Jean-Paul Décamps
(Jean-Paul Decamps)
Personal Details
First Name: | Jean-Paul |
Middle Name: | |
Last Name: | Decamps |
Suffix: | |
RePEc Short-ID: | pdc1 |
[This author has chosen not to make the email address public] | |
https://www.tse-fr.eu/fr/people/jean-paul-decamps | |
Affiliation
Toulouse School of Economics (TSE)
Toulouse, Francehttp://www.tse-fr.eu/
RePEc:edi:tsetofr (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Décamps, Jean-Paul & Mariotti, Thomas & Gensbittel, Fabien, 2024. "Mixed Markov-Perfect Equilibria in the Continuous-Time War of Attrition," TSE Working Papers 24-1562, Toulouse School of Economics (TSE).
- Jean-Paul Décamps & Fabien Gensbittel & Thomas Mariotti, 2023.
"The War of Attrition under Uncertainty: Theory and Robust Testable Implications,"
CESifo Working Paper Series
10811, CESifo.
- Décamps, Jean-Paul & Gensbittel, Fabien & Mariotti, Thomas, 2023. "The War of Attrition under Uncertainty: Theory and Robust Testable Implications," CEPR Discussion Papers 18632, C.E.P.R. Discussion Papers.
- Décamps, Jean-Paul & Gensbittel, Fabien & Mariotti, Thomas, 2022. "The War of Attrition under Uncertainty: Theory and Robust Testable Implications," TSE Working Papers 22-1374, Toulouse School of Economics (TSE), revised Jun 2024.
- Jean-Paul Décamps & Stéphane Villeneuve, 2022.
"Learning about profitability and dynamic cash management,"
Post-Print
hal-04164661, HAL.
- Décamps, Jean-Paul & Villeneuve, Stéphane, 2022. "Learning about profitability and dynamic cash management," Journal of Economic Theory, Elsevier, vol. 205(C).
- Décamps, Jean-Paul & Villeneuve, Stéphane, 2022. "Learning about profitability and dynamic cash management," TSE Working Papers 22-1301, Toulouse School of Economics (TSE).
- Mariotti, Thomas & Décamps, Jean-Paul & Gensbittel, Fabien, 2021.
"Investment Timing and Technological Breakthrough,"
CEPR Discussion Papers
16246, C.E.P.R. Discussion Papers.
- Décamps, Jean-Paul & Gensbittel, Fabien & Mariotti, Thomas, 2021. "Investment Timing and Technological Breakthroughs," TSE Working Papers 21-1222, Toulouse School of Economics (TSE), revised Jul 2021.
- Andrea Attar & Catherine Casamatta & Arnold Chassagnon & Jean Paul Décamps, 2019.
"Contracting Sequentially with Multiple Lenders: The Role of Menus,"
Post-Print
halshs-02281995, HAL.
- Andrea Attar & Catherine Casamatta & Arnold Chassagnon & Jean Paul Décamps, 2019. "Contracting Sequentially with Multiple Lenders: The Role of Menus," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(4), pages 977-990, June.
- Andrea Attar & Catherine Casamatta & Arnold Chassagnon & Jean Paul Décamps, 2019. "Contracting Sequentially with Multiple Lenders: The Role of Menus," PSE-Ecole d'économie de Paris (Postprint) halshs-02281995, HAL.
- Attar, Andrea & Casamatta, Catherine & Chassagnon, Arnold & Décamps, Jean-Paul, 2017. "Contracting Sequentially with Multiple Lenders: the Role of Menus," TSE Working Papers 17-821, Toulouse School of Economics (TSE).
- Décamps, Jean-Paul & Villeneuve, Stéphane, 2019. "Dynamics of cash holdings, learning about profitability, and access to the market," TSE Working Papers 19-1046, Toulouse School of Economics (TSE), revised Sep 2020.
- Andrea Attar & Catherine Casamatta & Arnold Chassagnon & Jean-Paul Décamps, 2019.
"Multiple Lenders, Strategic Default, and Covenants,"
Post-Print
halshs-02282023, HAL.
- Andrea Attar & Catherine Casamatta & Arnold Chassagnon & Jean-Paul Décamps, 2019. "Multiple Lenders, Strategic Default, and Covenants," American Economic Journal: Microeconomics, American Economic Association, vol. 11(2), pages 98-130, May.
