Publications and communications of Thomas Lejeune

François, P., Heck, S., Hübner, G., & Lejeune, T. (27 April 2022). Comoment risk in corporate bond yields and returns. Journal of Financial Research, 45 (3), 471-512. doi:10.1111/jfir.12281

Hübner, G., & Lejeune, T. (2022). Portfolio choice and mental accounts: A comparison with traditional approaches. Finance, 43 (1), 95-121. doi:10.3917/fina.431.0095

Hübner, G., & Lejeune, T. (October 2021). Mental accounts with horizon and asymmetry preferences. Economic Modelling, 103. doi:10.1016/j.econmod.2021.105615

Hübner, G., & Lejeune, T. (19 December 2019). Mental Accounts with Horizon and Asymmetry Preferences [Paper presentation]. Paris December 2019 Finance Meeting EUROFIDAI – ESSEC, Paris, France.

Hübner, G., & Lejeune, T. (June 2019). Mental Accounts with Horizon and Asymmetry Preferences [Paper presentation]. 36th International Conference of the French Finance Association, Québec, Canada.

Hübner, G., & Lejeune, T. (April 2019). Mental Accounts with Horizon and Asymmetry Preferences [Paper presentation]. Workshop ANR Multirisk 2019, Florence, Italy.

Lejeune, T. (2014). Modeling risk and expected returns in finance and macroeconomics [Doctoral thesis, ULiège - Université de Liège]. ORBi-University of Liège. https://orbi.uliege.be/handle/2268/173728

Hübner, G., & Lejeune, T. (08 June 2013). Risk Horizon and Expected Market Returns [Paper presentation]. 3rd International Conference of the Financial Engineering and Banking Society (FEBS), Paris, France.

Hübner, G., & Lejeune, T. (April 2013). Risk Horizon and Expected Market Returns [Paper presentation]. Annual Meeting of the Eastern Finance Association, St Petersburgh (Tampa, FL), United States.

Cavé, A., Hübner, G., & Lejeune, T. (2013). Evaluating Portfolio Performance: Reconciling Asset Selection and Market Timing. In H. K. Baker & G. Filbeck (Eds.), Portfolio Theory and Management (pp. 467-489). Oxford University Press.

Hübner, G., & Lejeune, T. (18 December 2012). Risk Horizon and Equilibrium Asset Prices [Paper presentation]. 25th Australasian Finance and Banking Conference, Sydney, Australia.

Hübner, G., & Lejeune, T. (2012). Risk Horizon and Expected Market Returns. ORBi-University of Liège. https://orbi.uliege.be/handle/2268/147132.

Cavenaile, L., & Lejeune, T. (2012). A Note on the Use of the Modified Value-at-Risk. Journal of Alternative Investments, 14 (4), 79-83. doi:10.3905/jai.2012.14.4.079

Claes, E., Duchesne, B., Lavalleye, B., Lejeune, T., Delcourt, J., Bouillenne, C., & Maréchal-Courtois, C. (1998). Greffes de cornée typées: expérience et revue. Bulletin de la Société Belge d'Ophtalmologie, 268, 87-92.