Comoment risk and stock returns M Lambert, G Hübner Journal of Empirical Finance 23, 191-205, 2013 | 75 | 2013 |
Nonstandard errors AJ Menkveld, A Dreber, F Holzmeister, J Huber, M Johannesson, ... The Journal of Finance 79 (3), 2339-2390, 2024 | 54 | 2024 |
Performance de portefeuille L Bodson, P Grandin, G Hübner, M Lambert Synthex, 2010 | 20 | 2010 |
Higher‐moment Risk Exposures in Hedge Funds G Hübner, M Lambert, N Papageorgiou European Financial Management 21 (2), 236-264, 2015 | 19 | 2015 |
Employee views of leveraged buy-out transactions M Lambert, N Moreno, L Phalippou, A Scivoletto Available at SSRN 3926300, 2021 | 15 | 2021 |
The macroeconomic drivers in hedge fund beta management M Lambert, F Platania Economic Modelling 91, 65-80, 2020 | 14 | 2020 |
Factoring characteristics into returns: A clinical study on the SMB and HML portfolio construction methods M Lambert, B Fays, G Hübner Journal of Banking & Finance 114, 105811, 2020 | 13 | 2020 |
Extremal connectedness of hedge funds L Mhalla, J Hambuckers, M Lambert Journal of Applied Econometrics 37 (5), 988-1009, 2022 | 11* | 2022 |
Hedge fund styles and macroeconomic uncertainty M Lambert, F Platania Available at SSRN 2786639, 2016 | 11 | 2016 |
Size Matters, Book Value Does Not! The Fama-French Empirical CAPM Revisited M Lambert, G Hübner The Fama-French Empirical CAPM Revisited (May 1, 2014), 2014 | 10 | 2014 |
Size and value matter, but not the way you thought M Lambert, B Fays, G Hübner Paris December 2016 Finance Meeting EUROFIDAI-AFFI, 2016 | 9 | 2016 |
Moral hazard in high-risk environments: optimal follow-on investing in venture capital finance J Tennert, M Lambert, HP Burghof Venture Capital 20 (4), 323-338, 2018 | 8 | 2018 |
Agency costs of dry powder in private equity funds M Lambert, A Scivoletto, T Tykvova Available at SSRN 4028838, 2022 | 7 | 2022 |
Hedge fund market risk exposures: A survey M Lambert** Finance 33 (1), 39-78, 2012 | 6 | 2012 |
Risk optimizations on basis portfolios: The role of sorting B Fays, N Papageorgiou, M Lambert Journal of Empirical Finance 63, 136-163, 2021 | 5 | 2021 |
Real options valuation under uncertainty M Lambert, M Moreno, F Platania Available at SSRN 2647293, 2015 | 5 | 2015 |
Gamma trading skills in hedge funds B Fays, G Hübner, M Lambert Available at SSRN 3179630, 2018 | 4 | 2018 |
Directional and non-directional risk exposures in Hedge Fund returns G Hübner, M Lambert, NA Papageorgiou International Conference of the French Finance Association (AFFI), 2011 | 3 | 2011 |
How to construct fundamental risk factors? M Lambert, G Hübner Available at SSRN 1567579, 2009 | 3 | 2009 |
International Financial Reporting Standards and Market Efficiency: A European Perspective M Lambert, G Hübner, PA Michel, H Olivier LSF Research Working Paper Series, 2006 | 3 | 2006 |