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Sami Attaoui

Personal Details

First Name:Sami
Middle Name:
Last Name:Attaoui
Suffix:
RePEc Short-ID:pat146
[This author has chosen not to make the email address public]
https://sites.google.com/site/samiattaoui

Affiliation

Neoma Business School

Rouen/Reims, France
http://www.neoma-bs.com/
RePEc:edi:neomafr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Sami Attaoui & Vincent Lacoste, 2013. "A scenario-based description of optimal American capital guaranteed strategies," Post-Print hal-00867667, HAL.
  2. Sami Attaoui & Patrice Poncet, 2013. "Capital structure and debt priority," Post-Print hal-00956666, HAL.
  3. Sami Attaoui & Vincent Lacoste & Pierre Six, 2011. "A partial equilibrium for the convenience yield risk premium," Post-Print hal-00753690, HAL.
  4. Sami Attaoui, 2011. "Hedging performance of the Libor market model: the cap market case," Post-Print hal-00653437, HAL.
  5. Sami Attaoui & Pierre Six & Constantin Mellios, 2011. "Calendar spreads in commodity future markets, risk premium and the convenience yield," Post-Print hal-00740067, HAL.
  6. Sami Attaoui & Pierre Six, 2011. "The Bond-Stock Mix: A New Insight," Post-Print hal-00657894, HAL.
  7. Sami Attaoui & Vincent Lacoste & Pierre Six, 2011. "A partial equilibrium model for the convenience yield risk premium," Post-Print hal-00657816, HAL.
  8. Sami Attaoui & Pierre Six, 2010. "Interest rate risk hedging demand under a Gaussian framework," Post-Print hal-00826291, HAL.

Articles

  1. Attaoui, Sami & Cao, Wenbin & Duan, Xiaoman & Liu, Hening, 2021. "Optimal capital structure, ambiguity aversion, and leverage puzzles," Journal of Economic Dynamics and Control, Elsevier, vol. 129(C).
  2. Attaoui, Sami & Cao, Wenbin & Six, Pierre, 2021. "Capital structure and the optimal payment methods in acquisitions," International Review of Law and Economics, Elsevier, vol. 66(C).
  3. Sami Attaoui & Moez Bennouri & Imen Mejri, 2017. "Performance-Sensitive Debt: A New Mechanism," Finance, Presses universitaires de Grenoble, vol. 38(2), pages 39-93.
  4. Sami Attaoui, 2016. "Capital Structure And Tax Convexity When The Maturity Of Debt Is Finite," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 19(01), pages 1-20, February.
  5. Sami Attaoui & Pierre Six, 2015. "The Impact of Different Risk Aversions on The Bond-Stock Mix: A Note," Finance, Presses universitaires de Grenoble, vol. 36(3), pages 85-111.
  6. Attaoui, Sami & Poncet, Patrice, 2015. "Write-Down Bonds and Capital and Debt Structures," Journal of Corporate Finance, Elsevier, vol. 35(C), pages 97-119.
  7. Sami Attaoui & Pierre Six, 2014. "Hedging demand and the certainty equivalent of wealth," Economics Bulletin, AccessEcon, vol. 34(3), pages 1742-1750.
  8. Sami Attaoui & Vincent Lacoste, 2013. "A scenario-based description of optimal American capital guaranteed strategies," Finance, Presses universitaires de Grenoble, vol. 34(2), pages 65-119.
  9. Sami Attaoui & Patrice Poncet, 2013. "Capital Structure and Debt Priority," Financial Management, Financial Management Association International, vol. 42(4), pages 737-775, December.
  10. Sami Attaoui, 2011. "Hedging performance of the Libor market model: the cap market case," Applied Financial Economics, Taylor & Francis Journals, vol. 21(16), pages 1215-1223.
  11. Attaoui, Sami & Six, Pierre, 2010. "Interest rate risk hedging demand under a Gaussian framework," Journal of Financial Transformation, Capco Institute, vol. 28, pages 103-107.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Sami Attaoui & Vincent Lacoste, 2013. "A scenario-based description of optimal American capital guaranteed strategies," Post-Print hal-00867667, HAL.

