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Georges Hübner
(Georges Hubner)

Personal Details

First Name:Georges
Middle Name:
Last Name:Hubner
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RePEc Short-ID:phb1
[This author has chosen not to make the email address public]

Affiliation

HEC École de Gestion
Université de Liège

Liège, Belgium
http://www.hec.ulg.ac.be/
RePEc:edi:feulgbe (more details at EDIRC)

Research output

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Jump to: Working papers Articles Chapters

Working papers

  1. Bazgour, Tarik & Heuchenne, Cédric & Hübner, Georges & Sougné, Danielle, 2021. "How do volatility regimes affect the pricing of quality and liquidity in the stock market?," LIDAM Reprints ISBA 2021038, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  2. Crama, Yves & Hübner, Georges & Leruth, Luc & Renneboog, Luc, 2021. "Identifying Ultimate Beneficial Owners : A Risk-Based Approach to Improving the Transparency of International Financial Flows," Other publications TiSEM eb0e5f55-aca6-4db8-a871-f, Tilburg University, School of Economics and Management.
  3. Crama, Yves & Hübner, Georges & Leruth, Luc & Renneboog, Luc, 2021. "Identifying Ultimate Beneficial Owners : A Risk-Based Approach to Improving the Transparency of International Financial Flows," Discussion Paper 2021-027, Tilburg University, Center for Economic Research.
  4. Roland Gillet & George Hübner, 2019. "La gestion de portefeuille (3ème édition)," Post-Print hal-03928981, HAL.
  5. Georges Hübner & Thomas Lejeune, 2015. "Portfolio choice and investor preferences : A semi-parametric approach based on risk horizon," Working Paper Research 289, National Bank of Belgium.
  6. Roland Gillet & Robert Cobbaut & Georges Hübner, 2015. "La Gestion de portefeuille - Instruments: Instruments, stratégie et performance," ULB Institutional Repository 2013/199924, ULB -- Universite Libre de Bruxelles.
  7. Yan Alperovych & Georges Hübner & Fabrice Lobet, 2015. "How does governmental versus private venture capital backing affect a firm's efficiency? Evidence from Belgium," Post-Print hal-02313248, HAL.
  8. Roland Gillet & Georges Hübner & Robert Cobbaut, 2015. "La Gestion de portefeuille (2ème édition)," Post-Print hal-03934648, HAL.
  9. Séverine Plunus & Roland Gillet & Georges Hübner, 2015. "Equivalent Risky Allocation: The New ERA of Risk Measurement for Heterogeneous Investors," Post-Print hal-03712698, HAL.
  10. G. Hübner & R. Joliet, 2013. "Government debt denomination policies before and after the EMU advent," Post-Print hal-00787175, HAL.
  11. Yan Alperovych & Georges Hübner, 2013. "Incremental impact of venture capital financing," Post-Print hal-02312949, HAL.
  12. Séverine Plunus & Roland Gillet & Georges Hübner, 2012. "Reputational damage of operational loss on the bond market: Evidence from the financial industry," Post-Print hal-03712648, HAL.
  13. Roland Gillet & Robert Cobbaut & Georges Hübner, 2011. "La Gestion de portefeuille," Post-Print hal-03934700, HAL.
  14. Yan Alperovych & Georges Hübner, 2011. "Explaining returns on venture capital backed companies : Evidence from Belgium," Post-Print hal-02312726, HAL.
  15. G. Hübner & R. Joliet, 2011. "The added value of a central agency of European debt," Post-Print hal-00833268, HAL.
  16. Romain Cuchet & Pascal François & Georges Hübner, 2011. "Currency Total Return Swaps: Valuation and Risk Factor Analysis," Cahiers de recherche 1128, CIRPEE.
  17. Pascal François & Georges Hübner & Jean-Roch Sibille, 2011. "A Structural Balance Sheet Model of Sovereign Credit Risk," Cahiers de recherche 1141, CIRPEE.
  18. Marie Lambert & George Hübner, 2010. "How to Construct Fundamental Risk Factors?," LSF Research Working Paper Series 10-01, Luxembourg School of Finance, University of Luxembourg.
  19. Pascal François & Georges Hübner, 2010. "A Portfolio Approach to Venture Capital Financing," Cahiers de recherche 1046, CIRPEE.
  20. Roland Gillet & Georges Hübner & Séverine Plunus, 2010. "Operational risk and reputation in the financial industry," Post-Print hal-03712703, HAL.
  21. Marie Lambert & George Hübner, 2010. "Comoment Risk and Stock Returns," LSF Research Working Paper Series 10-02, Luxembourg School of Finance, University of Luxembourg.
  22. Marie Lambert & George Hübner & Marie Lambert, 2009. "Directional and non-directional risk exposures in Hedge Fund returns," LSF Research Working Paper Series 09-06, Luxembourg School of Finance, University of Luxembourg.
  23. Pascal François & Georges Hubner & Nicolas Papageorgiou, 2009. "A Dynamic Model of Risk-Shifting Incentives with Convertible Debt," Cahiers de recherche 0930, CIRPEE.
  24. R. Joliet & G. Hübner, 2008. "Corporate international diversification and the cost of equity: European evidence," Post-Print hal-00787167, HAL.
  25. Georges Hübner & Jean-Philippe Peters, 2008. "Practical methods for measuring and managing operational risk in the financial sector: a clinical study," ULB Institutional Repository 2013/14158, ULB -- Universite Libre de Bruxelles.
  26. M. Lambert & G. Hübner & P.-A. Michel & H. Olivier, 2006. "The Impact of International Financial Reporting Standards on Market Microstructure in Europe," LSF Research Working Paper Series 06-02, Luxembourg School of Finance, University of Luxembourg.
  27. M. Lambert & G. Hübner & P.-A. Michel & H. Olivier, 2006. "International Financial Reporting Standards and Market Efficiency: A European Perspective," LSF Research Working Paper Series 06-04, Luxembourg School of Finance, University of Luxembourg.
  28. Ariane Chapelle & Georges Hübner & Jean-Philippe Peters, 2005. "Le risque opérationnel: implications de l'Accord de Bâle pour le secteur financier," ULB Institutional Repository 2013/9931, ULB -- Universite Libre de Bruxelles.
  29. Hugues Pirotte & Georges Hübner & Pierre-Armand Michel & Guillaume SCHIER & Frédéric Ducoulombier, 2005. "Finance Corporate," ULB Institutional Repository 2013/191834, ULB -- Universite Libre de Bruxelles.
  30. Capocci Daniel & Corhay Albert & Hübner Georges, 2004. "Hedge Fund Performance and Persistence in Bull and Bear Markets," Finance 0402018, University Library of Munich, Germany.
  31. Ariane Chapelle & Yves Crama & Georges Hubner & Jean-Philippe Peeters, 2004. "Basel II and Operational Risk: Implications for risk measurement and management in the financial sector," Working Paper Research 51, National Bank of Belgium.
  32. Véronique Bastin & Albert Corhay & Georges Hübner & Pierre-Armand Michel, 2002. "Development path and capital structure of belgian biotechnology firms," Working Paper Research 30, National Bank of Belgium.
  33. Hubner, G., 1999. "Horizon Risk and Asset Pricing," Papers 99-57, Southern California - School of Business Administration.
  34. Hubner, G., 1999. "The Management of Public Bond Spreads Before and After Euroland," Liege - Groupe d'Etude des Mathematiques du Management et de l'Economie 9903, UNIVERSITE DE LIEGE, Faculte d'economie, de gestion et de sciences sociales, Groupe d'Etude des Mathematiques du Management et de l'Economie.
  35. Hubner, G., 1998. "The Estimation of Default Risk with Market Data," Liege - Groupe d'Etude des Mathematiques du Management et de l'Economie 9813, UNIVERSITE DE LIEGE, Faculte d'economie, de gestion et de sciences sociales, Groupe d'Etude des Mathematiques du Management et de l'Economie.
  36. Hubner, G., 1994. "Une interpretation comportementale de la bulle speculative spontanee," Papers 9402, Liege - Centre de Recherches Economiques et Demographiques.

