Georges Hübner : Citation Profile


Are you Georges Hübner?

Université de Liège

7

H index

5

i10 index

284

Citations

RESEARCH PRODUCTION:

38

Articles

32

Papers

1

Chapters

RESEARCH ACTIVITY:

   27 years (1994 - 2021). See details.
   Cites by year: 10
   Journals where Georges Hübner has often published
   Relations with other researchers
   Recent citing documents: 36.    Total self citations: 7 (2.41 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/phb1
   Updated: 2022-01-15    RAS profile: 2021-10-24    
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Relations with other researchers


Works with:

Lambert, Marie (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Georges Hübner.

Is cited by:

Eling, Martin (6)

SADEFO, Jules (4)

Ashby, Simon (4)

Garcia, René (4)

Sutcliffe, Charles (3)

Gallagher, Liam (3)

faff, robert (3)

Dionne, Georges (3)

Racicot, François-Éric (3)

Bertoni, Fabio (3)

Muteba Mwamba, John Weirstrass (3)

Cites to:

Fama, Eugene (15)

Lerner, Josh (15)

French, Kenneth (14)

Hellmann, Thomas (10)

Cumming, Douglas (9)

Gompers, Paul (8)

Brown, Stephen (8)

Titman, Sheridan (7)

Grinblatt, Mark (7)

wright, mike (7)

Carhart, Mark (6)

Main data


Where Georges Hübner has published?


Journals with more than one article published# docs
Journal of Banking & Finance6
Journal of Empirical Finance3
Journal of Futures Markets3
Review of Finance2
Finance2

Working Papers Series with more than one paper published# docs
ULB Institutional Repository / ULB -- Universite Libre de Bruxelles7
Post-Print / HAL6
LSF Research Working Paper Series / Luxembourg School of Finance, University of Luxembourg5

Recent works citing Georges Hübner (2021 and 2020)


YearTitle of citing document
2020Non-Financial Reporting and Reputational Risk in the Romanian Financial Sector. (2020). Topor, Dan Ioan ; Oncioiu, Ionica ; Marin-Pantelescu, Andreea ; Fulop, Melinda Timea ; Tachiciu, Laurentiu. In: The AMFITEATRU ECONOMIC journal. RePEc:aes:amfeco:v:22:y:2020:i:55:p:668.

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2020An Empirical Analysis of Market Reactions to the First Solvency and Financial Condition Reports in the European Insurance Industry. (2020). Heidinger, Dinah ; Gatzert, Nadine. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:87:y:2020:i:2:p:407-436.

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2021Analysis of an aggregate loss model in a Markov renewal regime. (2021). Lillo, Rosa E ; Carrizosa, Emilio ; Ramirez-Cobo, Pepa. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:396:y:2021:i:c:s0096300320308225.

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2021Hedge fund strategies, performance &diversification: A portfolio theory & stochastic discount factor approach. (2021). Sutcliffe, Charles ; Ye, Xiaoxia ; Stafylas, Dimitrios ; Platanakis, Emmanouil ; Newton, David. In: The British Accounting Review. RePEc:eee:bracre:v:53:y:2021:i:5:s0890838921000263.

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2020Mutual funds exits, financial crisis and Darwin. (2020). Zhang, Yue ; Zalewska, Anna. In: Journal of Corporate Finance. RePEc:eee:corfin:v:65:y:2020:i:c:s0929119920301826.

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2021The response of hedge fund tail risk to macroeconomic shocks: A nonlinear VAR approach. (2021). Racicot, François-Éric ; Theoret, Raymond ; Gregoriou, Greg N. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:843-872.

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2020Nonparametric assessment of hedge fund performance. (2020). Garcia, René ; Ardison, Kym ; Almeida, Caio. In: Journal of Econometrics. RePEc:eee:econom:v:214:y:2020:i:2:p:349-378.

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2021Risk optimizations on basis portfolios: The role of sorting. (2021). Lambert, Marie ; Papageorgiou, Nicolas ; Fays, Boris. In: Journal of Empirical Finance. RePEc:eee:empfin:v:63:y:2021:i:c:p:136-163.

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2020Hedge fund strategies: A non-parametric analysis. (2020). Canepa, Alessandra ; Skinner, Frank S ; De, Maria. In: International Review of Financial Analysis. RePEc:eee:finana:v:67:y:2020:i:c:s1057521919301802.

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2020Empirically assessing and modeling spillover effects from operational risk events in the insurance industry. (2020). Heidinger, Dinah ; Gatzert, Nadine ; Eckert, Christian. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:93:y:2020:i:c:p:72-83.

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2021Government ownership and Venture Capital in China. (2021). Cao, Xiaping ; Humphery-Jenner, Mark ; Suchard, Jo-Ann. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:129:y:2021:i:c:s0378426621001230.

