Publications and communications of Lambert, Marie

Mhalla, L., Hambuckers, J., & Lambert, M. (In press). Extremal connectedness of hedge funds. Journal of Applied Econometrics.

Fays, B., Hübner, G., & Lambert, M. (July 2022). Understanding the Stable Components of Seasonality in the Size Effect. Journal of Portfolio Management, 48 (7), 138-155. doi:10.3905/jpm.2022.1.363

Lambert, M. (2022). Perspectives académiques sur les enjeux et les défis de la finance responsable. Paper presented at Engage Today, Shape Tomorrow, Brussels, Belgium.

Lambert, M. (2022). Measuring, Reporting & Data Panel. Paper presented at Deloitte Sustainability Event – MOMENTUM |, Luxembourg, Luxembourg.

Lambert, M. (2022). Les ratings ESG, ces nouvelles mesures de la performance non financière des entreprises. La Libre Belgique.

Fays, B., Hübner, G., & Lambert, M. (13 June 2022). Harvesting the seasons of the size anomaly. Journal of Asset Management, 23 (4), 337-349. doi:10.1057/s41260-022-00272-2

Lambert, M. (2022). ESG data challenges in finance: an academic perspective. Paper presented at ESG data journey, from issuers to investors, Luxembourg.

Lambert, M. (2022). L'épargne des Belges: tendance durable. Belgium: CBC.

Mhalla, L., Hambuckers, J., & Lambert, M. (June 2022). Extremal connectedness of hedge funds. Paper presented at Quantitative Finance and Financial Econometrics (QFFE) conference, Marseille, France.

Phalipppou, L., & Scivoletto, A. (27 May 2022). Employee views of leveraged buyout transactions. Paper presented at 2022 Spring Private Equity Research Symposium, Oxford, United Kingdom.

Faverjon, A., Hardy, C., Lambert, M., & Prunier, L. (25 May 2022). Documenting ESG rating bias that influence performance analysis: A comparison between data providers. Paper presented at AFFI 2022.

Hardy, C., & Lambert, M. (25 May 2022). The effect of ESG attention-grabbing signals on investor preferences for sustainable investments. Paper presented at 38th International Conference of the French Finance Association (AFFI), Saint-Malo, France.

Lambert, M., Scivoletto, A., & Tykvová, T. (17 May 2022). Agency Costs of Dry Powder in Private Equity Funds. Paper presented at THE SEVENTEENTH DAY OF SCIENTIFIC COLLABORATION BETWEEN THE DOCTORAL SCHOOLS IN MANAGEMENT SCIENCE UNIVERSITÉ PARIS I-PANTHÉON-SORBONNE, Bruxelles, Belgium.

Lambert, M., Hardy, C., Lambert, M., & Prunier, L. (05 May 2022). Documenting ESG rating bias that influence performance analysis: A comparison between data providers. Paper presented at HEC Research Day.

Lambert, M. (2021). Commentaires sur l'observatoire “Epargne et investissements”. Paper presented at Observatoire “Epargne et investissements”, Brussels, Belgium.

Lambert, M. (2021). Quel impact des critères ESG pour le financement des entreprises ? Paper presented at Rencontre-Conférence, Liège, Belgium.

Lambert, M., Scivoletto, A., & Tykvova, T. (21 October 2021). Agency costs of dry powder in private equity funds. Paper presented at 1st Bristol Financial Markets Conference, Bristol, United Kingdom.

Lambert, M., & Essaheli, H. (2021). Diligences et précautions particulières du réviseur d'entreprises dans l'exercice, le contrôle ou l'appréciation d'une évaluations d'entreprise, selon la méthode des flux de trésorerie actualisés. Tax Audit and Accountancy, (72).

Lambert, M. (2021). La finance est-elle compatible avec la notion de durabilité? Paper presented at HEC Liège Business Breakfast, Liège, Belgium.

Fays, B., Papageorgiou, N., & Lambert, M. (September 2021). Risk optimizations on basis portfolios: The role of sorting. Journal of Empirical Finance, 63, 136-163.

Lambert, M. (2021). The practicalities of ESG in private markets. Paper presented at Annual Private Markets Research Conference, Switzerland.

