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An analysis of private loan guarantee portfolios

Gendron, Michel; Lai, Van Son; Soumaré, Issouf - In: Financial risk and financial risk management, (pp. 395-415). 2002

Persistent link: https://www.econbiz.de/10001755653

Risk-based capital and credit insurance portfolios

Lai, Van Son; Soumaré, Issouf - In: Financial markets, institutions & instruments 19 (2010) 1, pp. 21-45

Persistent link: https://www.econbiz.de/10003972086

Financial guarantors' executive compensation, charter value and risk-taking

Lai, Van Son; Soumaré, Issouf; Sun, Yan - In: Research in international business and finance 26 (2012) 3, pp. 387-397

Persistent link: https://www.econbiz.de/10009615917

An analysis of portfolios of insured debts

Gendron, Michel; Lai, Van Son; Soumaré, Issouf - In: The journal of fixed income 16 (2006) 1, pp. 55-64

Persistent link: https://www.econbiz.de/10003376587

Investment incentives in project finance in the presence of partial loan guarantees

Lai, Van Son; Soumaré, Issouf - In: Research in finance 22 (2005), pp. 161-186

Persistent link: https://www.econbiz.de/10003753344

Economic capital for bond insurers

Grégoire, Luc; Lai, Van Son; Soumaré, Issouf - In: The journal of fixed income 19 (2009/10) 3, pp. 47-65

Persistent link: https://www.econbiz.de/10003940855

Project risk choices under privately guaranteed debt financing

Angoua, Paul; Lai, Van Son; Soumaré, Issouf - In: The quarterly review of economics and finance : journal … 48 (2008) 1, pp. 123-152

Persistent link: https://www.econbiz.de/10003683370

Revisiting interest rate swap valuation with counterparty risk, wrong-way risk, and OIS discounting

Gargouri, Ayoub; Lai, Van Son; Soumaré, Issouf - In: The journal of fixed income 26 (2017) 3, pp. 63-80

Persistent link: https://www.econbiz.de/10011684745

Discretionary idiosyncratic risk, firm cash holdings, and investment

Lai, Van Son; Nguyen, Duc Khuong; Sodjahin, William; … - In: Advances in Pacific Basin business, economics, and finance 6 (2018), pp. 51-75

Persistent link: https://www.econbiz.de/10012582190

Discretionary Idiosyncratic Risk, Firm Cash Holdings, and Investment

Lai, Van Son; Nguyen, Duc Khuong; Sodjahin, William; … - In: Advances in Pacific basin business, economics and finance, (pp. 51-75). 2018

We identify a novel concept of discretionary idiosyncratic volatility proxied by the idiosyncratic volatility component not related to the non-systematic industry volatility as a source of agency problems that have implications for firms’ cash holdings and their investment decisions. We find...

Persistent link: https://www.econbiz.de/10015092883