Publications and communications of Marie Lambert

Lambert, M., Phalippou, L., & Scivoletto, A. (2024). Venture Capitalists and Employee Satisfaction. ORBi-University of Liège. https://orbi.uliege.be/handle/2268/328657.

Lambert, M., Scivoletto, A., & Tykvová, T. (2024). Private equity capital deployment and deal selection under cash pressure. ORBi-University of Liège. https://orbi.uliege.be/handle/2268/328656.

Lambert, M. (06 December 2024). Les ratings ESG: un processus de construction à préciser [Paper presentation]. Les entretiens de la finance durable.

Prunier, L., Lambert, M., & Torsin, W. (06 November 2024). Financial analyst performance under ESG uncertainty [Paper presentation]. Finance Research Day 2024, Heerlen, Netherlands.

Hardy, C., Lambert, M., Ardia, D., & Bluteau, K. (28 May 2024). Fund Flows and Investor Concerns [Paper presentation]. 40th International Conference of the French Finance Association, Lille, France.

Hardy, C., Lambert, M., Bluteau, K., & Ardia, D. (03 April 2024). Fund Flows and Investor Concerns [Paper presentation]. GRASFI PhD workshop in Sustainable Finance.

Prunier, L., Lambert, M., & Torsin, W. (29 March 2024). Financial analyst performance under ESG uncertainty [Paper presentation]. Research Day in Accounting 2024, Liège, Belgium.

Lambert, M., Phalippou, L., & Scivoletto, A. (26 March 2024). Corporate control and employee satisfaction [Paper presentation]. Research seminar series, Luxembourg, Luxembourg.

Lambert, M., Phalippou, L., & Scivoletto, A. (2024). Corporate control and employee satisfaction [Paper presentation]. Research seminar series, Paris, France.

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. (2024). Non-Standard Errors. Journal of Finance, 79, 2339-2390.

Hardy, C., Lambert, M., Bluteau, K., & Ardia, D. (24 November 2023). Fund Flows and Investor Concerns [Paper presentation]. PhD seminar in finance and financial engineering - HEC Montréal, Montréal, Canada.

Lambert, M., Scivoletto, A., & Tykvova, T. (22 November 2023). Agency costs of dry powder in LBO funds [Paper presentation]. EDHEC Research Seminar, Lille, France.

Lambert, M., Scivoletto, A., & Tykvova, T. (12 October 2023). Agency costs of dry powder in LBO funds [Paper presentation]. Financial Management Association Annual Meeting, Chicago, United States.

Faverjon, A., & Lambert, M. (19 September 2023). Do companies with strong ESG scores “really” outperform? Evidence of selection and survivorship biases in ESG ratings [Paper presentation]. Corporate Finance Days.

Darolles, S., Faverjon, A., & Lambert, M. (07 September 2023). Analyst recommendations and ESG ratings : Evidence of reverse causality [Paper presentation]. Seminar at Université paris Dauphine-PSL.

Lambert, M., & Scivoletto, A. (2023). Dry Powder in Private Equity. In The Palgrave Encyclopedia of Private Equity. Springer International Publishing. doi:10.1007/978-3-030-38738-9_93-1

Lambert, M., Scivoletto, A., & Tykvova, T. (September 2023). Agency costs of dry powder in LBO funds [Paper presentation]. Corporate Finance Days, Lille, France.

Faverjon, A., & Lambert, M. (06 June 2023). Do companies with strong ESG scores “really” outperform? Evidence of selection and survivorship biases in ESG ratings [Paper presentation]. AFFI conference 2023.

Hardy, C., & Lambert, M. (04 May 2023). Behavioral divergences regarding sustainability - Comparison of U.S. and European investors [Poster presentation]. HEC Research Day 2023.

Prunier, L., Lambert, M., & Torsin, W. (04 May 2023). Disagreement on Environmental, Social, and Governance reduces analysts forecasting ability [Paper presentation]. HEC Liège Research day - Poster session, Liège, Belgium.

Lambert, M. (2023). Le capital-investissement est-il compatible avec des objectifs non-financier? [Paper presentation]. Forum Liège Créative, Liège, Belgium.

Faverjon, A., & Lambert, M. (14 March 2023). Do companies with strong ESG scores “really” outperform? Evidence of selection and survivorship biases in ESG ratings [Paper presentation]. PhD Workshop in Sustainable Finance.

Hardy, C., & Lambert, M. (14 March 2023). Behavioral differences regarding sustainability – A comparison of U.S. and European investors [Paper presentation]. PhD Workshop in Sustainable Finance, Liège, Belgium.

