ATTAOUI Sami
PhD, Management, Finance
Sami Attaoui is Full Professor of Finance, Head of the Finance department, and Academic Director of the Global Executive MBA at NEOMA Business School. He holds a doctorate from the University of Paris Panthéon-Sorbonne. His current research focuses on capital structure and debt structure decisions. He also studies issues related to corporate green financing and topics on the valuation and allocation of financial assets. He has published in journals such as Financial Management, International Review of Law and Economics, Journal of Corporate Finance, and Journal of Economic Dynamics and Control. He is a member of the Association Française de Finance and the American Finance Association.
AHN, J.-H., S. ATTAOUI, J. FOUQUAU, "Green Bond Effect on the CDS Market" in French Inter-Business School Workshop, 2024, Montpellier, France
AHN, J.-H., S. ATTAOUI, J. FOUQUAU, "Green Bond Effect on the CDS Market" in Financial Management Association Asian Meeting, 2024, Seoul, Korea, Republic Of
CHIBANE, M., F. BEN ABDELAZIZ, S. ATTAOUI, "How naive is naive diversification?" Finance Research Seminar - Neoma. 2023, Paris, France
ATTAOUI, S., W. CAO, P. SIX, "Capital Structure and the Optimal Payment Methods in Acquisitions", International Review of Law and Economics, June 2021, vol. 66
ATTAOUI, S., W. CAO, X. DUAN, H. LIU, "Optimal Capital Structure, Ambiguity Aversion, and Leverage Puzzles", Journal of Economic Dynamics and Control, August 2021, vol. 129, pp. 104176
ATTAOUI, S., M.BENNOURI, I.MEJRI, "Performance-Sensitive Debt: A New Mechanism", Finance, May 2017, vol. 38, no. 2, pp. 39-93
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
SIX, P., S.ATTAOUI, "The Impact of Different Risk Aversions on The Bond-Stock Mix: A Note", Finance, September 2016, vol. 36, no. 3, pp. 85-111
ATTAOUI, S., P. PONCET, "Write-Down Bonds and Capital and Debt Structures", Journal of Corporate Finance: Contracting, Governance and Organization, December 2015, vol. 35, pp. 97-119
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), May 2014, vol. 130, pp. 24-40
SIX, P., S.ATTAOUI, "Hedging demand and the certainty equivalent" of wealth", Economics Bulletin, August 2014, no. 3, pp. 1742-1750
ATTAOUI, S., P.PONCET, "Capital structure and debt priority", Financial Management, December 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, June 2013, vol. 34, no. 2, pp. 65-119
ATTAOUI, S., "Hedging Performance of the Libor Market Model: the Cap Market Case", Applied Financial Economics, August 2011, vol. 21, no. 16-18, pp. 1215-1223
ATTAOUI, S., C.MELLIOS, P.SIX, "Calendar Spreads in Commodity Futures Markets, Risk Premium and the Convenience Yield", Bankers, Markets & Investors (ex-Banque & Marchés), May 2011, no. 112, pp. 16-33
ATTAOUI, S. - "Why the French excel in masters of finance courses -citation -Financial Times" - 2019
SIX, P., S.ATTAOUI, "A Jump–Diffusion Nominal Short Rate Model" in 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
SIX, P., S. ATTAOUI, "Fundamentals of Sharpe ratios in storable commodity markets" in SSRN, 2023
MEJRI, I., S.ATTAOUI, M.BENNOURI, "A new design of performance-sensitive debt" in 30th Spring international conference of the French Finance Association, 2013, France
SIX, P., J.FOUQUAU, S.ATTAOUI, "Convenience yield and risk adjusted basis" in Conference on Energy Finance (EF), 2013, Germany
SIX, P., S.ATTAOUI, "Hedging demand for bequest motives" in 30th International French Finance Conference, EM Lyon Business School, 2013, France
