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., Cagnol J., (2023). A lattice approach to the Beta distribution induced by stochastic dominance: Theory and applications, Journal of the Operational Research Society, 74 (6) 1424-1442.
Braouezec Y., Kiani K., (2023). Economic foundations of generalized games with shared constraint: Do binding agreements lead to less Nash equilibria?, European Journal of Operational Research, 308 (1) 467-479.
Braouezec Y., Kiani K., (2023). A Generalized Nash Equilibrium Problem arising in banking regulation: An existence result with Tarski’s theorem,, Operations Research Letters, 51 (1) 105-110.
Beaupain R., Braouezec Y., (2023). International banking regulation and Tier 1 capital ratios. On the robustness of the critical average risk weight framework, International Review of Financial Analysis, Not available yet (Not available yet) Not available yet.
Braouezec Y., Kiani K., (2021). Target capital ratio and optimal channel(s) of adjustment: A simple model with empirical applications to European banks, Applied Economics, 53 (13) 1435-1462.
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., 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.
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., 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). Financing Constraint, Over-investment and Market-to-Book Ratio, Finance Research Letters, 6 (1) 13-22.
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). 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.