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Marie Lambert
Marie Lambert
HEC Management School, University of Liege
Verified email at ulg.ac.be - Homepage
Title
Cited by
Cited by
Year
Comoment risk and stock returns
M Lambert, G Hübner
Journal of Empirical Finance 23, 191-205, 2013
752013
Performance de portefeuille
L Bodson, P Grandin, G Hübner, M Lambert
Synthex, 2010
202010
Higher‐moment Risk Exposures in Hedge Funds
G Hübner, M Lambert, N Papageorgiou
European Financial Management 21 (2), 236-264, 2015
192015
Higher‐moment Risk Exposures in Hedge Funds
G Hübner, M Lambert, N Papageorgiou
European Financial Management 21 (2), 236-264, 2015
182015
Higher‐moment Risk Exposures in Hedge Funds
G Hübner, M Lambert, N Papageorgiou
European Financial Management 21 (2), 236-264, 2015
182015
Employee views of leveraged buy-out transactions
M Lambert, N Moreno, L Phalippou, A Scivoletto
Available at SSRN 3926300, 2021
152021
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
142020
The macroeconomic drivers in hedge fund beta management
M Lambert, F Platania
Economic Modelling 91, 65-80, 2020
122020
Hedge fund styles and macroeconomic uncertainty
M Lambert, F Platania
Available at SSRN 2786639, 2016
112016
Extremal connectedness of hedge funds
L Mhalla, J Hambuckers, M Lambert
Journal of Applied Econometrics 37 (5), 988-1009, 2022
10*2022
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
102014
Size and value matter, but not the way you thought
M Lambert, B Fays, G Hübner
Paris December 2016 Finance Meeting EUROFIDAI-AFFI, 2016
92016
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
82018
Agency costs of dry powder in private equity funds
M Lambert, A Scivoletto, T Tykvova
Available at SSRN 4028838, 2022
72022
Hedge fund market risk exposures: A survey
M Lambert**
Finance 33 (1), 39-78, 2012
62012
Real options valuation under uncertainty
M Lambert, M Moreno, F Platania
Available at SSRN 2647293, 2015
52015
Real options valuation under uncertainty
M Lambert, M Moreno, F Platania
Available at SSRN 2647293, 2015
52015
Risk optimizations on basis portfolios: The role of sorting
B Fays, N Papageorgiou, M Lambert
Journal of Empirical Finance 63, 136-163, 2021
32021
Gamma trading skills in hedge funds
B Fays, G Hübner, M Lambert
Available at SSRN 3179630, 2018
32018
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
32011
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