| 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 |
1 |
2 |
3 |
37 |
| A P.D.E. Approach to Asian Options: Analytical and Numerical Evidence |
0 |
0 |
0 |
2 |
0 |
2 |
3 |
1,784 |
| A Structural Econometric Investigation of the Agency Theory of Financial Structure |
0 |
0 |
0 |
405 |
0 |
3 |
5 |
859 |
| A martingale characterization of equilibrium asset price processes |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
15 |
| A two-dimensional control problem arising from dynamic contracting theory |
0 |
0 |
1 |
27 |
1 |
1 |
3 |
20 |
| A two-dimensional control problem arising from dynamic contracting theory |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
14 |
| A two-dimensional control problem arising from dynamic contracting theory |
0 |
0 |
0 |
17 |
0 |
1 |
3 |
26 |
| Contracting Sequentially with Multiple Lenders: The Role of Menus |
0 |
0 |
0 |
0 |
2 |
2 |
5 |
26 |
| Contracting Sequentially with Multiple Lenders: The Role of Menus |
0 |
0 |
0 |
0 |
1 |
2 |
4 |
5 |
| Contracting Sequentially with Multiple Lenders: the Role of Menus |
0 |
0 |
0 |
31 |
1 |
1 |
3 |
46 |
| Corporate Policies with Temporary and Permanent Shocks |
0 |
0 |
0 |
8 |
3 |
4 |
4 |
65 |
| Corporate Policies with Temporary and Permanent Shocks |
0 |
0 |
0 |
20 |
0 |
2 |
3 |
71 |
| Corporate policies with permanent and temporary shocks |
0 |
0 |
0 |
18 |
0 |
6 |
7 |
61 |
| Dynamics of cash holdings, learning about profitability, and access to the market |
1 |
1 |
1 |
22 |
2 |
6 |
8 |
41 |
| Excessive Continuation and Dynamic Agency Costs of Debt |
0 |
0 |
0 |
24 |
1 |
1 |
2 |
130 |
| Excessive Continuation and Dynamic Agency Costs of Debt |
0 |
0 |
0 |
0 |
3 |
4 |
4 |
332 |
| Excessive Continuation and Dynamic Agency Costs of Debt |
0 |
0 |
0 |
14 |
1 |
1 |
2 |
105 |
| Excessive continuation and Dynamic Agency Costs of Debt |
0 |
0 |
0 |
55 |
1 |
2 |
4 |
291 |
| Free Cash Flows, Inssuance Costs and Volatility |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
62 |
| Free Cash-Flow, Issuance Costs and Stock Price Volatility |
0 |
2 |
2 |
180 |
0 |
3 |
7 |
592 |
| Informational cascades with endogenous prices: The role of risk aversion |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
32 |
| Integrating profitability prospects and cash management |
0 |
0 |
0 |
17 |
4 |
6 |
6 |
83 |
| Integrating profitability prospects and cash management |
0 |
0 |
0 |
18 |
0 |
0 |
2 |
76 |
| Integrating the Risk and Term Structure of Interest Rates |
0 |
0 |
0 |
0 |
1 |
2 |
2 |
371 |
| Investment Timing Under Incomplete Information: Erratum |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
29 |
| Investment Timing and Technological Breakthrough |
0 |
0 |
0 |
1 |
0 |
1 |
8 |
14 |
| Investment Timing and Technological Breakthroughs |
0 |
0 |
0 |
7 |
2 |
2 |
6 |
25 |
| Investment Timing under Incomplete Information |
0 |
0 |
0 |
194 |
2 |
4 |
4 |
477 |
| Investment Timing under Incomplete Information |
0 |
0 |
2 |
49 |
2 |
2 |
5 |
145 |
| Investment timing under incomplete information |
0 |
0 |
0 |
3 |
0 |
1 |
1 |
31 |
| Irreversible Investment and Learning Expternalities |
0 |
0 |
0 |
0 |
1 |
2 |
3 |
247 |
| Irreversible Investment and Learning Externalities |
0 |
0 |
0 |
2 |
0 |
0 |
3 |
162 |
| Irreversible Investment in Alternative Projects |
0 |
0 |
1 |
110 |
0 |
2 |
5 |
263 |
| Irreversible Investment: The Viewpoint of the Outside Financier |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
95 |
| Learning about profitability and dynamic cash management |
0 |
