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 Class of Singular Control Problems with Tipping Points 0 0 0 0 1 2 3 3
A Class of Singular Control Problems with Tipping Points 0 0 1 1 0 1 9 9
A Note on Risk Aversion and Herd Behavior in Financial Markets 0 0 0 0 1 1 9 44
A P.D.E. Approach to Asian Options: Analytical and Numerical Evidence 0 0 0 2 1 1 14 1,796
A P.D.E. approach to Asian options: analytical and numerical evidence 0 0 0 0 2 4 6 6
A Structural Econometric Investigation of the Agency Theory of Financial Structure 0 0 0 405 0 1 11 868
A class of singular control problems with tipping points 0 0 1 1 1 1 5 5
A martingale characterization of equilibrium asset price processes 0 0 0 0 0 0 10 25
A two-dimensional control problem arising from dynamic contracting theory 0 0 0 0 0 0 7 20
A two-dimensional control problem arising from dynamic contracting theory 0 0 0 17 1 1 12 38
A two-dimensional control problem arising from dynamic contracting theory 0 0 0 27 0 0 17 36
Contracting Sequentially with Multiple Lenders: The Role of Menus 0 0 0 0 0 0 8 11
Contracting Sequentially with Multiple Lenders: The Role of Menus 0 0 0 0 1 1 14 38
Contracting Sequentially with Multiple Lenders: the Role of Menus 0 0 0 31 0 0 17 62
Corporate Policies with Permanent and Transitory Shocks 0 0 2 18 1 1 8 59
Corporate Policies with Temporary and Permanent Shocks 0 0 0 20 0 1 14 84
Corporate Policies with Temporary and Permanent Shocks 0 0 0 0 0 0 6 24
Corporate Policies with Temporary and Permanent Shocks 0 0 0 8 1 2 18 79
Corporate policies with permanent and temporary shocks 0 0 0 18 0 0 12 68
Dynamics of cash holdings, learning about profitability, and access to the market 0 0 1 22 0 2 18 56
Excessive Continuation and Dynamic Agency Costs of Debt 0 0 0 24 0 1 13 142
Excessive Continuation and Dynamic Agency Costs of Debt 0 0 0 14 1 1 10 114
Excessive Continuation and Dynamic Agency Costs of Debt 0 0 0 0 0 1 30 358
Excessive continuation and Dynamic Agency Costs of Debt 0 0 0 55 1 1 15 304
Free Cash Flows, Inssuance Costs and Volatility 0 0 0 0 2 3 7 69
Free Cash-Flow, Issuance Costs and Stock Price Volatility 0 0 1 180 1 2 15 605
Informational cascades with endogenous prices: The role of risk aversion 0 0 0 0 1 2 10 41
Integrating profitability prospects and cash management 0 0 0 18 0 0 7 83
Integrating profitability prospects and cash management 0 0 0 17 0 0 17 94
Integrating the Risk and Term Structure of Interest Rates 0 0 0 0 0 1 9 378
Investment Timing Under Incomplete Information: Erratum 0 0 0 0 1 1 6 34
Investment Timing and Technological Breakthrough 0 0 0 1 0 6 38 51
Investment Timing and Technological Breakthroughs 0 0 0 7 0 0 15 38
Investment Timing under Incomplete Information 0 0 0 49 1 2 16 159
Investment Timing under Incomplete Information 0 0 0 194 0 0 10 484
Investment timing and technological breakthroughs 0 0 0 0 0 1 10 10
Investment timing under incomplete information 0 0 0 3 0 2 14 45
Irreversible Investment and Learning Expternalities 0 0 0 0 0 1 15 260
Irreversible Investment and Learning Externalities 0 0 0 2 0 0 7 169
Irreversible Investment in Alternative Projects 0 0 1 111 1 3 12 273
Irreversible Investment: The Viewpoint of the Outside Financier 0 0 0 0 0 2 5 100
Learning about profitability and dynamic cash management 0 0 0 14 0 0 11 27
Learning about profitability and dynamic cash management 0 0 0 13 0 0 11 23
Market Informational Inefficiency, Risk Aversion and Quantity Grid 0 0 0 0 0 0 3 20
Market Informational Inefficiency, Risk Aversion and Quantity Grid 0 0 0 13 1 1 10 116
Market informational inefficiency, risk aversion and quantity grid 0 0 0 139 0 1 9 574
Mixed Markov-Perfect Equilibria in the Continuous-Time War of Attrition 0 6 6 6 1 3 4 4
Mixed Markov-Perfect Equilibria in the Continuous-Time War of Attrition 0 0 0 10 0 0 13 23
Mixed Markov-Perfect Equilibria in the Continuous-Time War of Attrition 0 0 0 0 0 0 10 11
Mixed Markov-Perfect Equilibria in the Continuous-Time War of Attrition 0 0 0 0 0 0 2 2
Multiple Lenders, Strategic Default and Covenants 0 0 0 76 0 1 12 195
Multiple Lenders, Strategic Default and Covenants 0 0 0 37 0 1 12 96
Multiple Lenders, Strategic Default, and Covenants 0 0 0 0 0 1 9 38
