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Market informational inefficiency, risk aversion and quantity grid
Décamps, Jean-Paul; Lovo, Stefano M. - 2003
Persistent link: https://www.econbiz.de/10001733421
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Risk aversion and herd behavior in financial markets
Décamps, Jean-Paul; Lovo, Stefano M. - 2002
Persistent link: https://www.econbiz.de/10001676695
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A note on risk aversion and herd behavior in financial markets
Décamps, Jean-Paul; Lovo, Stefano M. - In: The Geneva risk and insurance review 31 (2006) 1, pp. 35-42
Persistent link: https://www.econbiz.de/10003364876
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Une formule variationnelle pour les obligations du secteur privé
Décamps, Jean-Paul - In: Finance : revue de l'Association Française de Finance 14 (1993) 2, pp. 61-77
Persistent link: https://www.econbiz.de/10001157708
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Integrating the risk and term structures of interest rates
Décamps, Jean-Paul - In: The European journal of finance 2 (1996) 3, pp. 219-238
Persistent link: https://www.econbiz.de/10001210194
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Valorisation de produits obligataires dans un modèle d'équilibre général en temps discret
Décamps, Jean-Paul - In: Annales d'économie et de statistique (1993), pp. 73-100
Persistent link: https://www.econbiz.de/10001148903
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Infinitely lived representative agent exchange economy with myopia
Lovo, Stefano M. - 2000
Persistent link: https://www.econbiz.de/10001514302
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Excessive continuation and dynamic agency costs of debt
Décamps, Jean-Paul; Faure-Grimaud, Antoine - 2000
Persistent link: https://www.econbiz.de/10001499414
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A martingale characterization of equilibrium asset price processes
Décamps, Jean-Paul; Lazrak, A. - In: Economic theory : official journal of the Society for … 15 (2000) 1, pp. 207-213
Persistent link: https://www.econbiz.de/10001455375
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Excessive continuation and dynamic agency costs of debt
Décamps, Jean-Paul; Faure-Grimaud, Antoine - 2000
Persistent link: https://www.econbiz.de/10001474503