Articles

  1. Babaei, Hamid & Hübner, Georges & Muller, Aline, 2023. "The effects of uncertainty on the dynamics of stock market interdependence: Evidence from the time-varying cointegration of the G7 stock markets," Journal of International Money and Finance, Elsevier, vol. 139(C).
  2. Boris Fays & Georges Hübner & Marie Lambert, 2022. "Harvesting the seasons of the size anomaly," Journal of Asset Management, Palgrave Macmillan, vol. 23(4), pages 337-349, July.
  3. Pascal François & Stephanie Heck & Georges Hübner & Thomas Lejeune, 2022. "Comoment risk in corporate bond yields and returns," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 45(3), pages 471-512, September.
  4. Georges Hübner & Thomas Lejeune, 2022. "Portfolio choice and mental accounts: A comparison with traditional approaches," Finance, Presses universitaires de Grenoble, vol. 43(1), pages 95-121.
  5. Hübner, Georges & Lejeune, Thomas, 2021. "Mental accounts with horizon and asymmetry preferences," Economic Modelling, Elsevier, vol. 103(C).
  6. Bazgour Tarik & Heuchenne Cedric & Hübner Georges & Sougné Danielle, 2021. "How do volatility regimes affect the pricing of quality and liquidity in the stock market?," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 25(1), pages 1-17, February.
  7. Philippe Cogneau & Georges Hübner, 2020. "International Mutual Funds Performance and Persistence across the Universe of Performance Measures," Finance, Presses universitaires de Grenoble, vol. 41(1), pages 97-176.
  8. Lambert, Marie & Fays, Boris & Hübner, Georges, 2020. "Factoring characteristics into returns: A clinical study on the SMB and HML portfolio construction methods," Journal of Banking & Finance, Elsevier, vol. 114(C).
  9. Oktofa Yudha Sudrajad & Georges Hübner, 2019. "Empirical evidence on bank market power, business models, stability and performance in the emerging economies," Eurasian Business Review, Springer;Eurasia Business and Economics Society, vol. 9(2), pages 213-245, June.
  10. Georges Hübner, 2016. "Option replication and the performance of a market timer," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 33(1), pages 2-25, March.
  11. Boris Fays & Georges Hübner & Marie Lambert, 2016. "New Insight on the Performance of Equity Long/short Investment Styles," Bankers, Markets & Investors, ESKA Publishing, issue 140, pages 34-45, January-F.
  12. Alperovych, Yan & Hübner, Georges & Lobet, Fabrice, 2015. "How does governmental versus private venture capital backing affect a firm's efficiency? Evidence from Belgium," Journal of Business Venturing, Elsevier, vol. 30(4), pages 508-525.
  13. Cogneau, Philippe & Hübner, Georges, 2015. "The prediction of fund failure through performance diagnostics," Journal of Banking & Finance, Elsevier, vol. 50(C), pages 224-241.
  14. G. Hübner & M. Lambert & N. Papageorgiou, 2015. "Higher†moment Risk Exposures in Hedge Funds," European Financial Management, European Financial Management Association, vol. 21(2), pages 236-264, March.
  15. Romain Cuchet & Pascal François & Georges Hübner, 2013. "Currency total return swaps: valuation and risk factor analysis," Quantitative Finance, Taylor & Francis Journals, vol. 13(7), pages 1135-1148, February.
  16. Yan Alperovych & Georges Hübner, 2013. "Incremental impact of venture capital financing," Small Business Economics, Springer, vol. 41(3), pages 651-666, October.
  17. Lambert, M. & Hübner, G., 2013. "Comoment risk and stock returns," Journal of Empirical Finance, Elsevier, vol. 23(C), pages 191-205.
  18. Georges Hübner & Robert Joliet, 2013. "Government Debt Denomination Policies Before and After the EMU Advent," Open Economies Review, Springer, vol. 24(2), pages 283-309, April.
  19. S�verine Plunus & Georges Hübner & Jean-Philippe Peters, 2012. "Measuring operational risk in financial institutions," Applied Financial Economics, Taylor & Francis Journals, vol. 22(18), pages 1553-1569, September.
