ATTAOUI
ATTAOUI Sami
Doctorat, Sciences Economiques, Sociales et de Gestion, Finance
Sami Attaoui est Professeur de Finance, responsable du département Finance et directeur académique 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.
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
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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
10.1080/09603107.2011.568391
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ATTAOUI, S., P.PONCET, "Capital structure and debt priority", Financial Management, Décembre 2013, vol. 42, no. 4, pp. 737-775
10.1111/fima.12011
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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
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
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
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
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
ATTAOUI, S. - "Why the French excel in masters of finance courses -citation -Financial Times" - 2019
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
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
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
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
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
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
ATTAOUI, S. - "Why the French excel in masters of finance courses -citation -Financial Times" - 2019
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