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