Publications and communications of Georges Hübner

Babaei, H., & Hübner, G. (2023). Co-movement dynamics and disruptions of the major stock markets. Financial Econometrics Conference.

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

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

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

Crama, Y., Hübner, G., Leruth, L., & Renneboog, L. (2021). Identifying Ultimate Beneficial Owners: A risk-based approach to improving the transparency of international financial flows. Eprint/Working paper retrieved from https://orbi.uliege.be/2268/263411.

Hübner, G. (May 2021). Comment créer un fonds de solvabilité avec l’épargne collective ? Avec un peu d’imagination ! Revue Bancaire et Financière, 2021/5.

Bazgour, T., Heuchenne, C., Hübner, G., & Sougné, D. (2021). How do Volatility Regimes Affect the Pricing of Quality and Liquidity in the Stock Market ? Studies in Nonlinear Dynamics and Econometrics, 25 (1). doi:10.1515/snde-2018-0127

Hübner, G. (2021). Drift in business models and emerging market risks for the banking sector. Revue Bancaire et Financière, 126-131.

Hübner, G. (2021). Achille Talon et l’Archipel de Sanzunron : Ou comment un scénariste du Neuvième Art réinvente la banque. In E. de Callataÿ & L. Leruth (Eds.), Quand l’économie nous est contée (pp. 221-230). La Lettre Volée.

Hübner, G. (05 May 2020). Efficient Resource Allocation in the Context of the Coronavirus Crisis: Towards a Private Equity Fund Financed by Collective Savings. Revue Bancaire et Financière, 2020/4, 1-13.

Hübner, G. (2020). Turning collective savings into private equity investments: The Covid-19 crisis as a catalyst for pan-European efficient resource allocation. SUERF Policy Notes, (166), 1-11.

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

Cogneau, P., & Hübner, G. (2020). International Mutual Funds Performance and Persistence across the Universe of Performance Measures. Finance, 41 (1), 97-176. doi:10.3917/fina.411.0097

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.

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

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

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

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.

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

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.

Gillet, R., & Hübner, G. (2019). Gestion de portefeuille. (3ème édition). De Boeck Supérieur.

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

Yudha Sudrajad, O., & Hübner, G. (2019). Empirical evidence on bank market power, business models, stability and performance in the emerging economies. Eurasian Business Review, 9, 213-145. doi:10.1007/s40821-018-0112-1

Bazgour, T., Heuchenne, C., Hübner, G., & Sougné, D. (23 May 2018). How do Volatility Regimes A↵ect the Pricing of Quality and Liquidity in the Stock Market? Paper presented at 35th International Conference of the French Finance Association, Paris, France.

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.

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.

Hübner, G. (2018). Will robo-advice make wealth management tasteless? Revue Bancaire et Financière.

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.

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., 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., 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., 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.

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.

Hübner, G. (March 2016). Option Replication and the Performance of a Market Timer. Studies in Economics and Finance, 33 (1), 2-25. doi:10.1108/SEF-01-2015-0012

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., 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.

François, P., Heck, S., Hübner, G., & Lejeune, T. (02 October 2015). The systematic price of credit risk. Paper presented at Research seminar AIX Marseille Université, Aix en Provence, France.

François, P., Heck, S., Hübner, G., & Lejeune, T. (01 June 2015). The systematic price of credit risk. Paper presented at 32nd International Conference of the French Finance Association, Cergy, France.

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

Alperovych, Hübner, G., & Lobet, F. (2015). How does governmental versus private venture capital backing affect a firm's efficiency? Evidence from Belgium. Journal of Business Venturing, 30, 508-525. doi:10.1016/j.jbusvent.2014.11.001

Cogneau, P., & Hübner, G. (2015). The prediction of fund failure through performance diagnostics. Journal of Banking and Finance, 50, 224-241. doi:10.1016/j.jbankfin.2014.10.004

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., & 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., & 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.

Cuchet, R., François, P., & Hübner, G. (July 2013). Currency Total Return Swaps: Valuation and Risk Factor Analysis. Quantitative Finance, 13 (7), 1135-1148. doi:10.1080/14697688.2013.775475

Hübner, G., & Lejeune, T. (08 June 2013). Risk Horizon and Expected Market Returns. Paper presented at 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 presented at Annual Meeting of the Eastern Finance Association, St Petersburgh (Tampa, FL), United States.

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

Alperovych, Y., & Hübner, G. (2013). Incremental impact of venture capital financing. Small Business Economics, 41, 651-666. doi:10.1007/s11187-012-9448-6

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.

Cogneau, P., Bodson, L., & Hübner, G. (2013). Is There a Link Between Past Performance and Fund Failure? In V. Terraza & H. Razafitombo (Eds.), Understanding Investment Funds (pp. 9-36). Palgrave Macmillan. doi:10.1057/9781137273611

Cogneau, P., Debatty, P., & Hübner, G. (2013). Predicting funds of hedge funds attrition through performance diagnostics. In G. Gregoriou (Ed.), Reconsidering Funds of Hedge Funds (pp. 163-181). Elsevier. doi:10.1016/B978-0-12-401699-6.00011-3

Hübner, G., & Joliet, R. (2013). Government Debt Denomination Policies Before and After the EMU Advent. Open Economies Review, 24, 283-309. doi:10.1007/s11079-011-9238-9

Hübner, G., & Plunus, S. (2013). Accommodating profile dynamism in MiFID II. Revue Bancaire et Financière, (3).

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

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

Hübner, G., Sougné, D., & Wijnandts, J.-C. (2012). Excess Return Forecast Using a Dynamic Asset Class Factor Model. (Version préliminaire). Eprint/Working paper retrieved from https://orbi.uliege.be/2268/146678.

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.

Hübner, G., & Lejeune, T. (2012). Risk Horizon and Expected Market Returns. Eprint/Working paper retrieved from https://orbi.uliege.be/2268/147132.

Plunus, S., Gillet, R., & Hübner, G. (September 2012). Reputational damage of operational loss on the bond market: Evidence from the financial industry. International Review of Financial Analysis, 24, 66-73. doi:10.1016/j.irfa.2012.07.007

Hübner, G. (2012). Is the KIID sufficient to associate portfolios to investor profiles? Bankers, Markets, Investors, (118), 14-22.

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

Plunus, S., Hübner, G., & Peters, J.-P. (2012). Measuring operational risk in financial institutions. Applied Financial Economics, 22 (18), 1553-1569. doi:10.1080/09603107.2012.667546

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.

Hübner, G. (23 June 2011). The alpha of a market timer. Paper presented at European Financial Management Association 2011 Annual Meeting, Braga, Portugal.

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.

Hübner, G. (12 May 2011). The alpha of a market timer. 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.

Cavé, A., Hübner, G., & Sougné, D. (22 March 2011). The Market Timing Skills of Hedge Funds during the Financial Crisis. Paper presented at Atelier thématique sur les Hedge Funds, Orléans, France.

Hübner, G. (18 March 2011). The alpha of a market timer. Paper presented at Workshop on Fund Investment, Luxembourg, Luxembourg.

Cavenaile, L., Coen, A., & Hübner, G. (March 2011). The Impact of Illiquidity and Higher Moments of Hedge Fund Returns on Their Risk-Adjusted Performance and Diversification Potential. Journal of Alternative Investments, 13 (4). doi:10.3905/jai.2011.13.4.009

Alperovych, Y., & Hübner, G. (2011). Explaining Returns on Venture Capital-Backed Companies: Evidence from Belgium. Research in International Business and Finance, 25 (3), 277-295. doi:10.1016/j.ribaf.2011.02.003

Cobbaut, R., Gillet, R., & Hübner, G. (2011). La gestion de portefeuille. de boeck.

François, P., Hübner, G., & Papageorgiou, N. (2011). Strategic Analysis of Risk-Shifting Incentives with Convertible Debt. Quarterly Journal of Finance, 1 (2), 293-321. doi:10.1142/S2010139211000079

François, P., Hübner, G., & Sibille, J.-R. (2011). A Structural Balance Sheet Model of Sovereign Credit Risk. Finance, 1 (2), 293-321.

Hübner, G., & Joliet, R. (2011). The added value of a Central Agency of European Debt. In A. Sapir, A. Estache, G. Hübner, H. Pirotte, J.-P. Platteau, H. Vandenbussche, ... J.-F. Husson (Eds.), La crise économique et financière: quelles conséquences? (pp. 23-41). CIFOP.

Hübner, G., Sougné, D., & Cavé, A. (2011). The Market Timing Skills of Hedge Funds during the Financial Crisis. Managerial Finance, vol 38 (issue 1), 4-26. doi:10.1108/03074351211188330

Sapir, A., Estache, A., Hübner, G., Pirotte, H., Platteau, J.-P., Vandenbussche, H., & Husson, J.-F. (Eds.). (2011). La crise économique et financière : quelles conséquences ? Charleroi, Belgium: CIFoP.