Lambert, M., Scivoletto, A., & Tykvova, T. (27 May 2021). Agency costs of dry powder in private equity funds. Paper presented at 37th International Conference of the French Finance Association (AFFI).

Lambert, M., & Ruth, J. (2021). L'industrie financière, un intermédiaire engagé. La Libre Belgique.

Lambert, M. (January 2021). Sustainable finance for a sustainable society. Paper presented at TSM International Day, France.

Lambert, M., Moreno Miranda, N., Phalippou, L., & Scivoletto, A. (2021). Employee Views of Leveraged Buy-Out Transactions. Eprint/Working paper retrieved from https://orbi.uliege.be/2268/267217.

Lambert, M., Scivoletto, A., & Tykvova, T. (2021). Agency costs of dry powder. Eprint/Working paper retrieved from https://orbi.uliege.be/2268/249370.

Menkveld, A. J., Dreber, A., Holzmeister, F., Huber, J., Johannesson, M., Kirchler, M., Razen, M., Weitzel, U., Abad, D., Abudy, M. M., Adrian, T., Ait-Sahalia, Y., Akmansoy, O., Alcock, J., Alexeev, V., Aloosh, A., Amato, L., Amaya, D., Angel, J., & Dare, W. (2021). Non-Standard Errors. Eprint/Working paper retrieved from https://orbi.uliege.be/2268/267437.

Dare, W., Lambert, M., Darolles, S., & Monarcha, G. (19 December 2020). Factor Investing: The Missing Link between Active and Passive Management. Paper presented at The 14th International Conference on Computational and Financial Econometrics.

Mhalla, L., Hambuckers, J., & Lambert, M. (11 December 2020). Extremal connectedness and systemic risk of hedge funds. Paper presented at University of Trento STaTA (Statistics: Theory and Applications) Seminar, Trento, Italy.

Darolles, S., & Lambert, M. (2020). Factor Investing : le lien manquant entre la gestion active et passive. Instit Invest: Le magazine des investisseurs institutionnels, (18), p. 50-52.

Mhalla, L., Hambuckers, J., & Lambert, M. (29 October 2020). Extremal connectedness and systemic risk of hedge funds. Paper presented at KU Leuven Statistics Seminar (research groups Faculty of Science and Faculty of Economics and Business Leuven Statistics Research Centre).

Lambert, M. (09 October 2020). Factor Investing and the ARP Economic Cycle. Paper presented at Global Invest Forum, Paris, France.

Lambert, M., Scivoletto, A., & Tykvova, T. (21 September 2020). Agency costs of dry powder in private equity funds. Paper presented at Finance seminar, Centre Finance Durable TSE, Toulouse, France.

Lambert, M., Scivoletto, A., & Tykvova, T. (09 September 2020). Agency costs of dry powder in private equity funds. Paper presented at The 17th Corporate Finance Day.

Lambert, M. (2020). Commentaires - Observatoire CBC de l’épargne et prévoyance 2020. Paper presented at Observatoire CBC de l’épargne et prévoyance 2020, Bruxelles, Belgium.

Lambert, M., Fays, B., & Hübner, G. (May 2020). Factoring Characteristics into Returns: A Clinical Study on the SMB and HML Portfolio Construction Methods. Journal of Banking and Finance, 114. doi:10.1016/j.jbankfin.2020.105811

Gillain, C., Ittoo, A., & Lambert, M. (17 January 2020). Style coverage in Institutional Media. Poster session presented at 12th Annual Hedge Fund Research Conference, Paris, France.

Lambert, M., & Moreno Miranda, N. (17 January 2020). The earnings-announcement-day news puzzle. Poster session presented at Hedge Fund conference - Paris.

Fays, B., Hübner, G., & Lambert, M. (2020). The Seasons of the True Size Anomaly. Eprint/Working paper retrieved from https://orbi.uliege.be/2268/252949.

Fays, B., Papageorgiou, N., & Lambert, M. (2020). Risk optimizations on basis portfolios: The role of sorting. Eprint/Working paper retrieved from https://orbi.uliege.be/2268/252029.

Lambert, M., Moreno Miranda, N., & Phalippou, L. (2020). Private Equity and Employee Welfare. Eprint/Working paper retrieved from https://orbi.uliege.be/2268/249369.

