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The prediction of fund failure through performance diagnostics

Cogneau, Philippe; Hübner, Georges - In: Journal of Banking & Finance 50 (2015) C, pp. 224-241

Using an international database featuring 1624 mutual funds over 15years, this paper analyses the joint abilities of performance measures to predict subsequent fund failure. We examine the probability of disappearance over a time window, and expected fund survival time, and study the...

Persistent link: https://www.econbiz.de/10011118054

Option replication and the performance of a market timer

Hübner, Georges - In: Studies in economics and finance 33 (2016) 1, pp. 2-25

Persistent link: https://www.econbiz.de/10011718722

Understanding the stable components of seasonality in the size effect

Fays, Boris; Hübner, Georges; Lambert, Marie - In: The journal of portfolio management : JPM 48 (2022) 7, pp. 138-155

Persistent link: https://www.econbiz.de/10014231871

How do volatility regimes affect the pricing of quality and liquidity in the stock market?

Bazgour, Tarik; Heuchenne, Cedric; Hübner, Georges; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 25 (2021) 1, pp. 1-17

Persistent link: https://www.econbiz.de/10012437837

Factoring characteristics into returns : a clinical study on the SMB and HML portfolio construction methods

Lambert, Marie; Fays, Boris; Hübner, Georges - In: Journal of banking & finance 114 (2020), pp. 1-20

Persistent link: https://www.econbiz.de/10012489144

Empirical evidence on bank market power, business models, stability and performance in the emerging economies

Sudrajad, Oktofa Yudha; Hübner, Georges - In: Eurasian business review 9 (2019) 2, pp. 213-245

Persistent link: https://www.econbiz.de/10012144534

Harvesting the seasons of the size anomaly

Fays, Boris; Hübner, Georges; Lambert, Marie - In: The journal of asset management : a major new, … 23 (2022) 4, pp. 337-349

Persistent link: https://www.econbiz.de/10013392006

The effects of uncertainty on the dynamics of stock market interdependence : evidence from the time-varying cointegration of the G7 stock markets

Babaei, Hamid; Hübner, Georges; Muller, Aline - In: Journal of international money and finance 139 (2023), pp. 1-19

Persistent link: https://www.econbiz.de/10014478229

Mental accounts with horizon and asymmetry preferences

Hübner, Georges; Lejeune, Thomas - In: Economic modelling 103 (2021), pp. 1-13

Persistent link: https://www.econbiz.de/10013163929

Portfolio choice and mental accounts : a comparison with traditional approaches

Hübner, Georges; Lejeune, Thomas - In: Finance : revue de l'Association Française de Finance 43 (2022) 1, pp. 95-121

Persistent link: https://www.econbiz.de/10014252545