Publications and communications of Georges Hübner

François, P.* , & Hübner, G.*. (2024). A Presentation of The Complete Guide to Portfolio Performance. ORBi-University of Liège. https://orbi.uliege.be/handle/2268/318407.
* These authors have contributed equally to this work.

François, P.* , & Hübner, G.*. (2024). The Complete Guide to Portfolio Performance: Appraise, Analyze, Act. John Wiley & Sons.
* These authors have contributed equally to this work.

Babaei, H., Hübner, G., & Muller, A. (December 2023). The effects of uncertainty on the dynamics of stock market interdependence: Evidence from the time-varying cointegration of the G7 stock markets. Journal of International Money and Finance, 139, 102961. doi:10.1016/j.jimonfin.2023.102961

Hübner, G. (2023). From the New Normal to New Abnormal World: Banks' Risk Profile Shifts in the New Socio-economic Landscape. Bank- en Financiewezen, (2023/06).

Babaei, H., & Hübner, G. (28 March 2023). Co-movement dynamics and disruptions of the major stock markets [Paper presentation]. Financial Econometrics Conference to mark Stephen Taylor's Retirement, Lancaster, United Kingdom.

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

Babaei, H., Hübner, G., & Muller, A. (2022). Do political and economic uncertainties separate stock markets? ORBi-University of Liège. https://orbi.uliege.be/handle/2268/166729.

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. ORBi-University of Liège. https://orbi.uliege.be/handle/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. ORBi-University of Liège. https://orbi.uliege.be/handle/2268/252949.

Hübner, G., & Lejeune, T. (19 December 2019). Mental Accounts with Horizon and Asymmetry Preferences [Paper presentation]. 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 presentation]. Séminaire EM Lyon, Lyon, France.

Hübner, G., & Lejeune, T. (June 2019). Mental Accounts with Horizon and Asymmetry Preferences [Paper presentation]. 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 presentation]. 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 presentation]. Workshop ANR Multirisk 2019, Florence, Italy.

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.

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 presentation]. 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 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.

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.

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. ORBi-University of Liège. https://orbi.uliege.be/handle/2268/223585.

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., 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., 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., 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.

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.

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. ORBi-University of Liège. https://orbi.uliege.be/handle/2268/201334.

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.

François, P., Heck, S., Hübner, G., & Lejeune, T. (02 October 2015). The systematic price of credit risk [Paper presentation]. 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 presentation]. 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 presentation]. 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 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., & 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.

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 presentation]. 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 presentation]. 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 presentation]. 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 presentation]. 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). ORBi-University of Liège. https://orbi.uliege.be/handle/2268/146678.

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.

Hübner, G., & Lejeune, T. (2012). Risk Horizon and Expected Market Returns. ORBi-University of Liège. https://orbi.uliege.be/handle/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. 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., Hübner, G., & Papageorgiou, N. (January 2012). Higher-Moment Risk Exposures in Hedge Funds [Paper presentation]. 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 presentation]. Séminaire de recherche à l'Université de Bologne, Bologne, Italy.

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

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.

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

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

Hübner, G. (18 March 2011). The alpha of a market timer [Paper presentation]. 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 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.

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 presentation]. European Financial Management, Aarhus, Denmark.

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

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.

Bodson, L., Cavenaile, L., & Hübner, G. (19 March 2010). Normalized Risk-Adjusted Performance Measures Based on Multi-Factor Models [Paper presentation]. 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. https://orbi.uliege.be/handle/2268/30549

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. https://orbi.uliege.be/handle/2268/2340

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 presentation]. 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 presentation]. Multinational Finance Society, Orlando, United States.

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

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

Bodson, L., Hübner, G., & Coën, A. (April 2008). Dynamic Hedge Fund Style Analysis with Errors-in-Variables [Paper presentation]. 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). CRC.

Bodson, L., & Hübner, G. (18 October 2007). Linearizing Option Returns for Portfolio and Risk Management [Paper presentation]. 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 presentation]. 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. ORBi-University of Liège. https://orbi.uliege.be/handle/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