Lambert, M., & Platania, F. (2020). The macroeconomic drivers in hedge fund beta management. Economic Modelling, 91, 65-80. doi:10.1016/j.econmod.2020.04.016

Mhalla, L., Hambuckers, J., & Lambert, M. (2020). Extremal connectedness and systemic risk of hedge funds. Eprint/Working paper retrieved from https://orbi.uliege.be/2268/252040.

Lambert, M., & Moreno Miranda, N. (16 December 2019). The earnings-announcement-day news puzzle. Paper presented at CFE - CMStatistics.

Fays, B., Hübner, G., & Lambert, M. (05 December 2019). Gamma Trading Skills in Hedge Funds. Paper presented at Séminaire EM Lyon, Lyon, France.

Hambuckers, J., Mhalla, L., & Lambert, M. (December 2019). Tail risk and style dependence in the fund industry: a multivariate extreme value approach. Paper presented at CM Statistics conference 2019, London, Birbeck University, United Kingdom.

Lambert, M. (2019). Processus d'acquisition d'une entreprise privée: mise en contexte et sujets de recherche actuels. Paper presented at Semaine de la transmission d'entreprises, Liège, Belgium.

Gillain, C., Ittoo, A., & Lambert, M. (17 June 2019). News-induced style seasonality. Paper presented at 36th International Conference of the French Finance Association (AFFI), Québec, Canada.

Fays, B., Lambert, M., & Papageorgiou, N. (June 2019). Looking for the Tangent Portfolio: Risk Optimization Techniques on Equity Style Buckets. Paper presented at 36th Annual Conference of the French Finance Association (AFFI).

Mhalla, L., Hambuckers, J., & Lambert, M. (June 2019). Tail risk and style dependence in the fund industry: a multivariate extreme value approach. Paper presented at HEC Lausanne Operation Research Seminar.

Lambert, M. (2019). Valuation and acquisition finance. Paper presented at l’acquisition comme levier de croissance pour les PME, Liège, Belgium.

Fays, B., Hübner, G., & Lambert, M. (May 2019). Gamma Trading Skills in Hedge Funds. Paper presented at 4th International Workshop on “Financial Markets and Nonlinear Dynamics” (FMND), Paris, France.

Lambert, M. (30 April 2019). The EAD puzzle in the value premium. Paper presented at ANR Multirisk Workshop, Florence, Italy.

Lambert, M. (21 February 2019). Looking for the Tangent Portfolio: Risk Optimization Techniques on Equity Style Buckets. Paper presented at Brown Bag Seminar - HEC Montréal, Canada.

Lambert, M. (07 February 2019). Looking for the Tangent Portfolio: Risk Optimization Techniques on Equity Style Buckets. Paper presented at Research seminar at Paris Dauphine.

Fays, B., Hübner, G., & Lambert, M. (15 January 2019). Gamma Trading Skills in Hedge Funds. Paper presented at Séminaire de recherche - IAE Aix-en-Provence, Aix-en-Provence, France.

Hübner, G., & Lambert, M. (2019). Performance sharing in risky portfolios: The case of hedge fund returns and fees. Journal of Portfolio Management, 45 (4), 105-118. doi:10.3905/jpm.2019.45.4.105

Lambert, M. (06 November 2018). On the Importance of Factor Construction and Methodology Choice. Paper presented at TES 2018 (Trackinsight Summit 2018), Paris, France.

Lambert, M. (2018). The challenges of defining a responsible and impactful research policy. Paper presented at Europe, Middle East, and Africa Annual Conference.

Lambert, M. (04 October 2018). Factor methodologies matter. Paper presented at Quant Vision Summit, Paris, France.

Lambert, M. (2018). Commentaires sur le baromètre de l'épargne CBC 2018. Paper presented at Conférence de presse CBC (baromètre de l'épargne), Brussels, Belgium.

Fays, B., Hübner, G., & Lambert, M. (11 May 2018). Gamma Trading Skills in Hedge Funds. Paper presented at HEC / MCGILL SPRING FINANCE WORKSHOP 2018, Montebello, Canada.

