axe finance - Centre de Recherche en Management

AXE FINANCE
Articles publiés dans des revues classées (CNRS, FNEGE, AERES, CRM)
Attar, A., Mariotti , T., & Salanie, F. 2014. Non-Exclusive Competition under Adverse Selection
Theoretical Economics, 9(1): 1-40. (CNRS 2, FNEGE NC, AERES A).
Attar, A., Campioni, E., & Piaser, G. 2013. Two-sided communication in competing mechanism
games. Journal of Mathematical Economics, 49(1): 62-70. (CNRS 1, FNEGE NC,
AERES A).
Azam, J.-P., Bates, R., & Biais, B. 2009. Political Predation and Economic Development.
Economics & Politics, 21(2): 255-277. (CNRS 3, FNEGE NC, AERES B).
Biais, B., Bisière, C., & Pouget, S. 2014. Equilibrium Discovery and Preopening Mechanisms in
an Experimental Market. Management Science, 60(3): 753–769. (CNRS 1eg, FNEGE
1*, AERES A).
Biais, B., Weill, P. O., & Hombert, J. 2014. Equilibrium Pricing and Trading Volume under
Preference Uncertainty. Review of Economic Studies (online). (CNRS 1e, FNEGE NC,
AERES A).
Biais, B., Martimort, D., & Rochet, J.-C. 2013. Competing mechanisms in a common value
environment: A corrigendum. Econometrica, 81(1): 393-406. (CNRS 1e, FNEGE NC,
AERES A).
Biais, B., Bossaerts, P., & Spatt, P. 2010. Equilibrium Asset Pricing And Portfolio Choice Under
Asymmetric Information. Review of Financial Studies, 23(4): 1503-1543. (CNRS 1,
FNEGE 1, AERES A).
Biais, B., Mariotti, T., Rochet, J.-C., & Villeneuve, S. 2010. Large Risk, Limited Liability and
Dynamic Moral Hazard. Econometrica, 78(1): 73-118. (CNRS 1e, FNEGE NC, AERES
A).
Biais, B., Bisière, C., & Spatt, C. 2010. Imperfect Competition in Financial Markets: An Empirical
Study of Island and Nasdaq. Management Science, 56(12): 2237-2250. (CNRS 1eg,
FNEGE 1*, AERES A).
Biais, B., & Mariotti, T. 2009. Credit, Wages and Bankruptcy Laws. Journal of the European
Economic Association, 7(5): 939-973. (CNRS 1, FNEGE NC, AERES A).
Biais, B., & Weber, M. 2009. Hindsight Bias, Risk Perception, and Investment Performance.
Management Science, 55(6): 1018-1029. (CNRS 1eg, FNEGE 1*, AERES A).
Bianchi, M., & Bobba, M. 2013. Liquidity, Risk, and Occupational Choice. Review of Economic
Studies 80(2): 491-511. (CNRS 1e, FNEGE NC, AERES A).
Bianchi, M. 2013. Immigration Policy and Self-Selecting Migrants. Journal of Public Economic
Theory, 15(1): 1-23. (CNRS 2, FNEGE NC, AERES A).
Bisière, C., Décamps, J. P., & Lovo, S. 2014. Risk Attitude, Beliefs Updating and the Information
Content of Trades: An Experiment. Management Science: à paraître. (CNRS 1eg,
FNEGE 1*, AERES A).
Bobtcheff, C., & Villeneuve, S. 2010. Technology choice under several uncertainty sources.
European Journal of Operational Research, 206(3): 586-600. (CNRS 1, FNEGE NC,
AERES A).
Casamatta, C., & Haritchabalet, C. 2013. Dealing with Venture Capitalists: Shopping Around or
Exclusive Negotiation. Review of Finance (online). (CNRS 1, FNEGE 1, AERES A).
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Casamatta, C., & Guembel, A. 2010. Managerial Legacies, Entrenchment, and Strategic Inertia.
Journal of Finance, 65(6): 2403-2436. (CNRS 1g, FNEGE 1*, AERES A).
