HÜBNER Georges, PhD

Affiliate Professor

Speciality : Finance

EDHEC Business School
393/400 Promenade des Anglais - BP3116
06202 Nice cedex 3 - France
Tel.: + 33 (0)4 93 18 99 66
Fax : + 33 (0)4 93 83 08 10

Email : G.Hubner@ulg.ac.be

Main academic publications

Journal of Empirical Finance (2013), Small Business Economics (2013), Quantitative Finance (2013), Economies Review (2013), International Review of Financial Analysis (2012), Applied Financial Economics (2012), Bankers, Markets and Investors (2012), Managerial Finance (2012), Finance (2011), Quarterly Journal of Finance (2011), Journal of Alternative Investments (2011), Research in International Business and Finance (2011), Annals of Operations Research (2010), Journal of Financial Research (2010), Journal of Futures Markets (2010), Journal of Derivatives and Hedge Funds (2010), Journal of Portfolio Management (2007), Journal of Banking and Finance (2001 ; 2004 ; 2010), Journal of International Money and Finance (2007), Financial Management (2006), Journal of Finance (2005), Review of Finance (2005), Journal of Future Markets (2004 ; 2005)

Documents to download

Pdf
CV HÜBNER Georges...
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Publications edhec

This paper explores the gamma trading, timing and managerial skills of individual hedge funds across categories. We replicate the non-linear payoffs...
Ed. OXFORD UNIVERSITY PRESS
Without losing in significance power, in beta consistency or in factor efficiency compared to the Fama and French factors, our technique insulates...
Portfolio managers claim to be able to generate abnormal returns through either superior asset selection or market timing. The Treynor and Mazuy (TM...

Pages