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.

Bodson, L., Grandin, P., Hübner, G., & Lambert, M. (2010). Performance de Portefeuille. (2ème éd). Paris, France: Pearson.

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

François, P., & Hübner, G. (May 2010). Portfolio Theory with Venture Capital. Paper presented at AFFI International Conference, St-Malo, France.

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.

Bodson, L., Cavenaile, L., & Hübner, G. (19 March 2010). Normalized Risk-Adjusted Performance Measures Based on Multi-Factor Models. Paper presented at Swiss Society for Financial Market Research, Zurich, Switzerland.

Bodson, L., Coën, A., & Hübner, G. (2010). Dynamic Hedge Fund Style Analysis with Errors-in-Variables. Journal of Financial Research, 33 (3), 201-221. doi:10.1111/j.1475-6803.2010.01268.x

Bodson, L., & Hübner, G. (2010). Effect of Benchmark Misspecification on Risk-Adjusted Performance Measures. In G. N. Gregoriou, C. Hoppe, ... C. Wehn (Eds.), The Risk Modeling Evaluation Handbook (pp. 141-150). McGraw Hill.

Coën, A., Hübner, G., & Desfleurs, A. (2010). Hedge fund return specification with errors-in-variables. Journal of Derivatives and Hedge Funds, 16 (1), 22-52. doi:10.1057/jdhf.2009.19

Gillet, R., Hübner, G., & Plunus, S. (2010). Operational Risk and Reputation in the Financial Industry. Journal of Banking and Finance, 34, 224-235. doi:10.1016/j.jbankfin.2009.07.020

Gregoriou, G., Hübner, G., & Kooli, M. (2010). Performance and persistence of commodity trading advisors: Parametric evidence. Journal of Futures Markets, 30 (8), 725-752. doi:10.1002/fut.20441

Schyns, M., Crama, Y., & Hübner, G. (2010). Optimal selection of a portfolio of options under Value-at-Risk constraints: a scenario approach. Annals of Operations Research, 181, 683-708. doi:10.1007/s10479-009-0636-y

Corhay, A., Hübner, G., & Muller, A. (2009). Finance et valeur(s): Liber Amicorum et Discipulorum. Liège, Belgium: Les Editions de l'Université de Liège.

Hübner, G. (2009). Le coût d’opportunité du capital pour l’entrepreneur revisité. In A. Corhay, G. Hübner, ... A. Muller, Finance et Valeur(s) (pp. 29-41). Editions de l'Université de Liège.

Hübner, G., Massart, M., Swolfs, L., & Van Gerven, W. (2009). Rapport du college d’experts auprès de la commission spéciale chargée d’examiner la crise financière et bancaire. (Doc 52 1643/002 (Chambre) et 52 4-1100/1 (Sénat)). Bruxelles, Belgium: Chambre des représentants et Sénat de Belgique.

Schyns, M., Hübner, G., & Crama, Y. (2009). Alternative to the Mean-Variance Asset Allocation Analysis: A Scenario Methodology for Portfolio Selection. In G. N. Gregoriou (Ed.), Stock Market Volatility (pp. 231-254). Boca Raton, United States: Taylor & Francis Group. doi:10.1201/9781420099553-18

Hübner, G., & Bodson, L. (Other coll.). (2009). Belgian Parliamentary commission dealing with the study of the financial and banking crisis.

Bodson, L., Coën, A., & Hübner, G. (2009). A comparison between Optimal Allocations Based on the Modified VaR and those based on a Utility-Based Risk Measure. In G. Gregoriou, The VaR Modeling Handbook (pp. 55-70). McGraw-Hill.

Bodson, L., & Hübner, G. (2009). Mean-Variance versus Mean-VaR and Mean-Utility Spanning. In G. Gregoriou, Stock Market Volatility (pp. 181-194). Chapman & Hall. doi:10.1201/9781420099553-15

Coën, A., & Hübner, G. (January 2009). Risk and performance estimation in hedge funds revisited: Evidence from errors in variables. Journal of Empirical Finance, 16 (1), 112-125. doi:10.1016/j.jempfin.2008.06.001

Cogneau, P., & Hübner, G. (2009). The (more than) 100 Ways to Measure Portfolio Performance: Part 2: Special Measures and Comparison. Journal of Performance Measurement, 14 (Fall), 56-69.