0 |
0 |
14 |
1 |
3 |
3 |
18 |
| Learning about profitability and dynamic cash management |
0 |
0 |
1 |
13 |
0 |
0 |
2 |
12 |
| Market Informational Inefficiency, Risk Aversion and Quantity Grid |
0 |
0 |
0 |
13 |
1 |
1 |
1 |
107 |
| Market Informational Inefficiency, Risk Aversion and Quantity Grid |
0 |
0 |
0 |
0 |
1 |
1 |
3 |
18 |
| Market informational inefficiency, risk aversion and quantity grid |
0 |
0 |
0 |
139 |
0 |
0 |
1 |
565 |
| Mixed Markov-Perfect Equilibria in the Continuous-Time War of Attrition |
0 |
0 |
0 |
10 |
0 |
5 |
10 |
15 |
| Multiple Lenders, Strategic Default and Covenants |
0 |
0 |
0 |
76 |
1 |
1 |
4 |
184 |
| Multiple Lenders, Strategic Default, and Covenants |
0 |
0 |
0 |
0 |
1 |
2 |
3 |
4 |
| Multiple Lenders, Strategic Default, and Covenants |
0 |
0 |
0 |
0 |
1 |
2 |
3 |
30 |
| Multiple lenders, strategic default and debt covenants |
0 |
0 |
0 |
0 |
1 |
1 |
4 |
5 |
| Multiple lenders, strategic default and debt covenants |
0 |
0 |
0 |
0 |
3 |
3 |
4 |
7 |
| On the Role of Menus in Sequential Contracting: a Multiple Lending Example |
0 |
1 |
1 |
30 |
0 |
2 |
4 |
50 |
| Optimal Dividend Policy and Growth Option |
0 |
0 |
0 |
401 |
1 |
1 |
2 |
1,639 |
| Pricing the Gamble for Resurrection and the Consequences of Renegotiation and Debt Design |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
556 |
| Rethinking Dynamic Capital Structure Models with Roll-Over Debt |
0 |
0 |
0 |
93 |
1 |
2 |
6 |
233 |
| Risk Attitude, Beliefs Updating and the Information Content of Trades: An Experiment |
0 |
0 |
1 |
57 |
2 |
3 |
7 |
162 |
| Risk Attitude, Beliefs Updating and the Information Content of Trades: An Experiment |
0 |
1 |
1 |
21 |
1 |
3 |
5 |
111 |
| Risk Attitude, Beliefs Updating, and the Information Content of Trades: An Experiment |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
25 |
| Risk Aversion and Herd Behavior in Financial Markets |
0 |
0 |
0 |
69 |
1 |
5 |
9 |
274 |
| Risk Aversion and Herd Behavior in Financial Markets |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
42 |
| Risk attitude, beliefs updating and the information content of trades: an experiment |
0 |
0 |
0 |
0 |
0 |
2 |
7 |
22 |
| Risk attitude, beliefs updating and the information content of trades: an experiment |
0 |
0 |
0 |
28 |
1 |
1 |
2 |
106 |
| Risk aversion and herd behavior in financial markets |
0 |
0 |
0 |
456 |
2 |
4 |
6 |
825 |
| Short Sales COnstraints, Liquidity and Price Discovery: An Empirical Analysis on the Paris Bourse |
0 |
0 |
0 |
0 |
2 |
3 |
4 |
823 |
| Switching to a Poor Business Activity: Optimal Capital Structure, Agency Costs and Convenant Rules |
0 |
0 |
0 |
52 |
0 |
1 |
1 |
180 |
| The Three Pillars of Basel II, Optimizing the Mix |
0 |
0 |
1 |
397 |
0 |
1 |
4 |
1,279 |
| The War of Attrition under Uncertainty: Theory and Robust Testable Implications |
0 |
0 |
0 |
8 |
1 |
3 |
3 |
12 |
| The War of Attrition under Uncertainty: Theory and Robust Testable Implications |
0 |
1 |
1 |
12 |
1 |
5 |
8 |
24 |
| The War of Attrition under Uncertainty: Theory and Robust Testable Implications |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
1 |
| Une formule variationnelle pour les obligations du secteur prive |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
239 |
| Valorisation de Produits Obligataires dans un Modèle d'Equilibre Général en Temps Discret |
0 |
0 |
0 |
0 |
1 |
1 |
3 |
85 |
| Total Working Papers |
1 |
6 |
13 |
3,114 |
56 |
128 |
240 |
14,285 |
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