Fays, B., Hübner, G., & Lambert, M. (03 May 2018). Gamma Trading Skills in Hedge Funds. Paper presented at Research Seminar, Québec, Canada.

Lambert, M. (27 March 2018). The impact of external market conditions on real options valuation. Paper presented at 11th Financial Risks International Forum - Paris, France, Paris, France.

Lambert, M. (15 March 2018). Factoring Characteristics into Returns: A Clinical Approach to Fama-French Portfolio Decomposition. Paper presented at Finance Research Seminar (Paris Dauphine), Paris, France.

Lambert, M., Ledent, M., & Davoli, J. (2018). L'auto belge est en pleine mutation (CHRONIQUE). La Libre Belgique.

Fays, B., Hübner, G., & Lambert, M. (18 January 2018). Benchmarking the Market Timing Skills of Hedge Funds: An Adjustment from Option Greeks. Poster session presented at 10th Annual Hedge Fund and Private Equity Research Conference, Paris, France.

Fays, B., Hübner, G., & Lambert, M. (2018). Gamma Trading Skills in Hedge Funds. Eprint/Working paper retrieved from https://orbi.uliege.be/2268/223584.

Fays, B., Lambert, M., & Nicolas, P. (2018). Smart Equity Investing: Implementing Risk Optimization Techniques on Strategic Beta Portfolios. Eprint/Working paper retrieved from https://orbi.uliege.be/2268/223582.

Lambert, M. (2018). Un point d’ancrage dans la société. BNP Paribas.

Lambert, M., Fays, B., & Hübner, G. (2018). Factoring Characteristics into Returns: A Clinical Approach to Fama-French Portfolio Decomposition. Eprint/Working paper retrieved from https://orbi.uliege.be/2268/223585.

Tennert, Julius, Lambert, M., & Burghof, Hans-Peter. (2018). Moral Hazard in High-Risk Environments: Optimal Follow-on Investing in Venture Capital Finance. Venture Capital, 20 (4), 323-338. doi:10.1080/13691066.2018.1491095

Lambert, M., Fays, B., & Hübner, G. (2017). Seeking the Best Fundamental Risk Factors: A Clinical Approach to Fama-French Portfolio Decomposition. Eprint/Working paper retrieved from https://orbi.uliege.be/2268/218067.

Lambert, M., & Hübner, G. (2017). Performance sharing in risky portfolios: The case of hedge fund returns and fees. Eprint/Working paper retrieved from https://orbi.uliege.be/2268/218066.

Lambert, M., & Moreno Miranda, N. (10 November 2017). Media content for Value and Growth stocks. Paper presented at Fifth International PhD colloquium, Luxembourg, Luxembourg.

Lambert, M. (12 October 2017). Size and Value Matter But Not the Way You Thought. Paper presented at Financial Management Association meeting, Boston, United States.

Lambert, M., & Moreno Miranda, N. (21 September 2017). Media content for value and growth stocks. Paper presented at Internal Seminar in Finance, Liege, Belgium.

Lambert, M. (27 July 2017). Real Options Valuation and Stress Test Analysis. Paper presented at World Finance Conference, Cagliari, Italy.

Lambert, M. (26 July 2017). Market Efficiency and Hedge Fund Trading Strategies. Paper presented at World Finance Conference, Cagliari, Italy.

Fays, B., Lambert, M., & Papageorgiou, N. (31 May 2017). Strategic Beta and Style Investing: Implication of a (In)dependent Sorting. Paper presented at AFFI international Conference 2017, Valence, France.

Lambert, M. (31 May 2017). Market Efficiency And Hedge Fund Trading Strategies. Paper presented at 34th International Conference of the French Finance Association, Valence, France.

Lambert, M. (28 April 2017). Hedge fund trading strategies and performance: theory and practice. Paper presented at Workshop on Institutional Investors, Gand, Belgium.

Lambert, M. (2017). Baromètre financier du secteur Transport et Logistique : évolution et perspectives. Paper presented at Evolution du secteur "Transport et Logistique", Liège, Belgium.

Lambert, M., Ledent, M., & Davoli, J. (2017). Analyse financière du secteur Transport & Logistique en Belgique. BNP Paribas Fortis.

