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Promotors: Hambuckers, Julien


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Results 1-25 of 30 (Search time: 0.005 seconds).
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  TitleAuthor(s)Year(Co)Promotor(s)
Access icon How the GARCH structure of the GBP has changed after the EU referendum and did the releases of Brexit news impacted the volatility of the GBP?Scivoletto, Alexandre2019Hambuckers, Julien ULiège
Access icon Is the filtered historical simulation method adequate to forecast the expected shortfall ? An assessment based on the risk mapWattiez, Phi-Khanh2019Hambuckers, Julien ULiège
Access icon Modeling systemic risk in the banking industry via a network of extremal dependencies - An approach based on Generalized Pareto regression and the LASSONikkels, Mirko2020Hambuckers, Julien ULiège
Access icon How does the risk extremes of advanced countries' currencies differ from the risk of extremes of emerging countries' currencies : an extreme value theory approachGreif, Orlane2020Hambuckers, Julien ULiège
Access icon Les déterminants du risque de crédit : comparaison entre le modèle logistique à l'aide du lasso et le réseau des neurones au sein d'une microfinance au Burkina FasoBalima, Hassana2020Hambuckers, Julien ULiège
Access icon Analysis of mutual fund performance before and after financial crisis using false discoveries methodRajniaková, Veronika2020Hambuckers, Julien ULiège
Access icon What drives the distribution of mutual funds ? An analysis based on the investment styleOhnmacht, Simon2020Hambuckers, Julien ULiège
Access icon Sustainable investing : how to take into account ESGs criteria in order to value an asset ?De Vogelaer, Yannick2020Hambuckers, Julien ULiège
Access icon Study about European domestic mutual funds performance persistenceLeclercq, Thomas2020Hambuckers, Julien ULiège
Access icon The predictive content of financial ratios and macroeconomic factors for stock return in the EU Stock MarketKizar, Nujin2022Hambuckers, Julien ULiège
Access icon What are the advantages of pricing American options using artificial neural networks?Lesuisse, Martin2022Hambuckers, Julien ULiège
Access icon Bubbles everywhere: are cryptocurrencies and technological stocks well explained by a causal-noncausal bubble model?Lardau, Clara2022Hambuckers, Julien ULiège
Access icon Assessing the interconnectedness of financial institutions using the extreme value theoryPtak, Florent2021Hambuckers, Julien ULiège
Access icon What is the link between the risk profile of a cryptocurrency portfolio and the market provenance of its componentsLombardo, Hugo2022Hambuckers, Julien ULiège
Access icon Decomposing systemic risk of the hedge funds industry: An approach based on Extreme Value TheoryHübner, Philippe2021Hambuckers, Julien ULiège
Access icon Can we select outperforming hedge funds? A set-identification approach based on efficient pairwise comparisonsMuller, Guillaume2022Hambuckers, Julien ULiège
Access icon Implementation of an operational risk management system at the level of the management company and at the level of investment fundsVanderheyden, Romain2020Hambuckers, Julien ULiège
Access icon US Bond Mutual Funds Skill, Scale and Value AddedGeorgitsopoulos, Ophélie2022Hambuckers, Julien ULiège
Access icon TMAX Strategy and Lottery-like Demand in the Cryptocurrency and Mutual Funds MarketAssa, Damien2023Hambuckers, Julien ULiège
Access icon Upside and downside spillovers across crypto markets, technological stocks and green financial assets via copulas method.Matus, Thibaut2023Hambuckers, Julien ULiège
Access icon Financial Uncertainty and Asset Volatility Dynamics: Insights from an Extended Stochastic Volatility ModelDuysinx, Antoine2023Hambuckers, Julien ULiège
Access icon What are the causes of a declining performance of Hedge Funds since the Subprime Crisis?Didier, Mathias2023Hambuckers, Julien ULiège
Access icon Upside and Downside Risk Spillovers between Cryptocurrencies and Stock market : Introducing New Cryptocurrencies using a VaR-CoVaR ApproachMaljean, Aymeric2023Hambuckers, Julien ULiège
Access icon What impact do the election polls and the election results have on the french stock market?Jost, Cyril2023Hambuckers, Julien ULiège
Access icon The robustness of VaR models during the Ukrainian crisis and the impact of ESG scores on the results of US ETF backtests.Litaudon, Orlane2023Hambuckers, Julien ULiège