ATTAOUI Sami

Responsable du département
Finance

Doctorat, Sciences Economiques, Sociales et de Gestion, Finance

Sami Attaoui est Professeur de Finance et responsable du département Finance 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 et Journal of Corporate Finance. 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

ATTAOUI, S., W. CAO, P. SIX, "Capital Structure and the Optimal Payment Methods in Acquisitions", International Review of Law and Economics, Février 2021, vol. 66
DOI : 10.1016/j.irle.2021.105986

Academic Journals

ATTAOUI, S., W. CAO, P. SIX, "Capital Structure and the Optimal Payment Methods in Acquisitions", International Review of Law and Economics, Février 2021, vol. 66
DOI : 10.1016/j.irle.2021.105986
ATTAOUI, S., M.BENNOURI, I.MEJRI, "Performance-Sensitive Debt: A New Mechanism", Finance, Mai 2017, vol. 38, no. 2, pp. 39-93
ATTAOUI, S., P.PONCET, "Write-Down Bonds and Capital and Debt Structures", Journal of Corporate Finance, Décembre 2015, vol. 35, pp. 97-119
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., 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., 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., "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

Book chapter

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

Dissemination activity

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