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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, 2023-12, Vol.139, p.102961, Article 102961

2023

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Mental accounts with horizon and asymmetry preferences

Economic modelling, 2021-10, Vol.103, p.105615, Article 105615

2021

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Portfolio choice and mental accounts: A comparison with traditional approaches

2022-01

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Incremental impact of venture capital financing

Small business economics, 2013-10, Vol.41 (3), p.651-666

2013

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Performance Sharing in Risky Portfolios: The Case of Hedge Fund Returns and Fees

Journal of portfolio management, 2019-04, Vol.45 (4), p.105-118

2019

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Operational risk and reputation in the financial industry

Journal of banking & finance, 2010, Vol.34 (1), p.224-235

2010

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Harvesting the seasons of the size anomaly

Journal of asset management, 2022-07, Vol.23 (4), p.337-349

2022

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The prediction of fund failure through performance diagnostics

Journal of banking & finance, 2015-01, Vol.50, p.224-241

2015

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Comoment risk in corporate bond yields and returns

The Journal of financial research, 2022-10, Vol.45 (3), p.471-512

2022

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International Mutual Funds Performance and Persistence across the Universe of Performance Measures

2020-01

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Analysis of hedge fund performance

Journal of empirical finance, 2004, Vol.11 (1), p.55-89

2004

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How do volatility regimes affect the pricing of quality and liquidity in the stock market?

Studies in nonlinear dynamics and econometrics, 2021-02, Vol.25 (1), p.1

2021

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Empirical evidence on bank market power, business models, stability and performance in the emerging economies

Eurasian business review, 2019-06, Vol.9 (2), p.213-245

2019

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Practical methods for measuring and managing operational risk in the financial sector: A clinical study

Journal of banking & finance, 2008-06, Vol.32 (6), p.1049-1061

2008

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How does governmental versus private venture capital backing affect a firm's efficiency? Evidence from Belgium

Journal of business venturing, 2015-07, Vol.30 (4), p.508-525

2015

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Reputational damage of operational loss on the bond market: Evidence from the financial industry

International review of financial analysis, 2012-09, Vol.24 (2), p.66-73

2012

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Government Debt Denomination Policies Before and After the EMU Advent

Open economies review, 2013-04, Vol.24 (2), p.283-309

2013

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Portfolio choice and mental accounts: A comparison with traditional approaches

Finance (Paris), 2022-03, Vol.43 (1), p.95-121

2022

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How Do Performance Measures Perform?

Journal of portfolio management, 2007, Vol.33 (4), p.64-74

Hübner, Georges

2007

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Risk and performance estimation in hedge funds revisited: Evidence from errors in variables

Journal of empirical finance, 2009, Vol.16 (1), p.112-125

2009

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The Generalized Treynor Ratio

Review of Finance, 2005-01, Vol.9 (3), p.415-435

Hübner, Georges

2005

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Factoring characteristics into returns: A clinical study on the SMB and HML portfolio construction methods

Journal of banking & finance, 2020-05, Vol.114, p.105811, Article 105811

2020

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The impact of illiquidity and higher moments of hedge fund returns on their risk-adjusted performance and diversification potential

The journal of alternative investments, 2011-03, Vol.13 (4), p.9

2011

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Hedge fund performance and persistence in bull and bear markets

The European journal of finance, 2005-10, Vol.11 (5), p.361-392

2005

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International Mutual Funds Performance and Persistence across the Universe of Performance Measures

Finance (Paris), 2020-02, Vol.41 (1), p.97-176

2020

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The effects of uncertainty on the dynamics of stock market interdependence: Evidence from the time-varying cointegration of the G7 stock markets

Mental accounts with horizon and asymmetry preferences

Portfolio choice and mental accounts: A comparison with traditional approaches

Incremental impact of venture capital financing

Performance Sharing in Risky Portfolios: The Case of Hedge Fund Returns and Fees

Operational risk and reputation in the financial industry

Harvesting the seasons of the size anomaly

The prediction of fund failure through performance diagnostics

Comoment risk in corporate bond yields and returns

International Mutual Funds Performance and Persistence across the Universe of Performance Measures

Analysis of hedge fund performance

How do volatility regimes affect the pricing of quality and liquidity in the stock market?

Empirical evidence on bank market power, business models, stability and performance in the emerging economies

Practical methods for measuring and managing operational risk in the financial sector: A clinical study

How does governmental versus private venture capital backing affect a firm's efficiency? Evidence from Belgium

Reputational damage of operational loss on the bond market: Evidence from the financial industry

Government Debt Denomination Policies Before and After the EMU Advent

Portfolio choice and mental accounts: A comparison with traditional approaches

How Do Performance Measures Perform?

Risk and performance estimation in hedge funds revisited: Evidence from errors in variables

The Generalized Treynor Ratio

Factoring characteristics into returns: A clinical study on the SMB and HML portfolio construction methods

The impact of illiquidity and higher moments of hedge fund returns on their risk-adjusted performance and diversification potential

Hedge fund performance and persistence in bull and bear markets

International Mutual Funds Performance and Persistence across the Universe of Performance Measures

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