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 1 2 8 43
A P.D.E. Approach to Asian Options: Analytical and Numerical Evidence 0 0 0 2 5 5 12 1,794
A Structural Econometric Investigation of the Agency Theory of Financial Structure 0 0 0 405 0 2 10 866
A martingale characterization of equilibrium asset price processes 0 0 0 0 6 8 10 25
A two-dimensional control problem arising from dynamic contracting theory 0 0 0 0 1 2 9 20
A two-dimensional control problem arising from dynamic contracting theory 0 0 0 27 2 5 17 36
A two-dimensional control problem arising from dynamic contracting theory 0 0 0 17 3 5 14 37
Contracting Sequentially with Multiple Lenders: The Role of Menus 0 0 0 0 1 1 8 11
Contracting Sequentially with Multiple Lenders: The Role of Menus 0 0 0 0 1 6 12 36
Contracting Sequentially with Multiple Lenders: the Role of Menus 0 0 0 31 4 7 17 62
Corporate Policies with Temporary and Permanent Shocks 0 0 0 8 3 7 16 77
Corporate Policies with Temporary and Permanent Shocks 0 0 0 20 1 3 10 78
Corporate policies with permanent and temporary shocks 0 0 0 18 0 2 11 66
Dynamics of cash holdings, learning about profitability, and access to the market 0 0 1 22 3 8 19 53
Excessive Continuation and Dynamic Agency Costs of Debt 0 0 0 0 1 3 29 357
Excessive Continuation and Dynamic Agency Costs of Debt 0 0 0 14 1 1 9 113
Excessive Continuation and Dynamic Agency Costs of Debt 0 0 0 24 1 1 13 141
Excessive continuation and Dynamic Agency Costs of Debt 0 0 0 55 2 8 14 303
Free Cash Flows, Inssuance Costs and Volatility 0 0 0 0 2 3 5 66
Free Cash-Flow, Issuance Costs and Stock Price Volatility 0 0 2 180 2 4 17 603
Informational cascades with endogenous prices: The role of risk aversion 0 0 0 0 2 3 8 38
Integrating profitability prospects and cash management 0 0 0 18 2 2 8 82
Integrating profitability prospects and cash management 0 0 0 17 1 3 16 93
Integrating the Risk and Term Structure of Interest Rates 0 0 0 0 0 1 8 377
Investment Timing Under Incomplete Information: Erratum 0 0 0 0 3 3 5 33
Investment Timing and Technological Breakthrough 0 0 0 1 8 12 34 44
Investment Timing and Technological Breakthroughs 0 0 0 7 1 5 15 37
Investment Timing under Incomplete Information 0 0 0 194 3 4 11 484
Investment Timing under Incomplete Information 0 0 1 49 3 4 14 155
Investment timing under incomplete information 0 0 0 3 5 7 12 42
Irreversible Investment and Learning Expternalities 0 0 0 0 3 6 15 259
Irreversible Investment and Learning Externalities 0 0 0 2 2 3 7 169
Irreversible Investment in Alternative Projects 0 0 1 111 1 1 9 268
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 14 6 6 12 27
Learning about profitability and dynamic cash management 0 0 0 13 2 4 12 23
Market Informational Inefficiency, Risk Aversion and Quantity Grid 0 0 0 0 0 1 5 20
Market Informational Inefficiency, Risk Aversion and Quantity Grid 0 0 0 13 3 3 8 114
Market informational inefficiency, risk aversion and quantity grid 0 0 0 139 0 5 9 573
Mixed Markov-Perfect Equilibria in the Continuous-Time War of Attrition 0 0 0 10 2 3 13 22
Multiple Lenders, Strategic Default and Covenants 0 0 0 76 0 3 9 192
Multiple Lenders, Strategic Default, and Covenants 0 0 0 0 2 3 6 8
Multiple Lenders, Strategic Default, and Covenants 0 0 0 0 2 2 8 36
Multiple lenders, strategic default and debt covenants 0 0 0 0 0 1 7 10
Multiple lenders, strategic default and debt covenants 0 0 0 0 1 2 6 9
