Pascal Francois
Pascal Francois
Professor of Finance, HEC Montreal
Adresse e-mail validée de hec.ca - Page d'accueil
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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
2432004
The agency structure of loan syndicates
P François, F Missonier‐Piera
Financial Review 42 (2), 227-245, 2007
832007
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
552006
Credit spread changes within switching regimes
OM Chun, G Dionne, P François
Journal of Banking & Finance 49, 41-55, 2014
352014
Convertible debt and shareholder incentives
C Dorion, P François, G Grass, A Jeanneret
Journal of Corporate Finance 24, 38-56, 2014
312014
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
222014
Detecting regime shifts in credit spreads
OM Chun, G Dionne, P François
Journal of Financial and Quantitative Analysis 49 (5-6), 1339-1364, 2014
212014
Resolution of financial distress under Chapter 11
A Annabi, M Breton, P François
Journal of Economic Dynamics and Control 36 (12), 1867-1887, 2012
202012
Package Restructuring and the Pricing of Sovereign Debt
P François
Unpublished working paper. HEC Montreal, 2006
102006
Game theoretic analysis of negotiations under bankruptcy
A Annabi, M Breton, P François
European journal of operational research 221 (3), 603-613, 2012
92012
A structural balance sheet model of sovereign credit risk
P François, G Hübner, JR Sibille
Finance 32 (2), 137-165, 2011
92011
Tax loss carry-forwards and optimal leverage
P François
Applied Financial Economics 16 (14), 1075-1083, 2006
82006
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
62017
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
52011
Closed-form solutions to stochastic process switching problems
P François, E Morellec
Journal of Mathematical Economics 44 (11), 1072-1083, 2008
52008
Credit derivatives with multiple debt issues
P François, G Hübner
Journal of Banking & Finance 28 (5), 997-1021, 2004
52004
Prepayment risk on callable bonds: theory and test
P François, S Pardo
Decisions in Economics and Finance 38 (2), 147-176, 2015
22015
Corporate debt valuation: The structural approach
P François
Numerical Methods in Finance, 1-33, 2005
22005
Credit value adjustment with market-implied recovery
P François, W Jiang
Journal of Financial Services Research 56 (2), 145-166, 2019
12019
The Determinants of Market-Implied Recovery Rates
P François
Risks 7 (2), 57, 2019
12019
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