  20. Plunus, Séverine & Gillet, Roland & Hübner, Georges, 2012. "Reputational damage of operational loss on the bond market: Evidence from the financial industry," International Review of Financial Analysis, Elsevier, vol. 24(C), pages 66-73.
  21. Alperovych, Yan & Hübner, Georges, 2011. "Explaining returns on venture capital backed companies: Evidence from Belgium," Research in International Business and Finance, Elsevier, vol. 25(3), pages 277-295, September.
  22. Pascal François & Georges Hübner & Nicolas Papageorgiou, 2011. "Strategic Analysis of Risk-Shifting Incentives with Convertible Debt," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 1(02), pages 293-321.
  23. Pascal François & Georges Hübner & Jean-Roch Sibille, 2011. "A Structural Balance Sheet Model of Sovereign Credit Risk," Finance, Presses universitaires de Grenoble, vol. 32(2), pages 137-165.
  24. M. Schyns & Y. Crama & G. Hübner, 2010. "Optimal selection of a portfolio of options under Value-at-Risk constraints: a scenario approach," Annals of Operations Research, Springer, vol. 181(1), pages 683-708, December.
  25. Gillet, Roland & Hübner, Georges & Plunus, Séverine, 2010. "Operational risk and reputation in the financial industry," Journal of Banking & Finance, Elsevier, vol. 34(1), pages 224-235, January.
  26. Greg N. Gregoriou & Georges Hübner & Maher Kooli, 2010. "Performance and persistence of Commodity Trading Advisors: Further evidence," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 30(8), pages 725-752, August.
  27. Laurent Bodson & Alain Coën & Georges Hübner, 2010. "Dynamic Hedge Fund Style Analysis With Errors‐In‐Variables," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 33(3), pages 201-221, September.
  28. Coën, Alain & Hübner, Georges, 2009. "Risk and performance estimation in hedge funds revisited: Evidence from errors in variables," Journal of Empirical Finance, Elsevier, vol. 16(1), pages 112-125, January.
  29. Joliet, Robert & Hubner, Georges, 2008. "Corporate international diversification and the cost of equity: European evidence," Journal of International Money and Finance, Elsevier, vol. 27(1), pages 102-123, February.
  30. Chapelle, Ariane & Crama, Yves & Hübner, Georges & Peters, Jean-Philippe, 2008. "Practical methods for measuring and managing operational risk in the financial sector: A clinical study," Journal of Banking & Finance, Elsevier, vol. 32(6), pages 1049-1061, June.
  31. Véronique Bastin & Georges Hübner, 2006. "Concentrated Announcements on Clustered Data: An Event Study on Biotechnology Stocks," Financial Management, Financial Management Association International, vol. 35(1), pages 129-157, March.
  32. Daniel Capocci & Albert Corhay & Georges Hubner, 2005. "Hedge fund performance and persistence in bull and bear markets," The European Journal of Finance, Taylor & Francis Journals, vol. 11(5), pages 361-392.
  33. Greg N. Gregoriou & Georges Hübner & Nicolas Papageorgiou & Fabrice Rouah, 2005. "Survival of commodity trading advisors: 1990–2003," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 25(8), pages 795-816, August.
  34. Georges Hübner, 2005. "The Generalized Treynor Ratio," Review of Finance, Springer, vol. 9(3), pages 415-435, September.
  35. Georges Hübner, 2004. "The credit risk components of a swap portfolio," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 24(1), pages 93-115, January.
  36. Capocci, Daniel & Hubner, Georges, 2004. "Analysis of hedge fund performance," Journal of Empirical Finance, Elsevier, vol. 11(1), pages 55-89, January.
  37. Francois, Pascal & Hubner, Georges, 2004. "Credit derivatives with multiple debt issues," Journal of Banking & Finance, Elsevier, vol. 28(5), pages 997-1021, May.
  38. Hubner, Georges, 2001. "The analytic pricing of asymmetric defaultable swaps," Journal of Banking & Finance, Elsevier, vol. 25(2), pages 295-316, February.
  39. Georges Hübner, 1999. "Comment on ‘Swap Pricing with Two-Sided Default Risk in a Rating-Based Model’," Review of Finance, European Finance Association, vol. 3(3), pages 269-272.
    RePEc:eme:mfipps:v:38:y:2011:i:1:p:4-26 is not listed on IDEAS

