Jean-Luc Vila

Convergence Asset Management

475 Steamboat Road

Greenwich, CT 06830

United States

SCHOLARLY PAPERS

4

DOWNLOADS

131

CITATIONS

0

Scholarly Papers (4)

1.

Sovereign Recovery Schemes: Discounting and Risk Management Issues

29th International Conference of the French Finance Association (AFFI) 2012
Number of pages: 18 Posted: 05 Nov 2012
affiliation not provided to SSRN, affiliation not provided to SSRN, affiliation not provided to SSRN and Convergence Asset Management
Downloads 118 (181,430)

Abstract:

Defaultable bond pricing, sovereign recovery, discount factor, discount bond

2.

Investors' Heterogeneity, Prices, and Volume Around the Ex- Dividend Day

JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, Vol 30 No 2, June 1995
Posted: 12 May 2000
Roni Michaely and Jean-Luc Vila
Johnson@Cornell Tech, Cornell University and Convergence Asset Management

Abstract:

3.

Equilibrium Interest Rate and Liquidity Premium with Transaction Costs

Economic Theory, Vol. 13, Issue 3, 1999
Posted: 23 Apr 1999
Jean-Luc Vila and Dimitri Vayanos
Convergence Asset Management and London School of Economics

Abstract:

4.

Equilibrium Interest Rate and Liquidity Premium Under Proportional Transactions Costs

Posted: 19 Apr 1999
Jean-Luc Vila and Dimitri Vayanos
Convergence Asset Management and London School of Economics

Abstract: