Yann Braouezec
Personal Details
First Name: | Yann |
Middle Name: | |
Last Name: | Braouezec |
Suffix: | |
RePEc Short-ID: | pbr491 |
[This author has chosen not to make the email address public] | |
http://www.ieseg.fr/enseignants-et-recherche/corps-professoral/professeurs-permanents/?cv_id= | |
Affiliation
(50%) IESEG School of Management
Université Catholique de Lille
Lille, Francehttp://www.ieseg.fr/
RePEc:edi:iesegfr (more details at EDIRC)
(50%) Lille Économie et Management (LEM)
Lille, Francehttp://lem.univ-lille.fr/
RePEc:edi:laborfr (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Yann Braouezec & Lakshithe Wagalath, 2016. "Risk-based capital requirements and optimal liquidation in a stress scenario," Working Papers 2016-ACF-01, IESEG School of Management.
- Y. Braouezec, 2012.
"Customer-class pricing, parallel trade and the optimal number of market segments,"
Post-Print
hal-00788041, HAL.
- Braouezec, Yann, 2012. "Customer-class pricing, parallel trade and the optimal number of market segments," International Journal of Industrial Organization, Elsevier, vol. 30(6), pages 605-614.
- Y. Braouezec & C.A Lehalle, 2010.
"Corporate Liquidity, Dividend Policy and Default Risk : Optimal Financial Policy and Agency Costs,"
Post-Print
hal-00677759, HAL.
- Yann Braouezec & Charles-Albert Lehalle, 2010. "Corporate Liquidity, Dividend Policy And Default Risk: Optimal Financial Policy And Agency Costs," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 13(04), pages 537-576.
- Y. Braouezec, 2010.
"Committee, Expert Advice, and the Weighted Majority Algorithm: An Application to the Pricing Decision of a Monopolist,"
Post-Print
hal-00677779, HAL.
- Yann Braouezec, 2010. "Committee, Expert Advice, and the Weighted Majority Algorithm: An Application to the Pricing Decision of a Monopolist," Computational Economics, Springer;Society for Computational Economics, vol. 35(3), pages 245-267, March.
- Y. Braouezec, 2010. "Credit Risk Models: A Contribution to the Debate on CDS Pricing," Post-Print hal-00677765, HAL.
- Y. Braouezec, 2010. "Modigliani-Miller Theorem," Post-Print hal-00836276, HAL.
- Y. Braouezec, 2009. "On the Limiting Deterministic Case in McDonald-Siegel Real Options Model," Post-Print hal-00677801, HAL.
- Y. Braouezec, 2009.
"Financing Constraint, Over-investment and Market-to-Book Ratio,"
Post-Print
hal-00677797, HAL.
- Braouezec, Yann, 2009. "Financing constraint, over-investment and market-to-book ratio," Finance Research Letters, Elsevier, vol. 6(1), pages 13-22, March.
- Y. Braouezec, 2009.
"Stochastic Adaptive Dynamics of a Simple Market as a Non-Stationary Multi-Armed Bandit Problem,"
Post-Print
hal-00677793, HAL.
- Braouezec, Yann, 2009. "Stochastic Adaptive Dynamics of a Simple Market as a Non-Stationary Multi-Armed Bandit Problem," European Journal of Economic and Social Systems, Lavoisier, vol. 22(1), pages 19-41.
- Y. Braouezec, 2009.
"Incomplete Third-Degree Price Discrimination and Market Partition Problem,"
Post-Print
hal-00677781, HAL.
- Yann Braouezec, 2009. "Incomplete third-degree price discrimination, and market partition problem," Economics Bulletin, AccessEcon, vol. 29(4), pages 2908-2917.
Articles
- Braouezec, Yann & Grunspan, Cyril, 2016. "A new elementary geometric approach to option pricing bounds in discrete time models," European Journal of Operational Research, Elsevier, vol. 249(1), pages 270-280.
- Braouezec, Yann, 2012.
"Customer-class pricing, parallel trade and the optimal number of market segments,"
International Journal of Industrial Organization, Elsevier, vol. 30(6), pages 605-614.
