Professor

Yann BRAOUEZEC

Yann BRAOUEZEC
Full Professor
Ph.D. in Economics - Conservatoire National des Arts et Métiers
Track: Finance
LEM Member
Education
  • 2013 : HDR, Economy, Economics, University of Lille 1, France
  • 1998 : Ph.D. in Economics, Conservatoire National des Arts et Métiers, France
Published Papers in Refereed Journals
  • Braouezec Y., Wagalath L., (2019). Strategic fire-sales and price-mediated contagion in the banking system, European Journal of Operational Research, 274 (3) 1180-1197.
  • Braouezec Y., (2019). Public versus Private Insurance System with (and without) Transaction Costs: Optimal Segmentation Policy of an Informed monopolist, Applied Economics, 51 (18) 1907-1928.
  • Braouezec Y., Joliet R., (2019). Valuing an investment project using no-arbitrage and the alpha-maxmin criteria: From Knightian uncertainty to risk, Economics Letters, 178 (May) 111-115.
Show all
  • Braouezec Y., Wagalath L., (2018). Risk-based Capital Requirements and Optimal Liquidation in a Stress Scenario, Review of Finance, 22 (2) 747-782.
  • Braouezec Y., (2017). How fundamental is the one-period trinomial model to European option pricing bounds. A new methodological approach, Finance Research Letters, 21 92–99.
  • Beaupain R., Braouezec Y., (2017). Central bank tools for steering short-term interest rates, Reflets et perspectives de la vie économique, LVI (2017/4) 113-123.
  • Braouezec Y., (2016). On the welfare effects of regulating the number of discriminatory prices, Research in Economics, 70 (4) 588–607.
  • Braouezec Y., Grunspan C., (2016). A New Elementary Geometric Approach to Option Pricing Bounds in Discrete Time Models, European Journal of Operational Research, 249 (1) 270-280.
  • Braouezec Y., (2012). Customer-class pricing and the optimal number of market segments, International Journal of Industrial Organization, 30 (6) 605-614.
  • Braouezec Y., (2010). Committee, Expert Advice, and the Weighted Majority Algorithm: An Application to the Pricing Decision of a Monopolist, Computational Economics, 35 (3) 245-267.
  • Braouezec Y., (2010). Credit Risk Models: A Contribution to the Debate on CDS Pricing, Bankers, Markets & Investors (Banque & Marchés), (105) 57-62.
  • Braouezec Y., Lehalle CA., (2010). Corporate Liquidity, Dividend Policy and Default Risk: Optimal Financial Policy and Agency Costs, International Journal of Theoretical and Applied Finance, 13 (4) 537-576.
  • Braouezec Y., (2009). On the Limiting Deterministic Case in McDonald-Siegel Real Options Model, ICFAI Journal of Applied Finance, 15 (5) 62-68.
  • Braouezec Y., (2009). Financing Constraint, Over-investment and Market-to-Book Ratio, Finance Research Letters, 6 (1) 13-22.
  • Braouezec Y., (2009). Stochastic Adaptive Dynamics of a Simple Market as a Non-Stationary Multi-Armed Bandit Problem, European Journal of Economic and Social Systems, 22 19-41.
  • Braouezec Y., (2009). Incomplete Third-Degree Price Discrimination and Market Partition Problem, Economics Bulletin, 29 (4) 2881-2890.
Books
  • Braouezec Y., Brun J., (2007) Dérivés de crédit vanille et exotiques: produits, modèles et gestion des risques, RB Edition.
  • Braouezec Y., (2003) Les options réelles: investissement, structure du capital et risque de crédit, RB Edition.Editions Economica.
Book Chapters
  • Braouezec Y., (2010), Modigliani Miller Theorem, in: Encyclopedia of Quantitative Finance.
Research fields
  • Finance
  • Economics
Teaching
Grande Ecole Program:
  • Credit risk management
  • Banking and financial regulation
  • Financial markets
  • Options & futures i: hedging strategies
  • Options & futures i:hedging strategies
International MBA :
  • Banking and financial markets
MSc in International Business :
  • Global finance
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