Working Paper |
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12 months |
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12 months |
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A Note on Risk Aversion and Herd Behavior in Financial Markets |
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0 |
0 |
0 |
0 |
0 |
0 |
34 |
A P.D.E. Approach to Asian Options: Analytical and Numerical Evidence |
0 |
0 |
0 |
2 |
0 |
0 |
4 |
1,781 |
A Structural Econometric Investigation of the Agency Theory of Financial Structure |
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0 |
1 |
405 |
2 |
2 |
4 |
856 |
A martingale characterization of equilibrium asset price processes |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
15 |
A two-dimensional control problem arising from dynamic contracting theory |
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0 |
0 |
0 |
0 |
0 |
1 |
11 |
A two-dimensional control problem arising from dynamic contracting theory |
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0 |
0 |
17 |
0 |
0 |
0 |
23 |
A two-dimensional control problem arising from dynamic contracting theory |
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0 |
0 |
26 |
0 |
0 |
1 |
17 |
Contracting Sequentially with Multiple Lenders: The Role of Menus |
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0 |
0 |
0 |
1 |
1 |
1 |
22 |
Contracting Sequentially with Multiple Lenders: The Role of Menus |
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0 |
0 |
0 |
0 |
0 |
0 |
1 |
Contracting Sequentially with Multiple Lenders: the Role of Menus |
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0 |
0 |
31 |
0 |
1 |
1 |
43 |
Corporate Policies with Temporary and Permanent Shocks |
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0 |
0 |
20 |
0 |
0 |
1 |
68 |
Corporate Policies with Temporary and Permanent Shocks |
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0 |
0 |
8 |
0 |
0 |
0 |
61 |
Corporate policies with permanent and temporary shocks |
0 |
0 |
1 |
18 |
0 |
0 |
3 |
54 |
Dynamics of cash holdings, learning about profitability, and access to the market |
0 |
0 |
0 |
21 |
0 |
1 |
6 |
33 |
Excessive Continuation and Dynamic Agency Costs of Debt |
0 |
0 |
1 |
14 |
1 |
1 |
4 |
104 |
Excessive Continuation and Dynamic Agency Costs of Debt |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
328 |
Excessive Continuation and Dynamic Agency Costs of Debt |
0 |
0 |
0 |
24 |
0 |
0 |
1 |
128 |
Excessive continuation and Dynamic Agency Costs of Debt |
0 |
0 |
0 |
55 |
0 |
1 |
1 |
287 |
Free Cash Flows, Inssuance Costs and Volatility |
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0 |
0 |
0 |
1 |
2 |
7 |
61 |
Free Cash-Flow, Issuance Costs and Stock Price Volatility |
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0 |
0 |
178 |
0 |
0 |
1 |
585 |
Informational cascades with endogenous prices: The role of risk aversion |
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0 |
0 |
0 |
0 |
0 |
0 |
30 |
Integrating profitability prospects and cash management |
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0 |
1 |
17 |
0 |
0 |
2 |
77 |
Integrating profitability prospects and cash management |
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0 |
0 |
18 |
0 |
0 |
0 |
74 |
Integrating the Risk and Term Structure of Interest Rates |
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0 |
0 |
0 |
0 |
0 |
0 |
369 |
Investment Timing Under Incomplete Information: Erratum |
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0 |
0 |
0 |
0 |
0 |
2 |
28 |
Investment Timing and Technological Breakthrough |
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0 |
1 |
1 |
1 |
2 |
5 |
8 |
Investment Timing and Technological Breakthroughs |
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0 |
0 |
7 |
1 |
1 |
3 |
20 |
Investment Timing under Incomplete Information |
1 |
1 |
1 |
48 |
1 |
1 |
1 |
141 |
Investment Timing under Incomplete Information |
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0 |
0 |
194 |
0 |
0 |
0 |
473 |
Investment timing under incomplete information |
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0 |
0 |
3 |
0 |
0 |
