Stephane Villeneuve

University of Toulouse 1 - Toulouse School of Economics (TSE)

Place Anatole-France

Toulouse Cedex, F-31042

France

SCHOLARLY PAPERS

9

DOWNLOADS

620

CITATIONS
Rank 16,370

SSRN RANKINGS

Top 16,370

in Total Papers Citations

21

Scholarly Papers (9)

1.

Investment Timing Under Incomplete Information

Number of pages: 39 Posted: 10 Mar 2002
J. P. Decamps, Thomas Mariotti and Stephane Villeneuve
University of Toulouse 1 - Groupe de Recherche en Economie Mathématique et Quantitative (GREMAQ), University of Toulouse I and University of Toulouse 1 - Toulouse School of Economics (TSE)
Downloads 215 (115,002)
Citation 5

Abstract:

2.

On the Modeling of Debt Maturity and Endogenous Default: A Caveat

AFFI/EUROFIDAI, Paris December 2008 Finance International Meeting AFFI - EUROFIDAI
Number of pages: 17 Posted: 14 Oct 2008
Jean-Paul Decamps and Stephane Villeneuve
University of Toulouse 1 - Toulouse School of Economics (TSE) and University of Toulouse 1 - Toulouse School of Economics (TSE)
Downloads 92 (219,826)
Citation 2

Abstract:

optimal stopping time, hitting time, endogenous default

3.

Investment Timing Under Incomplete Information

LSE STICERD Research Paper No. TE444
Number of pages: 41 Posted: 16 Jul 2008
Jean-Paul Decamps, Thomas Mariotti and Stephane Villeneuve
University of Toulouse 1 - Toulouse School of Economics (TSE), University of Toulouse I and University of Toulouse 1 - Toulouse School of Economics (TSE)
Downloads 76 (256,970)
Citation 5

Abstract:

4.

Liquidity Risk and Corporate Demand for Hedging and Insurance

CEPR Discussion Paper No. 4755
Number of pages: 40 Posted: 08 Feb 2005
Jean-Charles Rochet and Stephane Villeneuve
University of Zurich - Swiss Banking Institute (ISB) and University of Toulouse 1 - Toulouse School of Economics (TSE)
Downloads 32 (391,899)
Citation 7
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Abstract:

Liquidity risk, risk management, corporate hedging

5.

A Mind is a Terrible Thing to Change: Confirmatory Bias in Financial Markets

Number of pages: 69 Posted: 17 Sep 2016
Sebastien Pouget, Julien Sauvagnat and Stephane Villeneuve
Toulouse School of Economics, Bocconi University and University of Toulouse 1 - Toulouse School of Economics (TSE)
Downloads 0 (216,928)

Abstract:

financial markets, psychological biases, confirmatory bias, momentum, bubbles, trading strategies, differences of opinion, analysts' forecasts.

6.

Corporate Policies with Permanent and Transitory Shocks

Swiss Finance Institute Research Paper No. 16-18
Number of pages: 60 Posted: 02 Mar 2016
University of Toulouse 1 - Toulouse School of Economics (TSE), Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), Ecole Polytechnique Fédérale de Lausanne and University of Toulouse 1 - Toulouse School of Economics (TSE)
Downloads 0 (264,875)

Abstract:

Financing frictions; cash holdings; risk management; credit lines; permanent and transitory shocks

7.

Corporate Policies with Permanent and Temporary Shocks

CEPR Discussion Paper No. DP10420
Number of pages: 63 Posted: 17 Feb 2015
University of Toulouse 1 - Groupe de Recherche en Economie Mathématique et Quantitative (GREMAQ), Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), Ecole Polytechnique Fédérale de Lausanne and University of Toulouse 1 - Toulouse School of Economics (TSE)
Downloads 0 (564,885)
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Abstract:

corporate policies, financing frictions, permanent vs. temporary shocks, risk management

8.

Rethinking Dynamic Capital Structure Models with Roll‐Over Debt

Mathematical Finance, Vol. 24, Issue 1, pp. 66-96, 2014
Number of pages: 31 Posted: 13 Dec 2013
Jean‐Paul Décamps and Stephane Villeneuve
University of Toulouse 1 - Toulouse School of Economics (TSE) and University of Toulouse 1 - Toulouse School of Economics (TSE)
Downloads 0 (564,885)
Citation 2
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Abstract:

strategic default, payoff dominant equilibrium, constrained optimal stopping time

9.

Exercise Regions of American Options on Several Assets

Finance and Stochastics, Vol. 3, Iss. 3, May 1999
Posted: 17 Aug 1999
Stephane Villeneuve
University of Toulouse 1 - Toulouse School of Economics (TSE)

Abstract: