Jean-Paul Décamps

Jean-Paul Décamps, Fabien Gensbittel, and Thomas Mariotti, “Investment timing and technological breakthroughs”, Mathematics of Operations Research, 2024, forthcoming.

Jean-Paul Décamps, and Stéphane Villeneuve, “Learning about profitability and dynamic cash management”, Journal of Economic Theory, vol. 205, n. 105522, October 2022.

Andrea Attar, Catherine Casamatta, Arnold Chassagnon, and Jean-Paul Décamps, “Contracting Sequentially with Multiple Lenders: the Role of Menus”, Journal of Money, Credit and Banking, vol. 51, n. 4, June 2019, pp. 977–990.

Andrea Attar, Catherine Casamatta, Arnold Chassagnon, and Jean-Paul Décamps, “Multiple Lenders, Strategic Default and the Role of Debt Covenants”, American Economic Journal: Microeconomics, vol. 11, n. 2, May 2019, pp. 98–130.

Jean-Paul Décamps, and Stéphane Villeneuve, “A two-dimensional control problem arising from dynamic contracting theory”, Finance and Stochastics, vol. 23, n. 1, January 2019, pp. 1–28.

Jean-Paul Décamps, S. Gryglewicz, E. Morellec, and Stéphane Villeneuve, “Corporate Policies with Temporary and Permanent Shocks”, The Review of Financial Studies, vol. 30, n. 1, January 2017, pp. 162–210.

Jean-Paul Décamps, and Stéphane Villeneuve, “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, n. 126, 2017, pp. 231–240.

Christophe Bisière, Jean-Paul Décamps, and Stefano Lovo, “Risk Attitude, Beliefs Updating and the Information Content of Trades”, Management Science, vol. 61, n. 6, June 2015, pp. 1378–1397.

Jean-Paul Décamps, and Stéphane Villeneuve, “Rethinking Dynamic Capital Structure Models with Roll-Over Debt”, Mathematical Finance, vol. 24, n. 1, January 2014, pp. 66–96.

Jean-Paul Décamps, Thomas Mariotti, Jean-Charles Rochet, and Stéphane Villeneuve, “Free Cash Flow, Issuance Costs, and Stock Prices”, The Journal of Finance, vol. 66, n. 5, October 2011, pp. 1501–1544.

Jean-Paul Décamps, Thomas Mariotti, and Stéphane Villeneuve, “Investment Timing Under Incomplete Information: Erratum”, Mathematics of Operations Research, vol. 34, n. 1, February 2009, pp. 255–256.

Jean-Paul Décamps, and Bertrand Djembissi, “Switching to a Poor Business Activity: Optimal Capital Structure, Agency Costs and Convenant Rules”, Annals of Finance, vol. 3, n. 3, 2007, pp. 389–409.

Jean-Paul Décamps, and Stéphane Villeneuve, “Optimal Dividend Policy and Growth Option”, Finance and Stochastics, vol. 11, 2007, pp. 3–27.

Jean-Paul Décamps, and Stefano Lovo, “A Note on Risk Aversion and Herd Behavior in Financial Markets”, The Geneva Risk and Insurance Review, vol. 31, n. 1, July 2006, pp. 35–42.

Jean-Paul Décamps, Thomas Mariotti, and Stéphane Villeneuve, “Irreversible Investment in Alternative Projects”, Economic Theory, Springer Berlin / Heidelberg, vol. 28, n. 2, June 2006, pp. 425–448.

Jean-Paul Décamps, and Stefano Lovo, “Informational Cascades with Endogenous Prices - The Role of Risk Aversion”, Journal of Mathematical Economics, vol. 42, n. 1, 2006, pp. 109–120.

Jean-Paul Décamps, Thomas Mariotti, and Stéphane Villeneuve, “Investment Timing under Incomplete Information”, Mathematics of Operations Research, vol. 30, n. 2, May 2005, pp. 472–500.

Jean-Paul Décamps, and Thomas Mariotti, “Investment Timing and Learning Externalities”, Journal of Economic Theory, vol. 118, n. 1, September 2004, pp. 80–102.

Jean-Paul Décamps, Jean-Charles Rochet, and Benoît Roger, “The Three Pillars of Basel II: Optimizing the Mix”, Journal of Financial Intermediation, vol. 13, n. 2, April 2004, pp. 132–155.

Jean-Paul Décamps, and Antoine Faure-Grimaud, “Excessive Continuation and Dynamic Agency Costs of Debt”, European Economic Review, Elsevier, vol. 46, 2002, pp. 1623–1644.