| 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 |
1 |
1 |
1 |
| A Class of Singular Control Problems with Tipping Points |
0 |
0 |
1 |
1 |
0 |
2 |
8 |
8 |
| A Note on Risk Aversion and Herd Behavior in Financial Markets |
0 |
0 |
0 |
0 |
0 |
1 |
8 |
43 |
| A P.D.E. Approach to Asian Options: Analytical and Numerical Evidence |
0 |
0 |
0 |
2 |
1 |
6 |
13 |
1,795 |
| A P.D.E. approach to Asian options: analytical and numerical evidence |
0 |
0 |
0 |
0 |
0 |
2 |
2 |
2 |
| 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 |
6 |
10 |
25 |
| A two-dimensional control problem arising from dynamic contracting theory |
0 |
0 |
0 |
0 |
0 |
1 |
9 |
20 |
| A two-dimensional control problem arising from dynamic contracting theory |
0 |
0 |
0 |
17 |
0 |
3 |
14 |
37 |
| A two-dimensional control problem arising from dynamic contracting theory |
0 |
0 |
0 |
27 |
0 |
2 |
17 |
36 |
| Contracting Sequentially with Multiple Lenders: The Role of Menus |
0 |
0 |
0 |
0 |
0 |
1 |
8 |
11 |
| Contracting Sequentially with Multiple Lenders: The Role of Menus |
0 |
0 |
0 |
0 |
0 |
2 |
13 |
37 |
| Contracting Sequentially with Multiple Lenders: the Role of Menus |
0 |
0 |
0 |
31 |
0 |
4 |
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 |
8 |
0 |
3 |
16 |
77 |
| Corporate Policies with Temporary and Permanent Shocks |
0 |
0 |
0 |
0 |
0 |
3 |
6 |
24 |
| Corporate Policies with Temporary and Permanent Shocks |
0 |
0 |
0 |
20 |
1 |
6 |
15 |
83 |
| Corporate policies with permanent and temporary shocks |
0 |
0 |
0 |
18 |
1 |
2 |
13 |
68 |
| Dynamics of cash holdings, learning about profitability, and access to the market |
0 |
0 |
1 |
22 |
0 |
4 |
20 |
54 |
| Excessive Continuation and Dynamic Agency Costs of Debt |
0 |
0 |
0 |
14 |
0 |
1 |
9 |
113 |
| Excessive Continuation and Dynamic Agency Costs of Debt |
0 |
0 |
0 |
24 |
0 |
1 |
12 |
141 |
| Excessive Continuation and Dynamic Agency Costs of Debt |
0 |
0 |
0 |
0 |
0 |
1 |
29 |
357 |
| Excessive continuation and Dynamic Agency Costs of Debt |
0 |
0 |
0 |
55 |
0 |
2 |
14 |
303 |
| Free Cash Flows, Inssuance Costs and Volatility |
0 |
0 |
0 |
0 |
0 |
2 |
5 |
66 |
| Free Cash-Flow, Issuance Costs and Stock Price Volatility |
0 |
0 |
2 |
180 |
0 |
2 |
15 |
603 |
| Informational cascades with endogenous prices: The role of risk aversion |
0 |
0 |
0 |
0 |
0 |
3 |
9 |
39 |
| Integrating profitability prospects and cash management |
0 |
0 |
0 |
18 |
1 |
3 |
8 |
83 |
| Integrating profitability prospects and cash management |
0 |
0 |
0 |
17 |
1 |
2 |
17 |
94 |
| Integrating the Risk and Term Structure of Interest Rates |
0 |
0 |
0 |
0 |
0 |
0 |
8 |
377 |
| Investment Timing Under Incomplete Information: Erratum |
0 |
0 |
0 |
0 |
0 |
3 |
5 |
33 |
| Investment Timing and Technological Breakthrough |
0 |
0 |
0 |
1 |
0 |
9 |
34 |
45 |
| Investment Timing and Technological Breakthroughs |
0 |
0 |
0 |
7 |
1 |
2 |
16 |
38 |
| Investment Timing under Incomplete Information |
0 |
0 |
0 |
49 |
1 |
5 |
14 |
157 |
| Investment Timing under Incomplete Information |
0 |
0 |
0 |
