  | Bazgour, T., Bodson, L., & Sougné, D. (2017). What Style Liquidity Timing Skills Do Mutual Fund Managers Possess? Financial Review, 52 (4), 597–626. doi:10.1111/fire.12117  Peer reviewed |
Sougné, D., Bodson, L., & Bazgour, T. (2016). Performance of Global Mutual Funds. In G. Filbeck & K. Baker (Eds.), Mutual Funds and Exchange-Traded Funds (pp. 507-523). New York, United States: Oxford university Press. |
 | Bazgour, T., Sougné, D., & Bodson, L. (2014). The determinants of Money Flows into Luxembourg Investment Funds. ORBi-University of Liège. https://orbi.uliege.be/handle/2268/165198. |
Sougné, D., & Bodson, L. (01 July 2013). Comparison Between Morningstar Ratings and Traditional Performance Measures Ratings [Paper presentation]. Twentieth Annual Conference Multinational Finance Society, Izmir, Turkey. |
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 |
 | Bodson, L., Sougné, D., & Cavenaile, L. (2013). A Global Approach to Mutual Funds Market Timing Ability. Journal of Empirical Finance. doi:10.1016/j.jempfin.2012.11.001 Peer Reviewed verified by ORBi |
 | Bodson, L., Cavenaile, L., & Coën, A. (2013). Normalized Risk-Adjusted Performance Measures Revisited: The Performance of FoHFs Before and After the Crisis. In G. Gregoriou (Ed.), RECONSIDERING FUNDS OF HEDGE FUNDS: THE FINANCIAL CRISIS AND BEST PRACTICES IN UCITS, TAIL RISK, PERFORMANCE, AND DUE DILIGENCE (pp. 195-213). Elsevier. Peer reviewed |
 | Bodson, L., Delhalle, S., & Sougné, D. (2012). Comparison Between Mornigstar Ratings And Traditional Performance Measures Ratings. (Version finalisée). ORBi-University of Liège. https://orbi.uliege.be/handle/2268/146761. |
Sougné, D., Bodson, L., & Cave, A. (August 2012). Do Mutual Fund Investors Still Trust Standard Risk-Adjusted Performance Measures? [Paper presentation]. Finance and Economics Conference in Germany, Munich, Germany. |
 | Bodson, L., Cave, A., & Sougné, D. (2012). Do Mutual Fund Investors Still Trust Standard Risk-Adjusted Performance Measures? ORBi-University of Liège. https://orbi.uliege.be/handle/2268/146967. |
  | Sougné, D., Bodson, L., & Cave, A. (2012). Do Mutual Fund Investors Still Trust Standard Risk-Adjusted Performance Measures? ORBi-University of Liège. https://orbi.uliege.be/handle/2268/125346. |
 | Sougné, D., Bodson, L., & Cavenaile, L. (2012). A Global Approach to Mutual Funds Market Timing Ability. ORBi-University of Liège. https://orbi.uliege.be/handle/2268/122397. |
 | Sougné, D., Bodson, L., & Cavenaile, L. (2011). Does Size Affect Mutual Fund Performance? A General Approach. Journal of Asset Management, 12 (3n), 163-171. doi:10.1057/jam.2011.30 Peer Reviewed verified by ORBi |
Bodson, L., Cavenaile, L., & Sougné, D. (2011). La taille d’un fonds d’investissement influence-t-elle sa performance? Agefi Luxembourg. |
Bodson, L. (2010). Le gré à gré, un marché aux puces ? La Libre Belgique, p. 6. |
| Sougné, D., Bodson, L., Plunus, S., & Cavenaile, L. (21 October 2010). How to Asess a Manager Recovery Skill? [Paper presentation]. International Academy of Business & Public Administration, New Orleans, United States. |
Bodson, L. (04 October 2010). Mes premiers pas en Bourse. |
Bodson, L., Grandin, P., Hübner, G., & Lambert, M. (2010). Performance de Portefeuille. (2ème éd). Paris, France: Pearson. |
 | 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., Cavenaile, L., & Sougné, D. (2010). Une mesure de performance normalisée. Agefi Luxembourg, p. 32. |
 | Bodson, L. (2010). Essays in Empirical Finance: Portfolio Risk and Performance Management [Doctoral thesis, ULiège - Université de Liège]. ORBi-University of Liège. https://orbi.uliege.be/handle/2268/15649 |