- Y. Braouezec, 2012. "Customer-class pricing, parallel trade and the optimal number of market segments," Post-Print hal-00788041, HAL.
- Yann Braouezec, 2010.
"Committee, Expert Advice, and the Weighted Majority Algorithm: An Application to the Pricing Decision of a Monopolist,"
Computational Economics, Springer;Society for Computational Economics, vol. 35(3), pages 245-267, March.
- Y. Braouezec, 2010. "Committee, Expert Advice, and the Weighted Majority Algorithm: An Application to the Pricing Decision of a Monopolist," Post-Print hal-00677779, HAL.
- Yann Braouezec, 2009.
"Incomplete third-degree price discrimination, and market partition problem,"
Economics Bulletin, AccessEcon, vol. 29(4), pages 2908-2917.
- Y. Braouezec, 2009. "Incomplete Third-Degree Price Discrimination and Market Partition Problem," Post-Print hal-00677781, HAL.
- Braouezec, Yann, 2009.
"Financing constraint, over-investment and market-to-book ratio,"
Finance Research Letters, Elsevier, vol. 6(1), pages 13-22, March.
- Y. Braouezec, 2009. "Financing Constraint, Over-investment and Market-to-Book Ratio," Post-Print hal-00677797, HAL.
- Braouezec, Yann, 2009.
"Stochastic Adaptive Dynamics of a Simple Market as a Non-Stationary Multi-Armed Bandit Problem,"
European Journal of Economic and Social Systems, Lavoisier, vol. 22(1), pages 19-41.
- Y. Braouezec, 2009. "Stochastic Adaptive Dynamics of a Simple Market as a Non-Stationary Multi-Armed Bandit Problem," Post-Print hal-00677793, HAL.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Yann Braouezec & Lakshithe Wagalath, 2016.
"Risk-based capital requirements and optimal liquidation in a stress scenario,"
Working Papers
2016-ACF-01, IESEG School of Management.
Cited by:
- García, Raffi E. & Harithsa, Jyothsna G. & Owusu, Abena, 2024. "Adding stress in banking: Stress tests and risk-taking sentiments," Journal of Corporate Finance, Elsevier, vol. 87(C).
- Zachary Feinstein, 2018. "Capital Regulation under Price Impacts and Dynamic Financial Contagion," Papers 1807.02711, arXiv.org, revised Aug 2019.
- Aikman, David & Chichkanov, Pavel & Douglas, Graeme & Georgiev, Yordan & Howat, James & King, Benjamin, 2019. "System-wide stress simulation," Bank of England working papers 809, Bank of England.
- Lakshithe Wagalath & Jorge P. Zubelli, 2018. "A Liquidation Risk Adjustment For Value At Risk And Expected Shortfall," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 21(03), pages 1-21, May.
- di Iasio, Giovanni & Alogoskoufis, Spyridon & Kördel, Simon & Kryczka, Dominika & Nicoletti, Giulio & Vause, Nicholas, 2022.
"A model of system-wide stress simulation: market-based finance and the Covid-19 event,"
Working Paper Series
2671, European Central Bank.
- Giovanni di Iasio & Spyridon Alogoskoufis & Simon Kordel & Dominika Kryczka & Giulio Nicoletti & Nicholas Vause, 2022. "A model of system-wide stress simulation: market-based finance and the Covid-19 event," Questioni di Economia e Finanza (Occasional Papers) 687, Bank of Italy, Economic Research and International Relations Area.
- Tirupam Goel & Isha Agarwal, 2021. "Limits of stress-test based bank regulation," BIS Working Papers 953, Bank for International Settlements.
- Lakshithe Wagalath, 2016. "Feedback effects and endogenous risk in financial markets," Finance, Presses universitaires de Grenoble, vol. 37(2), pages 39-74.
- Thomas Breuer & Martin Summer, 2018. "Systematic Systemic Stress Tests," Working Papers 225, Oesterreichische Nationalbank (Austrian Central Bank).
- Coen, Jamie & Lepore, Caterina & Schaanning, Eric, 2019. "Taking regulation seriously: fire sales under solvency and liquidity constraints," Bank of England working papers 793, Bank of England.