194 |
0 |
3 |
11 |
484 |
| Investment timing and technological breakthroughs |
0 |
0 |
0 |
0 |
1 |
3 |
9 |
9 |
| Investment timing under incomplete information |
0 |
0 |
0 |
3 |
1 |
6 |
13 |
43 |
| Irreversible Investment and Learning Expternalities |
0 |
0 |
0 |
0 |
0 |
3 |
15 |
259 |
| Irreversible Investment and Learning Externalities |
0 |
0 |
0 |
2 |
0 |
2 |
7 |
169 |
| Irreversible Investment in Alternative Projects |
0 |
0 |
1 |
111 |
0 |
3 |
11 |
270 |
| Irreversible Investment: The Viewpoint of the Outside Financier |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
98 |
| Learning about profitability and dynamic cash management |
0 |
0 |
0 |
13 |
0 |
2 |
12 |
23 |
| Learning about profitability and dynamic cash management |
0 |
0 |
0 |
14 |
0 |
6 |
12 |
27 |
| Market Informational Inefficiency, Risk Aversion and Quantity Grid |
0 |
0 |
0 |
13 |
0 |
4 |
9 |
115 |
| Market Informational Inefficiency, Risk Aversion and Quantity Grid |
0 |
0 |
0 |
0 |
0 |
0 |
5 |
20 |
| Market informational inefficiency, risk aversion and quantity grid |
0 |
0 |
0 |
139 |
0 |
0 |
9 |
573 |
| 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 |
| Mixed Markov-Perfect Equilibria in the Continuous-Time War of Attrition |
0 |
0 |
0 |
0 |
0 |
5 |
10 |
11 |
| Mixed Markov-Perfect Equilibria in the Continuous-Time War of Attrition |
0 |
0 |
0 |
10 |
0 |
3 |
14 |
23 |
| Multiple Lenders, Strategic Default and Covenants |
0 |
0 |
0 |
37 |
0 |
1 |
11 |
95 |
| Multiple Lenders, Strategic Default and Covenants |
0 |
0 |
0 |
76 |
1 |
2 |
11 |
194 |
| Multiple Lenders, Strategic Default, and Covenants |
0 |
0 |
0 |
0 |
0 |
2 |
6 |
8 |
| Multiple Lenders, Strategic Default, and Covenants |
0 |
0 |
0 |
0 |
1 |
3 |
9 |
37 |
| Multiple lenders, strategic default and debt covenants |
0 |
0 |
0 |
0 |
0 |
1 |
6 |
9 |
| Multiple lenders, strategic default and debt covenants |
0 |
0 |
0 |
0 |
0 |
0 |
6 |
10 |
| On the Role of Menus in Sequential Contracting: a Multiple Lending Example |
0 |
0 |
1 |
30 |
1 |
3 |
8 |
56 |
| Optimal Dividend Policy and Growth Option |
0 |
0 |
0 |
401 |
0 |
1 |
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 |
2 |
11 |
242 |
| Risk Attitude, Beliefs Updating and the Information Content of Trades: An Experiment |
0 |
0 |
1 |
21 |
1 |
8 |
16 |
124 |
| Risk Attitude, Beliefs Updating and the Information Content of Trades: An Experiment |
0 |
0 |
2 |
58 |
2 |
4 |
15 |
173 |
| Risk Attitude, Beliefs Updating, and the Information Content of Trades: An Experiment |
0 |
0 |
0 |
0 |
1 |
3 |
10 |
33 |
| Risk Aversion and Herd Behavior in Financial Markets |
0 |
0 |
1 |
70 |
0 |
4 |
17 |
285 |
| Risk Aversion and Herd Behavior in Financial Markets |
0 |
0 |
0 |
0 |
0 |
2 |
6 |
47 |
| Risk attitude, beliefs updating and the information content of trades: an experiment |
0 |
0 |
0 |
28 |
0 |
4 |
12 |
117 |
| Risk attitude, beliefs updating and the information content of trades: an experiment |
0 |
0 |
0 |
0 |
0 |
2 |
15 |
35 |
| Risk aversion and herd behavior in financial markets |
0 |
0 |
0 |
456 |
