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 1 3 10 746
A Portfolio Approach to Venture Capital Financing 0 0 0 75 1 3 3 271
A Structural Balance Sheet Model of Sovereign Credit Risk 0 0 1 46 1 3 5 206
Basel II and Operational Risk: Implications for risk measurement and management in the financial sector 0 0 0 2,075 3 6 8 5,295
Comoment Risk and Stock Returns 0 0 0 67 3 6 7 233
Corporate international diversification and the cost of equity: European evidence 0 0 0 0 0 1 1 15
Currency Total Return Swaps: Valuation and Risk Factor Analysis 0 1 3 86 4 10 20 465
Development path and capital structure of belgian biotechnology firms 0 0 0 133 1 2 5 698
Directional and non-directional risk exposures in Hedge Fund returns 0 0 0 133 0 2 6 1,292
Equivalent Risky Allocation: The New ERA of Risk Measurement for Heterogeneous Investors 0 0 0 0 0 2 3 3
Explaining returns on venture capital backed companies: Evidence from Belgium 0 0 0 0 0 2 4 21
Finance Corporate 0 0 0 0 1 2 2 39
Government debt denomination policies before and after the EMU advent 0 0 0 0 0 2 3 25
Hedge Fund Performance and Persistence in Bull and Bear Markets 0 0 0 614 2 3 4 1,241
Horizon Risk and Asset Pricing 0 0 0 0 1 2 3 506
How do volatility regimes affect the pricing of quality and liquidity in the stock market? 0 0 0 0 4 8 11 16
How does governmental versus private venture capital backing affect a firm's efficiency? Evidence from Belgium 0 0 0 0 0 1 6 50
How to Construct Fundamental Risk Factors? 0 0 0 76 1 1 1 271
Identifying Ultimate Beneficial Owners: A Risk-Based Approach to Improving the Transparency of International Financial Flows 0 0 0 2 1 1 2 3
Identifying Ultimate Beneficial Owners: A Risk-Based Approach to Improving the Transparency of International Financial Flows 0 1 3 9 1 3 5 17
Incremental impact of venture capital financing 0 0 0 0 3 3 4 31
International Financial Reporting Standards and Market Efficiency: A European Perspective 0 0 0 440 0 1 1 1,303
La Gestion de portefeuille 0 0 0 0 0 0 1 5
La Gestion de portefeuille (2ème édition) 0 0 0 0 0 1 2 2
La Gestion de portefeuille - Instruments: Instruments, stratégie et performance 0 0 0 0 0 5 7 281
La Gestion de portefeuille - Instruments: Instruments, stratégie et performance 1 4 18 87 1 4 28 193
La gestion de portefeuille (3ème édition) 0 0 0 0 1 4 8 57
Le risque opérationnel: implications de l'Accord de Bâle pour le secteur financier 0 0 0 0 1 2 2 304
Operational risk and reputation in the financial industry 0 0 0 0 3 5 8 16
Operational risk and reputation in the financial industry 0 0 0 17 1 2 4 108
Portfolio choice and investor preferences: A semi-parametric approach based on risk horizon 0 0 0 41 0 2 3 134
Practical methods for measuring and managing operational risk in the financial sector: a clinical study 0 0 0 5 0 1 2 120
Reputational damage of operational loss on the bond market: Evidence from the financial industry 0 0 0 0 0 2 3 5
Reputational damage of operational loss on the bond market: Evidence from the financial industry 0 0 0 6 5 5 5 55
The Estimation of Default Risk with Market Data 0 0 0 0 1 1 1 997
The Impact of International Financial Reporting Standards on Market Microstructure in Europe 0 0 0 77 0 2 4 479
The Management of Public Bond Spreads Before and After Euroland 0 0 0 0 1 1 1 384
The added value of a central agency of European debt 0 0 0 0 0 1 1 25
Une interpretation comportementale de la bulle speculative spontanee 0 0 0 0 2 2 2 492
Total Working Papers 1 6 26 4,150 44 107 196 16,404

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 1 1 36
Analysis of hedge fund performance 0 0 3 401 1 5 13 847
Comment on ‘Swap Pricing with Two-Sided Default Risk in a Rating-Based Model’ 0 0 0 0 0 1 1 14