- Braouezec, Yann & Wagalath, Lakshithe, 2019. "Strategic fire-sales and price-mediated contagion in the banking system," European Journal of Operational Research, Elsevier, vol. 274(3), pages 1180-1197.
- Thomas Breuer & Martin Summer & Branko Urošević, 2021. "Bank Solvency Stress Tests with Fire Sales (Thomas Breuer, Martin Summer, Branko Urošević)," Working Papers 235, Oesterreichische Nationalbank (Austrian Central Bank).
- Yann Braouezec & Keyvan Kiani, 2021. "Target capital ratio and optimal channel(s) of adjustment: A simple model with empirical applications to European banks," Post-Print halshs-03341768, HAL.
- Y. Braouezec, 2012.
"Customer-class pricing, parallel trade and the optimal number of market segments,"
Post-Print
hal-00788041, HAL.
- Braouezec, Yann, 2012. "Customer-class pricing, parallel trade and the optimal number of market segments," International Journal of Industrial Organization, Elsevier, vol. 30(6), pages 605-614.
Cited by:
- Ma, Jun & Nault, Barrie R. & Tu, Yiliu (Paul), 2023. "Customer segmentation, pricing, and lead time decisions: A stochastic-user-equilibrium perspective," International Journal of Production Economics, Elsevier, vol. 264(C).
- Braouezec, Yann, 2016. "On the welfare effects of regulating the number of discriminatory prices," Research in Economics, Elsevier, vol. 70(4), pages 588-607.
- Yann Braouezec & John Cagnol, 2023.
"Theoretical Foundations of Community Rating by a Private Monopolist Insurer: Framework, Regulation, and Numerical Analysis,"
Papers
2309.15269, arXiv.org, revised Dec 2023.
- Yann Braouezec & John Cagnol, 2024. "Theoretical Foundations of Community Rating by a Private Monopolist Insurer: Framework, Regulation, and Numerical Analysis," Working Papers hal-04373063, HAL.
- Yann Braouezec, 2015. "Public versus Private Insurance System with (and without) Transaction Costs: Optimal Segmentation Policy of an Informed monopolistPublic versus Private Insurance System with (and without) Transaction ," Working Papers 2013-ECO-23, IESEG School of Management, revised May 2014.
- Yann Braouezec, 2013. "The Welfare Effects of Regulating the Number of Market Segments," Working Papers 2013-ECO-11, IESEG School of Management.
- Y. Braouezec & C.A Lehalle, 2010.
"Corporate Liquidity, Dividend Policy and Default Risk : Optimal Financial Policy and Agency Costs,"
Post-Print
hal-00677759, HAL.
- Yann Braouezec & Charles-Albert Lehalle, 2010. "Corporate Liquidity, Dividend Policy And Default Risk: Optimal Financial Policy And Agency Costs," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 13(04), pages 537-576.
Cited by:
- Trinh, Vu Quang & Seetaram, Neelu, 2022. "Top-management compensation and survival likelihood: the case of tourism and leisure firms in the US," Annals of Tourism Research, Elsevier, vol. 92(C).
- Sami Attaoui, 2016. "Capital Structure And Tax Convexity When The Maturity Of Debt Is Finite," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 19(01), pages 1-20, February.
- Y. Braouezec, 2010.
"Modigliani-Miller Theorem,"
Post-Print
hal-00836276, HAL.
Cited by:
- Yann Braouezec & Keyvan Kiani, 2021. "Target capital ratio and optimal channel(s) of adjustment: A simple model with empirical applications to European banks," Post-Print halshs-03341768, HAL.
- Y. Braouezec, 2009.
"Financing Constraint, Over-investment and Market-to-Book Ratio,"
Post-Print
hal-00677797, HAL.
- Braouezec, Yann, 2009. "Financing constraint, over-investment and market-to-book ratio," Finance Research Letters, Elsevier, vol. 6(1), pages 13-22, March.
Cited by:
- Ruize Cai & Kyung Hwan Yun & Minho Kim, 2022. "Financing Constraints and Corporate Value in China: The Moderating Role of Multinationality and Ownership Type," Sustainability, MDPI, vol. 14(19), pages 1-22, September.
