Details about Jean-Paul Décamps

Access statistics for papers by Jean-Paul Décamps.

Last updated 2024-11-06. Update your information in the RePEc Author Service.

Short-id: pdc1

Working Papers

2024

1. Investment Timing and Technological Breakthroughs
   TSE Working Papers, Toulouse School of Economics (TSE) View citations (1)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2021)
2. Mixed Markov-Perfect Equilibria in the Continuous-Time War of Attrition
   TSE Working Papers, Toulouse School of Economics (TSE)
3. The War of Attrition under Uncertainty: Theory and Robust Testable Implications
   TSE Working Papers, Toulouse School of Economics (TSE)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2023)
   CESifo Working Paper Series, CESifo (2023)

2022

4. Learning about profitability and dynamic cash management
   Post-Print, HAL
   Also in TSE Working Papers, Toulouse School of Economics (TSE) (2022) View citations (1)
   See also Journal Article Learning about profitability and dynamic cash management, Journal of Economic Theory, Elsevier (2022) View citations (1) (2022)

2020

5. Dynamics of cash holdings, learning about profitability, and access to the market
   TSE Working Papers, Toulouse School of Economics (TSE) View citations (2)

2019

6. A two-dimensional control problem arising from dynamic contracting theory
   Post-Print, HAL View citations (4)
   Also in IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse (2018)
   TSE Working Papers, Toulouse School of Economics (TSE) (2018)
   See also Journal Article A two-dimensional control problem arising from dynamic contracting theory, Finance and Stochastics, Springer (2019) View citations (5) (2019)
7. Contracting Sequentially with Multiple Lenders: The Role of Menus
   Post-Print, HAL View citations (1)
   Also in TSE Working Papers, Toulouse School of Economics (TSE) (2017)
   PSE-Ecole d'économie de Paris (Postprint), HAL (2019) View citations (1)
   See also Journal Article Contracting Sequentially with Multiple Lenders: The Role of Menus, Journal of Money, Credit and Banking, Blackwell Publishing (2019) View citations (1) (2019)
8. Multiple Lenders, Strategic Default, and Covenants
   PSE-Ecole d'économie de Paris (Postprint), HAL
   Also in CEIS Research Paper, Tor Vergata University, CEIS (2014) View citations (7)
   Post-Print, HAL (2019) View citations (4)
   See also Journal Article Multiple Lenders, Strategic Default, and Covenants, American Economic Journal: Microeconomics, American Economic Association (2019) View citations (4) (2019)
9. Multiple lenders, strategic default and debt covenants
   PSE-Ecole d'économie de Paris (Postprint), HAL
   Also in Post-Print, HAL (2019) View citations (2)

2017

10. On the Role of Menus in Sequential Contracting: a Multiple Lending Example
    CEIS Research Paper, Tor Vergata University, CEIS View citations (2)

2016

11. Corporate Policies with Temporary and Permanent Shocks
    IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse View citations (9)
    Also in TSE Working Papers, Toulouse School of Economics (TSE) (2016) View citations (11)

2015

12. Corporate policies with permanent and temporary shocks
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (6)
13. Integrating profitability prospects and cash management
    IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse View citations (6)
    Also in TSE Working Papers, Toulouse School of Economics (TSE) (2015) View citations (6)
14. Risk Attitude, Beliefs Updating, and the Information Content of Trades: An Experiment
    Post-Print, HAL View citations (1)
    Also in HEC Research Papers Series, HEC Paris (2009)
    TSE Working Papers, Toulouse School of Economics (TSE) (2012)
    IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse (2012)
    Working Papers, HAL (2009)
    See also Journal Article Risk Attitude, Beliefs Updating, and the Information Content of Trades: An Experiment, Management Science, INFORMS (2015) View citations (2) (2015)

2011

15. Free Cash Flows, Inssuance Costs and Volatility
    Post-Print, HAL View citations (3)
16. Rethinking Dynamic Capital Structure Models with Roll-Over Debt
    IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse View citations (3)
    See also Journal Article RETHINKING DYNAMIC CAPITAL STRUCTURE MODELS WITH ROLL-OVER DEBT, Mathematical Finance, Wiley Blackwell (2014) View citations (7) (2014)

2009

17. Investment Timing Under Incomplete Information: Erratum
    Post-Print, HAL View citations (1)

2008

18. Free Cash-Flow, Issuance Costs and Stock Price Volatility
    IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse View citations (9)

2006

19. A Note on Risk Aversion and Herd Behavior in Financial Markets
    Post-Print, HAL View citations (6)
    See also Journal Article A note on risk aversion and herd behavior in financial markets, The Geneva Papers on Risk and Insurance Theory, Springer (2006) View citations (4) (2006)
20. Informational cascades with endogenous prices: The role of risk aversion
    Post-Print, HAL View citations (20)
    See also Journal Article Informational cascades with endogenous prices: The role of risk aversion, Journal of Mathematical Economics, Elsevier (2006) View citations (20) (2006)