Décamps, J.-P., & Villeneuve, S. 2014. Rethinking Dynamic Capital Structure models with
Roll-Over Debt Mathematical Finance, 24(1): 66-96. (CNRS 2, FNEGE NC, AERES A).
Décamps, J.-P., Mariotti, T., Rocher, J.-C., & Villeneuve, S. 2011. Free Cash Flows, Inssuance
Costs and Volatility. Journal of Finance, 66(Issue 5): 1501-1544. (CNRS 1g, FNEGE 1*,
AERES A).
Décamps, J.-P., Mariotti, T., & Villeneuve, S. 2009. Investment Timing Under Incomplete
Information: Erratum. Mathematics of Operations Research, 34: 255-256. (CNRS 1,
FNEGE NC, AERES A).
Guembel, A., & White, L. 2014. Good Cop, Bad Cop: Complementarities in Debt and Equity in
Disciplining Management. Journal of Financial Intermediation: online. (CNRS 2,
FNEGE 2, AERES A).
Guembel, A., & Rossetto, S. 2009. Reputational Cheap Talk with Misunderstanding. Games and
Economic Behavior, 67(2): 736-744. (CNRS 1, FNEGE NC, AERES A).
Heimann, M., & Pouget, S. 2013. La recommandation des fonds ISR. Une étude empirique sur
les conseillers clients bancaires français. Revue Française de Gestion, 39(236):
149-162. (CNRS 4, FNEGE 3, AERES C).
Makarov, I., & Plantin, G. 2013. Equilibrium Subprime Lending. Journal of Finance, 68(3):
849-879. (CNRS 1g, FNEGE 1*, AERES A).
Moinas, S., & Pouget, S. 2013. The Bubble Game: An Experimental Study of Speculation.
Econometrica, 81(4): 1507-1539. (CNRS 1e, FNEGE NC, AERES A).
Plantin, G., & Makarov, I. 2014. Rewarding Trading Skills Without Inducing Gambling Journal
of Finance (forthcoming). (CNRS 1g, FNEGE 1*, AERES A).
Pouget, S. 2014. On the Financial Performance of Socially Responsible Investments Bankers,
Markets & Investors (128): 31-35. (CNRS 3, FNEGE 3, AERES B).
Pouget, S., & Dia, M. 2011. Sunshine Trading in an African Stock Market. Managerial Finance,
37(3): 257 - 274. (CNRS 4, FNEGE 4, AERES C).
Rochet, J.-C., & Villeneuve, S. 2011. Liquidity management and Corporate Demand for Hedging
and Insurance. Journal of Financial Intermediation, 20(3): 300-323. (CNRS 2, FNEGE
2, AERES A).
Rossetto, S. 2013. IPO activity and information in secondary market prices. Annals of Finance,
9(4): 667-687. (CNRS 4, FNEGE 4, AERES C).
Rossetto, S., & van Bommel, J. 2009. Endless Leverage Certificates. Journal of Banking and
Finance, 33(8): 1543-1553. (CNRS 2, FNEGE1, AERES A).
Tankov, P., & Voltchkova, E. 2009. Jump-diffusion Models: a Practitioner's Guide. Bankers,
Markets & Investors (99). (CNRS 3, FNEGE 3, AERES B).
Tankov, P., & Voltchkova, E. 2009. Asymptotic Analysis of Hedging Errors in Models with
Jumps. Stochastic Processes and their Applications, 119(6): 2004-2027. (CNRS NC,
FNEGE NC, AERES NC, CRM).
Articles publiés dans des revues référencées (JCR, ISI, Harzing…), autres revues,
éditoriaux et cahiers de recherche
Biais, B., Heider, F., & Hoerova, M. 2012. Clearing, counterparty risk and aggregate risk. IMF
Economic Review (60): 193-222.
Biais, B., Bisière, C., & Pouget, S. 2009. Equilibrium liquidity discovery: an experimental
investigation. IDEI Working Paper (543).
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Biais, B., Rochet, J.-C., & Woolley, P. 2009. Rents, Learning and Risk in the Financial Sector and
Other Speculative Industries. IDEI Working Paper (549).
