Pascal Francois

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Citations	831	286
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Georges HübnerLiège University, HEC LiègeVerified email at uliege.be
Michèle BretonProfessor of Management Science, HEC MontréalVerified email at hec.ca
Erwan MorellecProfessor of Finance, EPFLVerified email at epfl.ch
Geneviève GauthierProfesseur, HEC MontréalVerified email at hec.ca
Frédéric GodinConcordia UniversityVerified email at concordia.ca
Georges DionneHEC MontrealVerified email at hec.ca
Amira AnnabiManhattan CollegeVerified email at manhattan.edu
Christian DorionHEC MontrealVerified email at hec.ca
Franck Missonier-PieraProfesseur en Comptabilité et Analyse Financière, Université de FribourgVerified email at unifr.ch
Alon RavivBar Ilan UniversityVerified email at biu.ac.il
Thomas J WalkerAssociate Professor of Finance, Concordia UniversityVerified email at jmsb.concordia.ca
Harjeet BhabraProfessor of FinanceVerified email at smu.ca
Lars StentoftAssociate Professor, Department of Economics, University of Western OntarioVerified email at uwo.ca
Sophie PardoUniversity of NantesVerified email at univ-nantes.fr
Hassan NaqviMonash UniversityVerified email at monash.edu
Martin BoyerProfesseur de finance (HEC Montréal)Verified email at hec.ca
Franck MorauxUniversité de RennesVerified email at univ-rennes1.fr
Yan AlperovychAssociate Professor of Finance, EMLYON Business SchoolVerified email at em-lyon.com
Alexandre JeanneretAssociate Professor in Finance, UNSW

Pascal Francois

Professor of Finance, HEC Montreal

Verified email at hec.ca - Homepage

Credit risk corporate finance contingent claims


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Capital structure and asset prices: Some effects of bankruptcy procedures P François, E Morellec The Journal of Business 77 (2), 387-411, 2004	289	2004
The agency structure of loan syndicates P François, F Missonier‐Piera Financial Review 42 (2), 227-245, 2007	102	2007
A dynamic programming approach to price installment options H Ben-Ameur, M Breton, P François European Journal of Operational Research 169 (2), 667-676, 2006	62	2006
Convertible debt and shareholder incentives C Dorion, P François, G Grass, A Jeanneret Journal of Corporate Finance 24, 38-56, 2014	59	2014
Credit spread changes within switching regimes OM Chun, G Dionne, P François Journal of Banking & Finance 49, 41-55, 2014	52	2014
Optimal hedging when the underlying asset follows a regime-switching Markov process P François, G Gauthier, F Godin European Journal of Operational Research 237 (1), 312-322, 2014	37	2014
Resolution of financial distress under Chapter 11 A Annabi, M Breton, P François Journal of Economic Dynamics and Control 36 (12), 1867-1887, 2012	36	2012
Detecting regime shifts in credit spreads OM Chun, G Dionne, P François Journal of Financial and Quantitative Analysis 49 (5-6), 1339-1364, 2014	23	2014
Heterogeneous beliefs and the choice between private restructuring and formal bankruptcy P François, A Raviv The North American Journal of Economics and Finance 41, 156-167, 2017	21	2017
Game theoretic analysis of negotiations under bankruptcy A Annabi, M Breton, P François European journal of operational research 221 (3), 603-613, 2012	18	2012
A structural balance sheet model of sovereign credit risk P François, G Hübner, JR Sibille Finance 322 (2), 137-165, 2011	13	2011
Les produits dérivés financiers: méthodes d'évaluation P François Dunod, 2005	13	2005
Package Restructuring and the Pricing of Sovereign Debt P François Unpublished working paper. HEC Montreal, 2006	10	2006
The determinants of market-implied recovery rates P François Risks 7 (2), 57, 2019	9	2019
Strategic analysis of risk-shifting incentives with convertible debt P François, G Hübner, N Papageorgiou The Quarterly Journal of Finance 1 (02), 293-321, 2011	9	2011
Smile‐implied hedging with volatility risk P François, L Stentoft Journal of Futures Markets 41 (8), 1220-1240, 2021	8	2021
Tax loss carry-forwards and optimal leverage P François Applied Financial Economics 16 (14), 1075-1083, 2006	8	2006
Classical Portfolio Performance Measures: A Primer P Francois, G Hübner Available at SSRN 3520093, 2020	7	2020
Credit derivatives with multiple debt issues P François, G Hübner Journal of Banking & Finance 28 (5), 997-1021, 2004	7	2004
Venturing into uncharted territory: An extensible implied volatility surface model P François, R Galarneau‐Vincent, G Gauthier, F Godin Journal of Futures Markets 42 (10), 1912-1940, 2022	6*	2022

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