0 |
1 |
8 |
829 |
| Short Sales COnstraints, Liquidity and Price Discovery: An Empirical Analysis on the Paris Bourse |
0 |
0 |
0 |
0 |
1 |
3 |
10 |
830 |
| Switching to a Poor Business Activity: Optimal Capital Structure, Agency Costs and Convenant Rules |
0 |
0 |
0 |
52 |
0 |
1 |
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 |
0 |
0 |
0 |
2 |
6 |
6 |
| The War of Attrition under Uncertainty: Theory and Robust Testable Implications |
0 |
0 |
1 |
12 |
0 |
2 |
9 |
27 |
| The War of Attrition under Uncertainty: Theory and Robust Testable Implications |
0 |
1 |
1 |
9 |
0 |
4 |
11 |
20 |
| Une formule variationnelle pour les obligations du secteur prive |
0 |
0 |
0 |
0 |
0 |
1 |
5 |
243 |
| Valorisation de Produits Obligataires dans un Modèle d'Equilibre Général en Temps Discret |
0 |
0 |
0 |
0 |
0 |
6 |
12 |
95 |
| Total Working Papers |
0 |
1 |
16 |
3,175 |
18 |
192 |
805 |
15,086 |
| 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 |
1 |
261 |
0 |
2 |
19 |
513 |
| A martingale characterization of equilibrium asset price processes |
0 |
0 |
0 |
73 |
1 |
2 |
10 |
375 |
| A note on risk aversion and herd behavior in financial markets |
0 |
0 |
0 |
50 |
0 |
2 |
12 |
160 |
| A note on risk aversion and herd behavior in financial markets |
0 |
0 |
0 |
13 |
0 |
1 |
8 |
101 |
| A two-dimensional control problem arising from dynamic contracting theory |
0 |
1 |
1 |
2 |
2 |
5 |
12 |
23 |
| A variational approach for pricing options and corporate bonds |
0 |
0 |
0 |
0 |
0 |
4 |
8 |
501 |
| Contracting Sequentially with Multiple Lenders: The Role of Menus |
0 |
0 |
0 |
1 |
0 |
2 |
11 |
38 |
| Excessive continuation and dynamic agency costs of debt |
0 |
0 |
0 |
5 |
0 |
2 |
10 |
74 |
| Free Cash Flow, Issuance Costs, and Stock Prices |
0 |
0 |
0 |
96 |
0 |
2 |
8 |
266 |
| Informational cascades with endogenous prices: The role of risk aversion |
0 |
0 |
0 |
19 |
0 |
1 |
6 |
79 |
| Integrating the risk and term structures of interest rates |
0 |
0 |
0 |
13 |
0 |
1 |
8 |
53 |
| Investment Timing and Technological Breakthroughs |
0 |
0 |
1 |
1 |
0 |
2 |
10 |
10 |
| Investment timing and learning externalities |
0 |
0 |
0 |
176 |
0 |
0 |
11 |
336 |
| Irreversible investment in alternative projects |
0 |
0 |
0 |
61 |
1 |
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 |
0 |
3 |
14 |
39 |
| Multiple Lenders, Strategic Default, and Covenants |
0 |
0 |
0 |
5 |
0 |
2 |
16 |
58 |
| Optimal dividend policy and growth option |
0 |
0 |
0 |
58 |
0 |
3 |
6 |
203 |
| RETHINKING DYNAMIC CAPITAL STRUCTURE MODELS WITH ROLL-OVER DEBT |
0 |
0 |
0 |
4 |
0 |
2 |
3 |
37 |
| Risk Attitude, Beliefs Updating, and the Information Content of Trades: An Experiment |
0 |
0 |
0 |
5 |
0 |
3 |
15 |
49 |
| 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 |
2 |
5 |
8 |
1,366 |
| Valorisation de produits obligataires dans un modéle d'équilibre général en temps discret |
0 |
0 |
0 |
0 |
1 |
6 |
11 |
23 |
| Total Journal Articles |
0 |
1 |
3 |
1,313 |
7 |
51 |
224 |
4,740 |
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