Lambert, M., Moreno, M., & Platania, F. (2017). The impact of external market conditions on R&D valuation. Eprint/Working paper retrieved from https://orbi.uliege.be/2268/218058.

Lambert, M., Fays, B., & Hübner, G. (20 December 2016). Size and Value Matter But Not the Way You Thought. Paper presented at 14th Paris December Finance Meeting, Paris, France.

Lambert, M. (07 July 2016). Brown Bag Seminar: Size and Value Matter, but not the way you thought. Paper presented at Brown Bag Seminar, University of Honhenheim.

Lambert, M., Hübner, G., & Fays, B. (July 2016). Size and Value Matter But Not the Way You Thought. Paper presented at World Finance Conference, NYC, United States - New York.

Lambert, M. (2016). Good practices and support needs at regional and local level - Business transfer. Paper presented at Annual meeting of EER regions, Brussels, Belgium.

Lambert, M. (09 June 2016). Size and Value Matter, But Not The Way You Thought. Paper presented at FMA European Conference, Helsinki, Finland.

Platania, F., & Lambert, M. (03 June 2016). Hedge fund styles and market uncertainty. Paper presented at Alternative Investments.

Platania, F., & Lambert, M. (25 May 2016). Hedge fund styles and macroeconomic uncertainty. Paper presented at 33rd International AFFI Conference 2016.

Lambert, M., Fays, B., & Hübner, G. (24 May 2016). Size and Value Matter But Not the Way You Thought. Paper presented at 33rd International Conference of the French Finance Association, Liege, Belgium.

Platania, F., & Lambert, M. (10 May 2016). Hedge fund styles and macroeconomic uncertainty. Paper presented at Belgian Financial Research Forum.

Lambert, M., Fays, B., & Hübner, G. (22 April 2016). Size and Value Matter But Not the Way You Thought. Paper presented at Research seminar et EM Strasbourg, Strasbourg, France.

Fays, B., Hübner, G., & Lambert, M. (2016). New Insight on the Performance of Equity Long/short Investment Styles. Bankers, Markets, Investors, 140 (January-February), 34-45.

Lambert, M., Fays, B., & Hübner, G. (2016). Size and Value Matter But Not the Way You Thought. Eprint/Working paper retrieved from https://orbi.uliege.be/2268/201334.

Lambert, M., Papapeorgiou, N., & Platania, F. (2016). Market efficiency and hedge fund trading strategies. Eprint/Working paper retrieved from https://orbi.uliege.be/2268/198074.

Lambert, M., & Platania, F. (2016). Hedge fund styles and macroeconomic uncertainty. Eprint/Working paper retrieved from https://orbi.uliege.be/2268/198072.

Tennert, J., Lambert, M., & Burghof, H.-P. (2016). Moral Hazard in VC Finance: More Expensive than You Thought. Eprint/Working paper retrieved from https://orbi.uliege.be/2268/207450.

Lambert, M., Fays, B., & Hübner, G. (18 December 2015). Size and Value Matter But Not the Way You Thought. Paper presented at 28th Australian Conference in Banking and Finance, Sydney, Australia.

Lambert, M. (2015). Baromètre de l'épargne. Paper presented at Live chat Facebook CBC, Bruxelles, Belgium.

Platania, F., Lambert, M., & Moreno, M. (October 2015). Real options valuation under uncertainty. Paper presented at 2015 FMA Annual Meeting, United States.

Lambert, M. (2015). Observatoire de l'épargne. Paper presented at Conférence de presse CBC, Bruxelles, Belgium.

Platania, F., Lambert, M., & Moreno, M. (July 2015). Real options valuation under uncertainty. Paper presented at XXIII Foro de Finanzas, Meeting of the Spanish Finance Association, Madrid, Spain.

Platania, F., Lambert, M., & Moreno, M. (July 2015). Real options valuation under uncertainty. Paper presented at World Finance Conference, Buenos Aires, Argentina.

Platania, F., Lambert, M., & Moreno, M. (June 2015). Real options valuation under uncertainty. Paper presented at 5th International Conference of the Financial Engineering and Banking Society, Nantes, France.

