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Braouezec, Yann

Co-Author Distance
Author ID: braouezec.yann Recent zbMATH articles by "Braouezec, Yann"
Published as: Braouezec, Yann
Documents Indexed: 9 Publications since 2010, including 1 Additional arXiv Preprint
Co-Authors: 6 Co-Authors with 8 Joint Publications
48 Co-Co-Authors
all top 5

Co-Authors

1 single-authored
2 Kiani, Keyvan
2 Wagalath, Lakshithe
1 Cagnol, John
1 Grunspan, Cyril
1 Joliet, Robert
1 Lehalle, Charles-Albert
all top 5

Serials

3 European Journal of Operational Research
1 Operations Research Letters
1 Economics Letters
1 Computational Economics
1 International Journal of Theoretical and Applied Finance
1 Review of Finance

Fields

8 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
2 Operations research, mathematical programming (90-XX)
1 Special functions (33-XX)
1 Probability theory and stochastic processes (60-XX)

Publications by Year

all cited Publications top 5 cited Publications

Citations contained in zbMATH Open

5 Publications have been cited 20 times in 15 Documents Cited by ▼ Year ▼
Strategic fire-sales and price-mediated contagion in the banking system. Zbl 1431.91417
Braouezec, Yann; Wagalath, Lakshithe
12
2019
Risk-based capital requirements and optimal liquidation in a stress scenario. Zbl 1425.91420
Braouezec, Yann; Wagalath, Lakshithe
5
2018
Corporate liquidity, dividend policy and default risk: optimal financial policy and agency costs. Zbl 1197.91194
Braouezec, Yann; Lehalle, Charles-Albert
1
2010
A generalized Nash equilibrium problem arising in banking regulation: an existence result with Tarski’s theorem. Zbl 1525.91173
Braouezec, Yann; Kiani, Keyvan
1
2023
A new elementary geometric approach to option pricing bounds in discrete time models. Zbl 1346.91226
Braouezec, Yann; Grunspan, Cyril
1
2016
A generalized Nash equilibrium problem arising in banking regulation: an existence result with Tarski’s theorem. Zbl 1525.91173
Braouezec, Yann; Kiani, Keyvan
1
2023
Strategic fire-sales and price-mediated contagion in the banking system. Zbl 1431.91417
Braouezec, Yann; Wagalath, Lakshithe
12
2019
Risk-based capital requirements and optimal liquidation in a stress scenario. Zbl 1425.91420
Braouezec, Yann; Wagalath, Lakshithe
5
2018
A new elementary geometric approach to option pricing bounds in discrete time models. Zbl 1346.91226
Braouezec, Yann; Grunspan, Cyril
1
2016
Corporate liquidity, dividend policy and default risk: optimal financial policy and agency costs. Zbl 1197.91194
Braouezec, Yann; Lehalle, Charles-Albert
1
2010
all cited Publications top 5 cited Publications
all top 5

Cited by 16 Authors

7 Feinstein, Zachary
4 Braouezec, Yann
2 Bichuch, Maxim
2 Kiani, Keyvan
1 Attaoui, Sami
1 Baes, Michel
1 Banerjee, Tathagata
1 Eterovic, Nicolas A.
1 Gatkowski, Mateusz
1 Giansante, Simone
1 Hałaj, Grzegorz
1 Joliet, Robert
1 Markose, Sheri
1 Schaanning, Eric
1 Wagalath, Lakshithe
1 Zubelli, Jorge P.
all top 5

Cited in 10 Serials

5 European Journal of Operational Research
2 International Journal of Theoretical and Applied Finance
1 Operations Research
1 Operations Research Letters
1 Journal of Economic Dynamics & Control
1 Annals of Operations Research
1 Economics Letters
1 Mathematical Finance
1 SIAM Journal on Financial Mathematics
1 Economic Theory Bulletin

Cited in 2 Fields

14 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
1 Operations research, mathematical programming (90-XX)

Citations by Year