Chapters

  1. Philippe Cogneau & Laurent Bodson & Georges Hübner, 2013. "Is There a Link between Past Performance and Fund Failure?," Palgrave Macmillan Books, in: Virginie Terraza & Hery Razafitombo (ed.), Understanding Investment Funds, chapter 1, pages 9-36, Palgrave Macmillan.
  2. Véronique Bastin & Albert Corhay & Georges H√ºbner & Pierre-Armand Michel, 2003. "Development path and capital structure of Belgian biotechnology firms," Chapters, in: Paul Butzen & Catherine Fuss (ed.), Firms’ Investment and Finance Decisions, chapter 8, pages 167-193, Edward Elgar Publishing.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 10 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-RMG: Risk Management (5) 2010-07-10 2010-07-10 2015-10-25 2021-10-25 2021-10-25. Author is listed
  2. NEP-BAN: Banking (2) 2010-01-10 2011-09-22
  3. NEP-BEC: Business Economics (2) 2009-09-26 2010-12-18
  4. NEP-UPT: Utility Models and Prospect Theory (2) 2010-12-18 2015-10-25
  5. NEP-ACC: Accounting and Auditing (1) 2004-09-30
  6. NEP-CFN: Corporate Finance (1) 2010-12-18
  7. NEP-CMP: Computational Economics (1) 2004-09-30
  8. NEP-ENT: Entrepreneurship (1) 2010-12-18
  9. NEP-FIN: Finance (1) 2004-09-30
  10. NEP-FMK: Financial Markets (1) 2010-01-10
  11. NEP-PPM: Project, Program and Portfolio Management (1) 2010-12-18

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