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Credit value adjustment with market-implied recovery
François, Pascal; Jiang, Weiyu - In: Journal of financial services research : JFSR 56 (2019) 2, pp. 145-166
Persistent link: https://www.econbiz.de/10012303112
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Heterogeneous beliefs and the choice between private restructuring and formal bankruptcy
François, Pascal; Raviv, Alon - In: The North American journal of economics and finance : a … 41 (2017), pp. 156-167
Persistent link: https://www.econbiz.de/10011878946
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The mean-variance (in)efficiency of duration-based immunization
François, Pascal; Moraux, Franck - In: International review of finance : the official journal … 24 (2024) 2, pp. 253-290
Persistent link: https://www.econbiz.de/10014575525
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Secured and unsecured debt in creditor-friendly bankruptcy
François, Pascal; Naqvi, Hassan - In: The journal of corporate finance : contracting, … 80 (2023), pp. 1-18
Persistent link: https://www.econbiz.de/10014365661
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Factoring characteristics into returns : a clinical study on the SMB and HML portfolio construction methods
Lambert, Marie; Fays, Boris; Hübner, Georges - In: Journal of banking & finance 114 (2020), pp. 1-20
Persistent link: https://www.econbiz.de/10012489144
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Portfolio choice and mental accounts : a comparison with traditional approaches
Hübner, Georges; Lejeune, Thomas - In: Finance : revue de l'Association Française de Finance 43 (2022) 1, pp. 95-121
Persistent link: https://www.econbiz.de/10014252545
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Harvesting the seasons of the size anomaly
Fays, Boris; Hübner, Georges; Lambert, Marie - In: The journal of asset management : a major new, … 23 (2022) 4, pp. 337-349
Persistent link: https://www.econbiz.de/10013392006