- Andrea Attar & Catherine Casamatta & Arnold Chassagnon & Jean Paul Décamps, 2013. "Multiple Lenders, Strategic Default and Covenants," CEIS Research Paper 261, Tor Vergata University, CEIS, revised 08 Aug 2014.
- Andrea Attar & Catherine Casamatta & Arnold Chassagnon & Jean-Paul Décamps, 2019. "Multiple Lenders, Strategic Default, and Covenants," PSE-Ecole d'économie de Paris (Postprint) halshs-02282023, HAL.
- Jean Paul Decamps & Catherine Casamatta & Arnold Chassagnon & Andrea Attar, 2016. "Multiple Lenders, Strategic Default and Covenants," 2016 Meeting Papers 701, Society for Economic Dynamics.
- Andrea Attar & Catherine Casamatta & Arnold Chassagnon & Jean-Paul Décamps, 2019.
"Multiple lenders, strategic default and debt covenants,"
Post-Print
halshs-03342939, HAL.
- Andrea Attar & Catherine Casamatta & Arnold Chassagnon & Jean-Paul Décamps, 2019. "Multiple lenders, strategic default and debt covenants," PSE-Ecole d'économie de Paris (Postprint) halshs-03342939, HAL.
- Jean-Paul Décamps & Stéphane Villeneuve, 2019.
"A two-dimensional control problem arising from dynamic contracting theory,"
Post-Print
halshs-02282092, HAL.
- Jean-Paul Décamps & Stéphane Villeneuve, 2019. "A two-dimensional control problem arising from dynamic contracting theory," Finance and Stochastics, Springer, vol. 23(1), pages 1-28, January.
- Décamps, Jean-Paul & Villeneuve, Stéphane, 2018. "A two-dimensional control problem arising from dynamic contracting theory," TSE Working Papers 18-884, Toulouse School of Economics (TSE).
- Décamps, Jean-Paul & Villeneuve, Stéphane, 2018. "A two-dimensional control problem arising from dynamic contracting theory," IDEI Working Papers 880, Institut d'Économie Industrielle (IDEI), Toulouse.
- Andrea Attar & Catherine Casamatta & Arnold Chassagnon & Jean Paul Décamps, 2017. "On the Role of Menus in Sequential Contracting: a Multiple Lending Example," CEIS Research Paper 409, Tor Vergata University, CEIS, revised 13 Jul 2017.
- Décamps, Jean Paul & Morellec, Erwan & Villeneuve, Stéphane & Gryglewicz, Sebastian, 2015. "Corporate policies with permanent and temporary shocks," CEPR Discussion Papers 10420, C.E.P.R. Discussion Papers.
- Décamps, Jean-Paul & Gryglewicz, S. & Morellec, E. & Villeneuve, Stéphane, 2015.
"Corporate Policies with Temporary and Permanent Shocks,"
IDEI Working Papers
843, Institut d'Économie Industrielle (IDEI), Toulouse, revised Mar 2016.
- Décamps, Jean-Paul & Gryglewicz, S. & Morellec, E. & Villeneuve, Stéphane, 2015. "Corporate Policies with Temporary and Permanent Shocks," TSE Working Papers 15-552, Toulouse School of Economics (TSE), revised 15 Jun 2016.
- Jean-Paul Decamps & S Gryglewicz & E Morellec & Stephane Villeneuve, 2017. "Corporate Policies with Temporary and Permanent Shocks," Post-Print halshs-01698452, HAL.
- Décamps, Jean-Paul & Villeneuve, Stéphane, 2015.
"Integrating profitability prospects and cash management,"
IDEI Working Papers
849, Institut d'Économie Industrielle (IDEI), Toulouse.
- Décamps, Jean-Paul & Villeneuve, Stéphane, 2015. "Integrating profitability prospects and cash management," TSE Working Papers 15-570, Toulouse School of Economics (TSE).
- Jean-Paul Decamps & Thomas Mariotti & Jean-Charles Rocher & Stephane Villeneuve, 2011. "Free Cash Flows, Inssuance Costs and Volatility," Post-Print halshs-00738437, HAL.
- Lovo, Stefno & Bisière, Christophe & Décamps, Jean-Paul, 2009.
