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. |
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 Dataset: 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. |