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Franck Moraux

Personal Details

First Name:Franck
Middle Name:
Last Name:Moraux
Suffix:
RePEc Short-ID:pmo266
http://perso.univ-rennes1.fr/franck.moraux/
Université de Rennes 1 and CREM Centre de Recherche en Economie & Management (UMR 6211 CNRS) Postal Address: CREM/IGR-IAE de Rennes, 11 rue Jean Macé, 35000 Rennes (France)

Affiliation

(50%) Institut de Gestion de Rennes (IGR-IAE)
Université de Rennes

Rennes, France
https://www.igr.univ-rennes.fr/
RePEc:edi:igrrefr (more details at EDIRC)

(50%) Centre de Recherche en Économie et Management (CREM)

Rennes/Caen, France
https://crem.univ-rennes.fr/
RePEc:edi:crmrefr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Florina Silaghi & Franck Moraux, 2022. "Trade credit contracts: Design and regulation," Post-Print hal-03268865, HAL.
  2. Jerôme Detemple & Souleymane Laminou Abdou & Franck Moraux, 2020. "American Step Options," Post-Print halshs-02283374, HAL.
  3. D.A. Phan & Franck Moraux & Thi Le Hoa Vo & Anh Ngoc Lai, 2020. "Impact of retail-platform loan programs on the SC performance under CSR dependent stochastic demand," Post-Print hal-02893481, HAL.
  4. Olesya Grishchenko & Franck Moraux & Olga Pakulyak, 2020. "Fuel up with OATmeals! The case of the French nominal yield curve," Post-Print halshs-02980563, HAL.
  5. Franck Moraux, 2019. "On Bankruptcy Procedures and the Valuation of Corporate Securities," Post-Print halshs-02402128, HAL.
  6. Donatien Hainaut & Franck Moraux, 2019. "A switching self-exciting jump diffusion process for stock prices," Post-Print halshs-01909772, HAL.
  7. Franck Moraux, 2018. "René M. Stulz: latitude managériale et politique financière," Post-Print halshs-01683862, HAL.
  8. Donatien Hainaut & Franck Moraux, 2018. "Hedging of options in the presence of jump clustering," Post-Print halshs-02024279, HAL.
  9. Franck Moraux & Vincent Hovelaque, 2016. "De l’absence au dilemme de la diversification des fournisseurs dans la gestion du risque de rupture d’approvisionnement des supply chains," Post-Print halshs-01354781, HAL.
  10. Souleymane Laminou Abdou & Franck Moraux, 2016. "Pricing and hedging American and hybrid strangles with finite maturity," Post-Print halshs-01242610, HAL.
  11. Maxime Debon & Franck Moraux & Patrick Navatte, 2015. "The cost of financing with callable bonds : an empirical study [Le coût du financement par obligations rachetables : une étude empirique]," Post-Print halshs-01238561, HAL.
  12. Franck Moraux & Patrick Navatte, 2015. "How do reservation prices impact distressed debt rescheduling?," Post-Print halshs-01116887, HAL.
  13. Jessica Fouilloux & Franck Moraux & Jean-Laurent Viviani, 2015. "Investing in finite-life carbon emissions reduction program under risk and idiosyncratic uncertainty," Post-Print halshs-01101996, HAL.
  14. Franck Moraux & Arnaud Richard, 2014. "What Moves Euro-Bund Futures Contracts on Eurex? Surprises!," Post-Print halshs-01075657, HAL.
  15. Franck Moraux & Florina Silaghi, 2014. "Inside debt renegotiation: Optimal debt reduction, timing, and the number of rounds," Post-Print halshs-01024229, HAL.
  16. Franck Moraux & Carole Bernard & Ludger Rüschendorf & Steven Vanduffel, 2013. "Optimal payoffs under state-dependent constraints," Post-Print halshs-00830435, HAL.
  17. Grégoire Leblon & Franck Moraux, 2013. "Analytical pricing of european bond options within one-factor quadratic term structure models," Post-Print halshs-00831035, HAL.
  18. Franck Moraux & Rivo Randrianarivony, 2013. "La finance serait-elle devenue anormale au XXIe siècle ?," Post-Print halshs-00924308, HAL.
  19. Laminou Abdou Souleymane & Franck Moraux, 2013. "Pricing and hedging american strangles with finite maturity," Post-Print halshs-00830484, HAL.
  20. Franck Moraux & Laurent Bironneau, 2013. "Recherches et innovations en sciences de gestion," Post-Print halshs-00815844, HAL.
  21. Florina Silaghi & Franck Moraux, 2013. "Debt renegotiation," Post-Print halshs-00835694, HAL.
  22. Carole Bernard & Franck Moraux & Ludger Rueschendorf & Steven Vanduffel, 2013. "Optimal Payoffs under State-dependent Preferences," Papers 1308.6465, arXiv.org, revised Jul 2014.
  23. Franck Moraux & Patrick Navatte, 2013. "Strategic management of private benefits in a contingent claim framework," Post-Print halshs-00801221, HAL.
  24. Ghassen Nouajaa & Jean-Laurent Viviani & Franck Moraux, 2013. "Foreign exchange risk management : evidence from French non-financial firms," Post-Print halshs-00830492, HAL.
  25. Grégoire Leblon & Franck Moraux, 2012. "Bond portfolio management with affine and quadratic term structure models : selection, risk management and performance," Post-Print halshs-00763196, HAL.