"Risk attitude, beliefs updating and the information content of trades: an experiment,"
HEC Research Papers Series
917, HEC Paris.
- Christophe Bisière & Jean-Paul Décamps & Stefano Lovo, 2015. "Risk Attitude, Beliefs Updating, and the Information Content of Trades: An Experiment," Management Science, INFORMS, vol. 61(6), pages 1378-1397, June.
- Stefano Lovo & Christophe Bisière & Jean-Paul Decamps, 2009. "Risk attitude, beliefs updating and the information content of trades : an experiment," Working Papers hal-00489272, HAL.
- Bisière, Christophe & Décamps, Jean-Paul & Lovo, Stefano, 2009. "Risk Attitude, Beliefs Updating and the Information Content of Trades: An Experiment," IDEI Working Papers 552, Institut d'Économie Industrielle (IDEI), Toulouse, revised May 2012.
- Bisière, Christophe & Décamps, Jean-Paul & Lovo, Stefano, 2009. "Risk Attitude, Beliefs Updating and the Information Content of Trades: An Experiment," TSE Working Papers 09-036, Toulouse School of Economics (TSE), revised May 2012.
- Christophe Bisière & Jean-Paul Décamps & Stefano Lovo, 2015. "Risk Attitude, Beliefs Updating, and the Information Content of Trades: An Experiment," Post-Print halshs-01400243, HAL.
- Décamps, Jean-Paul & Villeneuve, Stéphane, 2009.
"Rethinking Dynamic Capital Structure Models with Roll-Over Debt,"
IDEI Working Papers
528, Institut d'Économie Industrielle (IDEI), Toulouse, revised Nov 2011.
- Jean-Paul Décamps & Stéphane Villeneuve, 2014. "Rethinking Dynamic Capital Structure Models With Roll-Over Debt," Mathematical Finance, Wiley Blackwell, vol. 24(1), pages 66-96, January.
- Stéphane Villeneuve & Thomas Mariotti & Jean-Paul Decamps, 2009. "Investment Timing Under Incomplete Information: Erratum," Post-Print halshs-00491482, HAL.
- Décamps, Jean-Paul & Mariotti, Thomas & Rochet, Jean-Charles & Villeneuve, Stéphane, 2008. "Free Cash-Flow, Issuance Costs and Stock Price Volatility," IDEI Working Papers 518, Institut d'Économie Industrielle (IDEI), Toulouse.
- Stefano Lovo & J. P. Décamps, 2006.
"A Note on Risk Aversion and Herd Behavior in Financial Markets,"
Post-Print
halshs-00119563, HAL.
- Jean-Paul Decamps & Stefano Lovo, 2006. "A note on risk aversion and herd behavior in financial markets," The Geneva Papers on Risk and Insurance Theory, Springer;International Association for the Study of Insurance Economics (The Geneva Association), vol. 31(1), pages 35-42, July.
- Jean-Paul Decamps & Stefano Lovo, 2006. "A note on risk aversion and herd behavior in financial markets," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 31(1), pages 35-42, July.
- Stefano Lovo & J. P. Décamps, 2006.
"Informational cascades with endogenous prices: The role of risk aversion,"
Post-Print
halshs-00009853, HAL.
- Decamps, Jean-Paul & Lovo, Stefano, 2006. "Informational cascades with endogenous prices: The role of risk aversion," Journal of Mathematical Economics, Elsevier, vol. 42(1), pages 109-120, February.
- Décamps, Jean-Paul & Djembissi, Bertrand, 2005.
"Switching to a Poor Business Activity: Optimal Capital Structure, Agency Costs and Convenant Rules,"
IDEI Working Papers
375, Institut d'Économie Industrielle (IDEI), Toulouse.
- Jean-Paul Décamps & Bertrand Djembissi, 2007. "Switching to a poor business activity: optimal capital structure, agency costs and covenant rules," Annals of Finance, Springer, vol. 3(3), pages 389-409, July.
- Décamps, Jean-Paul & Villeneuve, Stéphane, 2005.
"Optimal Dividend Policy and Growth Option,"
IDEI Working Papers
369, Institut d'Économie Industrielle (IDEI), Toulouse.
- Jean-Paul Décamps & Stéphane Villeneuve, 2007. "Optimal dividend policy and growth option," Finance and Stochastics, Springer, vol. 11(1), pages 3-27, January.