Biais, B., & Weill, P.-O. 2009. Liquidity Shocks and Order Book Dynamics. IDEI Working Paper
(550).
Bisière, C., Décamps, J.-P., & Lovo, S. 2009. On the Information Content of the Order Flow: An
Experiment. IDEI Working Paper.
Moinas, S. 2009. The Markets in Financial Instruments Directive: a first assessment. Briefing
Paper, Observatoire de l'Epargne Européenne.
Ouvrages et chapitres d’ouvrages
Ouvrages et chapitres d’ouvrages de recherche
Biais, B., Mariotti, T., & Rochet, J.-C. 2013. Dynamic financial Contracting. In D. Acemoglu, M.
Arellano, & E. Dekel (Eds.), Advances in Economics and Econometrics Vol. 1:
125--171: Cambridge University Press.
Casamatta, C. 2010. Venture capital contracts and value-added. In D. Cumming (Ed.), Venture
Capital: Investment Strategies, Structures, and Policies: 153-168: Wiley.
Décamps, J. P., & Villeneuve, S. 2013. Optimal investment under liquidity constraints. In A.
Bensoussan, S. Peng, & J. Sung (Eds.), Ambiguity, Real Options, Credit Risk and
Insurance. Amsterdam: IOS Press.
Pouget, S., Heimann, M., Mullet, E., & Bonnefon, J.-F. 2011. The Experimental Approach To
Trust In Socially Responsible Investment Funds. In W. Sun, C. Louche, & R. Perez
(Eds.), Finance and Sustainability: Towards a New Paradigm? A Post-Crisis
Agenda: Emerald.
Pouget, S., & Goetzmann, W. N. 2011. A shareholder lawsuit in fourteenth century Toulouse. In
J. G. S. Koppell (Ed.), Origins of Shareholder Advocacy: Palgrave-MacMillan.
Tankov, P., & Voltchkova, E. 2009. Pricing, Hedging, and Calibration in Jump-Diffusion Models.
In R. Cont (Ed.), Frontiers in Quantitative Finance: Volatility and Credit Risk Modeling:
129-160. Wiley Finance series. Hoboken, N.J.: Wiley.
Villeneuve, S. 2010. Alternating Direction Implicit Method In R. Cont (Ed.), Encyclopedia of
Quantitative Finance.: 30-37. Chichester, UK: Wiley Sons Ltd.
Ouvrages et chapitres d’ouvrages d’études et pédagogiques
Parienté, S.
2013.
Analyse
financière
et
évaluation
Méthodologie-Diagnostic-Prix d'offre. Londres: Pearson Education.
d'entreprise,
Congrès internationaux
Biais, B., Foucault, T., & Moinas, S. 2011. Equilibrium High Frequency Trading. Paper
presented at the French Finance Association International Meeting, (AFFI),
Montpellier. 11-13 mai
Biais, B. 2010. Dynamic Financial Contracting. Paper presented at the French Finance
Association International Meeting, (AFFI), Saint Malo. 10-12 mai
Biais, B. 2010. Trading and Liquidity with Limited Cognition. Paper presented at the
European Symposium in Economic Theory, Gerzensee (Switzerland). 12-14 juillet
Biais, B. 2010. Dynamic Financial Contracting. Paper presented at the 10th World Congress
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of the Econometric Society, Shanghai, (Chine). 11 août
Casamatta, C., & Pouget, S. 2010. Fund Managers' Contracts and Short-Termism. Paper
presented at the 10th World Congress of the Econometric Society, Shanghai, (Chine).
17 août
Casamatta, C., & Guembel, A. 2009. Managerial legacies, entrenchment, and strategy
inertia. Paper presented at the 7th Europlace Institute of Finance (EIF) Annual
Scientific Forum, Paris.
