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~subject:"CAPM"
~subject:"Capital structure"
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Credit derivatives with multip...
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CAPM
Capital structure
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Portfolio-Management
32
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27
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20
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20
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Hübner, Georges
33
François, Pascal
16
Lambert, Marie
6
Bastin, Véronique
3
Francois, Pascal
3
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3
Michel, Pierre-Armand
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3
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1
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Journal of banking & finance
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R & D / Institut Eropéen d'Administration des Affaires ; Corporate Renewal Initiative : working papers
3
R&D / INSEAD / INSEAD
3
Finance : revue de l'Association Française de Finance
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2
The journal of corporate finance : contracting, governance and organization
2
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2
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1
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1
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The North American journal of economics and finance : a journal of financial economics studies
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The credit derivatives handbook : global perspectives, innovations, and market drivers
1
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ECONIS (ZBW)
46
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1
Strategic analysis of risk-shifting incentives with convertible debt
François, Pascal
;
Hübner, Georges
;
Papageorgiou, Nicolas
- In:
The quarterly journal of finance
1
(
2011
)
2
,
pp. 293-321
Persistent link: https://www.econbiz.de/10009309748
Saved in:
2
Asset dynamics estimation and its impact on CDS pricing
François, Pascal
;
Hübner, Georges
- In:
The credit derivatives handbook : global perspectives, …
,
(pp. 121-141)
.
2008
Persistent link: https://www.econbiz.de/10003748411
Saved in:
3
Comoment risk in corporate bond yields and returns
François, Pascal
;
Heck, Stephanie
;
Hübner, Georges
; …
- In:
The journal of financial research : the journal of the …
45
(
2022
)
3
,
pp. 471-512
Persistent link: https://www.econbiz.de/10013468307
Saved in:
4
Tax loss carry-forwards and optimal leverage
François, Pascal
- In:
Applied financial economics
16
(
2006
)
14
,
pp. 1075-1083
Persistent link: https://www.econbiz.de/10003377865
Saved in:
5
Contrat de dette et formes optionnelles de l'action
François, Pascal
- In:
Finance : revue de l'Association Française de Finance
17
(
1996
)
2
,
pp. 71-103
Persistent link: https://www.econbiz.de/10001229452
Saved in:
6
The generalized treynor ratio
Hübner, Georges
- In:
Review of finance : journal of the European Finance …
9
(
2005
)
3
,
pp. 415-435
Persistent link: https://www.econbiz.de/10003101808
Saved in:
7
The analytic pricing of asymmetric defaultable swaps
Hübner, Georges
- In:
Journal of banking & finance
25
(
2001
)
2
,
pp. 295-316
Persistent link: https://www.econbiz.de/10001545295
Saved in:
8
Une interprétation comportementale de la bulle spéculative spontanée
Hübner, Georges
- In:
Gestion 2000
11
(
1995
)
5
,
pp. 177-195
Persistent link: https://www.econbiz.de/10001189451
Saved in:
9
Closed-form solutions to stochastic process switching problems
François, Pascal
;
Morellec, Erwan
- In:
Journal of mathematical economics
44
(
2008
)
11
,
pp. 1072-1083
Persistent link: https://www.econbiz.de/10003783820
Saved in:
10
Detecting regime shifts in credit spreads
Chun, Olfa Maalaoui
;
Dionne, Georges
;
François, Pascal
- In:
Journal of financial and quantitative analysis : JFQA
49
(
2014
)
5/6
,
pp. 1339-1364
Persistent link: https://www.econbiz.de/10011338936
Saved in:
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