- Décamps, Jean-Paul & Rochet, Jean-Charles & Roger, Benoît, 2003.
"The Three Pillars of Basel II, Optimizing the Mix,"
IDEI Working Papers
179, Institut d'Économie Industrielle (IDEI), Toulouse.
- Decamps, Jean-Paul & Rochet, Jean-Charles & Roger, Benoit, 2004. "The three pillars of Basel II: optimizing the mix," Journal of Financial Intermediation, Elsevier, vol. 13(2), pages 132-155, April.
- Décamps, Jean-Paul & Mariotti, Thomas & Villeneuve, Stéphane, 2003.
"Irreversible Investment in Alternative Projects,"
IDEI Working Papers
193, Institut d'Économie Industrielle (IDEI), Toulouse, revised Jul 2004.
- Jean-Paul Décamps & Thomas Mariotti & Stéphane Villeneuve, 2006. "Irreversible investment in alternative projects," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 28(2), pages 425-448, June.
- Jean-Paul Decamps & Thomas Mariotti & Stephane Villeneuve, 2003.
"Investment Timing under Incomplete Information,"
STICERD - Theoretical Economics Paper Series
444, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Décamps, Jean-Paul & Mariotti, Thomas & Villeneuve, Stephane, 2003. "Investment timing under incomplete information," LSE Research Online Documents on Economics 19325, London School of Economics and Political Science, LSE Library.
- Décamps, Jean-Paul & Mariotti, Thomas & Villeneuve, Stéphane, 2000. "Investment Timing under Incomplete Information," IDEI Working Papers 115, Institut d'Économie Industrielle (IDEI), Toulouse, revised Apr 2004.
- LOVO, Stefano & DECAMPS, Jean-Paul, 2003.
"Market informational inefficiency, risk aversion and quantity grid,"
HEC Research Papers Series
770, HEC Paris.
- Jean-Paul Decamps & Stefano Lovo, 2003. "Market Informational Inefficiency, Risk Aversion and Quantity Grid," Working Papers hal-00592016, HAL.
- Décamps, Jean-Paul & Lovo, Stefano, 2003. "Market Informational Inefficiency, Risk Aversion and Quantity Grid," IDEI Working Papers 177, Institut d'Économie Industrielle (IDEI), Toulouse.
- Décamps, Jean-Paul & Villeneuve, Stéphane, 2003. "Irreversible Investment: The Viewpoint of the Outside Financier," IDEI Working Papers 247, Institut d'Économie Industrielle (IDEI), Toulouse.
- LOVO, Stefano & DECAMPS, Jean-Paul, 2002.
"Risk aversion and herd behavior in financial markets,"
HEC Research Papers Series
758, HEC Paris.
- Jean-Paul Decamps & Stefano Lovo, 2002. "Risk Aversion and Herd Behavior in Financial Markets," Working Papers hal-00593657, HAL.
- Décamps, Jean-Paul & Lovo, Stefano, 2003. "Risk Aversion and Herd Behavior in Financial Markets," IDEI Working Papers 246, Institut d'Économie Industrielle (IDEI), Toulouse.
- Bruno Biais & Christophe Bisiere & Jean-Paul Decamps, 2000. "A Structural Econometric Investigation of the Agency Theory of Financial Structure," Econometric Society World Congress 2000 Contributed Papers 0817, Econometric Society.
- Decamps, J.-P. & Mariotti, T., 2000.
"Irreversible Investment and Learning Expternalities,"
Papers
00-534, Toulouse - GREMAQ.
- Décamps, Jean-Paul & Mariotti, Thomas, 2000. "Irreversible Investment and Learning Externalities," IDEI Working Papers 97, Institut d'Économie Industrielle (IDEI), Toulouse.
- Faure-Grimaud, Antoine & Décamps, Jean Paul, 2000.
"Excessive continuation and Dynamic Agency Costs of Debt,"
CEPR Discussion Papers
2504, C.E.P.R. Discussion Papers.
- Decamps, Jean-Paul & Faure-Grimaud, Antoine, 2002. "Excessive continuation and dynamic agency costs of debt," European Economic Review, Elsevier, vol. 46(9), pages 1623-1644, October.
