Article
Décamps, Jean-Paul and Villeneuve, Stéphane (2022) Learning about profitability and dynamic cash management. Journal of Economic Theory, vol. 205.
Attar, Andrea, Casamatta, Catherine, Chassagnon, Arnold and Décamps, Jean-Paul (2019) Contracting Sequentially with Multiple Lenders: the Role of Menus. Journal of Money, Credit and Banking, vol. 51 (n° 4). pp. 977-990.
Attar, Andrea, Casamatta, Catherine, Chassagnon, Arnold and Décamps, Jean-Paul (2019) Multiple lenders, strategic default and the role of debt covenants. American Economic Journal: Microeconomics, vol. 11 (n° 2). pp. 98-130.
Décamps, Jean-Paul and Villeneuve, Stéphane (2019) A two-dimensional control problem arising from dynamic contracting theory. Finance and Stochastics, vol. 23 (n° 1). pp. 1-28.
Décamps, Jean-Paul, Gryglewicz, S., Morellec, E. and Villeneuve, Stéphane (2017) Corporate Policies with Temporary and Permanent Shocks. Review of Financial Studies, 30 (1). pp. 162-210.
Décamps, Jean-Paul and Villeneuve, Stéphane (2017) Jusqu'où les compagnies d'assurance peuvent-elles investir dans le financement des dettes des PME/ETI ? : How Far Can Insurance Companies Invest in SMEs Debt Financing? Revue d'économie financière (126). pp. 231-240.
Bisière, Christophe, Décamps, Jean-Paul and Lovo, Stefano (2015) Risk Attitude, Beliefs Updating and the Information Content of Trades. Management Science, vol. 61 (n° 6). pp. 1378-1397.
Décamps, Jean-Paul and Villeneuve, Stéphane (2014) Rethinking Dynamic Capital Structure Models with Roll-Over Debt. Mathematical Finance, 24 (1). pp. 66-96.
Décamps, Jean-Paul, Mariotti, Thomas, Rochet, Jean-Charles and Villeneuve, Stéphane (2011) Free Cash Flow, Issuance Costs, and Stock Prices. Journal of Finance, 66 (5). pp. 1501-1544.
Décamps, Jean-Paul, Mariotti, Thomas and Villeneuve, Stéphane (2009) Investment Timing Under Incomplete Information: Erratum. Mathematics of Operations Research, vol. 34 (n°1). pp. 255-256.
Décamps, Jean-Paul, Mariotti, Thomas and Villeneuve, Stéphane (2009) Investment Timing Under Incomplete Information: Erratum. Mathematics of Operations Research, 34 (1). pp. 255-256.
Décamps, Jean-Paul and Villeneuve, Stéphane (2007) Optimal Dividend Policy and Growth Option. Finance and Stochastics, 11. pp. 3-27.
Décamps, Jean-Paul and Djembissi, Bertrand (2007) Switching to a Poor Business Activity: Optimal Capital Structure, Agency Costs and Convenant Rules. Annals of Finance, 3 (3). pp. 389-409.
Décamps, Jean-Paul and Lovo, Stefano (2006) A Note on Risk Aversion and Herd Behavior in Financial Markets. Geneva Risk and Insurance Review, 31 (1). pp. 35-42.
Décamps, Jean-Paul, Mariotti, Thomas and Villeneuve, Stéphane (2006) Irreversible Investment in Alternative Projects. Economic Theory, 28 (2). pp. 425-448.
Décamps, Jean-Paul and Lovo, Stefano (2006) Informational Cascades with Endogenous Prices - The Role of Risk Aversion. Journal of Mathematical Economics, 42 (1). pp. 109-120.
Décamps, Jean-Paul, Mariotti, Thomas and Villeneuve, Stéphane (2005) Investment Timing under Incomplete Information. Mathematics of Operations Research, 30 (2). pp. 472-500.
Décamps, Jean-Paul and Mariotti, Thomas (2004) Investment Timing and Learning Externalities. Journal of Economic Theory, 118 (1). pp. 80-102.
Décamps, Jean-Paul, Rochet, Jean-Charles and Roger, Benoît (2004) The Three Pillars of Basel II: Optimizing the Mix. Journal of Financial Intermediation, 13 (2). pp. 132-155.
Décamps, Jean-Paul and Faure-Grimaud, Antoine (2002) Excessive Continuation and Dynamic Agency Costs of Debt. European Economic Review, 46. pp. 1623-1644.
Décamps, Jean-Paul and Faure-Grimaud, Antoine (2000) Bankruptcy Costs, Ex Post Renegotiation and Gambling for Resurrection. Finance, 21 (2).
Décamps, Jean-Paul and Lazrak, Ali (2000) A Martingale Characterization of Equilibrium Asset Price Processes. Economic Theory, 15 (1). pp. 207-213.
Biais, Bruno, Bisière, Christophe and Décamps, Jean-Paul (1999) Short Sales Constraints, Liquidity and Price Discovery: an Empirical Analysis on the Paris Bourse. European Financial Management, 5 (3). pp. 395-409.
Décamps, Jean-Paul and Rochet, Jean-Charles (1997) A variational approach for pricing options and corporate bonds. Economic Theory, 9 (3). pp. 557-569.
Alziary, Bénédicte, Décamps, Jean-Paul and Koehl, Pierre-François (1997) A P.D.E. approach to Asian options: analytical and numerical evidence. Journal of Banking and Finance, 21 (5). pp. 613-640.
Décamps, Jean-Paul (1996) Integrating the risk and term structures of interest rates. European Journal of Finance, 2 (3). pp. 219-238.
Décamps, Jean-Paul (1993) Valorisation de Produits Obligataires dans un Modèle d'Equilibre Général en Temps Discret. The Annals of Economics and Statistics (31). pp. 73-101.
Décamps, Jean-Paul (1993) Une formule variationnelle pour les obligations du secteur privé. Finance, 14 (2). pp. 61-77.
Monograph
Décamps, Jean-Paul, Gensbittel, Fabien and Mariotti, Thomas (2024) Investment Timing and Technological Breakthroughs. TSE Working Paper, n. 21-1222, Toulouse
Décamps, Jean-Paul, Mariotti, Thomas and Gensbittel, Fabien (2024) Mixed Markov-Perfect Equilibria in the Continuous-Time War of Attrition. TSE Working Paper, n. 24-1562, Toulouse
Décamps, Jean-Paul, Gensbittel, Fabien and Mariotti, Thomas (2023) The War of Attrition under Uncertainty: Theory and Robust Testable Implications. TSE Working Paper, n. 22-1374, Toulouse
Décamps, Jean-Paul and Villeneuve, Stéphane (2019) Dynamics of cash holdings, learning about profitability, and access to the market. TSE Working Paper, n. 19-1046, Toulouse
Décamps, Jean-Paul and Villeneuve, Stéphane (2015) Integrating profitability prospects and cash management. TSE Working Paper, n. 15-570
Bisière, Christophe, Décamps, Jean-Paul and Lovo, Stefano (2009) Risk Attitude, Beliefs Updating and the Information Content of Trades: An Experiment. TSE Working Paper, n. 09-036
Décamps, Jean-Paul, Mariotti, Thomas, Rochet, Jean-Charles and Villeneuve, Stéphane (2008) Free Cash-Flow, Issuance Costs and Stock Price Volatility. IDEI Working Paper, n. 518, Toulouse
Décamps, Jean-Paul and Villeneuve, Stéphane (2003) Irreversible Investment: The Viewpoint of the Outside Financier. IDEI Working Paper, n. 247