Décamps, J.-P., & Villeneuve, S. 2013. Corporate cash policy with liquidity and profitability
risks. Paper presented at the 30 th Congrés International de l'Association Française de
Finance (AFFI), Lyon. 28-31 mai
Décamps, J.-P., & Villeneuve, S. 2013. Corporate cash policy with liquidity and profitability
risks. Paper presented at the European Meeting of the Econometric Society,
Gothenburg (Sweden). 26-30 august
Décamps, J.-P., Mariotti, T., & Rochet, J.-C. 2010. Free Cash-Flow, Issuance costs and Stock
Price Volatility. Paper presented at the 10th World Congress of the Econometric
Society, Shanghai. 17 août
Gollier, C., & Pouget, S. 2014. The Washing Machine: Investment Strategies And Corporate
Behavior With Socially Responsible Investors. Paper presented at the 31st
International French Finance Association Conference, (AFFI), Aix-en-Provence. 20-21
mai
Guembel, A., & Sussman, O. 2014. A Welfare Analysis of Fragmented Liquidity Markets.
Paper presented at the Financial Intermediation Research Society Quebec, (Canada).
1-4 juin
Guembel, A., & Sussman, O. 2011. Liquidity, Contagion and Financial Crisis Paper presented
at the Annual Meeting of European Financial Management (EFM), Porto, (Portugal).
8-10 june
Moinas, S., Pouget, S., & Hong, J. 2014. Learning To Speculate. Paper presented at the 31st
International French Finance Association Conference (AFFI), Aix-en-Provence. 20-21
may
Moinas, S. 2013. Liquidity Supply in Multiple Platforms. Paper presented at the 67th
European Meeting of the Econometric Society Meetings, Gothenburg. 26-30 août
Moinas, S., & Decklerck, F. 2010. Trading Structure, Liquidity Rebates and Market Quality.
Paper presented at the French Finance Association International Meeting (AFFI), Saint
Malo. 10-12 mai
Villeneuve, S., & Pouget, S. 2010. Price Formation with Confirmation Bias. Paper presented
at the 70th Annual Meeting American Finance Association, Atlanta, GA. 3-5 janvier
Colloques, conférences, workshops
Biais, B., Declerck, F., & Moinas, S. 2013. Fast trading and prop trading High Frequency Trading
Conference. Conference sponsored by ANR, ERC, FBF, IDEI-R & NYSE Euronext, Paris.
18-19 April
Biais, B., Declerck, F., & Moinas, S. 2013. Fast trading and Prop trading 24th CEPR/Study Center
Gerzensee European Summer Symposium in Financial Markets (ESSFM), Gerzensee
(Switzerland). 15 - 26 July
Biais, B., & Declerck, F. 2013. Liquidity, Competition & Price Discovery in the European
Corporate Bond Market. Northern Finance Conference, Québec City, Quebec, Canada.
September 27-29
CRM Toulouse,
Rapport AERES CNRS 2009-2020
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Biais, B., Declerck, F., & Moinas-Lorsin, S. 2013. Adverse selection & liquidity supply in a fast
electronic market. Atelier de recherche « Trading algorithmique et trading à haute
fréquence », Banque de France, Paris. 8 novembre
Biais, B., Heider, F., & Hoerova, M. 2012. Clearing, counterparty risk and aggregate risk. 5th
Financial Risks International Forum on “Systemic Risk”, Paris. march 22-23
Biais, B., Foucault, T., & Moinas-Lorsin, S. 2012. Equilibrium High Frequency Trading. 2nd
Finance Cavalcade, Conference organised by the Society for Financial Studies (SFS),
University of Virginia (USA). 21-25 mai
Biais, B. 2011. Innovation, rents and risk Regulating Financial Intermediaries, London Business
School and University of Chicago Booth School of Business, Londres. 21-22 janvier
Biais, B., Hombert, J., & Weill, P.-O. 2011. Trading and Liquidity with Limited Cognition. Market
Organization, UCSB (University of California, Santa Barbara). 24-26 mars
Biais, B., Heiderz, F., & Hoerova, M. 2011. Risk-sharing or risk-taking? Hedging, margins and
incentives Workshop in Economic Theory, UCLA (University of California, Los Angeles).