ATTAOUI, S., P. PONCET, "Capital Structure and Debt priority" in AFFI 9th International Paris Finance Meeting, 2011, France
ATTAOUI, S., "Pricing Cross-Currency Derivatives in a Libor Market Model" in AFFI, Spring Conference, 2007, France
ATTAOUI, S., "Stochastic Volatility Swap Market Model" in AFFI, Spring Conference, 2007, France
ATTAOUI, S., "Hedging Performance of the Libor Market Model: the Cap Market Case" in AFFI 4th International Paris Finance Meeting, 2004, France
CAO, W., S.ATTAOUI, X.DUAN, H.LIU - "Optimal capital structure, ambiguity aversion, and leverage puzzles" - 2020, Tianjin, China
CAO, W., P.SIX, S.ATTAOUI - "Capital structure and the optimal payment methods in acquisitions" - 2020, Lyon, France
AHN, J.-H., S. ATTAOUI, J. FOUQUAU, "Green Bond Effect on the CDS Market" in French Inter-Business School Workshop, 2024, Montpellier, France
AHN, J.-H., S. ATTAOUI, J. FOUQUAU, "Green Bond Effect on the CDS Market" in Financial Management Association Asian Meeting, 2024, Seoul, Korea, Republic Of
AHN, J.-H., S. ATTAOUI, J. FOUQUAU, "Green bond effects on theCDS market" in 16th Financial Risks International Forum, 2023, Paris, France Coauthorspresented
AHN, J.-H., S. ATTAOUI, J. FOUQUAU, "Green Bond Effects on the CDS Market" in Financial Management Association European Conference, 2023, Aalborg, Denmark
SIX, P., S. ATTAOUI, "Fundamentals of Sharpe ratios in storable commodity markets" in Commodity Energy Markets Annual Conference, Budapest University of Technology and Economics, 2023, Hungary
SIX, P., S. ATTAOUI, "Fundamentals of Sharpe ratios in storable commodity markets" in NCCC-134: Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management, 2023, Saint Louis, United States
LACOSTE, V., S.ATTAOUI, "The Pricing of Perpetual Callable Debt with Loss-Absorbing Mechanisms," in FMA European Conference, 2015, Venise, Italy Coauthorspresented
ATTAOUI, S., M.BENNOURI, I.MEJRI, "A new design of performance-sensitive debt" in 30th Spring International Conference of the French Finance Association, 2013, France
ATTAOUI, S., "Capital Structure and Debt Priority" in Eastern Finance Association Annual Meeting, 2012, United States
LACOSTE, V., S.ATTAOUI, P.SIX, "A partial equilibrium for the convenience yield risk premium" in ESE Energy & Finance conference, 2011, Rotterdam, Netherlands Coauthorspresented
LACOSTE, V., S.ATTAOUI, "A scenario-based comparison of optimal American capital guaranteed strategies" in Second Inter Business Schools Seminar , 2010, Lyon, France
ATTAOUI, S., "Pricing Cross-Currency Derivatives in a Libor Market Model" in 5th World Congress of the Bachelier Finance Society, 2008, United Kingdom
ATTAOUI, S., "Inflation Index Option Pricing" in 23èmes Journées Internationales d'Economie Monétaire et Bancaire, 2006, France
ATTAOUI, S., "Stochastic Volatility Swap Market Model" in EFMA, Annual Meeting (European Financial Management Association), 2006, Spain
ATTAOUI, S., "Hedging Performance of the Libor Market Model: the Cap Market Case" in FMA European Conference (Financial Management Association), 2005, Italy
CHIBANE, M., F. BEN ABDELAZIZ, S. ATTAOUI, "How naive is naive diversification?" Finance Research Seminar - Neoma. 2023, Paris, France
AHN, J.-H., S. ATTAOUI, J. FOUQUAU, "Green bond effects on the CDS market" NEOMA Finance Research Seminar. 2022, Paris, France
ATTAOUI, S., "Stochastic Volatility Swap Market Model" Campus For Finance - Research Conference, Otto Beishem School of Management. 2006, Germany