Prunier, L., Lambert, M., & Torsin, W. (14 March 2023). Less is more: Impact of ESG ratings divergence on analysts’ forecasts [Paper presentation]. PhD Workshop in Sustainable Finance, Liège, Belgium.

Scivoletto, A., Lambert, M., & Rau, R. (14 March 2023). Human Capital, Labour Market and Corporate Performance [Poster presentation]. GRASFI PhD workshop - Sustainable Finance.

Lambert, M. (2023). Perspectives académiques sur les enjeux et les défis de la finance responsable [Paper presentation]. Grandes Conférences ULiège à Verviers, Verviers, Belgium.

Lambert, M., & Bernier, B. (2023). Investissements durables : quels sont les principaux défis pour le secteur financier ? [Paper presentation]. Forum Financier, Liège, Belgium.

Faverjon, A., Hardy, C., & Lambert, M. (2023). A systematic literature review on financial stock performance of sustainable investments: Bridging the gap between empirical evidence and recent theoretical models. In The Routledge Handbook of Green Finance (pp. 463-484). London, United Kingdom: Routledge. doi:10.4324/9781003345497-32

Gillain, C., Ittoo, A., & Lambert, M. (2023). Detecting Equity Style Information Within Institutional Media. In Lecture Notes in Operations Research. Springer International Publishing. doi:10.1007/978-3-031-29050-3_8

Lambert, M., & Bernier, B. (2023). L'investisseur face à la durabilité. Bank- en Financiewezen.

Lambert, M., Scivoletto, A., Moreno Miranda, N., & Phalippou, L. (12 December 2022). Employee views of leveraged buy-out transactions [Paper presentation]. Skema Research Seminar.

Lambert, M., Moreno Miranda, N., Scivoletto, A., & Phalippou, L. (15 November 2022). Employee views of leveraged buyout transactions [Paper presentation]. Financial Management Association Middle East, Dubai, United Arab Emirates.

Lambert, M., Moreno Miranda, N., Phalippou, L., & Scivoletto, A. (02 November 2022). Employee views of leveraged buyout transactions [Paper presentation]. HEC Montréal Brown Bag Research Seminar.

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 presentation]. Engage Today, Shape Tomorrow, organized by SPF Stratégie et Appui (BOSA), Brussels, Belgium.

Lambert, M. (2022). Measuring, Reporting & Data Panel [Paper presentation]. 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 presentation]. ESG data journey, from issuers to investors, organized by LHOFT Luxembourg, Luxembourg.

Lambert, M., & Keppenne, B. (2022). L'épargne des Belges: une tendance durable? Apple Podcast edited by CBC, Banque & Assurance.

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

Lambert, M., Scivoletto, A., Phalippou, L., & Moreno, N. (27 May 2022). Employee views of leveraged buyout transactions [Paper presentation]. 2022 Spring Private Equity Research Symposium, University of Oxford, Institute of Private Capital, 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 presentation]. 38th international conference of the French Finance Association (AFFI).

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

Lambert, M., Moreno Miranda, N., Phalippou, L., & Scivoletto, A. (23 May 2022). Employee Views of Leveraged Buy-Out Transactions [Paper presentation]. 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 presentation]. The Seventeenth Day of Scientific Collaboration between the Doctoral Schools in Management Science - Université Paris I - Panthéon - Sorbonne, Bruxelles, Belgium.

Faverjon, A., & Lambert, M. (05 May 2022). Documenting ESG rating bias that influence performance analysis: A comparison between data providers [Paper presentation]. HEC Research Day.

Mhalla, L., Hambuckers, J., & Lambert, M. (2022). Extremal connectedness of hedge funds. Journal of Applied Econometrics, 37 (5), 988-1009. doi:10.1002/jae.2900

Lambert, M. (2021). Commentaires sur l'observatoire “Epargne et investissements” [Paper presentation]. Observatoire “Epargne et investissements”, Communiqué de presse CBC Banque, Brussels, Belgium.

Lambert, M. (2021). Quel impact des critères ESG pour le financement des entreprises ? [Paper presentation]. Rencontre-Conférence Forum Liège créative, Liège, Belgium.

Lambert, M., Scivoletto, A., & Tykvova, T. (21 October 2021). Agency costs of dry powder in private equity funds [Paper presentation]. 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 presentation]. 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. doi:10.1016/j.jempfin.2021.06.002

Lambert, M., Tykvová, T., & Scivoletto, A. (30 June 2021). Agency Costs of Dry Powder in Private Equity Funds [Paper presentation]. 2021 Annual Meeting of the European Financial Management Association, Leeds, United Kingdom.

Lambert, M. (2021). The practicalities of ESG in private markets [Paper presentation]. 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 presentation]. 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 presentation]. TSM International Day, France.