Biais, B., Foucault, T., & Moinas, S. 2011. Equilibrium High Frequency Trading, Université Paris
Dauphine. 20 septembre
Biais, B. 2010. Algorithmic Trading. Colloque du Conseil scientifique de l’Autorité des Marchés
Financiers (AMF), Paris. 27 mai
Biais, B. 2010. Rents Learnind and Risk. Conference of the Bank of England, Londres (UK). 8
juin
Biais, B. 2010. Equilibrium Algorithmic Trading. 2nd Conference FBF/IDEI-R on Investment
Banking and financial markets : Transaction algorithmiques sur les marchés financiers,
Paris. 14 octobre
Biais, B. 2010. Risk-sharing or risk-taking? 6th MTS Conference on Financial Markets " the
Fixed Income Market after the Crisis", Londres. 13-14 décembre
Biais, B. 2010. Algorithmic Trading : Equilibrium, Efficiency and Stability. Market
Microstructure : Conforting Many Viewpoints, Institut Louis Bachelier, Paris 6-10
décembre
Biais, B. 2010. Risk-sharing or risk-taking? 2nd Conference on Capital Market
Dysfunctionalities, Paul Woolley Research Initiative, London School of Economics,
Londres. 10-12 juin
Biais, B. 2010. Limited Cognition and Market Reaction to Liquidity Shocks. NYSE Euronext
Conference, New-York. 25 mai
Biais, B. 2010. Crédit, parole et crise. Journée sur “Economie et écologie", Institut Catholique de
Toulouse, Toulouse. 30 janvier
Biais, B. 2010. Capital Markets Dysfunctionality and Fund Management. Marathon Club,
Londres. 19 janvier
Biais, B., & Weill, P.-O. 2010. Liquidity Shocks and Order Book Dynamics. Workshop CEREG,
Université Paris Dauphine.
Bianchi, M. 2012. Financial Reporting and Market Efficiency with Extrapolative Investors.
Meeting on Behavioral Finance, NBER Behavioral Economics Working Group,
Cambridge. 3 novembre
Bianchi, M. 2011. Liquidity, Risk, and Occupational Choices. DIAL Development Conference
"Shocks in Developing Countries", Paris. 30 juin-1er juillet
Casamatta, C. 2013. 5th UECE Lisbon conference on game theory and applicationsseminar
Tinbergen Institute, Amsterdam.
Casamatta, C., & Haritchabalet, C. 2011. Dealing with venture capitalists: shopping around or
exclusive negotiation. MOVE workshop on venture capital, Universitat Autonoma de
Barcelona, Barcelone. 15-16 avril
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Casamatta, C., & Pouget, S. 2011. Fund managers' contracts and financial markets
short-termism. Séminaire Cass Business School, Londres. 9 février
Décamps, J.-P., & Villeneuve, S. 2013. Corporate cash policy with liquidity and profitability
risks, Université de Zurich.
Décamps, J.-P., & Villeneuve, S. 2013. Corporate cash policy with liquidity and profitability
risks.13th Society for the Advancement of Economic Theory (SAET) Conference on
Current Trends in Economics, MINES ParisTech. July 22-27
Heimann, M., Bonnefon, J.-F., Mullet, E., & Pouget, S. 2011. Similarity in Values and the
Perceived Trustworthiness of Investment Funds.4th Annual Academic Conference on
Responsible Investment (RI ) Research Meets Practice " PRI Dynamics of Responsible
Investment", Sigtuna ( Sweden). september 26-28
Moinas, S. 2014. Equilibrium Fast Trading. SED Meetings, Toronto, Canada. June 26-28
Moinas, S. 2013. Prop Trading and Fast Trading. International Workshop on Algrithmic and
High Frequeny Trading, Banque de France, Paris. 8 novembre
Moinas, S., & Pouget, S. 2012. The Bubble Game: An Experimental Analysis of Speculation.