- Décamps, Jean-Paul & Faure-Grimaud, Antoine, 2000. "Excessive Continuation and Dynamic Agency Costs of Debt," IDEI Working Papers 99, Institut d'Économie Industrielle (IDEI), Toulouse.
- Decamps, J.-P. & Faure-Grimaud, A., 2000. "Excessive Continuation and Dynamic Agency Costs of Debt," Papers 00-533, Toulouse - GREMAQ.
- Jean-Paul Décamps, 2000. "Excessive Continuation and Dynamic Agency Costs of Debt," FMG Discussion Papers dp348, Financial Markets Group.
- Ali Lazrak & J. P. Décamps, 2000.
"A martingale characterization of equilibrium asset price processes,"
Post-Print
hal-00485724, HAL.
- A. Lazrak & J.P. DÊcamps, 2000. "A martingale characterization of equilibrium asset price processes," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 15(1), pages 207-213.
- Decamps, J.-P. & Faure-Grimaud, A., 1997. "Pricing the Gamble for Resurrection and the Consequences of Renegotiation and Debt Design," Papers 97.480, Toulouse - GREMAQ.
- Biais, B. & Bisiere, C. & Decamps, J.-P., 1997.
"Short Sales COnstraints, Liquidity and Price Discovery: An Empirical Analysis on the Paris Bourse,"
Papers
97.485, Toulouse - GREMAQ.
- Bruno Biais & Christophe Bisière & Jean‐Paul Décamps, 1999. "Short Sales Constraints, Liquidity and Price Discovery: An Empirical Analysis on the Paris Bourse," European Financial Management, European Financial Management Association, vol. 5(3), pages 395-410, November.
- Alziary, B. & Decamps, J-P. & Koehl, P-F., 1996.
"A P.D.E. Approach to Asian Options: Analytical and Numerical Evidence,"
Papers
96.430, Toulouse - GREMAQ.
- Alziary, Benedicte & Decamps, Jean-Paul & Koehl, Pierre-Francois, 1997. "A P.D.E. approach to Asian options: analytical and numerical evidence," Journal of Banking & Finance, Elsevier, vol. 21(5), pages 613-640, May.
- Decamps, J.P., 1993. "Une formule variationnelle pour les obligations du secteur prive," Papers 93.300, Toulouse - GREMAQ.
- Décamps, Jean-Paul, 1992.
"Valorisation de Produits Obligataires dans un Modèle d'Equilibre Général en Temps Discret,"
IDEI Working Papers
12, Institut d'Économie Industrielle (IDEI), Toulouse.
- Jean-Paul Décamps, 1993. "Valorisation de produits obligataires dans un modéle d'équilibre général en temps discret," Annals of Economics and Statistics, GENES, issue 31, pages 73-100.
- Decamps, J.P., 1992.
"Integrating the Risk and Term Structure of Interest Rates,"
Papers
92.284, Toulouse - GREMAQ.
- Jean-Paul Decamps, 1996. "Integrating the risk and term structures of interest rates," The European Journal of Finance, Taylor & Francis Journals, vol. 2(3), pages 219-238.
Articles
- Décamps, Jean-Paul & Villeneuve, Stéphane, 2022.
"Learning about profitability and dynamic cash management,"
Journal of Economic Theory, Elsevier, vol. 205(C).
- Jean-Paul Décamps & Stéphane Villeneuve, 2022. "Learning about profitability and dynamic cash management," Post-Print hal-04164661, HAL.
- Décamps, Jean-Paul & Villeneuve, Stéphane, 2022. "Learning about profitability and dynamic cash management," TSE Working Papers 22-1301, Toulouse School of Economics (TSE).
- Jean-Paul Décamps & Stéphane Villeneuve, 2019.
"A two-dimensional control problem arising from dynamic contracting theory,"
Finance and Stochastics, Springer, vol. 23(1), pages 1-28, January.
- Décamps, Jean-Paul & Villeneuve, Stéphane, 2018. "A two-dimensional control problem arising from dynamic contracting theory," TSE Working Papers 18-884, Toulouse School of Economics (TSE).
- Jean-Paul Décamps & Stéphane Villeneuve, 2019. "A two-dimensional control problem arising from dynamic contracting theory," Post-Print halshs-02282092, HAL.
- Décamps, Jean-Paul & Villeneuve, Stéphane, 2018. "A two-dimensional control problem arising from dynamic contracting theory," IDEI Working Papers 880, Institut d'Économie Industrielle (IDEI), Toulouse.