Platania, F., Lambert, M., & Moreno, M. (June 2015). Real options valuation under uncertainty. Paper presented at 32nd International Conference of the French Finance Association, Paris, France.

Platania, F., Lambert, M., & Moreno, M. (May 2015). ICRA6 International Conference on Risk Analysis. Paper presented at ICRA6 International Conference on Risk Analysis, Barcelona, Spain.

Hübner, G., Lambert, M., & Papageorgiou, N. (March 2015). Higher-Moment Risk Exposures in Hedge Funds. European Financial Management, 21 (2), 236-264. doi:10.1111/eufm.12054

Lambert, M., Moreno, M., & Platania, F. (2015). Real options valuation under uncertainty. Eprint/Working paper retrieved from https://orbi.uliege.be/2268/179601.

Platania, F., Lambert, M., & Moreno, M. (2015). 22nd Annual Conference of the Multinational Finance Society. Paper presented at 22nd Annual Conference of the Multinational Finance Society, Halkidiki, Greece.

Lambert, M., & Hübner, G. (18 December 2014). Size Matters, book-to-market does not! The F&F empirical CAPM revisited. Paper presented at 12th Paris Finance Meeting (Eurofidai and French Finance Association).

Lambert, M., Lenglois, J., Streel, A., & Pelzer, C. (2014). Les fondamentaux de la valeur des entreprises en Europe. Comptabilité et Fiscalité Pratiques.

Lambert, M., & Hübner, G. (16 October 2014). Size Matters, Book Value does not! The Fama-French empirical CAPM revisited. Paper presented at Research seminar at Ghent University.

Lambert, M., & Hübner, G. (10 October 2014). Size Matters, Book Value does not! The Fama-French empirical CAPM revisited. Paper presented at Research seminar at HEC Montréal.

Lambert, M. (07 October 2014). 27èmes Entretiens Jacques Cartier. Paper presented at RELÈVE PME ET SUCCESSION D'ENTREPRISES FAMILIALES. ENJEUX STRATÉGIQUES, ORGANISATIONNELS ET HUMAINS.

Lambert, M., Lenglois, J., Streel, A., & Pelzer, C. (2014). Les determinants des Price-Earnings ratios en Europe. Eprint/Working paper retrieved from https://orbi.uliege.be/2268/167767.

Lambert, M. (26 March 2014). Valuation and price expectation mismatch in SME business transfer. Paper presented at European SME Transfer Summit, Brussels, Belgium.

Lambert, M. (2014). Le juste prix. La Libre Belgique.

Lambert, M. (2014). European SME Valuation Survey 2014. Liège, Belgium: Association européenne pour la Transmission des PME.

Lambert, M., & Hübner, G. (2014). Size Matters, Book Value does not! The Fama-French empirical CAPM revisited. Eprint/Working paper retrieved from https://orbi.uliege.be/2268/167503.

Lambert, M. (October 2013). Proceedings - Corporate Finance Day. Paper presented at 11th Corporate Finance Day.

Lambert, M. (2013). Inaugural speech/Welcome Address - 11th Corporate Finance Day. Paper presented at 11th Corporate Finance Day, Liege, Belgium.

Babaei, H., Muller, A., & Lambert, M. (18 April 2013). A closer eye on hedge funds' dynamic hedging. Paper presented at Liège‐Luxembourg‐Maastricht PhD Workshop.

Lambert, M., Hübner, G., & Papageorgiou, N. (16 January 2013). Higher-moment risk exposures in hedge funds. Paper presented at Research seminar at Maastricht University.

Lambert, M., & Hübner, G. (2013). Comoment risk and stock returns. Journal of Empirical Finance, 23, 191-205. doi:10.1016/j.jempfin.2013.07.001

Lambert, M., & Hübner, G. (December 2012). Comoment risk and stock return. Paper presented at 25th Australasian Finance and Banking conference.

Lambert, M., Hübner, G., & Papageorgiou, N. (December 2012). Higher-moment risk exposures in hedge funds. Paper presented at International Finance Meeting (Eurofidai/AFFI).

Lambert, M., & Hübner, G. (2012). Comoment Risk and Stock Returns. Eprint/Working paper retrieved from https://orbi.uliege.be/2268/117264.