4 nations cup, Amsterdam, Netherlands. 11 mai
Moinas, S., & Pouget, S. 2010. Rational and Irrational bubbles: an Experiment. Midwest
Macroeconomics Meetings, Michigan State University, Lansing (USA). mai
Moinas, S., & Declerck, F. 2010. Trading Structure, Liquidity. Rebates and Market Quality,
Toulouse School of Economic Financial Econometrics Conference, Toulouse. may
Moinas, S., & Pouget, S. 2010. Rational and Irrational Bubbles. Workshop du Paul Woolley
Research Initiative on Capital markets Dysfunctionnalities, Toulouse. mars
Moinas, S., & Pouget, S. 2010. Rational and Irrational Bubbles. Conference CSIO-IDEI
Northwestern University, Chicago. mai
Moinas, S. 2009. Trading Structure, Liquidity Rebates and Market Quality. High Frequency
Econometrics and Limit Order Book dynamics, Warwick University (UK). septembre
Moinas, S. 2009. Trading Structure, Liquidity Rebates and Market Quality. First FBF FERC
Conference on Individual Decision Making, Toulouse (FR). mars
Pouget, S. 2011. Finance and Responsible Business. UC Berckley Conference. novembre
Pouget, S. 2011. Finance and Responsible Business. Paul Woolley Center Conference, University
of Technology, Sydney octobre
Pouget, S. 2011. Finance and Responsible Business. Paul Woolley Center Conference, University
of Utah. avril
Pouget, S. 2009. Rational and Irrational Speculation : an Experiment. Augustin Cournot
Conference Days, Université de Strasbourg. 1er avril
Pouget, S. 2009. Rational and Irrational Speculation : an Experimen.t Conference The European
Center for Corporate Engagement (ECCE), Université de Maastrich. septembre
Rossetto, S., & Stagliano, R. 2011. The Role of Blockholders in the Governance of a Firm. US
Empirical Evidence. 18th Annual Conference of the Multinational Finance Society, LUISS
Guido Carli University, Rome, Italy June 26 - 29
Villeneuve, S. 2011. A Bayesian Adaptive Singular Control Problem with Discretionary
Stopping Arising from Finance. IMS Annual Meeting, Miami, (USA). August 4
Villeneuve, S., Mariotti, T., & Rochet, J.-C. 2009. Free cash-flows, issuance costs and Stock price
volatility. First FBF/IDEI Conference on Investment Banking and Financial markets,
Toulouse. March
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Conférences invitées
Biais, B. 2011. Le système financier et sa régulation. Sciences Po et Banque de France, Paris.
Biais, B., Hombert, J., & Weill, P.-O. 2010. Trading and Liquidity with Limited Cognition,
Economic Theory Seminar. Northwestern University, Evanston, Illinois.
Biais, B. 2010. Trading and Liquidity with Limited Cognition, HEC, Finance Seminar. Montréal.
Biais, B. 2010. Trading and Liquidity with Limited Cognition. Massachusetts Institute of
Technology (MIT), Sloan Finance Seminar.
Biais, B. 2010. Keynote Adress. Conference. Université Pompeu Fabra, Barcelone.
Biais, B. 2010. Rents, learning and risk in the financial sector and other innovative industries.
Banque Centrale Européenne, Francfort, Allemagne.
Biais, B. 2010. Table ronde sur les marchés obligataires. Conférence euro MTS. Londres.
Biais, B., & Declerck, F. 2009. Liquidity,Competition and Price Discovery in the European
Corporate Bond Market. Toulouse School of Economic Financial Econometrics
Conference.
Bisière, C., Décamps, J.-P., & Lovo, S. 2009. Risk attitude, beliefs updating and the information
content of trades: an experiment. Seminar at CORE, Universitaire Catholique de
Louvain, (Belgium).
Casamatta, C., Attar, A., Chassagnon, A., & Décamps, J.-P. 2010. Multiple lenders, strategic
default, and the role of debt covenants, Séminaire Tilburg University, Pays-Bas.
Casamatta, C., Attar, A., Chassagnon, A., & Décamps, J.-P. 2010. Multiple lenders, strategic
default, and the role of debt covenants, Séminaire Rotterdam School of Management
(Erasmus University), Pays-Bas.
Casamatta, C., & Pouget, S. 2009. Short-Termism and Fund Managers' Contracts. Paris,
Université Paris-Dauphine.