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2021Internet search, fund flows, and fund performance. (2021). Lai, Christine W ; Chen, Hsuan-Chi. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:129:y:2021:i:c:s0378426621001254.

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2021Turning a curse into a blessing: Contingent effects of geographic distance on startup–VC partnership performance. (2021). Gu, Qian ; Zhang, Jiamin. In: Journal of Business Venturing. RePEc:eee:jbvent:v:36:y:2021:i:4:s0883902621000185.

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2020Bridging the equity gap for young innovative companies: The design of effective government venture capital fund programs. (2020). Quas, Anita ; Groh, Alexander ; Alperovych, Yan. In: Research Policy. RePEc:eee:respol:v:49:y:2020:i:10:s0048733320301293.

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2020Funds of hedge funds: Are they really the high society for little guys?. (2020). Yao, Juan ; Cui, Wei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:67:y:2020:i:c:p:346-361.

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2020Determinants of hedge fund performance during ‘good’ and ‘bad’ economic periods. (2020). Andrikopoulos, Athanasios ; Stafylas, Dimitrios. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s027553191930563x.

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2020Are the Largest Banking Organizations Operationally More Risky?. (2020). Frame, W ; Mihov, Atanas ; Curti, Filippo. In: Working Papers. RePEc:fip:feddwp:88097.

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2020Haste Makes Waste: Banking Organization Growth and Operational Risk. (2020). Frame, W ; Mihov, Atanas ; McLemore, Ping. In: Working Papers. RePEc:fip:feddwp:88596.

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2021.

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2020Evaluating the Performance of the Government Venture Capital Guiding Fund Using the Intuitionistic Fuzzy Analytic Hierarchy Process. (2020). Gupta, Rakesh ; Yu, Lijie ; Xu, Jianjun. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:17:p:6908-:d:403907.

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2021Aversión al riesgo implícita en los precios de mercado de diferentes activos financieros de Argentina. (2021). Pesce, Gabriela ; Milanesi, Gaston ; Chavez, Etelvina Stefani. In: Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance). RePEc:imx:journl:v:16:y:2021:i:1:a:8.

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2020Spanning Tests for Assets with Option-Like Payoffs: The Case of Hedge Funds. (2020). Karehnke, Paul ; de Roon, Frans. In: Management Science. RePEc:inm:ormnsc:v:66:y:12:i:2020:p:5969-5989.

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2020Operational Risk Management: A Stochastic Control Framework with Preventive and Corrective Controls. (2020). Pinedo, Michael ; Zhu, Lingjiong ; Xu, Yuqian. In: Operations Research. RePEc:inm:oropre:v:68:y:2020:i:6:p:1804-1825.

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2021Testing for structural breaks in return-based style regression models. (2021). Kim, Tae-Hwan ; Stone, Douglas. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:35:y:2021:i:1:d:10.1007_s11408-020-00364-2.

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2020Foreign Exchange Manipulation and the Equity Returns of Global Banks. (2020). Akhigbe, Aigbe ; Whyte, Ann Marie ; Balasubramnian, Bhanu. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:57:y:2020:i:2:d:10.1007_s10693-018-0301-1.

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2021Bidding against the odds? The impact evaluation of grants for young micro and small firms during the recession. (2021). Srhoj, Stjepan ; Radas, Sonja ; Krinjari, Bruno. In: Small Business Economics. RePEc:kap:sbusec:v:56:y:2021:i:1:d:10.1007_s11187-019-00200-6.

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2021Where do we go? VC firm heterogeneity and the exit routes of newly listed high-tech firms. (2021). Pommet, Sophie ; Useche, Diego. In: Small Business Economics. RePEc:kap:sbusec:v:57:y:2021:i:3:d:10.1007_s11187-020-00351-x.

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2021On the underestimation of risk in hedge fund performance persistence: geolocation and investment strategy effects.. (2021). Klubinski, William ; Verousis, Thanos. In: MPRA Paper. RePEc:pra:mprapa:109766.

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2021Reputational risks in banks: A review of research themes, frameworks, methods, and future research directions. (2021). Asongu, Simplice ; Gemegah, Albert ; Andoh, Charles ; Adeabah, David. In: MPRA Paper. RePEc:pra:mprapa:110598.

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2020Investing in mutual funds: are you paying for performance or for the ties of the manager?. (2020). Skaperda, Maria ; Siriopoulos, Costas. In: Bulletin of Applied Economics. RePEc:rmk:rmkbae:v:7:y:2020:i:2:p:153-164.