Lambert, M. (2012). Measuring downside and extreme risk allocation in equity hedge funds. Bloomberg Risk Newsletter, p. 10-11.

Lambert, M. (June 2012). Hedge Fund Market Risk Exposures: A Survey. Finance, 33 (1), 39-78.

Lambert, M., & Hübner, G. (2012). The size and book-to-market effects revisited. Eprint/Working paper retrieved from https://orbi.uliege.be/2268/118267.

Lambert, M., Hübner, G., & Papageorgiou, N. (April 2012). Higher-Moment Risk Exposures in Hedge Funds. Paper presented at European Financial Management Symposium on Asset Management, Hambourg, Germany.

Lambert, M. (February 2012). A dynamic analysis of higher-comoment risk premiums in Hedge Fund returns. Journal of Derivatives and Hedge Funds, 18 (1), 73-84. doi:10.1057/jdhf.2011.29

Lambert, M. (2012). Measuring Downside and Extreme Risk Allocation in Equity Hedge Funds. Eprint/Working paper retrieved from https://orbi.uliege.be/2268/117582.

Lambert, M., Hübner, G., & Papageorgiou, N. (January 2012). Higher-Moment Risk Exposures in Hedge Funds. Paper presented at 4th Annual Hedge Fund Research Conference, Paris, France.

Lambert, M., Muller, A., & Babaei, H. (2012). Dynamic Trading Strategies of Equity Hedge Funds: Empirical evidence on how they adapt to market conditions. Eprint/Working paper retrieved from https://orbi.uliege.be/2268/119335.

Lambert, M., & Hübner, G. (September 2011). The size and book-to-market effects revisited. Paper presented at Séminaire de recherche à l'Université de Bologne, Bologne, Italy.

Lambert, M., & Hübner, G. (June 2011). Comoment Risk and Stock Returns. Paper presented at World Finance Conference II, Rhodes, Greece.

Lambert, M., Hübner, G., & Papageorgiou, N. (13 May 2011). Directional and Non-Directional Risk Exposures in Hedge Fund Returns. Paper presented at Association Française de Finance International Conference, Montpellier, France.

Lambert, M., & Hübner, G. (April 2011). Comoment risk and stock returns. Paper presented at Séminaire de recherche à HEC Montréal, Montréal, Canada.

Lambert, M., Hübner, G., & Papageorgiou, N. (April 2011). Directional and non-directional risk exposures in Hedge Fund returns. Paper presented at European Financial Management Symposium on Alternative Investments, Toronto, Canada.

Lambert, M., & Hübner, G. (December 2010). Comoment Risk and Stock Returns. Paper presented at EUROFIDAI/French Finance Association, Paris, France.

Lambert, M., & Hübner, G. (November 2010). Comoment Risk and Stock Returns. Paper presented at Southern Finance Association, Asheville, United States - North Carolina.

Lambert, M. (2010). Higher-Moment Equity Risk Premiums in Hedge Funds. Unpublished doctoral thesis, ULiège - Université de Liège.
Jury: Michel, P.-A. (Promotor), Hübner, G. (Promotor), Cosma, A., Galai, D., Muller, A., & Navatte, P.

Lambert, M., & Hübner, G. (June 2010). How to construct fundamental risk factors? Paper presented at European Financial Management, Aarhus, Denmark.

Lambert, M., & Hübner, G. (May 2010). How to construct fundamental risk factors? Paper presented at French Finance Association, Saint-Malo, France.

Lambert, M., & Hübner, G. (May 2010). How to construct fundamental risk factors? Paper presented at World Finance Conference I, Viana do Castelo, Portugal.

Lambert, M., Hübner, G., & Papageorgiou, N. (April 2010). Directional and Nondirectional Risk Exposures in Hedge Fund Returns. Paper presented at 7th Augustin Cournot Doctoral Days, Strasbourg, France.

Lambert, M., Hübner, G., & Papageorgiou, N. (April 2010). Directional and Nondirectional Risk Exposures in Hedge Fund Returns. Paper presented at 15th Spring Meeting of Young Economists, Luxembourg, Luxembourg.

Grandin, P., Hübner, G., & Lambert, M. (2006). Performance de portefeuille. Paris, France: Pearson Education.