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 2 153 1 5 14 683
A Portfolio Approach to Venture Capital Financing 1 1 1 70 1 1 6 208
A Structural Balance Sheet Model of Sovereign Credit Risk 0 0 2 39 0 0 6 174
Basel II and Operational Risk: Implications for risk measurement and management in the financial sector 0 0 5 2,066 0 1 6 5,168
Comoment Risk and Stock Returns 0 0 1 63 2 2 4 195
Corporate international diversification and the cost of equity: European evidence 0 0 0 0 0 3 3 7
Currency Total Return Swaps: Valuation and Risk Factor Analysis 0 0 2 78 1 1 6 411
Development path and capital structure of belgian biotechnology firms 0 1 1 132 1 2 4 672
Directional and non-directional risk exposures in Hedge Fund returns 0 0 1 119 4 16 57 962
Finance Corporate 0 0 0 0 0 0 1 22
Government debt denomination policies before and after the EMU advent 0 0 0 0 0 0 1 6
Hedge Fund Performance and Persistence in Bull and Bear Markets 0 1 2 608 1 3 10 1,192
Horizon Risk and Asset Pricing 0 0 0 0 0 0 1 484
How to Construct Fundamental Risk Factors? 1 1 1 68 2 2 5 221
International Financial Reporting Standards and Market Efficiency: A European Perspective 2 3 10 422 3 8 23 1,243
La Gestion de portefeuille - Instruments: Instruments, stratégie et performance 0 0 0 0 0 5 24 99
Le risque opérationnel: implications de l'Accord de Bâle pour le secteur financier 0 0 0 0 0 1 6 263
Operational risk and reputation in the financial industry 0 0 0 17 2 2 9 82
Portfolio choice and investor preferences: A semi-parametric approach based on risk horizon 0 0 3 35 0 6 20 89
Practical methods for measuring and managing operational risk in the financial sector: a clinical study 0 0 0 5 0 0 5 89
Reputational damage of operational loss on the bond market: Evidence from the financial industry 0 0 0 6 0 0 2 31
The Estimation of Default Risk with Market Data 0 0 0 0 0 1 3 987
The Impact of International Financial Reporting Standards on Market Microstructure in Europe 0 0 1 76 1 2 7 457
The Management of Public Bond Spreads Before and After Euroland 0 0 0 0 0 1 1 381
The added value of a central agency of European debt 0 0 0 0 0 0 0 9
Une interpretation comportementale de la bulle speculative spontanee 0 0 0 0 0 0 0 485
Total Working Papers 4 7 32 3,957 19 62 224 14,620


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 2 0 0 0 18
Analysis of hedge fund performance 1 6 18 317 1 9 36 607
Comment on ‘Swap Pricing with Two-Sided Default Risk in a Rating-Based Model’ 0 0 0 0 0 0 0 6
Concentrated Announcements on Clustered Data: An Event Study on Biotechnology Stocks 0 0 0 0 0 0 2 177
Concentrated Announcements on Clustered Data: An Event Study on Biotechnology Stocks 0 0 1 11 1 1 5 51
Corporate international diversification and the cost of equity: European evidence 0 1 2 25 0 1 3 85
Credit derivatives with multiple debt issues 0 0 0 53 0 0 1 135
Currency total return swaps: valuation and risk factor analysis 0 0 0 5 0 0 1 27
DYNAMIC HEDGE FUND STYLE ANALYSIS WITH ERRORS-IN-VARIABLES 0 0 0 47 0 0 2 144
Explaining returns on venture capital backed companies: Evidence from Belgium 0 0 0 18 1 1 2 110
Government Debt Denomination Policies Before and After the EMU Advent 0 0 0 11 0 0 0 47
Hedge fund performance and persistence in bull and bear markets 0 0 0 98 0 1 2 318
Higher†moment Risk Exposures in Hedge Funds 0 0 0 0 0 1 2 2
How does governmental versus private venture capital backing affect a firm's efficiency? Evidence from Belgium 1 3 5 20 3 7 17 110
Incremental impact of venture capital financing 0 1 3 9 0 5 12 62
Measuring operational risk in financial institutions 0 0 0 32 0 0 1 101
New Insight on the Performance of Equity Long/short Investment Styles 0 3 3 34 0 3 9 88
Operational risk and reputation in the financial industry 0 2 5 143 2 5 17 387
Optimal selection of a portfolio of options under Value-at-Risk constraints: a scenario approach 0 0 0 2 0 0 1 7
Option replication and the performance of a market timer 0 0 0 1 0 0 7 11
Performance and persistence of Commodity Trading Advisors: Further evidence 0 0 0 0 0 0 0 4
Practical methods for measuring and managing operational risk in the financial sector: A clinical study 1 3 4 179 1 5 11 519
Reputational damage of operational loss on the bond market: Evidence from the financial industry 0 0 0 17 2 2 3 58
Risk and performance estimation in hedge funds revisited: Evidence from errors in variables 0 0 0 25 0 0 0 91
Strategic Analysis of Risk-Shifting Incentives with Convertible Debt 0 0 0 2 0 2 2 6
Survival of commodity trading advisors: 1990–2003 0 0 1 3 0 0 1 8
The Generalized Treynor Ratio 0 0 0 146 1 1 8 709
The Generalized Treynor Ratio 0 0 0 3 1 3 5 18
The analytic pricing of asymmetric defaultable swaps 0 0 0 55 0 0 1 133
The credit risk components of a swap portfolio 0 1 1 1 0 1 1 5
The market timing skills of hedge funds during the financial crisis 0 0 0 0 0 1 2 4
The prediction of fund failure through performance diagnostics 0 0 1 6 1 4 6 38
Total Journal Articles 3 20 44 1,265 14 53 160 4,086


Statistics updated 2019-07-03