  26. Franck Moraux & Patrick Navatte, 2011. "Private Benefits in a contingent claim framework: Valuation effects and other implications," Post-Print halshs-00600713, HAL.
  27. Franck Moraux, 2011. "How valuable is your VaR? Large sample confidence intervals for normal VaR," Post-Print halshs-00600718, HAL.
  28. Franck Moraux & Arnaud Richard, 2010. "How do News Releases and their Information Content affect Bund Futures Prices? An HFD investigation," Post-Print halshs-00493911, HAL.
  29. Franck Moraux, 2010. "Sensitivity Analysis of Credit Risk Measures in the Beta Binomial Framework," Post-Print halshs-00446903, HAL.
  30. Grégoire Leblon & Franck Moraux, 2010. "Quadratic Approaches for Modeling Term Structures of Interest Rates in Discrete Time," Post-Print halshs-00523163, HAL.
  31. Franck Moraux, 2009. "Continuous barrier range options," Post-Print halshs-00426767, HAL.
  32. Franck Moraux & Patrick Navatte, 2009. "On the Pricing and Design of Debt-Equity Swaps for Firms in Default," Post-Print halshs-00446896, HAL.
  33. Franck Moraux, 2009. "On perpetual American strangles," Post-Print halshs-00393811, HAL.
  34. Maxime Debon & Franck Moraux & Patrick Navatte, 2009. "Make-whole callable bonds :Covenant yield premium insights," Post-Print halshs-00391597, HAL.
  35. Grégoire Leblon & Franck Moraux, 2009. "Examining Performance of Quadratic Models of TermStructure of Interest Rates," Post-Print halshs-00391549, HAL.
  36. Anthony Miloudi & Franck Moraux, 2009. "Relations between Corporate Credit Spreads,Treasury Yields and the Equity Market," Post-Print halshs-00391567, HAL.
  37. Cédric Lesage & Franck Moraux, 2009. "Should executive compensation rules govern Audit fees ? An anlysis of executive compensation driven frauds," Post-Print halshs-00419726, HAL.
  38. Pascal François & Franck Moraux, 2008. "The immunization performance of traditional and stochastic durations: a mean-variance analysis," Post-Print halshs-00318494, HAL.
  39. Franck Moraux & Patrick Navatte, 2007. "Business Risk Targeting AndRescheduling of Distressed Debt," Post-Print halshs-00190840, HAL.
  40. Franck Moraux & Patrick Navatte, 2007. "Admissible Designs of Debt-Equity Swaps for Distressed Firms: Analysis, Limits and Applications," Post-Print halshs-00257915, HAL.
  41. Franck Moraux & Patrick Navatte, 2007. "Rescheduling of distressed debt and business risk targeting ex ante the reorganization," Post-Print halshs-00190849, HAL.
  42. Franck Moraux & Patrick Navatte, 2006. "The active management of distressed debt," Post-Print halshs-00093135, HAL.
  43. Franck Moraux & Patrick Navatte, 2006. "Rescheduling debt in default : the Longstaff's proposition revisited," Post-Print halshs-00078569, HAL.
  44. Franck Moraux & Patrick Navatte, 2004. "Extending the Maturity of a defaulting debt : when it is worthwhile !," Post-Print halshs-00093034, HAL.
  45. Florence André-Le Pogamp & Franck Moraux, 2004. "Valuing Callable Convertible Bonds : a reduced approach," Post-Print halshs-00010137, HAL.
  46. Franck Moraux & Anthony Miloudi, 2004. "The relation between corporate credit spreads, treasury yields and the equity markets : new evidences from daily options-ajusted spreads indices," Post-Print halshs-00093027, HAL.
  47. Franck Moraux, 2004. "Modeling the business risk of financially weakened firms: A new approach for corporate bond pricing," Post-Print halshs-00010138, HAL.
  48. Franck Moraux & Christophe Villa, 2003. "The dynamics of the term structure of interest rates : an independent component analysis," Post-Print halshs-00076706, HAL.
  49. Florence André-Le Pogamp & Franck Moraux, 2003. "Sur les obligations convertibles à clause de remboursement anticipé au gré de l'émetteur," Post-Print halshs-00069557, HAL.
  50. Franck Moraux, 2003. "Empirical analysis of term structures of credit spreads indices : a Kalman filtering approach," Post-Print halshs-00093024, HAL.
  51. Franck Moraux, 2003. "Managing corporate liabilities of financially weakened firms," Post-Print halshs-00093021, HAL.
  52. Franck Moraux, 2002. "Valuing corporate liabilities when the default threshold is not an absorbing barrier," Post-Print halshs-00077168, HAL.
  53. Franck Moraux & O. Renault, 2002. "30 ans de modèles structurels de risque de défaut," Post-Print halshs-00076643, HAL.
  54. Franck Moraux, 2002. "On cumulative parisian options," Post-Print halshs-00071099, HAL.
  55. Franck Moraux & Patrick Navatte, 2002. "Pricing credit derivatives in credit classes frameworks," Post-Print halshs-00076642, HAL.