- Andrea Attar & Catherine Casamatta & Arnold Chassagnon & Jean Paul Décamps, 2019.
"Contracting Sequentially with Multiple Lenders: The Role of Menus,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(4), pages 977-990, June.
- Andrea Attar & Catherine Casamatta & Arnold Chassagnon & Jean Paul Décamps, 2019. "Contracting Sequentially with Multiple Lenders: The Role of Menus," Post-Print halshs-02281995, HAL.
- Andrea Attar & Catherine Casamatta & Arnold Chassagnon & Jean Paul Décamps, 2019. "Contracting Sequentially with Multiple Lenders: The Role of Menus," PSE-Ecole d'économie de Paris (Postprint) halshs-02281995, HAL.
- Attar, Andrea & Casamatta, Catherine & Chassagnon, Arnold & Décamps, Jean-Paul, 2017. "Contracting Sequentially with Multiple Lenders: the Role of Menus," TSE Working Papers 17-821, Toulouse School of Economics (TSE).
- Andrea Attar & Catherine Casamatta & Arnold Chassagnon & Jean-Paul Décamps, 2019.
"Multiple Lenders, Strategic Default, and Covenants,"
American Economic Journal: Microeconomics, American Economic Association, vol. 11(2), pages 98-130, May.
- Andrea Attar & Catherine Casamatta & Arnold Chassagnon & Jean Paul Décamps, 2013. "Multiple Lenders, Strategic Default and Covenants," CEIS Research Paper 261, Tor Vergata University, CEIS, revised 08 Aug 2014.
- Andrea Attar & Catherine Casamatta & Arnold Chassagnon & Jean-Paul Décamps, 2019. "Multiple Lenders, Strategic Default, and Covenants," Post-Print halshs-02282023, HAL.
- Andrea Attar & Catherine Casamatta & Arnold Chassagnon & Jean-Paul Décamps, 2019. "Multiple Lenders, Strategic Default, and Covenants," PSE-Ecole d'économie de Paris (Postprint) halshs-02282023, HAL.
- Jean Paul Decamps & Catherine Casamatta & Arnold Chassagnon & Andrea Attar, 2016. "Multiple Lenders, Strategic Default and Covenants," 2016 Meeting Papers 701, Society for Economic Dynamics.
- Jean-Paul Décamps & Stéphane Villeneuve, 2017. "Jusqu'où les compagnies d'assurance peuvent-elles investir dans le financement des dettes des PME/ETI ?," Revue d'économie financière, Association d'économie financière, vol. 0(2), pages 231-240.
- Christophe Bisière & Jean-Paul Décamps & Stefano Lovo, 2015.
"Risk Attitude, Beliefs Updating, and the Information Content of Trades: An Experiment,"
Management Science, INFORMS, vol. 61(6), pages 1378-1397, June.
- Stefano Lovo & Christophe Bisière & Jean-Paul Decamps, 2009. "Risk attitude, beliefs updating and the information content of trades : an experiment," Working Papers hal-00489272, HAL.
- Bisière, Christophe & Décamps, Jean-Paul & Lovo, Stefano, 2009. "Risk Attitude, Beliefs Updating and the Information Content of Trades: An Experiment," IDEI Working Papers 552, Institut d'Économie Industrielle (IDEI), Toulouse, revised May 2012.
- Bisière, Christophe & Décamps, Jean-Paul & Lovo, Stefano, 2009. "Risk Attitude, Beliefs Updating and the Information Content of Trades: An Experiment," TSE Working Papers 09-036, Toulouse School of Economics (TSE), revised May 2012.
- Christophe Bisière & Jean-Paul Décamps & Stefano Lovo, 2015. "Risk Attitude, Beliefs Updating, and the Information Content of Trades: An Experiment," Post-Print halshs-01400243, HAL.
- Lovo, Stefno & Bisière, Christophe & Décamps, Jean-Paul, 2009. "Risk attitude, beliefs updating and the information content of trades: an experiment," HEC Research Papers Series 917, HEC Paris.
- Jean-Paul Décamps & Stéphane Villeneuve, 2014.
"Rethinking Dynamic Capital Structure Models With Roll-Over Debt,"
Mathematical Finance, Wiley Blackwell, vol. 24(1), pages 66-96, January.