Lambert, M., Moreno Miranda, N., Phalippou, L., & Scivoletto, A. (2021). Employee Views of Leveraged Buy-Out Transactions. ORBi-University of Liège. https://orbi.uliege.be/handle/2268/267217.

Lambert, M., Scivoletto, A., & Tykvova, T. (2021). Agency costs of dry powder. ORBi-University of Liège. https://orbi.uliege.be/handle/2268/249370.

Dare, W., Lambert, M., Darolles, S., & Monarcha, G. (19 December 2020). Factor Investing: The Missing Link between Active and Passive Management [Paper presentation]. 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 presentation]. 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 presentation]. 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 presentation]. Global Invest Forum, Paris, France.

Lambert, M., Scivoletto, A., & Tykvova, T. (21 September 2020). Agency costs of dry powder in private equity funds [Paper presentation]. 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 presentation]. The 17th Corporate Finance Day.

Lambert, M. (2020). Commentaires - Observatoire CBC de l’épargne et prévoyance 2020 [Paper presentation]. 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 presentation]. 12th Annual Hedge Fund Research Conference, Paris, France.

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

Fays, B., Hübner, G., & Lambert, M. (2020). The Seasons of the True Size Anomaly. ORBi-University of Liège. https://orbi.uliege.be/handle/2268/252949.

Fays, B., Papageorgiou, N., & Lambert, M. (2020). Risk optimizations on basis portfolios: The role of sorting. ORBi-University of Liège. https://orbi.uliege.be/handle/2268/252029.

Lambert, M., Moreno Miranda, N., & Phalippou, L. (2020). Private Equity and Employee Welfare. ORBi-University of Liège. https://orbi.uliege.be/handle/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. ORBi-University of Liège. https://orbi.uliege.be/handle/2268/252040.

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

Fays, B., Hübner, G., & Lambert, M. (05 December 2019). Gamma Trading Skills in Hedge Funds [Paper presentation]. 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 presentation]. 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 presentation]. Semaine de la transmission d'entreprises, Liège, Belgium.

Gillain, C., Ittoo, A., & Lambert, M. (17 June 2019). News-induced style seasonality [Paper presentation]. 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 presentation]. 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 presentation]. HEC Lausanne Operation Research Seminar.

Lambert, M. (2019). Valuation and acquisition finance [Paper presentation]. 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 presentation]. 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 presentation]. ANR Multirisk Workshop, Florence, Italy.

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

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

Fays, B., Hübner, G., & Lambert, M. (15 January 2019). Gamma Trading Skills in Hedge Funds [Paper presentation]. 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 presentation]. TES 2018 (Trackinsight Summit 2018), Paris, France.

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

Lambert, M. (04 October 2018). Factor methodologies matter [Paper presentation]. Quant Vision Summit, Paris, France.

Lambert, M. (2018). Commentaires sur le baromètre de l'épargne CBC 2018 [Paper presentation]. 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 presentation]. HEC / MCGILL SPRING FINANCE WORKSHOP 2018, Montebello, Canada.

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

Lambert, M. (27 March 2018). The impact of external market conditions on real options valuation [Paper presentation]. 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 presentation]. 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 presentation]. 10th Annual Hedge Fund and Private Equity Research Conference, Paris, France.

Fays, B., Hübner, G., & Lambert, M. (2018). Gamma Trading Skills in Hedge Funds. ORBi-University of Liège. https://orbi.uliege.be/handle/2268/223584.

Fays, B., Lambert, M., & Nicolas, P. (2018). Smart Equity Investing: Implementing Risk Optimization Techniques on Strategic Beta Portfolios. ORBi-University of Liège. https://orbi.uliege.be/handle/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. ORBi-University of Liège. https://orbi.uliege.be/handle/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. ORBi-University of Liège. https://orbi.uliege.be/handle/2268/218067.

Lambert, M., & Hübner, G. (2017). Performance sharing in risky portfolios: The case of hedge fund returns and fees. ORBi-University of Liège. https://orbi.uliege.be/handle/2268/218066.

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

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

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

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

Lambert, M. (26 July 2017). Market Efficiency and Hedge Fund Trading Strategies [Paper presentation]. 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 presentation]. AFFI international Conference 2017, Valence, France.

Lambert, M. (31 May 2017). Market Efficiency And Hedge Fund Trading Strategies [Paper presentation]. 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 presentation]. Workshop on Institutional Investors, Gand, Belgium.

Lambert, M. (2017). Baromètre financier du secteur Transport et Logistique : évolution et perspectives [Paper presentation]. 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. https://orbi.uliege.be/handle/2268/219757

Lambert, M., Moreno, M., & Platania, F. (2017). The impact of external market conditions on R&D valuation. ORBi-University of Liège. https://orbi.uliege.be/handle/2268/218058.