    Cited by:

    1. Jacques Pézier & Johanna Scheller, 2012. "Average Portfolio Insurance Strategies," ICMA Centre Discussion Papers in Finance icma-dp2012-05, Henley Business School, University of Reading.

  2. Sami Attaoui & Patrice Poncet, 2013. "Capital structure and debt priority," Post-Print hal-00956666, HAL.

    Cited by:

    1. Quratulain Zafar & Winai Wongsurawat & David Camino, 2019. "The determinants of leverage decisions: Evidence from Asian emerging markets," Cogent Economics & Finance, Taylor & Francis Journals, vol. 7(1), pages 1598836-159, January.
    2. de La Bruslerie, Hubert & Gueguen, Simon, 2021. "Creditors’ holdup, releveraging and the setting of private appropriation in a control contract between shareholders," International Review of Law and Economics, Elsevier, vol. 68(C).
    3. Liu, Liang-Chih & Dai, Tian-Shyr & Wang, Chuan-Ju, 2016. "Evaluating corporate bonds and analyzing claim holders’ decisions with complex debt structure," Journal of Banking & Finance, Elsevier, vol. 72(C), pages 151-174.
    4. Attaoui, Sami & Poncet, Patrice, 2015. "Write-Down Bonds and Capital and Debt Structures," Journal of Corporate Finance, Elsevier, vol. 35(C), pages 97-119.
    5. Sami Attaoui, 2016. "Capital Structure And Tax Convexity When The Maturity Of Debt Is Finite," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 19(01), pages 1-20, February.
    6. de La Bruslerie, Hubert, 2016. "Does debt curb controlling shareholders' private benefits? Modelling in a contingent claim framework," Economic Modelling, Elsevier, vol. 58(C), pages 263-282.

Articles

  1. Attaoui, Sami & Cao, Wenbin & Duan, Xiaoman & Liu, Hening, 2021. "Optimal capital structure, ambiguity aversion, and leverage puzzles," Journal of Economic Dynamics and Control, Elsevier, vol. 129(C).

    Cited by:

    1. Lin, Qian & Luo, Yulei & Sun, Xianming, 2022. "Robust investment strategies with two risky assets," Journal of Economic Dynamics and Control, Elsevier, vol. 134(C).
    2. Shilin Li & Jinqiang Yang & Siqi Zhao, 2022. "Robust leverage dynamics without commitment," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 74(2), pages 643-679, September.
    3. Yu, Baojun & Li, Changming & Mirza, Nawazish & Umar, Muhammad, 2022. "Forecasting credit ratings of decarbonized firms: Comparative assessment of machine learning models," Technological Forecasting and Social Change, Elsevier, vol. 174(C).

  2. Attaoui, Sami & Poncet, Patrice, 2015. "Write-Down Bonds and Capital and Debt Structures," Journal of Corporate Finance, Elsevier, vol. 35(C), pages 97-119.

    Cited by:

    1. Zhao, Zhiming & Li, Shasha & Tang, Huiling, 2021. "Write-down bonds, credit risk and imperfect information," The North American Journal of Economics and Finance, Elsevier, vol. 57(C).
    2. Philippe Oster, 2020. "Contingent Convertible bond literature review: making everything and nothing possible?," Journal of Banking Regulation, Palgrave Macmillan, vol. 21(4), pages 343-381, December.

  3. Sami Attaoui & Vincent Lacoste, 2013. "A scenario-based description of optimal American capital guaranteed strategies," Finance, Presses universitaires de Grenoble, vol. 34(2), pages 65-119.
    See citations under working paper version above.
  4. Sami Attaoui & Patrice Poncet, 2013. "Capital Structure and Debt Priority," Financial Management, Financial Management Association International, vol. 42(4), pages 737-775, December.
    See citations under working paper version above.

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