International Mutual Funds Performance and Persistence across the Universe of Performance Measures 0 0 1 6 2 2 6 25
Measuring operational risk in financial institutions 0 1 1 34 2 3 8 126
Mental accounts with horizon and asymmetry preferences 0 0 2 9 0 3 14 49
New Insight on the Performance of Equity Long/short Investment Styles 0 0 2 42 1 3 10 118
Operational risk and reputation in the financial industry 2 3 15 239 5 16 49 632
Optimal selection of a portfolio of options under Value-at-Risk constraints: a scenario approach 0 0 0 4 1 2 7 24
Option replication and the performance of a market timer 0 0 1 6 2 4 9 38
Performance and persistence of Commodity Trading Advisors: Further evidence 0 0 0 1 4 4 10 22
Portfolio choice and mental accounts: A comparison with traditional approaches 0 1 2 13 1 6 16 40
Practical methods for measuring and managing operational risk in the financial sector: A clinical study 0 1 2 197 3 7 18 620
Reputational damage of operational loss on the bond market: Evidence from the financial industry 0 0 2 25 0 0 9 98
Risk and performance estimation in hedge funds revisited: Evidence from errors in variables 0 0 0 26 1 3 6 144
Strategic Analysis of Risk-Shifting Incentives with Convertible Debt 0 0 0 5 1 2 10 29
Survival of commodity trading advisors: 1990–2003 0 0 0 4 3 5 6 26
The Generalized Treynor Ratio 0 0 0 158 2 3 11 820
The Generalized Treynor Ratio 0 0 2 14 0 0 15 76
The analytic pricing of asymmetric defaultable swaps 0 0 0 55 3 3 8 146
The credit risk components of a swap portfolio 0 0 0 3 1 4 6 16
The effects of uncertainty on the dynamics of stock market interdependence: Evidence from the time-varying cointegration of the G7 stock markets 0 0 5 9 0 3 18 29
The prediction of fund failure through performance diagnostics 0 0 0 12 1 3 7 74
Total Journal Articles 2 6 44 1,680 88 172 531 6,329
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 1 1 15 15
Is There a Link between Past Performance and Fund Failure? 0 0 0 0 2 3 7 15
Total Chapters 0 0 0 0 3 4 22 30

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-05-06