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 0 1 1 1
A Class of Singular Control Problems with Tipping Points 0 0 1 1 0 0 8 8
A Note on Risk Aversion and Herd Behavior in Financial Markets 0 0 0 0 0 0 8 43
A P.D.E. Approach to Asian Options: Analytical and Numerical Evidence 0 0 0 2 0 1 13 1,795
A P.D.E. approach to Asian options: analytical and numerical evidence 0 0 0 0 1 1 3 3
A Structural Econometric Investigation of the Agency Theory of Financial Structure 0 0 0 405 0 1 11 867
A class of singular control problems with tipping points 0 0 1 1 0 0 4 4
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 9 20
A two-dimensional control problem arising from dynamic contracting theory 0 0 0 27 0 0 17 36
A two-dimensional control problem arising from dynamic contracting theory 0 0 0 17 0 0 14 37
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 0 1 13 37
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 0 1 8 58
Corporate Policies with Temporary and Permanent Shocks 0 0 0 0 0 2 6 24
Corporate Policies with Temporary and Permanent Shocks 0 0 0 20 1 6 16 84
Corporate Policies with Temporary and Permanent Shocks 0 0 0 8 0 0 16 77
Corporate policies with permanent and temporary shocks 0 0 0 18 0 2 13 68
Dynamics of cash holdings, learning about profitability, and access to the market 0 0 1 22 2 3 22 56
Excessive Continuation and Dynamic Agency Costs of Debt 0 0 0 24 0 0 12 141
Excessive Continuation and Dynamic Agency Costs of Debt 0 0 0 14 0 0 9 113
Excessive Continuation and Dynamic Agency Costs of Debt 0 0 0 0 1 1 30 358
Excessive continuation and Dynamic Agency Costs of Debt 0 0 0 55 0 0 14 303
Free Cash Flows, Inssuance Costs and Volatility 0 0 0 0 0 0 4 66
Free Cash-Flow, Issuance Costs and Stock Price Volatility 0 0 2 180 1 1 15 604
Informational cascades with endogenous prices: The role of risk aversion 0 0 0 0 0 1 9 39
Integrating profitability prospects and cash management 0 0 0 18 0 1 8 83
Integrating profitability prospects and cash management 0 0 0 17 0 1 17 94
Integrating the Risk and Term Structure of Interest Rates 0 0 0 0 1 1 9 378
Investment Timing Under Incomplete Information: Erratum 0 0 0 0 0 0 5 33
Investment Timing and Technological Breakthrough 0 0 0 1 2 3 34 47
Investment Timing and Technological Breakthroughs 0 0 0 7 0 1 16 38
Investment Timing under Incomplete Information 0 0 0 49 0 2 14 157
Investment Timing under Incomplete Information 0 0 0 194 0 0 11 484
Investment timing and technological breakthroughs 0 0 0 0 0 1 9 9
Investment timing under incomplete information 0 0 0 3 0 1 13 43
Irreversible Investment and Learning Expternalities 0 0 0 0 0 0 15 259
Irreversible Investment and Learning Externalities 0 0 0 2 0 0 7 169
Irreversible Investment in Alternative Projects 0 0 1 111 1 3 10 271
Irreversible Investment: The Viewpoint of the Outside Financier 0 0 0 0 2 2 5 100
Learning about profitability and dynamic cash management 0 0 0 14 0 0 12 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 13 0 1 9 115
Market Informational Inefficiency, Risk Aversion and Quantity Grid 0 0 0 0 0 0 4 20
Market informational inefficiency, risk aversion and quantity grid 0 0 0 139 1 1 10 574
Mixed Markov-Perfect Equilibria in the Continuous-Time War of Attrition 0 0 0 0 0 1 10 11
Mixed Markov-Perfect Equilibria in the Continuous-Time War of Attrition 0 0 0 10 0 1 13 23
Mixed Markov-Perfect Equilibria in the Continuous-Time War of Attrition 0 0 0 0 0 1 1 1
Mixed Markov-Perfect Equilibria in the Continuous-Time War of Attrition 0 0 0 0 0 2 2 2
Multiple Lenders, Strategic Default and Covenants 0 0 0 76 0 2 11 194
Multiple Lenders, Strategic Default and Covenants 0 0 0 37 1 2 12 96
Multiple Lenders, Strategic Default, and Covenants 0 0 0 0 0 1 9 37
