Access Statistics for Jean-Paul Décamps

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Note on Risk Aversion and Herd Behavior in Financial Markets 0 0 0 0 0 4 7 41
A P.D.E. Approach to Asian Options: Analytical and Numerical Evidence 0 0 0 2 0 5 8 1,789
A Structural Econometric Investigation of the Agency Theory of Financial Structure 0 0 0 405 2 7 10 866
A martingale characterization of equilibrium asset price processes 0 0 0 0 1 3 3 18
A two-dimensional control problem arising from dynamic contracting theory 0 0 0 17 1 7 10 33
A two-dimensional control problem arising from dynamic contracting theory 0 0 1 27 1 12 14 32
A two-dimensional control problem arising from dynamic contracting theory 0 0 0 0 1 5 8 19
Contracting Sequentially with Multiple Lenders: The Role of Menus 0 0 0 0 0 5 8 10
Contracting Sequentially with Multiple Lenders: The Role of Menus 0 0 0 0 3 7 10 33
Contracting Sequentially with Multiple Lenders: the Role of Menus 0 0 0 31 0 9 11 55
Corporate Policies with Temporary and Permanent Shocks 0 0 0 20 2 6 9 77
Corporate Policies with Temporary and Permanent Shocks 0 0 0 8 4 9 13 74
Corporate policies with permanent and temporary shocks 0 0 0 18 0 3 10 64
Dynamics of cash holdings, learning about profitability, and access to the market 0 0 1 22 5 9 17 50
Excessive Continuation and Dynamic Agency Costs of Debt 0 0 0 24 0 10 12 140
Excessive Continuation and Dynamic Agency Costs of Debt 0 0 0 0 2 24 28 356
Excessive Continuation and Dynamic Agency Costs of Debt 0 0 0 14 0 7 8 112
Excessive continuation and Dynamic Agency Costs of Debt 0 0 0 55 6 10 12 301
Free Cash Flows, Inssuance Costs and Volatility 0 0 0 0 1 2 3 64
Free Cash-Flow, Issuance Costs and Stock Price Volatility 0 0 2 180 2 9 16 601
Informational cascades with endogenous prices: The role of risk aversion 0 0 0 0 1 4 6 36
Integrating profitability prospects and cash management 0 0 0 18 0 4 6 80
Integrating profitability prospects and cash management 0 0 0 17 1 8 14 91
Integrating the Risk and Term Structure of Interest Rates 0 0 0 0 1 6 8 377
Investment Timing Under Incomplete Information: Erratum 0 0 0 0 0 1 2 30
Investment Timing and Technological Breakthrough 0 0 0 1 4 22 27 36
Investment Timing and Technological Breakthroughs 0 0 0 7 2 9 13 34
Investment Timing under Incomplete Information 0 0 0 194 1 4 8 481
Investment Timing under Incomplete Information 0 0 1 49 1 7 11 152
Investment timing under incomplete information 0 0 0 3 2 6 7 37
Irreversible Investment and Learning Expternalities 0 0 0 0 3 9 12 256
Irreversible Investment and Learning Externalities 0 0 0 2 1 5 6 167
Irreversible Investment in Alternative Projects 0 1 1 111 0 4 8 267
Irreversible Investment: The Viewpoint of the Outside Financier 0 0 0 0 0 3 3 98
Learning about profitability and dynamic cash management 0 0 0 13 2 9 10 21
Learning about profitability and dynamic cash management 0 0 0 14 0 3 6 21
Market Informational Inefficiency, Risk Aversion and Quantity Grid 0 0 0 0 0 1 4 19
Market Informational Inefficiency, Risk Aversion and Quantity Grid 0 0 0 13 0 4 5 111
Market informational inefficiency, risk aversion and quantity grid 0 0 0 139 4 7 8 572
Mixed Markov-Perfect Equilibria in the Continuous-Time War of Attrition 0 0 0 10 1 5 14 20
Multiple Lenders, Strategic Default and Covenants 0 0 0 76 3 8 10 192
Multiple Lenders, Strategic Default, and Covenants 0 0 0 0 0 1 3 5
Multiple Lenders, Strategic Default, and Covenants 0 0 0 0 0 4 7 34
Multiple lenders, strategic default and debt covenants 0 0 0 0 0 4 7 9
Multiple lenders, strategic default and debt covenants 0 0 0 0 1 1 5 8
On the Role of Menus in Sequential Contracting: a Multiple Lending Example 0 0 1 30 0 3 6 53
Optimal Dividend Policy and Growth Option 0 0 0 401 0 9 11 1,648
Pricing the Gamble for Resurrection and the Consequences of Renegotiation and Debt Design 0 0 0 1 0 4 4 560
Rethinking Dynamic Capital Structure Models with Roll-Over Debt 0 0 0 93 1 4 6 237
Risk Attitude, Beliefs Updating and the Information Content of Trades: An Experiment 0 1 2 58 1 7 13 169
Risk Attitude, Beliefs Updating and the Information Content of Trades: An Experiment 0 0 1 21 1 4 8 115
Risk Attitude, Beliefs Updating, and the Information Content of Trades: An Experiment 0 0 0 0 1 5 7 30
Risk Aversion and Herd Behavior in Financial Markets 1 1 1 70 1 7 16 281
Risk Aversion and Herd Behavior in Financial Markets 0 0 0 0 1 3 4 45
Risk attitude, beliefs updating and the information content of trades: an experiment 0 0 0 28 1 7 9 113
Risk attitude, beliefs updating and the information content of trades: an experiment 0 0 0 0 2 11 17 33
Risk aversion and herd behavior in financial markets 0 0 0 456 0 3 7 828
Short Sales COnstraints, Liquidity and Price Discovery: An Empirical Analysis on the Paris Bourse 0 0 0 0 0 2 5 825
Switching to a Poor Business Activity: Optimal Capital Structure, Agency Costs and Convenant Rules 0 0 0 52 1 7 8 187
The Three Pillars of Basel II, Optimizing the Mix 0 0 1 397 0 6 9 1,285
The War of Attrition under Uncertainty: Theory and Robust Testable Implications 0 0 1 12 0 1 9 25
The War of Attrition under Uncertainty: Theory and Robust Testable Implications 0 0 0 8 1 4 7 16
The War of Attrition under Uncertainty: Theory and Robust Testable Implications 0 0 0 0 0 3 4 4
Une formule variationnelle pour les obligations du secteur prive 0 0 0 0 0 3 4 242
Valorisation de Produits Obligataires dans un Modèle d'Equilibre Général en Temps Discret 0 0 0 0 2 4 6 89
Total Working Papers 1 3 13 3,117 72 389 587 14,674