1 |
30 |
Irreversible Investment and Learning Expternalities |
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0 |
0 |
0 |
0 |
0 |
0 |
244 |
Irreversible Investment and Learning Externalities |
0 |
0 |
0 |
2 |
1 |
1 |
1 |
160 |
Irreversible Investment in Alternative Projects |
0 |
1 |
1 |
110 |
0 |
3 |
3 |
259 |
Irreversible Investment: The Viewpoint of the Outside Financier |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
94 |
Learning about profitability and dynamic cash management |
0 |
0 |
0 |
14 |
0 |
0 |
0 |
15 |
Learning about profitability and dynamic cash management |
0 |
1 |
1 |
13 |
0 |
2 |
2 |
11 |
Market Informational Inefficiency, Risk Aversion and Quantity Grid |
0 |
0 |
0 |
13 |
0 |
0 |
0 |
106 |
Market Informational Inefficiency, Risk Aversion and Quantity Grid |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
15 |
Market informational inefficiency, risk aversion and quantity grid |
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0 |
0 |
139 |
0 |
0 |
1 |
564 |
Mixed Markov-Perfect Equilibria in the Continuous-Time War of Attrition |
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0 |
10 |
10 |
0 |
1 |
5 |
5 |
Multiple Lenders, Strategic Default and Covenants |
0 |
0 |
0 |
76 |
1 |
1 |
3 |
181 |
Multiple Lenders, Strategic Default, and Covenants |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
Multiple Lenders, Strategic Default, and Covenants |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
27 |
Multiple lenders, strategic default and debt covenants |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
Multiple lenders, strategic default and debt covenants |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
2 |
On the Role of Menus in Sequential Contracting: a Multiple Lending Example |
0 |
0 |
0 |
29 |
0 |
0 |
0 |
46 |
Optimal Dividend Policy and Growth Option |
0 |
0 |
1 |
401 |
0 |
0 |
1 |
1,637 |
Pricing the Gamble for Resurrection and the Consequences of Renegotiation and Debt Design |
0 |
0 |
0 |
1 |
0 |
0 |
2 |
556 |
Rethinking Dynamic Capital Structure Models with Roll-Over Debt |
0 |
0 |
0 |
93 |
0 |
4 |
5 |
230 |
Risk Attitude, Beliefs Updating and the Information Content of Trades: An Experiment |
0 |
0 |
0 |
20 |
0 |
0 |
1 |
106 |
Risk Attitude, Beliefs Updating and the Information Content of Trades: An Experiment |
0 |
0 |
1 |
56 |
0 |
0 |
3 |
155 |
Risk Attitude, Beliefs Updating, and the Information Content of Trades: An Experiment |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
23 |
Risk Aversion and Herd Behavior in Financial Markets |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
40 |
Risk Aversion and Herd Behavior in Financial Markets |
0 |
0 |
3 |
69 |
0 |
1 |
6 |
265 |
Risk attitude, beliefs updating and the information content of trades: an experiment |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
16 |
Risk attitude, beliefs updating and the information content of trades: an experiment |
0 |
0 |
0 |
28 |
0 |
0 |
1 |
104 |
Risk aversion and herd behavior in financial markets |
0 |
0 |
0 |
456 |
1 |
1 |
1 |
820 |
Short Sales COnstraints, Liquidity and Price Discovery: An Empirical Analysis on the Paris Bourse |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
819 |
Switching to a Poor Business Activity: Optimal Capital Structure, Agency Costs and Convenant Rules |
0 |
0 |
0 |
52 |
0 |
0 |
0 |
179 |
The Three Pillars of Basel II, Optimizing the Mix |
0 |
0 |
2 |
396 |
0 |
0 |
2 |
1,275 |
The War of Attrition under Uncertainty: Theory and Robust Testable Implications |
0 |
0 |
1 |
8 |
0 |
1 |
7 |
9 |
The War of Attrition under Uncertainty: Theory and Robust Testable Implications |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
The War of Attrition under Uncertainty: Theory and Robust Testable Implications |
0 |
0 |
0 |
11 |
0 |
0 |
4 |
16 |
Une formule variationnelle pour les obligations du secteur prive |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
238 |
Valorisation de Produits Obligataires dans un Modèle d'Equilibre Général en Temps Discret |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
82 |
Total Working Papers |
1 |
3 |
26 |
3,104 |
13 |
31 |
111 |
14,065 |