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 3 5 7 41
A P.D.E. Approach to Asian Options: Analytical and Numerical Evidence 0 0 0 2 2 5 8 1,789
A Structural Econometric Investigation of the Agency Theory of Financial Structure 0 0 0 405 2 5 8 864
A martingale characterization of equilibrium asset price processes 0 0 0 0 1 2 2 17
A two-dimensional control problem arising from dynamic contracting theory 0 0 0 17 4 6 9 32
A two-dimensional control problem arising from dynamic contracting theory 0 0 0 0 3 4 7 18
A two-dimensional control problem arising from dynamic contracting theory 0 0 1 27 9 12 14 31
Contracting Sequentially with Multiple Lenders: The Role of Menus 0 0 0 0 5 6 9 10
Contracting Sequentially with Multiple Lenders: The Role of Menus 0 0 0 0 3 6 8 30
Contracting Sequentially with Multiple Lenders: the Role of Menus 0 0 0 31 8 10 12 55
Corporate Policies with Temporary and Permanent Shocks 0 0 0 20 2 4 7 75
Corporate Policies with Temporary and Permanent Shocks 0 0 0 8 5 8 9 70
Corporate policies with permanent and temporary shocks 0 0 0 18 1 3 10 64
Dynamics of cash holdings, learning about profitability, and access to the market 0 1 1 22 3 6 12 45
Excessive Continuation and Dynamic Agency Costs of Debt 0 0 0 14 6 8 8 112
Excessive Continuation and Dynamic Agency Costs of Debt 0 0 0 24 7 11 12 140
Excessive Continuation and Dynamic Agency Costs of Debt 0 0 0 0 20 25 26 354
Excessive continuation and Dynamic Agency Costs of Debt 0 0 0 55 2 5 8 295
Free Cash Flows, Inssuance Costs and Volatility 0 0 0 0 0 1 2 63
Free Cash-Flow, Issuance Costs and Stock Price Volatility 0 0 2 180 5 7 14 599
Informational cascades with endogenous prices: The role of risk aversion 0 0 0 0 1 3 5 35
Integrating profitability prospects and cash management 0 0 0 18 4 4 6 80
Integrating profitability prospects and cash management 0 0 0 17 7 11 13 90
Integrating the Risk and Term Structure of Interest Rates 0 0 0 0 4 6 7 376
Investment Timing Under Incomplete Information: Erratum 0 0 0 0 1 1 2 30
Investment Timing and Technological Breakthrough 0 0 0 1 17 18 24 32
Investment Timing and Technological Breakthroughs 0 0 0 7 7 9 12 32
Investment Timing under Incomplete Information 0 0 1 49 4 8 10 151
Investment Timing under Incomplete Information 0 0 0 194 2 5 7 480
Investment timing under incomplete information 0 0 0 3 3 4 5 35
Irreversible Investment and Learning Expternalities 0 0 0 0 5 7 9 253
Irreversible Investment and Learning Externalities 0 0 0 2 2 4 6 166
Irreversible Investment in Alternative Projects 1 1 1 111 3 4 8 267
Irreversible Investment: The Viewpoint of the Outside Financier 0 0 0 0 1 3 4 98
Learning about profitability and dynamic cash management 0 0 0 14 2 4 6 21
Learning about profitability and dynamic cash management 0 0 0 13 7 7 8 19
Market Informational Inefficiency, Risk Aversion and Quantity Grid 0 0 0 0 1 2 4 19
Market Informational Inefficiency, Risk Aversion and Quantity Grid 0 0 0 13 1 5 5 111
Market informational inefficiency, risk aversion and quantity grid 0 0 0 139 3 3 4 568
Mixed Markov-Perfect Equilibria in the Continuous-Time War of Attrition 0 0 0 10 2 4 14 19
Multiple Lenders, Strategic Default and Covenants 0 0 0 76 4 6 8 189
Multiple Lenders, Strategic Default, and Covenants 0 0 0 0 2 5 7 34
Multiple Lenders, Strategic Default, and Covenants 0 0 0 0 1 2 4 5
Multiple lenders, strategic default and debt covenants 0 0 0 0 0 3 4 7
Multiple lenders, strategic default and debt covenants 0 0 0 0 4 5 7 9
On the Role of Menus in Sequential Contracting: a Multiple Lending Example 0 0 1 30 2 3 7 53
Optimal Dividend Policy and Growth Option 0 0 0 401 4 10 11 1,648
