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 1 160 1 2 3 738
A Portfolio Approach to Venture Capital Financing 0 0 0 75 0 0 5 268
A Structural Balance Sheet Model of Sovereign Credit Risk 0 1 1 46 1 2 4 203
Basel II and Operational Risk: Implications for risk measurement and management in the financial sector 0 0 0 2,075 2 2 4 5,289
Comoment Risk and Stock Returns 0 0 1 67 0 1 4 226
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 3 4 84 0 5 13 447
Development path and capital structure of belgian biotechnology firms 0 0 0 133 1 1 1 694
Directional and non-directional risk exposures in Hedge Fund returns 0 0 0 133 1 1 5 1,287
Equivalent Risky Allocation: The New ERA of Risk Measurement for Heterogeneous Investors 0 0 0 0 1 1 1 1
Explaining returns on venture capital backed companies: Evidence from Belgium 0 0 0 0 0 1 2 18
Finance Corporate 0 0 0 0 0 1 3 37
Government debt denomination policies before and after the EMU advent 0 0 0 0 0 0 1 22
Hedge Fund Performance and Persistence in Bull and Bear Markets 0 0 2 614 0 0 5 1,237
Horizon Risk and Asset Pricing 0 0 0 0 0 0 0 503
How do volatility regimes affect the pricing of quality and liquidity in the stock market? 0 0 0 0 0 1 1 6
How does governmental versus private venture capital backing affect a firm's efficiency? Evidence from Belgium 0 0 0 0 0 1 3 45
How to Construct Fundamental Risk Factors? 0 0 0 76 0 0 1 270
Identifying Ultimate Beneficial Owners: A Risk-Based Approach to Improving the Transparency of International Financial Flows 0 0 0 6 0 0 2 12
Identifying Ultimate Beneficial Owners: A Risk-Based Approach to Improving the Transparency of International Financial Flows 0 0 0 2 1 1 1 2
Incremental impact of venture capital financing 0 0 0 0 1 1 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 1 1 4 5
La Gestion de portefeuille (2ème édition) 0 0 0 0 1 1 1 1
La Gestion de portefeuille - Instruments: Instruments, stratégie et performance 2 7 25 72 3 11 42 170
La Gestion de portefeuille - Instruments: Instruments, stratégie et performance 0 0 0 0 1 2 10 275
La gestion de portefeuille (3ème édition) 0 0 0 0 2 5 21 52
Le risque opérationnel: implications de l'Accord de Bâle pour le secteur financier 0 0 0 0 0 0 2 302
Operational risk and reputation in the financial industry 0 0 0 17 0 0 0 104
Operational risk and reputation in the financial industry 0 0 0 0 1 1 6 9
Portfolio choice and investor preferences: A semi-parametric approach based on risk horizon 0 0 0 41 1 2 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 1 50
Reputational damage of operational loss on the bond market: Evidence from the financial industry 0 0 0 0 1 1 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 0 0 475
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 2 11 35 4,129 20 45 161 16,238

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 2 6 0 0 3 35
Analysis of hedge fund performance 1 2 13 399 1 6 30 837
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 0 0 1 1 1 3 13
Comoment risk in corporate bond yields and returns 0 0 0 5 0 0 2 10
Concentrated Announcements on Clustered Data: An Event Study on Biotechnology Stocks 0 0 0 0 2 2 2 197
Concentrated Announcements on Clustered Data: An Event Study on Biotechnology Stocks 0 0 0 12 1 1 3 66
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 2 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 1 1 157
Empirical evidence on bank market power, business models, stability and performance in the emerging economies 0 0 2 17 1 1 14 70
Explaining returns on venture capital backed companies: Evidence from Belgium 0 0 2 22 0 0 5 150
Factoring characteristics into returns: A clinical study on the SMB and HML portfolio construction methods 0 0 1 8 0 0 2 43
Government Debt Denomination Policies Before and After the EMU Advent 0 0 0 13 1 1 1 55
Harvesting the seasons of the size anomaly 2 2 3 9 5 6 8 27
Hedge fund performance and persistence in bull and bear markets 0 0 2 101 1 1 8 365
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 1 4 0 0 5 17
How does governmental versus private venture capital backing affect a firm's efficiency? Evidence from Belgium 0 2 7 51 1 5 27 384
Incremental impact of venture capital financing 0 1 1 18 0 3 9 120
International Mutual Funds Performance and Persistence across the Universe of Performance Measures 0 1 2 4 0 1 2 18
Measuring operational risk in financial institutions 0 0 0 33 0 0 0 117
Mental accounts with horizon and asymmetry preferences 0 0 1 7 0 0 7 35
New Insight on the Performance of Equity Long/short Investment Styles 0 0 0 40 1 1 1 105
Operational risk and reputation in the financial industry 0 0 14 221 2 2 26 576
Optimal selection of a portfolio of options under Value-at-Risk constraints: a scenario approach 0 0 1 4 0 1 4 17
Option replication and the performance of a market timer 0 0 1 5 0 1 2 29
Performance and persistence of Commodity Trading Advisors: Further evidence 0 1 1 1 0 1 1 12
Portfolio choice and mental accounts: A comparison with traditional approaches 0 0 0 11 0 1 3 24
Practical methods for measuring and managing operational risk in the financial sector: A clinical study 0 0 2 195 0 1 9 602
Reputational damage of operational loss on the bond market: Evidence from the financial industry 0 0 1 22 0 0 3 88
Risk and performance estimation in hedge funds revisited: Evidence from errors in variables 0 0 1 26 0 0 4 138
Strategic Analysis of Risk-Shifting Incentives with Convertible Debt 0 0 0 5 0 0 0 19
Survival of commodity trading advisors: 1990–2003 0 0 0 4 0 0 1 19
The Generalized Treynor Ratio 0 2 5 12 0 2 14 60
The Generalized Treynor Ratio 0 0 3 158 0 0 9 809
The analytic pricing of asymmetric defaultable swaps 0 0 0 55 0 0 1 138
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 0 0 2 3 0 1 8 9
The prediction of fund failure through performance diagnostics 0 0 0 12 0 0 1 67
Total Journal Articles 3 11 68 1,624 18 42 225 5,764
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 1 1 1 8
Total Chapters 0 0 0 0 1 1 1 8

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Statistics updated 2025-03-03