2005

21. Optimal Dividend Policy and Growth Option
    IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse View citations (1)
    See also Journal Article Optimal dividend policy and growth option, Finance and Stochastics, Springer (2007) View citations (26) (2007)
22. Switching to a Poor Business Activity: Optimal Capital Structure, Agency Costs and Convenant Rules
    IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse
    See also Journal Article Switching to a poor business activity: optimal capital structure, agency costs and covenant rules, Annals of Finance, Springer (2007) View citations (8) (2007)

2004

23. Investment Timing under Incomplete Information
    IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse View citations (6)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2003)
    STICERD - Theoretical Economics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE (2003)
24. Irreversible Investment in Alternative Projects
    IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse View citations (3)
    See also Journal Article Irreversible investment in alternative projects, Economic Theory, Springer (2006) View citations (81) (2006)

2003

25. Irreversible Investment: The Viewpoint of the Outside Financier
    IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse
26. Market Informational Inefficiency, Risk Aversion and Quantity Grid
    IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse View citations (2)
    Also in Working Papers, HAL (2003)
    HEC Research Papers Series, HEC Paris (2003)
27. Risk Aversion and Herd Behavior in Financial Markets
    IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse View citations (1)
    Also in HEC Research Papers Series, HEC Paris (2002) View citations (6)
    Working Papers, HAL (2002) View citations (1)
28. The Three Pillars of Basel II, Optimizing the Mix
    IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse View citations (2)
    See also Journal Article The three pillars of Basel II: optimizing the mix, Journal of Financial Intermediation, Elsevier (2004) View citations (67) (2004)

2000

29. A Structural Econometric Investigation of the Agency Theory of Financial Structure
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society View citations (3)
30. A martingale characterization of equilibrium asset price processes
    Post-Print, HAL View citations (7)
    See also Journal Article A martingale characterization of equilibrium asset price processes, Economic Theory, Springer (2000) View citations (3) (2000)
31. Excessive Continuation and Dynamic Agency Costs of Debt
    FMG Discussion Papers, Financial Markets Group View citations (2)
    Also in Working Papers, Toulouse - GREMAQ (2000)
    IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse (2000)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2000)
    See also Journal Article Excessive continuation and dynamic agency costs of debt, European Economic Review, Elsevier (2002) View citations (12) (2002)
32. Irreversible Investment and Learning Expternalities
    Working Papers, Toulouse - GREMAQ
    Also in IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse (2000) View citations (6)

1997

33. Pricing the Gamble for Resurrection and the Consequences of Renegotiation and Debt Design
    Working Papers, Toulouse - GREMAQ
34. Short Sales COnstraints, Liquidity and Price Discovery: An Empirical Analysis on the Paris Bourse
    Working Papers, Toulouse - GREMAQ View citations (4)

1996

35. A P.D.E. Approach to Asian Options: Analytical and Numerical Evidence
    Working Papers, Toulouse - GREMAQ
    See also Journal Article A P.D.E. approach to Asian options: analytical and numerical evidence, Journal of Banking & Finance, Elsevier (1997) View citations (22) (1997)

1993

36. Une formule variationnelle pour les obligations du secteur prive
    Working Papers, Toulouse - GREMAQ

1992

37. Integrating the Risk and Term Structure of Interest Rates
    Working Papers, Toulouse - GREMAQ
    See also Journal Article Integrating the risk and term structures of interest rates, The European Journal of Finance, Taylor & Francis Journals (1996) (1996)
38. Valorisation de Produits Obligataires dans un Modèle d'Equilibre Général en Temps Discret
    IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse
    See also Journal Article Valorisation de produits obligataires dans un modéle d'équilibre général en temps discret, Annals of Economics and Statistics, GENES (1993) (1993)

Journal Articles

2022

1. Learning about profitability and dynamic cash management
   Journal of Economic Theory, 2022, 205, (C) View citations (1)
   See also Working Paper Learning about profitability and dynamic cash management, Post-Print (2022) (2022)

2019

2. A two-dimensional control problem arising from dynamic contracting theory
   Finance and Stochastics, 2019, 23, (1), 1-28 View citations (5)
   See also Working Paper A two-dimensional control problem arising from dynamic contracting theory, Post-Print (2019) View citations (4) (2019)
3. Contracting Sequentially with Multiple Lenders: The Role of Menus
   Journal of Money, Credit and Banking, 2019, 51, (4), 977-990 View citations (1)
   See also Working Paper Contracting Sequentially with Multiple Lenders: The Role of Menus, Post-Print (2019) View citations (1) (2019)
4. Multiple Lenders, Strategic Default, and Covenants
   American Economic Journal: Microeconomics, 2019, 11, (2), 98-130 View citations (4)
   See also Working Paper Multiple Lenders, Strategic Default, and Covenants, PSE-Ecole d'économie de Paris (Postprint) (2019) (2019)