Multiple Lenders, Strategic Default, and Covenants 0 0 0 0 0 0 6 8
Multiple lenders, strategic default and debt covenants 0 0 0 0 0 0 6 10
Multiple lenders, strategic default and debt covenants 0 0 0 0 0 0 5 9
On the Role of Menus in Sequential Contracting: a Multiple Lending Example 0 0 1 30 0 1 8 56
Optimal Dividend Policy and Growth Option 0 0 0 401 0 0 12 1,649
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 0 11 242
Risk Attitude, Beliefs Updating and the Information Content of Trades: An Experiment 0 0 1 21 0 2 16 124
Risk Attitude, Beliefs Updating and the Information Content of Trades: An Experiment 0 0 2 58 1 3 16 174
Risk Attitude, Beliefs Updating, and the Information Content of Trades: An Experiment 0 0 0 0 0 1 10 33
Risk Aversion and Herd Behavior in Financial Markets 0 0 0 0 0 1 6 47
Risk Aversion and Herd Behavior in Financial Markets 1 1 2 71 1 2 17 286
Risk attitude, beliefs updating and the information content of trades: an experiment 0 0 0 0 1 1 16 36
Risk attitude, beliefs updating and the information content of trades: an experiment 0 0 0 28 0 1 12 117
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 0 1 10 830
Switching to a Poor Business Activity: Optimal Capital Structure, Agency Costs and Convenant Rules 0 0 0 52 0 0 10 189
The Three Pillars of Basel II, Optimizing the Mix 0 0 1 397 0 0 8 1,285
The War of Attrition under Uncertainty: Theory and Robust Testable Implications 0 0 1 12 1 1 10 28
The War of Attrition under Uncertainty: Theory and Robust Testable Implications 0 1 1 9 1 3 12 21
The War of Attrition under Uncertainty: Theory and Robust Testable Implications 0 0 0 0 0 0 6 6
Une formule variationnelle pour les obligations du secteur prive 0 0 0 0 0 0 5 243
Valorisation de Produits Obligataires dans un Modèle d'Equilibre Général en Temps Discret 0 0 0 0 0 1 11 95
Total Working Papers 1 2 17 3,176 19 68 812 15,105

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 0 261 1 1 19 514
A martingale characterization of equilibrium asset price processes 0 0 0 73 0 1 9 375
A note on risk aversion and herd behavior in financial markets 0 0 0 13 0 0 8 101
A note on risk aversion and herd behavior in financial markets 0 0 0 50 0 0 12 160
A two-dimensional control problem arising from dynamic contracting theory 0 1 1 2 0 3 12 23
A variational approach for pricing options and corporate bonds 0 0 0 0 1 1 9 502
Contracting Sequentially with Multiple Lenders: The Role of Menus 0 0 0 1 0 0 11 38
Excessive continuation and dynamic agency costs of debt 0 0 0 5 0 0 9 74
Free Cash Flow, Issuance Costs, and Stock Prices 0 0 0 96 1 1 8 267
Informational cascades with endogenous prices: The role of risk aversion 0 0 0 19 1 1 7 80
Integrating the risk and term structures of interest rates 0 0 0 13 1 1 8 54
Investment Timing and Technological Breakthroughs 0 0 1 1 0 1 10 10
Investment timing and learning externalities 0 0 0 176 2 2 13 338
Irreversible investment in alternative projects 0 0 0 61 0 1 11 266
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 1 1 15 40
Multiple Lenders, Strategic Default, and Covenants 0 0 0 5 1 1 16 59
Optimal dividend policy and growth option 0 0 0 58 2 2 8 205
RETHINKING DYNAMIC CAPITAL STRUCTURE MODELS WITH ROLL-OVER DEBT 0 0 0 4 0 1 3 37
Risk Attitude, Beliefs Updating, and the Information Content of Trades: An Experiment 0 0 0 5 1 1 16 50
Switching to a poor business activity: optimal capital structure, agency costs and covenant rules 0 0 0 47 0 0 5 148
The three pillars of Basel II: optimizing the mix 0 0 0 416 1 5 9 1,367
Valorisation de produits obligataires dans un modéle d'équilibre général en temps discret 0 0 0 0 0 1 11 23
Total Journal Articles 0 1 2 1,313 13 25 231 4,753

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Statistics updated 2026-08-07