Casamatta, C., & Pouget, S. 2009. Fund managers' contracts and short-termism. Séminaire à
Helsinki School of Economics.
Casamatta, C., & Pouget, S. 2009. Fund managers' contracts and short-termism. Conférence
Finance Durable et Investissement Responsable,Toulouse. .
Guembel, A., & Villeneuve, S. 2012. Long-term Investment and Managerial Turnover.
Université paris Dauphine, Institut Finance: Séminaire "Economie du Risque".
Lescourret, L., & Moinas, S. 2013. Liquidity Supply in Multiple Trading Venues, Finance
Seminars Université de Zurich.
Moinas, S. 2014. University of Valencia, Spain.
Moinas, S. 2014. Bristol University, UK.
Moinas, S. 2014. High Frequency Traders, adverse selection and global market making”,
keynote lecture. Augustin Cournot Doctoral Days. Strasbourg, France.
Moinas, S. 2012. Equilibrium High Frequency Trading. SFS Cavalcade, University of Virginia,
US.
Moinas, S., & Pouget, S. 2011. Rational and Irrational Bubbles, California Institute of
Technology ( Caltech).
Moinas, S., & Pouget, S. 2011. Rational and Irrational Bubbles, University of Utah.
Moinas, S., & Pouget, S. 2010. Rational and Irrational Bubbles, Wharton University of
Pennsylvania.
Moinas, S., & Pouget, S. 2010. Rational and Irrational Bubbles, Yale University.
Moinas, S., & Pouget, S. 2010. Rational and Irrational Bubbles, Princeton University.
Moinas, S., & Pouget, S. 2010. Rational and Irrational Bubbles, Federal Reserve Bank,
New-York.
Plantin, G., & Makarov, I. 2011. Rewarding Trading Skills Without Inducing Gambling. In S. E.
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d. Risque" (Ed.). Université Paris Dauphine, Institut Finance.
Pouget, S. 2012. Principles for Responsible Investment. Milan, Bocconi University.
Pouget, S. 2012. Principles for Responsible Investment. Toronto, CA.
Pouget, S. 2012. Principles for Responsible Investment. London School of Economics.
Pouget, S. 2012. Principles for Responsible Investment. Leicester University.
Pouget, S. 2012. Principles for Responsible Investment. NBER Behavorial Finance Conference.
Villeneuve, S. 2012. Invited speaker to the Conference on credit and liquidity risks. University
of Freiburg.
Villeneuve, S. 2012. Conference PWRI. Toulouse.
Villeneuve, S. 2012. Invited speaker : Optimal stopping, optimal control and Finance.
University of Warwick.
Villeneuve, S. 2012. Invited speaker to Swissquote Conference Lausanne.
Villeneuve, S. 2009. A note on roll-over debt structure models. Invited speaker to Symposium
of Optimal stopping with applications. Turku, Finland.
Villeneuve, S. 2009. Large risks, limited liabitity and dynamic moral hazard, Workshop on
Dynamic Risk Sharing. Paris.
Voltchkova, E. 2013. Séminaire Probabilités et Statistique. Université de Pau.
Voltchkova, E. 2011. Séminaire “Mathématiques de la Décision. Toulouse School of Economics.
Voltchkova, E. 2011. Invited speaker. Technical University of Lisbon, Dpt Financial
Mathematics: Lévy Processes and Applications to Finance, Lisbon
Articles de presse, interviews
Moinas, S. 2011. Trading haute fréquence : une nécessaire régulation. Les Echos, 4 mai.
Moinas, S. 2011. Finance: Attention, transactions éclairs. L'Expansion, novembre.
Moinas, S. 2011. MTF : leur concurrence a fait évoluer le business model des bourses. Revue
Banque août.
Plantin, G., Bénassy-Quéré, A., Gourinchas, P.-O., & Martin, P. 2014. Pourquoi la BCE doit
assouplir sa politique monétaire. La Tribune, 17 février.
Plantin, G., Thesmar, D., & Tirole, J. 2013. Les enjeux économiques du droit des faillites.
Les Notes du CAE, juin.
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