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Francois, Pascal's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
3,641 |
Total
Citations
56 |
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1.
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Morellec, Erwan
Ecole Polytechnique Fédérale de Lausanne Francois, Pascal
HEC Montreal - Department of Finance
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741
(14,712)
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43
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2.
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Hubner, Georges
HEC Management School - University of Liège Francois, Pascal
HEC Montreal - Department of Finance
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541
(22,935)
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credit derivatives, credit risk, structural model
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3.
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The Agency Structure of Loan Syndicates
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Versions (3)
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Missonier-Piera, Franck
University of Geneva - Graduate School of Business (HEC-Geneva) Francois, Pascal
HEC Montreal - Department of Finance
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Posted:
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06 May 05
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Last Revised:
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04 Jun 07
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383
(35,937)
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11
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Missonier-Piera, Franck
University of Geneva - Graduate School of Business (HEC-Geneva) Francois, Pascal
HEC Montreal - Department of Finance
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17
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11
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Missonier-Piera, Franck
University of Geneva - Graduate School of Business (HEC-Geneva) Francois, Pascal
HEC Montreal - Department of Finance
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0
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Loan syndication, Monitoring, Bank specialization, Coagents
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Missonier-Piera, Franck
University of Geneva - Graduate School of Business (HEC-Geneva) Francois, Pascal
HEC Montreal - Department of Finance
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366
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11
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banking, loan syndication, specialization, monitoring
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4.
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Maalaoui Chun, Olfa
Korea Advanced Institute of Science and Technology (KAIST) - Graduate School of Finance Dionne, Georges
HEC Montreal - Department of Finance Francois, Pascal
HEC Montreal - Department of Finance
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16 Jun 08
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Last Revised:
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11 Mar 13
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297
(48,791)
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Credit spread regimes, level regimes, volatility regimes, credit cycle, economic cycle, monetary effect, credit supply effect
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5.
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Maalaoui Chun, Olfa
Korea Advanced Institute of Science and Technology (KAIST) - Graduate School of Finance Dionne, Georges
HEC Montreal - Department of Finance Francois, Pascal
HEC Montreal - Department of Finance
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12 Feb 09
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Last Revised:
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11 Mar 13
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285
(51,178)
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Credit spread, Markov switching regimes, market risk, liquidity risk, default risk, credit cycle, NBER economic cycle.
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6.
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Ben Ameur, Hatem
HEC Montreal - Department of Management Sciences Breton, Michèle
HEC Montreal - Department of Management Sciences Francois, Pascal
HEC Montreal - Department of Finance
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244
(60,813)
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Option Pricing, Exotic Options, Dynamic Programming, Installment Options
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7.
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Francois, Pascal
HEC Montreal - Department of Finance Hubner, Georges
HEC Management School - University of Liège Papageorgiou, Nicolas A.
HEC Montreal - Department of Finance
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21 Feb 06
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Last Revised:
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17 Aug 09
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214
(69,815)
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Convertible debt, Risk shifting, Non-cooperative game
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8.
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Moraux, Franck
Université de Rennes I and CREM Francois, Pascal
HEC Montreal - Department of Finance
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20 Dec 07
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Last Revised:
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07 Mar 08
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198
(75,534)
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immunization, traditional duration, stochastic duration, mean-variance framework
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9.
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Francois, Pascal
HEC Montreal - Department of Finance Gauthier, Genevieve
HEC Montreal Godin, Frédéric
HEC Montreal - Department of Management Sciences
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17 Aug 12
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Last Revised:
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19 Aug 12
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126
(113,539)
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Dynamic programming, hedging, risk management, regime switching
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10.
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Francois, Pascal
HEC Montreal - Department of Finance Hubner, Georges
HEC Management School - University of Liège
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01 Dec 09
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Last Revised:
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02 May 13
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126
(113,539)
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Venture capital, portfolio theory, financial contracting, entrepreneur's risk aversion, cost of capital
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11.
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Francois, Pascal
HEC Montreal - Department of Finance Hubner, Georges
HEC Management School - University of Liège Sibille, Jean-Roch
Riskdynamcis
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124
(115,034)
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Sovereign Credit Spread, Balance Sheet, Recovery Rate, Contingent Claims Analysis, Contagion Effects
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12.
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Romain, Cuchet
BRD - Groupe Société Générale Francois, Pascal
HEC Montreal - Department of Finance Hubner, Georges
HEC Management School - University of Liège
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122
(116,505)
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Credit derivative, credit risk, currency risk
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13.
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Annabi, Amira
HEC Montreal Breton, Michèle
HEC Montreal - Department of Management Sciences Francois, Pascal
HEC Montreal - Department of Finance
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85
(150,598)
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bankruptcy procedure, game theory, dynamic programming
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14.
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Resolution of Financial Distress Under Chapter 11
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Show Abstracts |
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Versions (2)
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Annabi, Amira
HEC Montreal Breton, Michèle
HEC Montreal - Department of Management Sciences Francois, Pascal
HEC Montreal - Department of Finance
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Posted:
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12 Dec 10
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Last Revised:
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19 Sep 12
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79
(157,625)
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1
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Annabi, Amira
HEC Montreal Breton, Michèle
HEC Montreal - Department of Management Sciences Francois, Pascal
HEC Montreal - Department of Finance
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20
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1
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Credit risk, Chapter 11, Game theory, Dynamic programming
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Annabi, Amira
HEC Montreal Breton, Michèle
HEC Montreal - Department of Management Sciences Francois, Pascal
HEC Montreal - Department of Finance
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59
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1
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Credit risk, Chapter 11, game theory, dynamic programming
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15.
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Dorion, Christian
HEC Montreal Francois, Pascal
HEC Montreal - Department of Finance Grass, Gunnar
HEC Montréal Jeanneret, Alexandre
HEC Montréal
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| Posted: |
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10 Oct 12
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Last Revised:
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26 Apr 13
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76
(161,383)
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Convertible bonds, Risk-shifting, Asset substitution, Agency conflict, Financial distress, Asset volatility, Contingent claims
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