![](https://neoma-bs.fr/sites/default/files/uploaded_images/profs-neoma_0.png)# ATTAOUI Sami { "@context": "https://schema.org", "@type": "BreadcrumbList", "itemListElement": [ { "@type": "ListItem", "position": 1, "name": "Accueil", "item": "https://neoma-bs.fr/" }, { "@type": "ListItem", "position": 2, "name": "ATTAOUI\u0020Sami", "item": "https://neoma-bs.fr/node/8363.md" } ] } - [Accueil](https://neoma-bs.fr/) - ATTAOUI Sami ![](/sites/default/files/styles/large/public/uploaded_images/photos_academ/237-attaoui-sami.jpg?itok=1f-eNACe)ATTAOUI Sami Professeur - À propos - Publications académiques [Finance](https://neoma-bs.fr/departements/finance) Doctorat, Sciences Economiques, Sociales et de Gestion, Finance Sami Attaoui est Professeur de Finance et directeur du Global Executive MBA à NEOMA Business School. Il est titulaire d’un doctorat de l’université de Paris Panthéon-Sorbonne. Ses recherches actuelles portent sur les décisions liées à la structure de capital et la structure de la dette. Il étudie également des problématiques liés au financement vert par les entreprises, ainsi que des sujets concernant l’évaluation et l’allocation des actifs financiers. Il a publié dans des journaux tels que Financial Management, International Review of Law and Economics, Journal of Corporate Finance et Journal of Economic Dynamics and Control. Il est membre de l’Association Française de Finance et de l’American Finance Association. ### Domaines de recherche - Structure de capital - Evaluation des options - Fusions et acquisitions - Obligations vertes ## Récentes contributions académiques AHN, J.-H., S. ATTAOUI, J. FOUQUAU, "Green Bond Effect on the CDS Market" dans *French Inter-Business School Workshop*, 2024, Montpellier, France AHN, J.-H., S. ATTAOUI, J. FOUQUAU, "Green Bond Effect on the CDS Market" dans *Financial Management Association Asian Meeting*, 2024, Seoul, Corée, République De CHIBANE, M., F. BEN ABDELAZIZ, S. ATTAOUI, "How naive is naive diversification?" *Finance Research Seminar - Neoma*. 2023, Paris, France ## Publications ATTAOUI, S., W. CAO, P. SIX, "Capital Structure and the Optimal Payment Methods in Acquisitions", *International Review of Law and Economics*, Juin 2021, vol. 66 DOI : [ 10.1016/j.irle.2021.105986 ](https://dx.doi.org/10.1016/j.irle.2021.105986) ATTAOUI, S., W. CAO, X. DUAN, H. LIU, "Optimal Capital Structure, Ambiguity Aversion, and Leverage Puzzles", *Journal of Economic Dynamics and Control*, Août 2021, vol. 129, pp. 104176 DOI : [ 10.1016/j.jedc.2021.104176 ](https://dx.doi.org/10.1016/j.jedc.2021.104176) ATTAOUI, S., M.BENNOURI, I.MEJRI, "Performance-Sensitive Debt: A New Mechanism", *Finance*, Mai 2017, vol. 38, no. 2, pp. 39-93 ATTAOUI, S., "Capital structure and tax convexity when the maturity of debt is finite", *International Journal of Theoretical and Applied Finance*, 2016, vol. 19, no. 1 DOI : [ 10.1142/S0219024916500011 ](https://dx.doi.org/10.1142/S0219024916500011) SIX, P., S.ATTAOUI, "The Impact of Different Risk Aversions on The Bond-Stock Mix: A Note", *Finance*, Septembre 2016, vol. 36, no. 3, pp. 85-111 ATTAOUI, S., P. PONCET, "Write-Down Bonds and Capital and Debt Structures", *Journal of Corporate Finance: Contracting, Governance and Organization*, Décembre 2015, vol. 35, pp. 97-119 ATTAOUI, S., V.LACOSTE, P.SIX, "A Partial Equilibrium Model of the Convenience Yield Risk Premium of Storable Commodities", *Bankers, Markets & Investors (ex-Banque & Marchés)*, Mai 2014, vol. 130, pp. 24-40 SIX, P., S.ATTAOUI, "Hedging demand and the certainty equivalent" of wealth", *Economics Bulletin*, Août 2014, no. 3, pp. 1742-1750 ATTAOUI, S., P.PONCET, "Capital structure and debt priority", *Financial Management*, Décembre 2013, vol. 42, no. 4, pp. 737-775 DOI : [ 10.1111/fima.12011 ](https://dx.doi.org/10.1111/fima.12011) LACOSTE, V., S.ATTAOUI, "A scenario-based description of optimal American capital guaranteed strategies", *Finance*, Juin 2013, vol. 34, no. 2, pp. 65-119 ATTAOUI, S., "Hedging Performance of the Libor Market Model: the Cap Market Case", *Applied Financial Economics*, Août 2011, vol. 21, no. 16-18, pp. 1215-1223 DOI : [ 10.1080/09603107.2011.568391 ](https://dx.doi.org/10.1080/09603107.2011.568391) ATTAOUI, S., C.MELLIOS, P.SIX, "Calendar Spreads in Commodity Futures Markets, Risk Premium and the Convenience Yield", *Bankers, Markets & Investors (ex-Banque & Marchés)*, Mai 2011, no. 112, pp. 16-33 ## Autres ATTAOUI, S. - "Why the French excel in masters of finance courses -citation -Financial Times" - 2019 ## Chapitres SIX, P., S.ATTAOUI, "A Jump–Diffusion Nominal Short Rate Model" dans *Rethinking Valuation and Pricing Models: Lessons Learned from the Crisis and Future Challenges*., Wehn C. S., Hoppe C. & Gregoriou G. N. Eds, Academic Press, 2012 ## Conferences SIX, P., S. ATTAOUI, "Fundamentals of Sharpe ratios in storable commodity markets" dans *SSRN*, 2023 MEJRI, I., S.ATTAOUI, M.BENNOURI, "A new design of performance-sensitive debt" dans *30th Spring international conference of the French Finance Association*, 2013, France SIX, P., J.FOUQUAU, S.ATTAOUI, "Convenience yield and risk adjusted basis" dans *Conference on Energy Finance (EF)*, 2013, Allemagne SIX, P., S.ATTAOUI, "Hedging demand for bequest motives" dans *30th International French Finance Conference*, *EM Lyon Business School*, 2013, France ATTAOUI, S., P. PONCET, "Capital Structure and Debt priority" dans *AFFI 9th International Paris Finance Meeting*, 2011, France ATTAOUI, S., "Pricing Cross-Currency Derivatives in a Libor Market Model" dans *AFFI, Spring Conference*, 2007, France ATTAOUI, S., "Stochastic Volatility Swap Market Model" dans *AFFI, Spring Conference*, 2007, France ATTAOUI, S., "Hedging Performance of the Libor Market Model: the Cap Market Case" dans *AFFI 4th International Paris Finance Meeting*, 2004, France ## Conference invitations CAO, W., S.ATTAOUI, X.DUAN, H.LIU - "Optimal capital structure, ambiguity aversion, and leverage puzzles" - 2020, Tianjin, Chine CAO, W., P.SIX, S.ATTAOUI - "Capital structure and the optimal payment methods in acquisitions" - 2020, Lyon, France ## Contributions dans une conférence AHN, J.-H., S. ATTAOUI, J. FOUQUAU, "Green Bond Effect on the CDS Market" dans *French Inter-Business School Workshop*, 2024, Montpellier, France AHN, J.-H., S. ATTAOUI, J. FOUQUAU, "Green Bond Effect on the CDS Market" dans *Financial Management Association Asian Meeting*, 2024, Seoul, Corée, République De AHN, J.-H., S. ATTAOUI, J. FOUQUAU, "Green bond effects on theCDS market" dans *16th Financial Risks International Forum*, 2023, Paris, France co-auteurs présentés AHN, J.-H., S. ATTAOUI, J. FOUQUAU, "Green Bond Effects on the CDS Market" dans *Financial Management Association European Conference*, 2023, Aalborg, Danemark SIX, P., S. ATTAOUI, "Fundamentals of Sharpe ratios in storable commodity markets" dans *Commodity Energy Markets Annual Conference, Budapest University of Technology and Economics*, 2023, Hongrie SIX, P., S. ATTAOUI, "Fundamentals of Sharpe ratios in storable commodity markets" dans *NCCC-134: Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management*, 2023, Saint Louis, États-Unis LACOSTE, V., S.ATTAOUI, "The Pricing of Perpetual Callable Debt with Loss-Absorbing Mechanisms," dans *FMA European Conference*, 2015, Venise, Italie co-auteurs présentés ATTAOUI, S., M.BENNOURI, I.MEJRI, "A new design of performance-sensitive debt" dans *30th Spring International Conference of the French Finance Association*, 2013, France ATTAOUI, S., "Capital Structure and Debt Priority" dans *Eastern Finance Association Annual Meeting*, 2012, États-Unis LACOSTE, V., S.ATTAOUI, P.SIX, "A partial equilibrium for the convenience yield risk premium" dans *ESE Energy & Finance conference*, 2011, Rotterdam, Pays-Bas co-auteurs présentés LACOSTE, V., S.ATTAOUI, "A scenario-based comparison of optimal American capital guaranteed strategies" dans *Second Inter Business Schools Seminar* , 2010, Lyon, France ATTAOUI, S., "Pricing Cross-Currency Derivatives in a Libor Market Model" dans *5th World Congress of the Bachelier Finance Society*, 2008, Royaume-Uni ATTAOUI, S., "Inflation Index Option Pricing" dans *23èmes Journées Internationales d'Economie Monétaire et Bancaire*, 2006, France ATTAOUI, S., "Stochastic Volatility Swap Market Model" dans *EFMA, Annual Meeting (European Financial Management Association)*, 2006, Espagne ATTAOUI, S., "Hedging Performance of the Libor Market Model: the Cap Market Case" dans *FMA European Conference (Financial Management Association)*, 2005, Italie ## Séminaires de recherche CHIBANE, M., F. BEN ABDELAZIZ, S. ATTAOUI, "How naive is naive diversification?" *Finance Research Seminar - Neoma*. 2023, Paris, France AHN, J.-H., S. ATTAOUI, J. FOUQUAU, "Green bond effects on the CDS market" *NEOMA Finance Research Seminar*. 2022, Paris, France ATTAOUI, S., "Stochastic Volatility Swap Market Model" *Campus For Finance - Research Conference, Otto Beishem School of Management*. 2006, Allemagne