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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

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

The prediction of fund failure through performance diagnostics

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

Persistent link: https://www.econbiz.de/10010509555

Higher-moment risk exposures in hedge funds

Hübner, Georges; Lambert, Marie; Papageorgiou, Nicolas A. - In: European financial management : the journal of the … 21 (2015) 2, pp. 236-264

Persistent link: https://www.econbiz.de/10010516684

L' industrie des Hedge Funds : une perspective empirique

Capocci, Daniel; Hübner, Georges - In: Revue bancaire et financière 65 (2001) 6, pp. 361-369

Persistent link: https://www.econbiz.de/10001609792

Analysis of hedge fund performance

Capocci, Daniel; Hübner, Georges - In: Journal of empirical finance 11 (2004) 1, pp. 55-89

Persistent link: https://www.econbiz.de/10001880995

The market timing skills of hedge funds during the financial crisis

Cave, Arnaud; Hübner, Georges; Sougne, Danielle - In: Managerial finance 38 (2012) 1, pp. 4-26

Persistent link: https://www.econbiz.de/10009488363

The impact of illiquidity and higher moments of edge fund returns on their risk-adjusted performance and diversification potential

Cavenaile, Laurent; Coën, Alain; Hübner, Georges - In: The journal of alternative investments 13 (2010/11) 4, pp. 9-29

Persistent link: https://www.econbiz.de/10009008651

Funds of hedge funds: bias and persistence in returns

Capocci, Daniel; Hübner, Georges - In: Funds of hedge funds : performance, assessment, …, (pp. 27-43). 2006

Persistent link: https://www.econbiz.de/10003377569

The performance of hedge funds in the presence of errors in variables

Coën, Alain; Desfleurs, Aurélie; Hübner, Georges; … - In: Hedge funds : insights in performance measurement, risk …, (pp. 381-401). 2005

Persistent link: https://www.econbiz.de/10003138068