Cogneau, P., & Hübner, G. (2009). The (more than) 100 Ways to Measure Portfolio Performance. Part 1: Standardized Risk-Adjusted Measures. Journal of Performance Measurement, 13 (Summer), 56-71.

Hübner, G., Nord, A., & Smith, B. (January 2009). Deriving Risk Appetite and translating it into a meaningful set of limits. Paper presented at Deriving Risk Appetite and translating it into a meaningful set of limits, Luxembourg, Luxembourg.

Peters, J.-P., & Hübner, G. (2009). Modeling Operational Risk Based on Multiple Experts’ Opinion. In G. Gregoriou (Ed.), Operational Risk Towards Basel III (pp. 3-21). Wiley & Sons.

Bodson, L., Coën, A., & Hübner, G. (2008). How Stable are the Major Performance Measures? Journal of Performance Measurement, (Fall), 21-30.

Bodson, L., Coën, A., & Hübner, G. (July 2008). Dynamic Hedge Fund Style Analysis with Errors-in-Variables. Paper presented at Multinational Finance Society, Orlando, United States.

Bodson, L., Hübner, G., & Coën, A. (July 2008). Dynamic Hedge Fund Style Analysis with Errors-in-Variables. Paper presented at Academy of International Business, Milan, Italy.

Bodson, L., Hübner, G., & Coën, A. (June 2008). Dynamic Hedge Fund Style Analysis with Errors-in-Variables. Paper presented at Financial Management Association, Prague, Czechia.

Bodson, L., Hübner, G., & Coën, A. (April 2008). Dynamic Hedge Fund Style Analysis with Errors-in-Variables. Paper presented at European Financial Management, Nice, France.

Bodson, L., Coën, A., & Hübner, G. (2008). A Comparison between Optimal Allocations Based on the Modified VaR and on a Utility-Based Risk Measure. In G. N. Gregoriou, The VaR Modeling Handbook: Practical Applications in Alternative Investing, Banking, Insurance, and Portfolio Management Book. McGraw-Hill Companies, Inc.

Bodson, L., & Hübner, G. (2008). Mean-Variance versus Mean-VaR and Mean-Utility Spanning. In G. N. Gregoriou, Stock Market Volatility Book (pp. 177-189).

Bourdoux, J.-M., Hübner, G., & Sibille, J.-R. (2008). CDO Prices and Risk Management: A Comparative Study of Alternative Approaches for pricing iTraxx. In N. Wagner, Credit Risk - Models, Derivatives and Management (pp. 511-526). Chapman & Hall.

Chapelle, A., Crama, Y., Hübner, G., & Peters, J.-P. (2008). Practical methods for measuring and managing operational risk in the financial sector: A clinical study. Journal of Banking and Finance, 32, 1049-1061. doi:10.1016/j.jbankfin.2007.09.017

François, P., & Hübner, G. (2008). Asset Dynamics Estimation and Its Impact on CDS Pricing. In P. Ali & G. Gregoriou, Credit Derivatives Handbook (pp. 121-142). New York, United States - New York: McGraw Hill.

Hübner, G. (2008). Pre-money valuation. In G. Gregoriou, Encyclopedia of Alternative Investments (pp. 365). Chapman & Hall.

Hübner, G. (2008). Post-money valuation. In G. Gregoriou, Encyclopedia of Alternative Investments (pp. 362). Chapman & Hall.

Hübner, G. (2008). Generalized Treynor Ratio. In G. Gregoriou, Encyclopedia of Alternative Investments (pp. 208). Chapman & Hall.

Hübner, G. (2008). Capital Structure Arbitrage. In G. Gregoriou, Encyclopedia of Alternative Investments (pp. 64). Chapman & Hall.

Hübner, G. (2008). Alternative betas. In G. Gregoriou, Encyclopedia of Alternative Investments. Chapman & Hall.

Hübner, G. (2008). Alternative alphas. In G. Gregoriou, Encyclopedia of Alternative Investments (pp. 17). Chapman & Hall.

Joliet, R., & Hübner, G. (2008). International Corporate Diversification and the Cost of Equity: European Evidence. Journal of International Money and Finance, 27 (1), 102-123. doi:10.1016/j.jimonfin.2007.04.008

Sougné, D., Heuchenne, C., & Hübner, G. (2008). The determinants of CDS prices: an industry-based investigation. In N. Wagner, Credit Risk: Models, Derivatives and Management. Empirical Studies and Analysis. Financial Mathematics Series (pp. 85-96). Chapman & Hall.