Lambert, M., Fays, B., & Hübner, G. (20 December 2016). Size and Value Matter But Not the Way You Thought [Paper presentation]. 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 presentation]. 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 presentation]. World Finance Conference, NYC, United States - New York.

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

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

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

Platania, F., & Lambert, M. (25 May 2016). Hedge fund styles and macroeconomic uncertainty [Paper presentation]. 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 presentation]. 33rd International Conference of the French Finance Association, Liege, Belgium.

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

Lambert, M., Fays, B., & Hübner, G. (22 April 2016). Size and Value Matter But Not the Way You Thought [Paper presentation]. 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. ORBi-University of Liège. https://orbi.uliege.be/handle/2268/201334.

Lambert, M., Papapeorgiou, N., & Platania, F. (2016). Market efficiency and hedge fund trading strategies. ORBi-University of Liège. https://orbi.uliege.be/handle/2268/198074.

Lambert, M., & Platania, F. (2016). Hedge fund styles and macroeconomic uncertainty. ORBi-University of Liège. https://orbi.uliege.be/handle/2268/198072.

Tennert, J., Lambert, M., & Burghof, H.-P. (2016). Moral Hazard in VC Finance: More Expensive than You Thought. ORBi-University of Liège. https://orbi.uliege.be/handle/2268/207450.

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

Lambert, M. (2015). Baromètre de l'épargne [Paper presentation]. Live chat Facebook CBC, Bruxelles, Belgium.

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

Lambert, M. (2015). Observatoire de l'épargne [Paper presentation]. Conférence de presse CBC, Bruxelles, Belgium.

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

Platania, F., Lambert, M., & Moreno, M. (June 2015). Real options valuation under uncertainty [Paper presentation]. 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 presentation]. 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 presentation]. 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. ORBi-University of Liège. https://orbi.uliege.be/handle/2268/179601.

Platania, F., Lambert, M., & Moreno, M. (2015). 22nd Annual Conference of the Multinational Finance Society [Paper presentation]. 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 presentation]. 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 presentation]. 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 presentation]. Research seminar at HEC Montréal.

Lambert, M. (07 October 2014). 27èmes Entretiens Jacques Cartier [Paper presentation]. 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. ORBi-University of Liège. https://orbi.uliege.be/handle/2268/167767.

Lambert, M. (26 March 2014). Valuation and price expectation mismatch in SME business transfer [Paper presentation]. 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. https://orbi.uliege.be/handle/2268/208841

Lambert, M., & Hübner, G. (2014). Size Matters, Book Value does not! The Fama-French empirical CAPM revisited. ORBi-University of Liège. https://orbi.uliege.be/handle/2268/167503.

Lambert, M. (October 2013). Proceedings - Corporate Finance Day [Paper presentation]. 11th Corporate Finance Day.

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

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

Lambert, M., Hübner, G., & Papageorgiou, N. (16 January 2013). Higher-moment risk exposures in hedge funds [Paper presentation]. 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 presentation]. 25th Australasian Finance and Banking conference.

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

Lambert, M., & Hübner, G. (2012). Comoment Risk and Stock Returns. ORBi-University of Liège. https://orbi.uliege.be/handle/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. ORBi-University of Liège. https://orbi.uliege.be/handle/2268/118267.

Lambert, M., Hübner, G., & Papageorgiou, N. (April 2012). Higher-Moment Risk Exposures in Hedge Funds [Paper presentation]. 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. ORBi-University of Liège. https://orbi.uliege.be/handle/2268/117582.

Lambert, M., Hübner, G., & Papageorgiou, N. (January 2012). Higher-Moment Risk Exposures in Hedge Funds [Paper presentation]. 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. ORBi-University of Liège. https://orbi.uliege.be/handle/2268/119335.

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

Lambert, M., & Hübner, G. (June 2011). Comoment Risk and Stock Returns [Paper presentation]. 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 presentation]. Association Française de Finance International Conference, Montpellier, France.

Lambert, M., & Hübner, G. (April 2011). Comoment risk and stock returns [Paper presentation]. 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 presentation]. European Financial Management Symposium on Alternative Investments, Toronto, Canada.

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

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

Lambert, M. (2010). Higher-Moment Equity Risk Premiums in Hedge Funds [Doctoral thesis, ULiège - Université de Liège]. ORBi-University of Liège. https://orbi.uliege.be/handle/2268/117593

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

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

Lambert, M., & Hübner, G. (May 2010). How to construct fundamental risk factors? [Paper presentation]. 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 presentation]. 15th Spring Meeting of Young Economists, Luxembourg, Luxembourg.

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

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