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A P.D.E. approach to Asian options: analytical and numerical evidence 0 0 2 261 3 6 17 509
A martingale characterization of equilibrium asset price processes 0 0 0 73 1 4 7 372
A note on risk aversion and herd behavior in financial markets 0 0 0 13 1 6 7 100
A note on risk aversion and herd behavior in financial markets 0 0 0 50 1 6 8 156
A two-dimensional control problem arising from dynamic contracting theory 0 0 0 1 0 4 6 17
A variational approach for pricing options and corporate bonds 0 0 0 0 0 1 1 494
Contracting Sequentially with Multiple Lenders: The Role of Menus 0 0 0 1 2 5 11 36
Excessive continuation and dynamic agency costs of debt 0 0 0 5 0 3 7 71
Free Cash Flow, Issuance Costs, and Stock Prices 0 0 0 96 0 2 7 264
Informational cascades with endogenous prices: The role of risk aversion 0 0 0 19 0 2 6 78
Integrating the risk and term structures of interest rates 0 0 0 13 0 5 6 51
Investment timing and learning externalities 0 0 1 176 2 7 11 335
Irreversible investment in alternative projects 0 0 0 61 1 9 10 265
Jusqu'où les compagnies d'assurance peuvent-elles investir dans le financement des dettes des PME/ETI ? 0 0 0 2 0 1 1 21
Learning about profitability and dynamic cash management 0 0 0 5 2 7 12 34
Multiple Lenders, Strategic Default, and Covenants 0 0 0 5 2 7 14 54
Optimal dividend policy and growth option 0 0 0 58 1 3 3 200
RETHINKING DYNAMIC CAPITAL STRUCTURE MODELS WITH ROLL-OVER DEBT 0 0 0 4 0 0 2 35
Risk Attitude, Beliefs Updating, and the Information Content of Trades: An Experiment 0 0 0 5 4 9 10 44
Switching to a poor business activity: optimal capital structure, agency costs and covenant rules 0 0 0 47 0 3 6 148
The three pillars of Basel II: optimizing the mix 0 0 2 416 0 2 5 1,361
Valorisation de produits obligataires dans un modéle d'équilibre général en temps discret 0 0 0 0 0 4 5 17
Total Journal Articles 0 0 5 1,311 20 96 162 4,662

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Statistics updated 2026-03-04