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. |
 | Bodson, L. (2010). Essays in Empirical Finance: Portfolio Risk and Performance Management. Liège, Belgium: Les Editions de l’Université de Liège. |
Bodson, L., & Debatty, P. (2010). Evaluer la perception du risque. Agefi Luxembourg, p. 13. |
 | 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 Peer Reviewed verified by ORBi |
Bodson, L. (22 October 2009). A Pentanomial Lattice Model with Skewness and Kurtosis: Applications to Risk and Asset Management with Options [Paper presentation]. Ecole doctorale thématique ULB-ULg-UMons. |
Bodson, L. (19 October 2009). Dow Jones Club Conference. |
Bodson, L. (23 July 2009). Asset Management Forum. |
 | Bodson, L. (May 2009). Dynamic Hedge Fund Style Analysis with Errors-in-Variables [Paper presentation]. Eastern Finance Association, Washington D.C., United States. |
Bodson, L. (23 April 2009). Groupe d'études et de recherche en analyse des décisions (GERAD). |
| Bodson, L., & Debatty, P. (2009). Une radiographie des risques des fonds monétaires. Magazine du Trésorier, Association des trésoriers d'entreprise à Luxembourg. Peer reviewed |
| Bodson, L., & Debatty, P. (2009). Une radiographie des risques des fonds monétaires. Agefi Luxembourg. Peer reviewed |
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. (2009). Les bénéfices d'une gestion active des fonds monétaires [Paper presentation]. Association des Trésoriers d'Entreprise Luxembourgeois (ATEL), Luxembourg, Luxembourg. |
 | Bodson, L., & Debatty, P. (2009). Quel avenir pour l’industrie des hedge funds ? La Lettre de Financière MJ - Family Office. Peer reviewed |
| Bodson, L., & Debatty, P. (2009). Quel avenir pour l’industrie des hedge funds ? Agefi Luxembourg. Peer reviewed |
 | Bodson, L., & Hübner, G. (2009). Mean-Variance versus Mean-VaR and Mean-Utility Spanning. In G. N. Gregoriou, Stock Market Volatility (pp. 181-194). Chapman & Hall. |
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., Coën, A., & Hübner, G. (2008). How Stable are the Major Performance Measures? Journal of Performance Measurement, (Fall), 21-30. Peer Reviewed verified by ORBi |
Bodson, L. (2008). Mes premiers pas en Bourse [Paper presentation]. Dow Jones Club Conference, Liège, Belgium. |
 | 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., 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. (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., Debatty, P., & Masquelier, F. (2008). An X Ray of Money Market Fund Risks. Treasury Management International Magazine. Peer reviewed |
| Bodson, L. (2008). Market Maker. In C. Wankel, Encyclopedia of Business in Today's World. |
| Bodson, L. (2008). International Securities Identification Numbering (ISIN). In C. Wankel, Encyclopedia of Business in Today's World. |
| Bodson, L. (2008). Bel-20 Index (Brussels). In C. Wankel, Encyclopedia of Business in Today's World. |
| 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. (18 October 2007). Linearizing Option Returns for Portfolio and Risk Management [Paper presentation]. Management Research Seminar, Liège, Belgium. |
Bodson, L. (2007). Dynamic Style Analysis with Errors in Variables [Specialised master, ULiège - Université de Liège]. ORBi-University of Liège. https://orbi.uliege.be/handle/2268/9994 |
 | 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. |
 | Bodson, L. (2006). Analyse de l’intégration de produits dérivés dans un référentiel rendement-risque [Master’s dissertation, ULiège - Université de Liège]. ORBi-University of Liège. https://orbi.uliege.be/handle/2268/9995 |
