Publications and communications of Marie Lambert

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

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

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. (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.

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

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.

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.

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. (27 March 2018). The impact of external market conditions on real options valuation [Paper presentation]. 11th Financial Risks International Forum - Paris, France, 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., 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., 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.

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.

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.

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.

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. (26 March 2014). Valuation and price expectation mismatch in SME business transfer [Paper presentation]. European SME Transfer Summit, Brussels, Belgium.

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.

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