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2021Does Venture Capital Investment Spur Innovation? A Cross-Countries Analysis. (2021). Wang, Shihao ; Wei, Chunmiao ; Qu, Jing ; Khan, Nawab. In: SAGE Open. RePEc:sae:sagope:v:11:y:2021:i:1:p:21582440211003087.

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2021Higher-order comoments and asset returns: evidence from emerging equity markets. (2021). Vo, Xuan Vinh ; Anh, Thi Tuan. In: Annals of Operations Research. RePEc:spr:annopr:v:297:y:2021:i:1:d:10.1007_s10479-020-03549-0.

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2021Direct and indirect effects of private- and government-sponsored venture capital. (2021). Halvarsson, Daniel ; Tingvall, Patrik Gustavsson ; Engberg, Erik. In: Empirical Economics. RePEc:spr:empeco:v:60:y:2021:i:2:d:10.1007_s00181-019-01770-w.

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2021Related bank deposits: Good or bad for stability?. (2021). Achsanta, Aldy Fariz ; Saheruddin, Herman ; Trinugroho, Irwan ; Pamungkas, Putra ; Risfandy, Tastaftiyan. In: Eurasian Economic Review. RePEc:spr:eurase:v:11:y:2021:i:4:d:10.1007_s40822-021-00184-3.

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2020Twenty-five years of The European Journal of Finance (EJF): a retrospective analysis. (2020). Kumar, Satish ; Burton, Bruce ; Pandey, Nitesh. In: The European Journal of Finance. RePEc:taf:eurjfi:v:26:y:2020:i:18:p:1817-1841.

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2021The dilemma between fund?style consistency and active management over the economic cycle. Evidence from pension funds. (2021). Alda, Mercedes. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:2:p:2219-2240.

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Works by Georges Hübner:


YearTitleTypeCited
2015Higher†moment Risk Exposures in Hedge Funds In: European Financial Management.
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article4
2006Concentrated Announcements on Clustered Data: An Event Study on Biotechnology Stocks In: Financial Management.
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article2
2006Concentrated Announcements on Clustered Data: An Event Study on Biotechnology Stocks.(2006) In: Financial Management.
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article
2010DYNAMIC HEDGE FUND STYLE ANALYSIS WITH ERRORS?IN?VARIABLES In: Journal of Financial Research.
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article3
2021How do volatility regimes affect the pricing of quality and liquidity in the stock market? In: Studies in Nonlinear Dynamics & Econometrics.
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article0
2011A Structural Balance Sheet Model of Sovereign Credit Risk In: Finance.
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article1
2011A Structural Balance Sheet Model of Sovereign Credit Risk.(2011) In: Cahiers de recherche.
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This paper has another version. Agregated cites: 1
paper
2020International Mutual Funds Performance and Persistence across the Universe of Performance Measures In: Finance.
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article0
2006The Impact of International Financial Reporting Standards on Market Microstructure in Europe In: LSF Research Working Paper Series.
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paper0
2006International Financial Reporting Standards and Market Efficiency: A European Perspective In: LSF Research Working Paper Series.
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2009Directional and non-directional risk exposures in Hedge Fund returns In: LSF Research Working Paper Series.
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paper0
2010How to Construct Fundamental Risk Factors? In: LSF Research Working Paper Series.
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paper0
2010Comoment Risk and Stock Returns In: LSF Research Working Paper Series.
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paper3
2013Comoment risk and stock returns.(2013) In: Journal of Empirical Finance.
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article
2021Mental accounts with horizon and asymmetry preferences In: Economic Modelling.
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article0
2004Analysis of hedge fund performance In: Journal of Empirical Finance.
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article87
2009Risk and performance estimation in hedge funds revisited: Evidence from errors in variables In: Journal of Empirical Finance.
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article4
2012Reputational damage of operational loss on the bond market: Evidence from the financial industry In: International Review of Financial Analysis.
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article9
2012Reputational damage of operational loss on the bond market: Evidence from the financial industry.(2012) In: ULB Institutional Repository.
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paper
2020Factoring characteristics into returns: A clinical study on the SMB and HML portfolio construction methods In: Journal of Banking & Finance.
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article1
2001The analytic pricing of asymmetric defaultable swaps In: Journal of Banking & Finance.
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article6
2004Credit derivatives with multiple debt issues In: Journal of Banking & Finance.
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article1
2008Practical methods for measuring and managing operational risk in the financial sector: A clinical study In: Journal of Banking & Finance.
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article20
2008Practical methods for measuring and managing operational risk in the financial sector: a clinical study.(2008) In: ULB Institutional Repository.
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2010Operational risk and reputation in the financial industry In: Journal of Banking & Finance.
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2010Operational risk and reputation in the financial industry.(2010) In: ULB Institutional Repository.
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paper
2015The prediction of fund failure through performance diagnostics In: Journal of Banking & Finance.
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article3
2015How does governmental versus private venture capital backing affect a firms efficiency? Evidence from Belgium In: Journal of Business Venturing.
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2015How does governmental versus private venture capital backing affect a firms efficiency? : Evidence from Belgium.(2015) In: Post-Print.
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paper
2008Corporate international diversification and the cost of equity: European evidence In: Journal of International Money and Finance.
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article1
2008Corporate international diversification and the cost of equity: European evidence..(2008) In: Post-Print.
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This paper has another version. Agregated cites: 1
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2011Explaining returns on venture capital backed companies: Evidence from Belgium In: Research in International Business and Finance.
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2011Explaining returns on venture capital backed companies : Evidence from Belgium.(2011) In: Post-Print.
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2011The market timing skills of hedge funds during the financial crisis In: Managerial Finance.
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article4
2016Option replication and the performance of a market timer In: Studies in Economics and Finance.
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article0
1998The Estimation of Default Risk with Market Data. In: Liege - Groupe d'Etude des Mathematiques du Management et de l'Economie.
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1999The Management of Public Bond Spreads Before and After Euroland. In: Liege - Groupe d'Etude des Mathematiques du Management et de l'Economie.
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1994Une interpretation comportementale de la bulle speculative spontanee. In: Liege - Centre de Recherches Economiques et Demographiques.
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paper0
1999Horizon Risk and Asset Pricing. In: Southern California - School of Business Administration.
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paper0
2013Government debt denomination policies before and after the EMU advent. In: Post-Print.
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paper2
2013Government Debt Denomination Policies Before and After the EMU Advent.(2013) In: Open Economies Review.
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2011The added value of a central agency of European debt In: Post-Print.
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2013Incremental impact of venture capital financing In: Post-Print.
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paper7
2013Incremental impact of venture capital financing.(2013) In: Small Business Economics.
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2005The Generalized Treynor Ratio In: Review of Finance.
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article1
2005The Generalized Treynor Ratio.(2005) In: Review of Finance.
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2009A Dynamic Model of Risk-Shifting Incentives with Convertible Debt In: Cahiers de recherche.
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2010A Portfolio Approach to Venture Capital Financing In: Cahiers de recherche.
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2011Currency Total Return Swaps: Valuation and Risk Factor Analysis In: Cahiers de recherche.
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2013Currency total return swaps: valuation and risk factor analysis.(2013) In: Quantitative Finance.
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2002Development path and capital structure of belgian biotechnology firms In: Working Paper Research.
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paper2
2004Basel II and Operational Risk: Implications for risk measurement and management in the financial sector In: Working Paper Research.
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2015Portfolio choice and investor preferences : A semi-parametric approach based on risk horizon In: Working Paper Research.
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1999Comment on ‘Swap Pricing with Two-Sided Default Risk in a Rating-Based Model’ In: Review of Finance.
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article0
2013Is There a Link between Past Performance and Fund Failure? In: Palgrave Macmillan Books.
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2016New Insight on the Performance of Equity Long/short Investment Styles In: Bankers, Markets & Investors.
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2010Optimal selection of a portfolio of options under Value-at-Risk constraints: a scenario approach In: Annals of Operations Research.
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2019Empirical evidence on bank market power, business models, stability and performance in the emerging economies In: Eurasian Business Review.
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2012Measuring operational risk in financial institutions In: Applied Financial Economics.
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2005Hedge fund performance and persistence in bull and bear markets In: The European Journal of Finance.
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2004Hedge Fund Performance and Persistence in Bull and Bear Markets.(2004) In: Finance.
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2021Identifying Ultimate Beneficial Owners : A Risk-Based Approach to Improving the Transparency of International Financial Flows In: Discussion Paper.
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2021Identifying Ultimate Beneficial Owners : A Risk-Based Approach to Improving the Transparency of International Financial Flows.(2021) In: Other publications TiSEM.
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2005Finance Corporate In: ULB Institutional Repository.
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2015La Gestion de portefeuille - Instruments: Instruments, stratégie et performance In: ULB Institutional Repository.
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2019La Gestion de portefeuille - Instruments: Instruments, stratégie et performance.(2019) In: ULB Institutional Repository.
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2005Le risque opérationnel: implications de lAccord de Bâle pour le secteur financier In: ULB Institutional Repository.
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paper1
2004The credit risk components of a swap portfolio In: Journal of Futures Markets.
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2005Survival of commodity trading advisors: 1990–2003 In: Journal of Futures Markets.
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2010Performance and persistence of Commodity Trading Advisors: Further evidence In: Journal of Futures Markets.
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article2
2011Strategic Analysis of Risk-Shifting Incentives with Convertible Debt In: Quarterly Journal of Finance (QJF).
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