- Décamps, Jean-Paul & Villeneuve, Stéphane, 2009. "Rethinking Dynamic Capital Structure Models with Roll-Over Debt," IDEI Working Papers 528, Institut d'Économie Industrielle (IDEI), Toulouse, revised Nov 2011.
- Jean‐Paul Décamps & Thomas Mariotti & Jean‐Charles Rochet & Stéphane Villeneuve, 2011. "Free Cash Flow, Issuance Costs, and Stock Prices," Journal of Finance, American Finance Association, vol. 66(5), pages 1501-1544, October.
- Jean-Paul Décamps & Bertrand Djembissi, 2007.
"Switching to a poor business activity: optimal capital structure, agency costs and covenant rules,"
Annals of Finance, Springer, vol. 3(3), pages 389-409, July.
- Décamps, Jean-Paul & Djembissi, Bertrand, 2005. "Switching to a Poor Business Activity: Optimal Capital Structure, Agency Costs and Convenant Rules," IDEI Working Papers 375, Institut d'Économie Industrielle (IDEI), Toulouse.
- Jean-Paul Décamps & Stéphane Villeneuve, 2007.
"Optimal dividend policy and growth option,"
Finance and Stochastics, Springer, vol. 11(1), pages 3-27, January.
- Décamps, Jean-Paul & Villeneuve, Stéphane, 2005. "Optimal Dividend Policy and Growth Option," IDEI Working Papers 369, Institut d'Économie Industrielle (IDEI), Toulouse.
- Jean-Paul Décamps & Thomas Mariotti & Stéphane Villeneuve, 2006.
"Irreversible investment in alternative projects,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 28(2), pages 425-448, June.
- Décamps, Jean-Paul & Mariotti, Thomas & Villeneuve, Stéphane, 2003. "Irreversible Investment in Alternative Projects," IDEI Working Papers 193, Institut d'Économie Industrielle (IDEI), Toulouse, revised Jul 2004.
- Jean-Paul Decamps & Stefano Lovo, 2006.
"A note on risk aversion and herd behavior in financial markets,"
The Geneva Papers on Risk and Insurance Theory, Springer;International Association for the Study of Insurance Economics (The Geneva Association), vol. 31(1), pages 35-42, July.
- Jean-Paul Decamps & Stefano Lovo, 2006. "A note on risk aversion and herd behavior in financial markets," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 31(1), pages 35-42, July.
- Stefano Lovo & J. P. Décamps, 2006. "A Note on Risk Aversion and Herd Behavior in Financial Markets," Post-Print halshs-00119563, HAL.
- Decamps, Jean-Paul & Lovo, Stefano, 2006.
"Informational cascades with endogenous prices: The role of risk aversion,"
Journal of Mathematical Economics, Elsevier, vol. 42(1), pages 109-120, February.
- Stefano Lovo & J. P. Décamps, 2006. "Informational cascades with endogenous prices: The role of risk aversion," Post-Print halshs-00009853, HAL.
- Decamps, Jean-Paul & Mariotti, Thomas, 2004. "Investment timing and learning externalities," Journal of Economic Theory, Elsevier, vol. 118(1), pages 80-102, September.
- Decamps, Jean-Paul & Rochet, Jean-Charles & Roger, Benoit, 2004.
"The three pillars of Basel II: optimizing the mix,"
Journal of Financial Intermediation, Elsevier, vol. 13(2), pages 132-155, April.
- Décamps, Jean-Paul & Rochet, Jean-Charles & Roger, Benoît, 2003. "The Three Pillars of Basel II, Optimizing the Mix," IDEI Working Papers 179, Institut d'Économie Industrielle (IDEI), Toulouse.
- Decamps, Jean-Paul & Faure-Grimaud, Antoine, 2002.
"Excessive continuation and dynamic agency costs of debt,"
European Economic Review, Elsevier, vol. 46(9), pages 1623-1644, October.
- Faure-Grimaud, Antoine & Décamps, Jean Paul, 2000. "Excessive continuation and Dynamic Agency Costs of Debt," CEPR Discussion Papers 2504, C.E.P.R. Discussion Papers.
