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 1 1 35
A P.D.E. Approach to Asian Options: Analytical and Numerical Evidence 0 0 0 2 0 1 5 1,782
A Structural Econometric Investigation of the Agency Theory of Financial Structure 0 0 1 405 0 0 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 0 0 0 0 0 0 1 11
A two-dimensional control problem arising from dynamic contracting theory 0 0 0 17 0 0 0 23
A two-dimensional control problem arising from dynamic contracting theory 0 1 1 27 0 1 3 19
Contracting Sequentially with Multiple Lenders: The Role of Menus 0 0 0 0 0 1 3 24
Contracting Sequentially with Multiple Lenders: The Role of Menus 0 0 0 0 0 1 2 3
Contracting Sequentially with Multiple Lenders: the Role of Menus 0 0 0 31 0 1 3 45
Corporate Policies with Temporary and Permanent Shocks 0 0 0 8 0 0 0 61
Corporate Policies with Temporary and Permanent Shocks 0 0 0 20 0 0 1 68
Corporate policies with permanent and temporary shocks 0 0 1 18 0 1 3 55
Dynamics of cash holdings, learning about profitability, and access to the market 0 0 0 21 0 1 4 34
Excessive Continuation and Dynamic Agency Costs of Debt 0 0 0 24 1 1 1 129
Excessive Continuation and Dynamic Agency Costs of Debt 0 0 0 14 0 0 1 104
Excessive Continuation and Dynamic Agency Costs of Debt 0 0 0 0 0 0 0 328
Excessive continuation and Dynamic Agency Costs of Debt 0 0 0 55 0 0 3 289
Free Cash Flows, Inssuance Costs and Volatility 0 0 0 0 0 0 4 61
Free Cash-Flow, Issuance Costs and Stock Price Volatility 0 0 0 178 2 3 3 588
Informational cascades with endogenous prices: The role of risk aversion 0 0 0 0 0 0 0 30
Integrating profitability prospects and cash management 0 0 0 17 0 0 1 77
Integrating profitability prospects and cash management 0 0 0 18 0 0 0 74
Integrating the Risk and Term Structure of Interest Rates 0 0 0 0 0 0 0 369
Investment Timing Under Incomplete Information: Erratum 0 0 0 0 0 0 1 28
Investment Timing and Technological Breakthrough 0 0 1 1 1 2 7 11
Investment Timing and Technological Breakthroughs 0 0 0 7 0 1 5 22
Investment Timing under Incomplete Information 1 1 2 49 1 1 2 142
Investment Timing under Incomplete Information 0 0 0 194 0 0 0 473
Investment timing under incomplete information 0 0 0 3 0 0 0 30
Irreversible Investment and Learning Expternalities 0 0 0 0 0 0 0 244
Irreversible Investment and Learning Externalities 0 0 0 2 0 1 3 162
Irreversible Investment in Alternative Projects 0 0 1 110 0 0 3 259
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 1 13 0 0 2 11
Learning about profitability and dynamic cash management 0 0 0 14 0 0 0 15
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 0 15
Market informational inefficiency, risk aversion and quantity grid 0 0 0 139 0 0 1 564
Mixed Markov-Perfect Equilibria in the Continuous-Time War of Attrition 0 0 10 10 0 3 9 9
Multiple Lenders, Strategic Default and Covenants 0 0 0 76 0 1 5 183
Multiple Lenders, Strategic Default, and Covenants 0 0 0 0 0 0 1 2
Multiple Lenders, Strategic Default, and Covenants 0 0 0 0 0 1 1 28
Multiple lenders, strategic default and debt covenants 0 0 0 0 0 0 0 3
Multiple lenders, strategic default and debt covenants 0 0 0 0 1 2 3 4
On the Role of Menus in Sequential Contracting: a Multiple Lending Example 0 0 0 29 0 1 2 48
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 1 556
Rethinking Dynamic Capital Structure Models with Roll-Over Debt 0 0 0 93 0 0 6 231
Risk Attitude, Beliefs Updating and the Information Content of Trades: An Experiment 0 0 0 20 0 1 2 108
Risk Attitude, Beliefs Updating and the Information Content of Trades: An Experiment 0 0 1 56 0 2 5 158
Risk Attitude, Beliefs Updating, and the Information Content of Trades: An Experiment 0 0 0 0 0 0 0 23
Risk Aversion and Herd Behavior in Financial Markets 0 0 0 69 1 3 5 268
Risk Aversion and Herd Behavior in Financial Markets 0 0 0 0 0 0 2 41
Risk attitude, beliefs updating and the information content of trades: an experiment 0 0 0 0 0 2 4 18
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 0 0 2 821
Short Sales COnstraints, Liquidity and Price Discovery: An Empirical Analysis on the Paris Bourse 0 0 0 0 0 0 1 820
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 0 396 0 1 2 1,277
The War of Attrition under Uncertainty: Theory and Robust Testable Implications 0 0 1 8 0 0 5 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 1 3 17
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 83
Total Working Papers 1 2 21 3,106 7 35 132 14,122

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 1 2 260 0 2 11 494
A martingale characterization of equilibrium asset price processes 0 0 0 73 0 0 1 365
A note on risk aversion and herd behavior in financial markets 0 0 0 13 0 0 1 93
A note on risk aversion and herd behavior in financial markets 0 0 1 50 0 0 2 148
A two-dimensional control problem arising from dynamic contracting theory 0 0 0 1 0 0 1 11
A variational approach for pricing options and corporate bonds 0 0 0 0 0 0 2 493
Contracting Sequentially with Multiple Lenders: The Role of Menus 0 0 0 1 0 2 2 27
Excessive continuation and dynamic agency costs of debt 0 0 0 5 0 0 0 64
Free Cash Flow, Issuance Costs, and Stock Prices 0 0 3 96 0 1 6 258
Informational cascades with endogenous prices: The role of risk aversion 0 0 0 19 0 1 3 73
Integrating the risk and term structures of interest rates 0 0 0 13 0 0 0 45
Investment timing and learning externalities 1 1 2 176 1 1 6 325
Irreversible investment in alternative projects 0 0 1 61 0 0 3 255
Jusqu'où les compagnies d'assurance peuvent-elles investir dans le financement des dettes des PME/ETI ? 0 0 0 2 0 0 2 20
Learning about profitability and dynamic cash management 0 0 1 5 0 3 6 25
Multiple Lenders, Strategic Default, and Covenants 0 0 0 5 0 1 4 41
Optimal dividend policy and growth option 0 0 0 58 0 0 1 197
RETHINKING DYNAMIC CAPITAL STRUCTURE MODELS WITH ROLL-OVER DEBT 0 0 0 4 0 1 2 34
Risk Attitude, Beliefs Updating, and the Information Content of Trades: An Experiment 0 0 0 5 0 0 2 34
Switching to a poor business activity: optimal capital structure, agency costs and covenant rules 0 0 0 47 0 1 1 143
The three pillars of Basel II: optimizing the mix 1 2 4 416 1 2 8 1,358
Valorisation de produits obligataires dans un modéle d'équilibre général en temps discret 0 0 0 0 0 0 0 12
Total Journal Articles 2 4 14 1,310 2 15 64 4,515

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Statistics updated 2025-06-06