Articles

  1. Silaghi, Florina & Moraux, Franck, 2022. "Trade credit contracts: Design and regulation," European Journal of Operational Research, Elsevier, vol. 296(3), pages 980-992.
  2. Detemple, Jérôme & Laminou Abdou, Souleymane & Moraux, Franck, 2020. "American step options," European Journal of Operational Research, Elsevier, vol. 282(1), pages 363-385.
  3. Franck Moraux, 2019. "On Bankruptcy Procedures and the Valuation of Corporate Securities," Finance, Presses universitaires de Grenoble, vol. 40(3), pages 141-191.
  4. Donatien Hainaut & Franck Moraux, 2019. "A switching self-exciting jump diffusion process for stock prices," Annals of Finance, Springer, vol. 15(2), pages 267-306, June.
  5. Laminou Abdou, Souleymane & Moraux, Franck, 2016. "Pricing and hedging American and hybrid strangles with finite maturity," Journal of Banking & Finance, Elsevier, vol. 62(C), pages 112-125.
  6. Moraux, Franck & Navatte, Patrick, 2015. "How do reservation prices impact distressed debt rescheduling?," Economic Modelling, Elsevier, vol. 46(C), pages 269-282.
  7. Carole Bernard & Franck Moraux & Ludger R�schendorf & Steven Vanduffel, 2015. "Optimal payoffs under state-dependent preferences," Quantitative Finance, Taylor & Francis Journals, vol. 15(7), pages 1157-1173, July.
  8. Maxime Debon & Franck Moraux & Patrick Navatte, 2015. "Le coût du financement par obligations rachetables:une étude empirique," Revue Finance Contrôle Stratégie, revues.org, vol. 18(2), pages 17-35, June.
  9. Fouilloux, Jessica & Moraux, Franck & Viviani, Jean-Laurent, 2015. "Investing in finite-life carbon emissions reduction program under risk and idiosyncratic uncertainty," Energy Policy, Elsevier, vol. 82(C), pages 310-320.
  10. Moraux, Franck & Silaghi, Florina, 2014. "Inside debt renegotiation: Optimal debt reduction, timing, and the number of rounds," Journal of Corporate Finance, Elsevier, vol. 27(C), pages 269-295.
  11. Moraux, Franck, 2011. "How valuable is your VaR? Large sample confidence intervals for normal VaR," Journal of Risk Management in Financial Institutions, Henry Stewart Publications, vol. 4(2), pages 189-200, March.
  12. Franck Moraux & Patrick Navatte, 2007. "Business Risk Targeting and Rescheduling of Distressed Debt," Finance, Presses universitaires de Grenoble, vol. 28(2), pages 43-78.
  13. Moraux, Franck, 2004. "Modeling the business risk of financially weakened firms: A new approach for corporate bond pricing," International Review of Financial Analysis, Elsevier, vol. 13(1), pages 47-61.
  14. F. Andre-le Pogamp & F. Moraux, 2004. "Valuing callable convertible bonds: a reduced approach," Applied Financial Economics, Taylor & Francis Journals, vol. 14(10), pages 743-749.
  15. Moraux, Franck, 2004. "A closed form solution for pricing defaultable bonds," Finance Research Letters, Elsevier, vol. 1(2), pages 135-142, June.
  16. Franck Moraux & Patrick Navatte & Christophe Villa, 1999. "The Predictive Power of the French Market Volatility Index: A Multi Horizons Study," Review of Finance, European Finance Association, vol. 2(3), pages 303-320.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 7 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-GTH: Game Theory (2) 2013-08-31 2021-07-19
  2. NEP-BAN: Banking (1) 2021-07-19
  3. NEP-CMP: Computational Economics (1) 2018-12-24
  4. NEP-EEC: European Economics (1) 2020-11-16
  5. NEP-ETS: Econometric Time Series (1) 2018-12-24
  6. NEP-GER: German Papers (1) 2015-08-30
  7. NEP-LAW: Law and Economics (1) 2015-08-25
  8. NEP-RMG: Risk Management (1) 2019-09-23
  9. NEP-UPT: Utility Models and Prospect Theory (1) 2013-08-31

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