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Attaoui, Sami's
Scholarly Papers
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1,042 |
Total
Citations
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1.
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Attaoui, Sami
Rouen Business School Mellios, Constantin
University of Paris 1 Pantheon-Sorbonne Six, Pierre
Rouen Business School
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440
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1
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commodity futures markets, convenience yield, calendar spread, investment, Samuelson hypothesis, commodity futures prices correlation, market prices of risk
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2.
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The Bond-Stock Mix: A New Insight
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Attaoui, Sami
Rouen Business School Six, Pierre
Rouen Business School
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Posted:
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18 Jan 10
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Last Revised:
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30 Jan 12
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267
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Attaoui, Sami
Rouen Business School Six, Pierre
Rouen Business School
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16 May 11
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Last Revised:
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30 Jan 12
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77
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Bond-stock mix, pension funds, consumption, bequest, risk aversion, investment horizon
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Attaoui, Sami
Rouen Business School Six, Pierre
Rouen Business School
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18 Jan 10
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Last Revised:
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09 Oct 10
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190
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Bond-stock mix, consumption, risk aversion, investment horizon, wealth
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3.
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Attaoui, Sami
Rouen Business School Lacoste, Vincent
Rouen Business School Six, Pierre
Rouen Business School
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17 Sep 10
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Last Revised:
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23 May 11
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191
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Convenience Yield, Risk Premium, Commodity Futures Markets, Commodity Risk Management, Commodity Derivatives Pricing, Samuelson Effect
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4.
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Attaoui, Sami
Rouen Business School Six, Pierre
Rouen Business School
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116
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Merton-Breeden hedging demand, interest rate risk, expected utility maximization, intermediate consumption, terminal wealth
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5.
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Attaoui, Sami
Rouen Business School Six, Pierre
Rouen Business School
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28
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Bequest Motive, Hedging Demand, Dynamic Opportunity Set, Wealth Certainty Equivalent, Risk Aversion
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6.
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Attaoui, Sami
Rouen Business School Poncet, Patrice
ESSEC Business School
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13 Oct 11
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Last Revised:
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14 May 12
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Capital structure, Debt priority structure, Liquidation, Default probability, Credit spread
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7.
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Attaoui, Sami
Rouen Business School Six, Pierre
Rouen Business School
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09 Nov 08
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Last Revised:
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17 Sep 10
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Commodities, convenience yield, market price of risk, futures, options
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8.
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Attaoui, Sami
Rouen Business School Six, Pierre
Rouen Business School
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13 Oct 08
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Last Revised:
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03 Apr 12
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E31, E43, G12
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