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Cogneau Philippe

HEC Liège : UER > UER Finance et Droit : Gestion financière

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Main Referenced Co-authors
Hübner, Georges  (6)
Bodson, Laurent  (1)
Debatty, Philippe (1)
Zakamouline, Valeri (1)
Main Referenced Keywords
bootstrap (1); Fund performance (1); Fund survival (1); Investment funds (1); long run (1);
Main Referenced Disciplines
Finance (7)
Quantitative methods in economics & management (1)

Publications (total 8)

The most downloaded
660 downloads
Cogneau, P., & Hübner, G. (2015). The prediction of fund failure through performance diagnostics. Journal of Banking and Finance, 50, 224-241. doi:10.1016/j.jbankfin.2014.10.004 https://hdl.handle.net/2268/174854

The most cited

16 citations (OpenCitations)

Cogneau, P., & Zakamouline, V. (2013). Block bootstrap methods and the choice of stocks for the long run. Quantitative Finance, 13. doi:10.1080/14697688.2012.713115 https://hdl.handle.net/2268/129557

Cogneau, P., & Hübner, G. (2020). International Mutual Funds Performance and Persistence across the Universe of Performance Measures. Finance, 41 (1), 97-176. doi:10.3917/fina.411.0097
Peer reviewed

Cogneau, P., & Hübner, G. (2015). The prediction of fund failure through performance diagnostics. Journal of Banking and Finance, 50, 224-241. doi:10.1016/j.jbankfin.2014.10.004
Peer Reviewed verified by ORBi

Cogneau, P. (2013). Essays in Portfolio Performance Analysis [Doctoral thesis, ULiège - Université de Liège]. ORBi-University of Liège. https://orbi.uliege.be/handle/2268/142963

Cogneau, P., Bodson, L., & Hübner, G. (2013). Is There a Link Between Past Performance and Fund Failure? In V. Terraza & H. Razafitombo (Eds.), Understanding Investment Funds (pp. 9-36). Palgrave Macmillan. doi:10.1057/9781137273611

Cogneau, P., & Zakamouline, V. (2013). Block bootstrap methods and the choice of stocks for the long run. Quantitative Finance, 13. doi:10.1080/14697688.2012.713115
Peer Reviewed verified by ORBi

Cogneau, P., Debatty, P., & Hübner, G. (2013). Predicting funds of hedge funds attrition through performance diagnostics. In G. Gregoriou (Ed.), Reconsidering Funds of Hedge Funds (pp. 163-181). Elsevier. doi:10.1016/B978-0-12-401699-6.00011-3
Peer reviewed

Cogneau, P., & Hübner, G. (2009). The (more than) 100 Ways to Measure Portfolio Performance: Part 2: Special Measures and Comparison. Journal of Performance Measurement, 14 (Fall), 56-69.
Peer Reviewed verified by ORBi

Cogneau, P., & Hübner, G. (2009). The (more than) 100 Ways to Measure Portfolio Performance. Part 1: Standardized Risk-Adjusted Measures. Journal of Performance Measurement, 13 (Summer), 56-71.
Peer Reviewed verified by ORBi

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