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Hainaut, Donatien


 SSRN Author Rank: 42,695 by Downloads
 Assistant professor of finance
 

ESC Rennes School of Business


 Rue Robert d'arbrissel, 2
 Rennes, 35000
 France
 email address

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. Hainaut, Donatien's Scholarly Papers Click on the title of any column to sort the table by that column.
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Total
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561
Total
Citations
0
Authors Date Downloads
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Citations
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1.  
Hainaut, Donatien
ESC Rennes School of Business
Colwell, David B.
UNSW Australia Business School, School of Banking and Finance
Posted:
04 Feb 13
Last Revised:
26 Oct 14
122
(153,097)
 

2.  
Hainaut, Donatien
ESC Rennes School of Business
Le Courtois, Olivier
EM Lyon (Ecole de Management de Lyon) - Department of Economics, Finance, Control
Posted:
03 Feb 13
Last Revised:
08 Nov 14
105
(171,001)
 

3.  
Strategic Asset Allocation with Switching Dependence | Show Abstract | Download This Paper | Open PDF in Browser |
Annals of Finance Vol 8(1), 2012, pp. 75-96.
Number of Pages in PDF File: 19
Hainaut, Donatien
ESC Rennes School of Business
Macgilchrist, Renaud
ESC Rennes Business School
Posted:
22 Oct 13
72
(217,367)
 

4.  
Credit Risk Valuation with Rating Transitions and Partial Information | Show Abstract | Download This Paper | Open PDF in Browser |
Forthcoming in International Journal of Applied and Theoretical Finance
Number of Pages in PDF File: 30
Hainaut, Donatien
ESC Rennes School of Business
Robert, Christian Yann
University of Lyon 1 - Institute of Finance and Insurance Science (ISFA)
Posted:
03 Feb 13
Last Revised:
26 Oct 14
70
(220,787)
 

5.  
Risk Management of CPPI Funds in Switching Regime Markets | Show Abstract | Download This Paper | Open PDF in Browser |
Bankers, Markets and Investors. August 2011. (eds Revue Banque)
Number of Pages in PDF File: 15
Hainaut, Donatien
ESC Rennes School of Business
Posted:
21 Jan 14
40
(286,309)
 

6.  
A Fractal Version of the Hull-White Interest Rate Model | Show Abstract | Download This Paper | Open PDF in Browser |
Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper
Number of Pages in PDF File: 19
Hainaut, Donatien
ESC Rennes School of Business
Posted:
03 Jun 12
38
(291,877)
 

7.  
Dynamic Asset Allocation Under VAR Constraint with Stochastic Interest Rates | Show Abstract | Download This Paper | Open PDF in Browser |
Annals of Operation Research, Vol. 172, No. 1, 2009
Number of Pages in PDF File: 20
Hainaut, Donatien
ESC Rennes School of Business
Posted:
14 Sep 13
Last Revised:
22 Oct 13
34
(303,733)
 

8.  
Approximate Default Probabilities of a Holding Company, with Complete and Partial Information | Show Abstract | Download This Paper | Open PDF in Browser |
Forthcoming in Journal of Computational and Applied Mathematics
Number of Pages in PDF File: 25
Hainaut, Donatien
ESC Rennes School of Business
Deelstra, Griselda
Université Libre de Bruxelles (ULB)
Posted:
03 Feb 13
Last Revised:
26 Oct 14
26
(331,774)
 

9.  
An Interest Rate Tree Driven by a Lévy Process | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Derivatives, Vol. 18, No. 2, 2010
Number of Pages in PDF File: 17
Hainaut, Donatien
ESC Rennes School of Business
Macgilchrist, Renaud
ESC Rennes Business School
Posted:
12 Sep 13
Last Revised:
22 Oct 13
18
(366,513)
 

10.  
Life Annuitization: Why and How Much? | Show Abstract | Download This Paper | Open PDF in Browser |
ASTIN Bulletin, Vol 36(2), 2006, p. 629-654
Number of Pages in PDF File: 23
Hainaut, Donatien
ESC Rennes School of Business
Devolder, Pierre
Catholic University of Louvain
Posted:
22 Oct 13
16
(375,477)
 

11.  
Impulse Control of Pension Fund Contributions, in a Regime Switching Economy | Show Abstract | Download This Paper | Open PDF in Browser |
Forthcoming in European Journal of Operational Research
Number of Pages in PDF File: 18
Hainaut, Donatien
ESC Rennes School of Business
Posted:
21 Jan 14
Last Revised:
26 Oct 14
15
(380,119)
 

12.  
Optimal Design of Profit Sharing Rates by FFT | Show Abstract | Download This Paper | Open PDF in Browser |
Insurance: Mathematics and Economics, Vol. 46, No. 3, 2010
Number of Pages in PDF File: 18
Hainaut, Donatien
ESC Rennes School of Business
Posted:
22 Oct 13
5
(424,967)
 


Records 1 - 12 of 12 matches
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