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. |
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. (May 2021). Comment créer un fonds de solvabilité avec l’épargne collective ? Avec un peu d’imagination ! Revue Bancaire et Financière, 2021/5. |
Hübner, G. (2021). Drift in business models and emerging market risks for the banking sector. Revue Bancaire et Financière, 126-131. |
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. |
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. |
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. |
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. |
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 |
Alperovych, Y., & Hübner, G. (2013). Incremental impact of venture capital financing. Small Business Economics, 41, 651-666. doi:10.1007/s11187-012-9448-6 |
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. (18 March 2011). The alpha of a market timer [Paper presentation]. Workshop on Fund Investment, Luxembourg, Luxembourg. |
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 |
François, P., & Hübner, G. (May 2010). Portfolio Theory with Venture Capital [Paper presentation]. AFFI International Conference, St-Malo, France. |
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. |
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 |
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 |
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. |