- Décamps, Jean-Paul & Faure-Grimaud, Antoine, 2000. "Excessive Continuation and Dynamic Agency Costs of Debt," IDEI Working Papers 99, Institut d'Économie Industrielle (IDEI), Toulouse.
- Decamps, J.-P. & Faure-Grimaud, A., 2000. "Excessive Continuation and Dynamic Agency Costs of Debt," Papers 00-533, Toulouse - GREMAQ.
- Jean-Paul Décamps, 2000. "Excessive Continuation and Dynamic Agency Costs of Debt," FMG Discussion Papers dp348, Financial Markets Group.
- A. Lazrak & J.P. DÊcamps, 2000.
"A martingale characterization of equilibrium asset price processes,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 15(1), pages 207-213.
- Ali Lazrak & J. P. Décamps, 2000. "A martingale characterization of equilibrium asset price processes," Post-Print hal-00485724, HAL.
- Jean-Charles Rochet & Jean-Paul DÊcamps, 1997. "A variational approach for pricing options and corporate bonds," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 9(3), pages 557-569.
- Alziary, Benedicte & Decamps, Jean-Paul & Koehl, Pierre-Francois, 1997.
"A P.D.E. approach to Asian options: analytical and numerical evidence,"
Journal of Banking & Finance, Elsevier, vol. 21(5), pages 613-640, May.
- Alziary, B. & Decamps, J-P. & Koehl, P-F., 1996. "A P.D.E. Approach to Asian Options: Analytical and Numerical Evidence," Papers 96.430, Toulouse - GREMAQ.
- Jean-Paul Decamps, 1996.
"Integrating the risk and term structures of interest rates,"
The European Journal of Finance, Taylor & Francis Journals, vol. 2(3), pages 219-238.
- Decamps, J.P., 1992. "Integrating the Risk and Term Structure of Interest Rates," Papers 92.284, Toulouse - GREMAQ.
- Jean-Paul Décamps, 1993.
"Valorisation de produits obligataires dans un modéle d'équilibre général en temps discret,"
Annals of Economics and Statistics, GENES, issue 31, pages 73-100.
- Décamps, Jean-Paul, 1992. "Valorisation de Produits Obligataires dans un Modèle d'Equilibre Général en Temps Discret," IDEI Working Papers 12, Institut d'Économie Industrielle (IDEI), Toulouse.
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NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 27 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-CFN: Corporate Finance (11) 2000-06-05 2002-12-02 2003-05-18 2005-10-15 2008-10-21 2008-10-21 2018-01-29 2018-02-12 2019-11-25 2022-02-28 2023-09-04. Author is listed
- NEP-MIC: Microeconomics (8) 2017-07-16 2017-07-23 2018-01-29 2018-02-12 2021-06-14 2022-11-07 2024-01-08 2024-09-23. Author is listed
- NEP-BEC: Business Economics (7) 2006-09-30 2008-10-21 2015-05-16 2015-08-13 2019-11-25 2022-02-28 2023-09-04. Author is listed
- NEP-CTA: Contract Theory and Applications (7) 2009-06-03 2010-01-10 2013-01-26 2015-05-16 2017-07-16 2017-07-23 2018-02-12. Author is listed
- NEP-RMG: Risk Management (5) 2002-12-02 2003-11-23 2015-02-16 2015-02-22 2016-02-23. Author is listed
- NEP-DGE: Dynamic General Equilibrium (4) 2015-02-16 2019-11-25 2022-02-28 2023-09-04
- NEP-FIN: Finance (4) 2002-12-02 2003-05-18 2003-11-23 2005-10-15
- NEP-GTH: Game Theory (3) 2022-11-07 2024-01-08 2024-09-23
- NEP-BAN: Banking (2) 2017-07-16 2017-07-23
- NEP-CBE: Cognitive and Behavioural Economics (2) 2009-06-03 2010-01-10
- NEP-EXP: Experimental Economics (2) 2009-06-03 2010-01-10
- NEP-UPT: Utility Models and Prospect Theory (2) 2009-06-03 2010-01-10
- NEP-CWA: Central and Western Asia (1) 2022-02-28
- NEP-FMK: Financial Markets (1) 2002-12-02
- NEP-MFD: Microfinance (1) 2013-01-26
- NEP-ORE: Operations Research (1) 2022-02-28
- NEP-PBE: Public Economics (1) 2006-09-30
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