- Tan, Xiujie & Dong, Hanmin & Liu, Yishuang & Su, Xin & Li, Zixian, 2022. "Green bonds and corporate performance: A potential way to achieve green recovery," Renewable Energy, Elsevier, vol. 200(C), pages 59-68.
- Toloo, Mehdi & Tone, Kaoru & Izadikhah, Mohammad, 2023. "Selecting slacks-based data envelopment analysis models," European Journal of Operational Research, Elsevier, vol. 308(3), pages 1302-1318.
- Xiaobao SONG & Wunhong SU, 2022. "Heterogeneous Debt Financing and Share Return Volatility," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 85-105, April.
- Y. Braouezec, 2009.
"Stochastic Adaptive Dynamics of a Simple Market as a Non-Stationary Multi-Armed Bandit Problem,"
Post-Print
hal-00677793, HAL.
- Braouezec, Yann, 2009. "Stochastic Adaptive Dynamics of a Simple Market as a Non-Stationary Multi-Armed Bandit Problem," European Journal of Economic and Social Systems, Lavoisier, vol. 22(1), pages 19-41.
Cited by:
- Juliette Rouchier, 2013. "The Interest of Having Loyal Buyers in a Perishable Market," Computational Economics, Springer;Society for Computational Economics, vol. 41(2), pages 151-170, February.
Articles
- Braouezec, Yann & Grunspan, Cyril, 2016.
"A new elementary geometric approach to option pricing bounds in discrete time models,"
European Journal of Operational Research, Elsevier, vol. 249(1), pages 270-280.
Cited by:
- Alexander Chigodaev, 2016. "Recursive Method for Guaranteed Valuation of Options in Deterministic Game Theoretic Approach," HSE Working papers WP BRP 53/FE/2016, National Research University Higher School of Economics.
- Yann Braouezec & Robert Joliet, 2019.
"Valuing an investment project using no-arbitrage and the alpha-maxmin criteria: From Knightian uncertainty to risk,"
Post-Print
hal-02504260, HAL.
- Braouezec, Yann & Joliet, Robert, 2019. "Valuing an investment project using no-arbitrage and the alpha-maxmin criteria: From Knightian uncertainty to risk," Economics Letters, Elsevier, vol. 178(C), pages 111-115.
- Braouezec, Yann, 2017. "How fundamental is the one-period trinomial model to European option pricing bounds. A new methodological approach," Finance Research Letters, Elsevier, vol. 21(C), pages 92-99.
- Braouezec, Yann, 2012.
"Customer-class pricing, parallel trade and the optimal number of market segments,"
International Journal of Industrial Organization, Elsevier, vol. 30(6), pages 605-614.
See citations under working paper version above.
- Y. Braouezec, 2012. "Customer-class pricing, parallel trade and the optimal number of market segments," Post-Print hal-00788041, HAL.
- Braouezec, Yann, 2009.
"Financing constraint, over-investment and market-to-book ratio,"
Finance Research Letters, Elsevier, vol. 6(1), pages 13-22, March.
See citations under working paper version above.
- Y. Braouezec, 2009. "Financing Constraint, Over-investment and Market-to-Book Ratio," Post-Print hal-00677797, HAL.
- Braouezec, Yann, 2009.
"Stochastic Adaptive Dynamics of a Simple Market as a Non-Stationary Multi-Armed Bandit Problem,"
European Journal of Economic and Social Systems, Lavoisier, vol. 22(1), pages 19-41.
See citations under working paper version above.
- Y. Braouezec, 2009. "Stochastic Adaptive Dynamics of a Simple Market as a Non-Stationary Multi-Armed Bandit Problem," Post-Print hal-00677793, HAL.
More information
Research fields, statistics, top rankings, if available.Statistics
Access and download statistics for all items
Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper 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-BAN: Banking (1) 2016-06-18
- NEP-CBA: Central Banking (1) 2016-06-18
- NEP-RMG: Risk Management (1) 2016-06-18
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.
To update listings or check citations waiting for approval, Yann Braouezec should log into the RePEc Author Service.
To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.
To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.
Please note that most corrections can take a couple of weeks to filter through the various RePEc services.