Yann Braouezec

IESEG School of Management, LEM CNRS, UMR 9221

Associate Professor

1, parvis de la Défense

Paris-La Défense cedex, 92044

France

SCHOLARLY PAPERS

12

DOWNLOADS
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Top 26,938

in Total Papers Downloads

2,435

SSRN CITATIONS
Rank 47,730

SSRN RANKINGS

Top 47,730

in Total Papers Citations

9

CROSSREF CITATIONS

5

Scholarly Papers (12)

1.

Corporate Liquidity, Dividend Policy and Default Risk: Optimal Financial Policy and Agency Costs

Number of pages: 48 Posted: 07 Apr 2008 Last Revised: 30 May 2009
Yann Braouezec and Charles-Albert Lehalle
IESEG School of Management, LEM CNRS, UMR 9221 and Abu Dhabi Investment Authority, ADIA
Downloads 945 (31,934)
Citation 1

Abstract:

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Corporate liquidity, optimal dividend policy, Modigliani-Miller theorem, default risk and recovery rate risk, stochastic default thresholds, agency cost of dividend policy

2.

Financing Constraint, Over-Investment and Market-to-Book Ratio

Finance Research Letters, Forthcoming
Number of pages: 14 Posted: 10 Nov 2005 Last Revised: 27 Nov 2008
Yann Braouezec
IESEG School of Management, LEM CNRS, UMR 9221
Downloads 757 (43,357)

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Overinvestment, profitability, market-to-book ratio, leverage ratio, financing constraint

3.

Customer-Class Pricing, Parallel Trade and the Optimal Number of Market Segments

International Journal of Industrial Organization, Forthcoming
Number of pages: 26 Posted: 02 Apr 2010 Last Revised: 30 Jun 2012
Yann Braouezec
IESEG School of Management, LEM CNRS, UMR 9221
Downloads 106 (326,030)

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Monopoly, market segmentation, parallel trade, customer-class pricing, versioning, regulation

4.

On The Welfare Effects of Regulating the Number of Discriminatory Prices

Research In Economics , Forthcoming, IESEG Working Paper Series 2013-ECO-11
Number of pages: 37 Posted: 31 Jan 2011 Last Revised: 01 Sep 2015
Yann Braouezec
IESEG School of Management, LEM CNRS, UMR 9221
Downloads 102 (334,393)

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Monopoly, third-degree price discrimination, market segmentation, regulation, social welfare

5.

Risk-Based Capital Requirements and Optimal Liquidation in a Stress Scenario

Forthcoming in Review of Finance
Number of pages: 46 Posted: 21 May 2016 Last Revised: 29 Oct 2016
Yann Braouezec and Lakshithe Wagalath
IESEG School of Management, LEM CNRS, UMR 9221 and IESEG School of Management
Downloads 99 (341,084)
Citation 4

Abstract:

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6.

A New Elementary Geometric Approach to Option Pricing Bounds in Discrete Time Models

Number of pages: 33 Posted: 04 May 2013 Last Revised: 19 Jan 2015
Yann Braouezec and Cyril Grunspan
IESEG School of Management, LEM CNRS, UMR 9221 and Ecole Superieure d'Ingenierie Leonard de Vinci (ESILV)
Downloads 96 (347,957)

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Incomplete markets, option pricing bounds, convex hulls, barycentric coordinates

7.

Strategic Fire-Sales and Price-Mediated Contagion in the Banking System

European Journal of Operations Research, Forthcoming
Number of pages: 49 Posted: 13 Sep 2017 Last Revised: 25 Nov 2018
Yann Braouezec and Lakshithe Wagalath
IESEG School of Management, LEM CNRS, UMR 9221 and IESEG School of Management
Downloads 90 (362,334)
Citation 9

Abstract:

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Fire sales, price-mediated contagion, Nash equilibrium with strategic complementarities, CCAR 2015, macro-prudential stress-tests

8.

Incomplete Third-Degree Price Discrimination, and Market Partition Problem

Economics Bulletin, Vol. 29, No. 4, pp. 2881-2890, 2009
Number of pages: 10 Posted: 02 Feb 2009 Last Revised: 29 Nov 2009
Yann Braouezec
IESEG School of Management, LEM CNRS, UMR 9221
Downloads 84 (377,974)

Abstract:

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Price discrimination, monopoly, market partition, optimal partitioning

9.

Public versus Private Insurance System with (and without) Transaction Costs: Optimal Segmentation Policy of an Informed Monopolist

Applied Economics, Forthcoming
Number of pages: 34 Posted: 04 Dec 2013 Last Revised: 25 Nov 2018
Yann Braouezec
IESEG School of Management, LEM CNRS, UMR 9221
Downloads 61 (449,732)

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Insurance, participation, transaction costs, mixed-integer programming, social welfare

10.

Stochastic Adaptive Dynamics of a Simple Market as a Non-Stationary Multi-Armed Bandit Problem

Number of pages: 23 Posted: 21 Sep 2008 Last Revised: 02 Nov 2009
Yann Braouezec
IESEG School of Management, LEM CNRS, UMR 9221
Downloads 61 (449,732)

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multi-armed bandit problem, adaptive learning, stochastic market dynamics, exploration-exploitation trade-off, non-stationarity

11.

How Fundamental is the One-Period Trinomial Model to European Option Pricing Bounds. A New Methodological Approach

Finance Research Letters, Forthcoming
Number of pages: 16 Posted: 03 Nov 2016
Yann Braouezec
IESEG School of Management, LEM CNRS, UMR 9221
Downloads 34 (568,975)

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incomplete markets, no arbitrage, option pricing bounds, bid-ask spread, volatility bounds

12.

Target Capital Ratio and Optimal Channel(s) of Adjustment: A Simple Model With Empirical Applications to European Banks

Working Paper Series 2018-ACF-05
Posted: 24 Jun 2018
Yann Braouezec
IESEG School of Management, LEM CNRS, UMR 9221

Abstract:

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Equity Issuance, Asset Sale, Price Impact, Target Capital Ratio, Large Banks