Multiple Lenders, Strategic Default, and Covenants 0 0 0 0 0 0 5 8
Multiple lenders, strategic default and debt covenants 0 0 0 0 0 1 7 11
Multiple lenders, strategic default and debt covenants 0 0 0 0 1 1 6 10
On the Role of Menus in Sequential Contracting: a Multiple Lending Example 0 0 0 30 1 1 8 57
Optimal Dividend Policy and Growth Option 0 0 0 401 1 1 12 1,650
Pricing the Gamble for Resurrection and the Consequences of Renegotiation and Debt Design 0 0 0 1 0 0 4 560
Rethinking Dynamic Capital Structure Models with Roll-Over Debt 0 0 0 93 0 1 12 243
Risk Attitude, Beliefs Updating and the Information Content of Trades: An Experiment 0 0 1 58 0 1 15 174
Risk Attitude, Beliefs Updating and the Information Content of Trades: An Experiment 0 0 0 21 0 2 16 126
Risk Attitude, Beliefs Updating, and the Information Content of Trades: An Experiment 0 0 0 0 0 1 10 34
Risk Aversion and Herd Behavior in Financial Markets 0 0 0 0 0 1 7 48
Risk Aversion and Herd Behavior in Financial Markets 0 1 2 71 0 1 17 286
Risk attitude, beliefs updating and the information content of trades: an experiment 0 0 0 28 0 0 12 117
Risk attitude, beliefs updating and the information content of trades: an experiment 0 0 0 0 0 1 16 36
Risk aversion and herd behavior in financial markets 0 0 0 456 0 0 8 829
Short Sales COnstraints, Liquidity and Price Discovery: An Empirical Analysis on the Paris Bourse 0 0 0 0 1 1 11 831
Switching to a Poor Business Activity: Optimal Capital Structure, Agency Costs and Convenant Rules 0 0 0 52 0 1 11 190
The Three Pillars of Basel II, Optimizing the Mix 0 0 0 397 0 1 8 1,286
The War of Attrition under Uncertainty: Theory and Robust Testable Implications 0 0 1 9 2 6 17 26
The War of Attrition under Uncertainty: Theory and Robust Testable Implications 0 0 0 0 0 1 7 7
The War of Attrition under Uncertainty: Theory and Robust Testable Implications 0 0 1 12 0 2 10 29
Une formule variationnelle pour les obligations du secteur prive 0 0 0 0 0 1 6 244
Valorisation de Produits Obligataires dans un Modèle d'Equilibre Général en Temps Discret 0 0 0 0 0 1 12 96
Total Working Papers 0 7 18 3,182 27 83 842 15,169

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 1 2 2 263 2 5 23 518
A martingale characterization of equilibrium asset price processes 0 0 0 73 0 0 9 375
A note on risk aversion and herd behavior in financial markets 0 0 0 50 0 0 12 160
A note on risk aversion and herd behavior in financial markets 0 0 0 13 0 0 8 101
A two-dimensional control problem arising from dynamic contracting theory 0 0 1 2 0 0 12 23
A variational approach for pricing options and corporate bonds 0 0 0 0 0 1 9 502
Contracting Sequentially with Multiple Lenders: The Role of Menus 0 0 0 1 0 0 10 38
Excessive continuation and dynamic agency costs of debt 0 0 0 5 1 1 10 75
Free Cash Flow, Issuance Costs, and Stock Prices 0 0 0 96 1 2 7 268
Informational cascades with endogenous prices: The role of risk aversion 0 0 0 19 1 2 7 81
Integrating the risk and term structures of interest rates 0 0 0 13 0 1 8 54
Investment Timing and Technological Breakthroughs 0 0 1 1 0 1 10 11
Investment timing and learning externalities 0 0 0 176 0 2 10 338
Irreversible investment in alternative projects 0 0 0 61 1 2 13 268
Jusqu'où les compagnies d'assurance peuvent-elles investir dans le financement des dettes des PME/ETI ? 0 0 0 2 0 0 2 22
Learning about profitability and dynamic cash management 0 0 0 5 0 2 15 41
Multiple Lenders, Strategic Default, and Covenants 0 0 0 5 1 3 18 61
Optimal dividend policy and growth option 0 0 0 58 0 2 8 205
RETHINKING DYNAMIC CAPITAL STRUCTURE MODELS WITH ROLL-OVER DEBT 0 0 0 4 0 0 2 37
Risk Attitude, Beliefs Updating, and the Information Content of Trades: An Experiment 0 0 0 5 1 2 17 51
Switching to a poor business activity: optimal capital structure, agency costs and covenant rules 0 0 0 47 1 1 6 149
The three pillars of Basel II: optimizing the mix 0 0 0 416 0 1 9 1,367
Valorisation de produits obligataires dans un modéle d'équilibre général en temps discret 0 0 0 0 1 1 12 24
Total Journal Articles 1 2 4 1,315 10 29 237 4,769

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Statistics updated 2026-10-11