ATTAOUI Sami
Doctorat, Sciences Economiques, Sociales et de Gestion, Finance
Responsable du départementFinance
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.
Domaines de spécialisation
- Structure de capital
- Evaluation des options
- Fusions et acquisitions
- Obligations vertes
Récentes contributions académiques
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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
Article
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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
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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
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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 -
ATTAOUI, S., P. PONCET, "Write-Down Bonds and Capital and Debt Structures", Journal of Corporate Finance, Décembre 2015, vol. 35, pp. 97-119
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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
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SIX, P., S.ATTAOUI, "Hedging demand and the certainty equivalent" of wealth", Economics Bulletin, Août 2014, no. 3, pp. 1742-1750
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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
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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
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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
DOI : 10.1080/09603107.2011.568391
Chapitre d'ouvrage
- 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
Academic conferences
- 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
Communication dans une conférence sans actes
- 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., "Stochastic Volatility Swap Market Model" Campus For Finance - Research Conference, Otto Beishem School of Management. 2006, Allemagne
- ATTAOUI, S., "Hedging Performance of the Libor Market Model: the Cap Market Case" dans FMA European Conference (Financial Management Association), 2005, Italie