Pricing the Gamble for Resurrection and the Consequences of Renegotiation and Debt Design 0 0 0 1 4 4 4 560
Rethinking Dynamic Capital Structure Models with Roll-Over Debt 0 0 0 93 1 4 6 236
Risk Attitude, Beliefs Updating and the Information Content of Trades: An Experiment 1 1 2 58 4 8 13 168
Risk Attitude, Beliefs Updating and the Information Content of Trades: An Experiment 0 0 1 21 3 4 8 114
Risk Attitude, Beliefs Updating, and the Information Content of Trades: An Experiment 0 0 0 0 4 4 6 29
Risk Aversion and Herd Behavior in Financial Markets 0 0 0 0 0 3 4 44
Risk Aversion and Herd Behavior in Financial Markets 0 0 0 69 4 7 15 280
Risk attitude, beliefs updating and the information content of trades: an experiment 0 0 0 0 8 9 15 31
Risk attitude, beliefs updating and the information content of trades: an experiment 0 0 0 28 5 7 8 112
Risk aversion and herd behavior in financial markets 0 0 0 456 2 5 8 828
Short Sales COnstraints, Liquidity and Price Discovery: An Empirical Analysis on the Paris Bourse 0 0 0 0 2 4 6 825
Switching to a Poor Business Activity: Optimal Capital Structure, Agency Costs and Convenant Rules 0 0 0 52 4 6 7 186
The Three Pillars of Basel II, Optimizing the Mix 0 0 1 397 3 6 10 1,285
The War of Attrition under Uncertainty: Theory and Robust Testable Implications 0 0 0 0 1 4 4 4
The War of Attrition under Uncertainty: Theory and Robust Testable Implications 0 0 1 12 0 2 9 25
The War of Attrition under Uncertainty: Theory and Robust Testable Implications 0 0 0 8 1 4 6 15
Une formule variationnelle pour les obligations du secteur prive 0 0 0 0 3 4 4 242
Valorisation de Produits Obligataires dans un Modèle d'Equilibre Général en Temps Discret 0 0 0 0 2 3 5 87
Total Working Papers 2 3 12 3,116 236 373 537 14,602

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 5 14 506
A martingale characterization of equilibrium asset price processes 0 0 0 73 2 3 6 371
A note on risk aversion and herd behavior in financial markets 0 0 0 13 5 6 7 99
A note on risk aversion and herd behavior in financial markets 0 0 0 50 3 5 7 155
A two-dimensional control problem arising from dynamic contracting theory 0 0 0 1 4 4 6 17
A variational approach for pricing options and corporate bonds 0 0 0 0 0 1 2 494
Contracting Sequentially with Multiple Lenders: The Role of Menus 0 0 0 1 3 4 9 34
Excessive continuation and dynamic agency costs of debt 0 0 0 5 3 4 7 71
Free Cash Flow, Issuance Costs, and Stock Prices 0 0 0 96 1 3 8 264
Informational cascades with endogenous prices: The role of risk aversion 0 0 0 19 1 2 6 78
Integrating the risk and term structures of interest rates 0 0 0 13 2 5 6 51
Investment timing and learning externalities 0 0 2 176 4 5 11 333
Irreversible investment in alternative projects 0 0 1 61 5 8 10 264
Jusqu'où les compagnies d'assurance peuvent-elles investir dans le financement des dettes des PME/ETI ? 0 0 0 2 1 1 2 21
Learning about profitability and dynamic cash management 0 0 0 5 5 6 11 32
Multiple Lenders, Strategic Default, and Covenants 0 0 0 5 5 7 12 52
Optimal dividend policy and growth option 0 0 0 58 2 2 3 199
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 5 7 40
Switching to a poor business activity: optimal capital structure, agency costs and covenant rules 0 0 0 47 1 3 6 148
The three pillars of Basel II: optimizing the mix 0 0 2 416 0 3 7 1,361
Valorisation de produits obligataires dans un modéle d'équilibre général en temps discret 0 0 0 0 3 5 5 17
Total Journal Articles 0 0 7 1,311 57 87 154 4,642

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Statistics updated 2026-02-12