Details about Sami Attaoui

Access statistics for papers by Sami Attaoui.

Last updated 2022-03-03. Update your information in the RePEc Author Service.

Short-id: pat146

Working Papers

2013

1. A scenario-based description of optimal American capital guaranteed strategies
   Post-Print, HAL
   See also Journal Article A scenario-based description of optimal American capital guaranteed strategies, Finance, Presses universitaires de Grenoble (2013) View citations (1) (2013)
2. Capital structure and debt priority
   Post-Print, HAL View citations (7)
   Also in Post-Print, HAL (2011)
   See also Journal Article Capital Structure and Debt Priority, Financial Management, Financial Management Association International (2013) View citations (9) (2013)

2011

3. A partial equilibrium for the convenience yield risk premium
   Post-Print, HAL
   Also in Post-Print, HAL (2011)
4. A partial equilibrium model for the convenience yield risk premium
   Post-Print, HAL
5. Calendar spreads in commodity future markets, risk premium and the convenience yield
   Post-Print, HAL
6. Hedging performance of the Libor market model: the cap market case
   Post-Print, HAL
   See also Journal Article Hedging performance of the Libor market model: the cap market case, Applied Financial Economics, Taylor & Francis Journals (2011) (2011)
7. The Bond-Stock Mix: A New Insight
   Post-Print, HAL
   Also in Post-Print, HAL (2011)
   Post-Print, HAL (2011)

2010

8. Interest rate risk hedging demand under a Gaussian framework
   Post-Print, HAL
   See also Journal Article Interest rate risk hedging demand under a Gaussian framework, Journal of Financial Transformation, Capco Institute (2010) (2010)

Journal Articles

2021

1. Capital structure and the optimal payment methods in acquisitions
   International Review of Law and Economics, 2021, 66, (C)
2. Optimal capital structure, ambiguity aversion, and leverage puzzles
   Journal of Economic Dynamics and Control, 2021, 129, (C) View citations (6)

2017

3. Performance-Sensitive Debt: A New Mechanism
   Finance, 2017, 38, (2), 39-93

2016

4. CAPITAL STRUCTURE AND TAX CONVEXITY WHEN THE MATURITY OF DEBT IS FINITE
   International Journal of Theoretical and Applied Finance (IJTAF), 2016, 19, (01), 1-20

2015

5. The Impact of Different Risk Aversions on The Bond-Stock Mix: A Note
   Finance, 2015, 36, (3), 85-111
6. Write-Down Bonds and Capital and Debt Structures
   Journal of Corporate Finance, 2015, 35, (C), 97-119 View citations (3)

2014

7. Hedging demand and the certainty equivalent of wealth
   Economics Bulletin, 2014, 34, (3), 1742-1750

2013

8. A scenario-based description of optimal American capital guaranteed strategies
   Finance, 2013, 34, (2), 65-119 View citations (1)
   See also Working Paper A scenario-based description of optimal American capital guaranteed strategies, Post-Print (2013) (2013)
9. Capital Structure and Debt Priority
   Financial Management, 2013, 42, (4), 737-775 View citations (9)
   See also Working Paper Capital structure and debt priority, Post-Print (2013) View citations (7) (2013)

2011

10. Hedging performance of the Libor market model: the cap market case
    Applied Financial Economics, 2011, 21, (16), 1215-1223
    See also Working Paper Hedging performance of the Libor market model: the cap market case, Post-Print (2011) (2011)

2010

11. Interest rate risk hedging demand under a Gaussian framework
    Journal of Financial Transformation, 2010, 28, 103-107
    See also Working Paper Interest rate risk hedging demand under a Gaussian framework, Post-Print (2010) (2010)