On the Role of Menus in Sequential Contracting: a Multiple Lending Example 0 0 1 30 2 2 7 55
Optimal Dividend Policy and Growth Option 0 0 0 401 1 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 2 6 11 242
Risk Attitude, Beliefs Updating and the Information Content of Trades: An Experiment 0 0 1 21 6 8 14 122
Risk Attitude, Beliefs Updating and the Information Content of Trades: An Experiment 0 0 2 58 2 3 13 171
Risk Attitude, Beliefs Updating, and the Information Content of Trades: An Experiment 0 0 0 0 2 3 9 32
Risk Aversion and Herd Behavior in Financial Markets 0 0 0 0 1 2 5 46
Risk Aversion and Herd Behavior in Financial Markets 0 1 1 70 3 4 17 284
Risk attitude, beliefs updating and the information content of trades: an experiment 0 0 0 28 3 4 12 116
Risk attitude, beliefs updating and the information content of trades: an experiment 0 0 0 0 2 4 17 35
Risk aversion and herd behavior in financial markets 0 0 0 456 1 1 8 829
Short Sales COnstraints, Liquidity and Price Discovery: An Empirical Analysis on the Paris Bourse 0 0 0 0 2 4 9 829
Switching to a Poor Business Activity: Optimal Capital Structure, Agency Costs and Convenant Rules 0 0 0 52 1 3 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 2 2 6 6
The War of Attrition under Uncertainty: Theory and Robust Testable Implications 0 0 1 12 2 2 10 27
The War of Attrition under Uncertainty: Theory and Robust Testable Implications 0 0 0 8 2 3 9 18
Une formule variationnelle pour les obligations du secteur prive 0 0 0 0 1 1 5 243
Valorisation de Produits Obligataires dans un Modèle d'Equilibre Général en Temps Discret 0 0 0 0 5 7 11 94
Total Working Papers 0 1 12 3,117 132 230 717 14,832

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 2 7 19 513
A martingale characterization of equilibrium asset price processes 0 0 0 73 1 3 9 374
A note on risk aversion and herd behavior in financial markets 0 0 0 50 2 5 12 160
A note on risk aversion and herd behavior in financial markets 0 0 0 13 1 2 8 101
A two-dimensional control problem arising from dynamic contracting theory 0 0 0 1 2 3 9 20
A variational approach for pricing options and corporate bonds 0 0 0 0 4 7 8 501
Contracting Sequentially with Multiple Lenders: The Role of Menus 0 0 0 1 2 4 11 38
Excessive continuation and dynamic agency costs of debt 0 0 0 5 2 3 10 74
Free Cash Flow, Issuance Costs, and Stock Prices 0 0 0 96 2 2 8 266
Informational cascades with endogenous prices: The role of risk aversion 0 0 0 19 1 1 6 79
Integrating the risk and term structures of interest rates 0 0 0 13 1 2 8 53
Investment timing and learning externalities 0 0 1 176 0 3 12 336
Irreversible investment in alternative projects 0 0 0 61 0 1 10 265
Jusqu'où les compagnies d'assurance peuvent-elles investir dans le financement des dettes des PME/ETI ? 0 0 0 2 0 1 2 22
Learning about profitability and dynamic cash management 0 0 0 5 3 7 14 39
Multiple Lenders, Strategic Default, and Covenants 0 0 0 5 2 6 17 58
Optimal dividend policy and growth option 0 0 0 58 3 4 6 203
RETHINKING DYNAMIC CAPITAL STRUCTURE MODELS WITH ROLL-OVER DEBT 0 0 0 4 1 1 2 36
Risk Attitude, Beliefs Updating, and the Information Content of Trades: An Experiment 0 0 0 5 3 9 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 1 416 1 1 5 1,362
Valorisation de produits obligataires dans un modéle d'équilibre général en temps discret 0 0 0 0 5 5 10 22
Total Journal Articles 0 0 3 1,311 38 77 206 4,719

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-05-06