2017

5. Jusqu'où les compagnies d'assurance peuvent-elles investir dans le financement des dettes des PME/ETI ?
   Revue d'économie financière, 2017, N° 126, (2), 231-240

2015

6. Risk Attitude, Beliefs Updating, and the Information Content of Trades: An Experiment
   Management Science, 2015, 61, (6), 1378-1397 View citations (2)
   See also Working Paper Risk Attitude, Beliefs Updating, and the Information Content of Trades: An Experiment, Post-Print (2015) View citations (1) (2015)

2014

7. RETHINKING DYNAMIC CAPITAL STRUCTURE MODELS WITH ROLL-OVER DEBT
   Mathematical Finance, 2014, 24, (1), 66-96 View citations (7)
   See also Working Paper Rethinking Dynamic Capital Structure Models with Roll-Over Debt, IDEI Working Papers (2011) View citations (3) (2011)

2011

8. Free Cash Flow, Issuance Costs, and Stock Prices
   Journal of Finance, 2011, 66, (5), 1501-1544 View citations (64)

2007

9. Optimal dividend policy and growth option
   Finance and Stochastics, 2007, 11, (1), 3-27 View citations (26)
   See also Working Paper Optimal Dividend Policy and Growth Option, IDEI Working Papers (2005) View citations (1) (2005)
10. Switching to a poor business activity: optimal capital structure, agency costs and covenant rules
    Annals of Finance, 2007, 3, (3), 389-409 View citations (8)
    See also Working Paper Switching to a Poor Business Activity: Optimal Capital Structure, Agency Costs and Convenant Rules, IDEI Working Papers (2005) (2005)

2006

11. A note on risk aversion and herd behavior in financial markets
    The Geneva Papers on Risk and Insurance Theory, 2006, 31, (1), 35-42 View citations (4)
    Also in The Geneva Risk and Insurance Review, 2006, 31, (1), 35-42 (2006) View citations (7)
    See also Working Paper A Note on Risk Aversion and Herd Behavior in Financial Markets, Post-Print (2006) View citations (6) (2006)
12. Informational cascades with endogenous prices: The role of risk aversion
    Journal of Mathematical Economics, 2006, 42, (1), 109-120 View citations (20)
    See also Working Paper Informational cascades with endogenous prices: The role of risk aversion, Post-Print (2006) View citations (20) (2006)
13. Irreversible investment in alternative projects
    Economic Theory, 2006, 28, (2), 425-448 View citations (81)
    See also Working Paper Irreversible Investment in Alternative Projects, IDEI Working Papers (2004) View citations (3) (2004)

2004

14. Investment timing and learning externalities
    Journal of Economic Theory, 2004, 118, (1), 80-102 View citations (74)
15. The three pillars of Basel II: optimizing the mix
    Journal of Financial Intermediation, 2004, 13, (2), 132-155 View citations (67)
    See also Working Paper The Three Pillars of Basel II, Optimizing the Mix, IDEI Working Papers (2003) View citations (2) (2003)

2002

16. Excessive continuation and dynamic agency costs of debt
    European Economic Review, 2002, 46, (9), 1623-1644 View citations (12)
    See also Working Paper Excessive Continuation and Dynamic Agency Costs of Debt, FMG Discussion Papers (2000) View citations (2) (2000)

1999

17. A martingale characterization of equilibrium asset price processes
    Economic Theory, 2000, 15, (1), 207-213 View citations (3)
    See also Working Paper A martingale characterization of equilibrium asset price processes, Post-Print (2000) View citations (7) (2000)

1997

18. A P.D.E. approach to Asian options: analytical and numerical evidence
    Journal of Banking & Finance, 1997, 21, (5), 613-640 View citations (22)
    See also Working Paper A P.D.E. Approach to Asian Options: Analytical and Numerical Evidence, Working Papers (1996) (1996)
19. A variational approach for pricing options and corporate bonds
    Economic Theory, 1997, 9, (3), 557-569 View citations (6)

1996

20. Integrating the risk and term structures of interest rates
    The European Journal of Finance, 1996, 2, (3), 219-238
    See also Working Paper Integrating the Risk and Term Structure of Interest Rates, Working Papers (1992) (1992)

1993

21. Valorisation de produits obligataires dans un modéle d'équilibre général en temps discret
    Annals of Economics and Statistics, 1993, (31), 73-100
    See also Working Paper Valorisation de Produits Obligataires dans un Modèle d'Equilibre Général en Temps Discret, IDEI Working Papers (1992) (1992)