Bodson, L., & Hübner, G. (18 October 2007). Linearizing Option Returns for Portfolio and Risk Management. Paper presented at Management Research Seminar, Liège, Belgium.

Gregoriou, G., Hübner, G., Papageorgiou, N., & Rouah, F. (2007). Dominating Funds of Funds with Simple Hedge Fund Strategies. Journal of Derivatives and Hedge Funds, 13 (2), 88-106. doi:10.1057/palgrave.jdhf.1850066

Hübner, G. (2007). How Do Performance Measures Perform. Journal of Portfolio Management, 33 (4), 64-74. doi:10.3905/jpm.2007.690607

Bodson, L., & Hübner, G. (21 November 2006). Linearizing Option Returns for Portfolio and Risk Management: A Tetranomial Approach. Paper presented at Management Research Seminar, Liège, Belgium.

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

Bastin, V., & Hübner, G. (2006). Concentrated Announcements on Clustered Data: An Event Study on Biotechnology Stocks. Financial Management, 35 (1), 129-157. doi:10.1111/j.1755-053X.2006.tb00134.x

Capocci, D., Corhay, A., & Hübner, G. (October 2005). Hedge fund performance and persistence in bull and bear markets. European Journal of Finance, 11 (5), 361-392. doi:10.1080/1351847042000286676

Hübner, G. (September 2005). The Generalized Treynor Ratio. Review of Finance, 9 (3), 415-435. doi:10.1007/s10679-005-2265-x

Gregoriou, G. N., Hübner, G., Papageorgiou, N., & Rouah, F. (August 2005). Survival of commodity trading advisors: 1990-2003. Journal of Futures Markets, 25 (8), 795-815. doi:10.1002/fut.20167

Schyns, M., Crama, Y., & Hübner, G. (2005). Grafting Information in Scenario Trees: Application to Option Prices. Eprint/Working paper retrieved from https://orbi.uliege.be/2268/117269.

Gregoriou, G., Hübner, G., Papageorgiou, N., & Rouah, F. (Eds.). (2005). Hedge Funds: Insights in Performance Measurement, Risk Analysis, and Portfolio Allocation. J. Wiley & sons.

Plunus, S., Hübner, G., & Peters, J.-P. (2005). Application de CreditRisk+ au risque opérationnel. In A. Chapelle, G. Hübner, ... J.-P. Peters, Le risque opérationnel (pp. 135-148).

Ross, S., Westerfield, R., & Jaffe, J. (2005). Finance Corporate (7ème édition) (Hübner, G., Ducoulombier, F., Michel, P.-A., Pirotte, H., ... Schier, G., Trans.). Paris, France: Dunod.

François, P., & Hübner, G. (May 2004). Credit derivatives with multiple debt issues. Journal of Banking and Finance, 28 (5), 997-1021. doi:10.1016/S0378-4266(03)00048-7

Capocci, D., & Hübner, G. (January 2004). Analysis of hedge fund performance. Journal of Empirical Finance, 11 (1), 55-89. doi:10.1016/j.jempfin.2002.12.002

Hübner, G. (January 2004). The credit risk components of a swap portfolio. Journal of Futures Markets, 24 (1), 93-115. doi:10.1002/fut.10113

Hübner, G., & Papageorgiou, N. (2004). The performance of CTAs in changing market conditions. In G. Gregoriou, V. N. Karavas, F.-S. L'habitant, ... F. Rouah (Eds.), Commodity Trading Advisors: Risk, Performance Analysis and Selection (pp. 105-128). J. Wiley & sons.

Bastin, V., Corhay, A., Hübner, G., & Michel, P.-A. (2003). Development path and capital structure of belgian biotechnology firms. In P. Butzen (Ed.), Firms' investment and finance decisions: Theory and empirical methodology (pp. 167-190). Edward Elgar Publishing.

Hübner, G., Michel, P.-A., & Servais, M. (2003). Valeur et risque des brevets pour les biotechnologies. Bruxelles, Belgium: Larcier.

Hübner, G. (February 2001). The Analytic Pricing of Asymmetric Defaultable Swaps. Journal of Banking and Finance, 25 (2), 295-316. doi:10.1016/S0378-4266(99)00122-3