Transaction taxes and financial market equilibriumSUBRAHMANYAM, A.International Conference of the French Finance Association. 1996, 20 p.Conference Paper

Multi-scale option pricingMARTELLINI, L.International Conference of the French Finance Association. 1996, 17 p.Conference Paper

Rational hedging = Couverture rationnelleDOWNIE, D; NOSAL, E.International Conference of the French Finance Association. 1996, 17 p.Conference Paper

Multinationals, spillover networks and takeoversOLIVA, M. A; RIVERA-BATIZ, L. A.International Conference of the French Finance Association. 1996, 18 p.Conference Paper

Options pricing with vertical liquidity premiumsBELLALAH, M; PRIGENT, J. L.International Conference of the French Finance Association. 1996, 15 p.Conference Paper

Demande d'assurance avec probabilités imprécisesJELEVA, M.International Conference of the French Finance Association. 1996, 14 p.Conference Paper

The timing of arbitrage : an options approachLAMBRECHT, B.International Conference of the French Finance Association. 1996, 18 p.Conference Paper

Contrat de dette et formes optionnelles de l'actionFRANÇOIS, P.International Conference of the French Finance Association. 1996, 15 p.Conference Paper

Prévisions de prix et surmodèles de taux d'intérêtLAURENT, J. P; METZ, V; SCAILLET, O et al.International Conference of the French Finance Association. 1996, 11 p.Conference Paper

Ex-day pricing and post-announcement driftLASFER, M. A.International Conference of the French Finance Association. 1996, 20 p.Conference Paper

Is there excess comovement of bond yields between countries ?SUTTON, G.International Conference of the French Finance Association. 1996, 7 p.Conference Paper

Corporate bonds, term structure of credit spreads and optimal capital structureTYCHON, P; MELLA-BARRAL, P.International Conference of the French Finance Association. 1996, 15 p.Conference Paper

Contrarian investment strategies in a European contextBROUWER, I; VAN DER PUT, J; VELD, C et al.International Conference of the French Finance Association. 1996, 10 p.Conference Paper

Empirical analysis of long-term option strategies on the S&P 500CIAMPI, P. L.International Conference of the French Finance Association. 1996, 8 p.Conference Paper

Winning in the best and worst of times : boom and crash optionsLONGIN, F. M.International Conference of the French Finance Association. 1996, 22 p.Conference Paper

The minimal entropy martingale measure and the valuation problem in incomplete marketsFRITTELLI, M.International Conference of the French Finance Association. 1996, 11 p.Conference Paper

Optimal fund design for investors with holding constraintsBOURRETTE, R; TRUSSANT, E.International Conference of the French Finance Association. 1996, 12 p.Conference Paper

Futures-style options on Euro-deposit futures. Nihil sub sole novi ?BARONE, E; MENGONI, L.International Conference of the French Finance Association. 1996, 16 p.Conference Paper

Bulles spéculatives : incidence de la prise en compte de la variation des taux d'intérêts dans les testsTHEVENIN, D.International Conference of the French Finance Association. 1996, 11 p.Conference Paper

Managed futures and hedge fund investment for downside equity risk managementSCHNEEWEIS, T; SPURGIN, R; POTTER, M et al.International Conference of the French Finance Association. 1996, 10 p.Conference Paper

Optimizing investment and contribution policies of a defined benefit pension fundBOULIER, J. F; MICHEL, S; WISNIA, V et al.International Conference of the French Finance Association. 1996, 7 p.Conference Paper

The equilibrium approach to exchange rates : theory and testsAPTE, P; SERCU, P; UPPAL, R et al.International Conference of the French Finance Association. 1996, 12 p.Conference Paper

An anatomy of the «S&P game» : the effects of changing the rulesBENEISH, M. D; WHALEY, R. E.International Conference of the French Finance Association. 1996, 12 p.Conference Paper

A characterization of measures of risk = Une caractérisation des mesures du risqueARTZNER, P; DELBAEN, F; EBER, J. M et al.International Conference of the French Finance Association. 1996, 6 p.Conference Paper

Incomplete markets : convergence of options values under the minimal martingale measurePRIGENT, J. L.International Conference of the French Finance Association. 1996, 10 p.Conference Paper