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Hübner, Georges - In: Review of finance : journal of the European Finance … 9 (2005) 3, pp. 415-435

Persistent link: https://www.econbiz.de/10003101808

The mean-variance (in)efficiency of duration-based immunization

François, Pascal; Moraux, Franck - In: International review of finance : the official journal … 24 (2024) 2, pp. 253-290

Persistent link: https://www.econbiz.de/10014575525

Risk and performance estimation in hedge funds revisited : evidence from errors in variables

Coën, Alain; Hübner, Georges - In: Journal of empirical finance 16 (2009) 1, pp. 112-125

Persistent link: https://www.econbiz.de/10003800544

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

Size Matters, Book Value Does Not! The Fama-French Empirical CAPM Revisited

Lambert, Marie - 2015

The Fama and French (F&F) factors do not reliably estimate the size and book-to-market effects. Our paper shows that the former has been underestimated in the US market while the latter overestimated. We do so by replacing F&F's independent rankings by the conditional ones introduced by Lambert...

Persistent link: https://www.econbiz.de/10013015575

Size Matters, Book Value Does Not! The Fama-French Empirical CAPM Revisited

Lambert, Marie - 2015

Persistent link: https://www.econbiz.de/10013032249

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

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