Comoment risk and stock returns 0 0 1 2 1 8 12 24
Comoment risk in corporate bond yields and returns 0 1 2 7 2 3 5 15
Concentrated Announcements on Clustered Data: An Event Study on Biotechnology Stocks 0 0 0 12 1 1 5 70
Concentrated Announcements on Clustered Data: An Event Study on Biotechnology Stocks 0 0 0 0 0 3 5 200
Corporate international diversification and the cost of equity: European evidence 0 0 0 26 0 2 2 104
Credit derivatives with multiple debt issues 0 0 0 55 1 1 2 152
Currency total return swaps: valuation and risk factor analysis 0 0 0 6 1 4 5 41
DYNAMIC HEDGE FUND STYLE ANALYSIS WITH ERRORS‐IN‐VARIABLES 0 0 0 49 3 6 9 165
Empirical evidence on bank market power, business models, stability and performance in the emerging economies 0 0 0 17 5 7 11 80
Explaining returns on venture capital backed companies: Evidence from Belgium 0 0 0 22 1 4 6 156
Factoring characteristics into returns: A clinical study on the SMB and HML portfolio construction methods 0 0 2 10 2 3 6 49
Government Debt Denomination Policies Before and After the EMU Advent 1 1 1 14 2 4 7 61
Harvesting the seasons of the size anomaly 0 0 2 9 1 2 9 30
Hedge fund performance and persistence in bull and bear markets 0 0 0 101 0 4 6 370
Higher†moment Risk Exposures in Hedge Funds 0 0 0 1 0 3 3 27
How do volatility regimes affect the pricing of quality and liquidity in the stock market? 0 0 1 5 2 3 11 28
How does governmental versus private venture capital backing affect a firm's efficiency? Evidence from Belgium 0 1 6 56 5 10 34 415
Incremental impact of venture capital financing 0 0 1 19 2 2 7 125
International Mutual Funds Performance and Persistence across the Universe of Performance Measures 0 0 2 6 0 0 4 22
Measuring operational risk in financial institutions 0 0 0 33 1 3 5 122
Mental accounts with horizon and asymmetry preferences 0 0 2 9 1 1 9 44
New Insight on the Performance of Equity Long/short Investment Styles 0 0 1 41 1 1 7 111
Operational risk and reputation in the financial industry 1 2 15 236 3 12 36 610
Optimal selection of a portfolio of options under Value-at-Risk constraints: a scenario approach 0 0 0 4 0 2 3 19
Option replication and the performance of a market timer 1 1 1 6 1 2 2 31
Performance and persistence of Commodity Trading Advisors: Further evidence 0 0 1 1 2 4 5 16
Portfolio choice and mental accounts: A comparison with traditional approaches 0 0 1 12 2 2 8 31
Practical methods for measuring and managing operational risk in the financial sector: A clinical study 0 1 1 196 5 7 10 611
Reputational damage of operational loss on the bond market: Evidence from the financial industry 0 2 3 25 0 3 6 94
Risk and performance estimation in hedge funds revisited: Evidence from errors in variables 0 0 0 26 0 1 1 139
Strategic Analysis of Risk-Shifting Incentives with Convertible Debt 0 0 0 5 2 2 3 22
Survival of commodity trading advisors: 1990–2003 0 0 0 4 0 0 1 20
The Generalized Treynor Ratio 0 0 2 13 4 7 14 73
The Generalized Treynor Ratio 0 0 0 158 0 2 5 814
The analytic pricing of asymmetric defaultable swaps 0 0 0 55 0 0 1 139
The credit risk components of a swap portfolio 0 0 0 3 1 2 2 12
The effects of uncertainty on the dynamics of stock market interdependence: Evidence from the time-varying cointegration of the G7 stock markets 1 3 6 9 1 9 15 23
The prediction of fund failure through performance diagnostics 0 0 0 12 0 1 2 69
Total Journal Articles 4 12 54 1,672 54 138 299 6,031
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 4 4 5 5
Is There a Link between Past Performance and Fund Failure? 0 0 0 0 0 3 4 11
Total Chapters 0 0 0 0 4 7 9 16

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Statistics updated 2026-01-09