Peer-reviewed articles
Attaoui, Sami and Cao, Wenbin and Duan, Xiaoman and Liu, Henning (2021). Optimal Capital Structure, Ambiguity Aversion, and Leverage Puzzles. Journal of Economic Dynamics and Control,. 129(August), 104176.
Attaoui, Sami and Cao, Wenbin and Six, Pierre (2021). Capital structure and the optimal payment methods in acquisitions. International Review of Law and Economics, 66(June), 105986 .
Attaoui, Sami and Bennouri, Moez and Mejri, Imen (2017). Performance-Sensitive Debt: A New Mechanism. Finance, 38(2), pp. 39-93.
Attaoui, Sami (2016). Capital Structure and Tax Convexity when the Maturity of Debt is Finite. International Journal of Theoretical and Applied Finance. 19(1). Lead Article
Attaoui, Sami and Six, Pierre (2015). The Impact of Different Risk Aversions on The Bond-Stock Mix: A Note. Finance. 36(3), pp. 85-111.
Attaoui, Sami and Poncet, Patrice (2015). Write-Down Bonds and Capital and Debt Structures. Journal of Corporate Finance. 35, 97-119.
Attaoui, Sami and Six, Pierre (2014). Hedging Demand and the Certainty Equivalent of Wealth. Economics Bulletin. 34(3), pp. 1742-1750.
Attaoui, Sami and Lacoste, Vincent and Six, Pierre (2014). A Partial Equilibrium Model of the Convenience Yield Risk Premium of Storable Commodities. Bankers, Markets & Investors. n. 130 (May-June), pp. 24-40.
Attaoui, Sami and Lacoste, Vincent (2013). A Scenario-Based Description of Optimal American Capital Guaranteed Strategies. Finance. 34(2), pp. 65-116.
Attaoui, Sami and Poncet, Patrice (2013). Capital Structure and Debt Priority. Financial Management. 42(4), pp. 737-775.
Attaoui, Sami (2011). Hedging Performance of the Libor Market Model: The Cap Market Case. Applied Financial Economics. 21(16), pp. 1215-1223.
Attaoui, Sami and Mellios, Constantin and Six, Pierre (2011). Calendar Spreads in Commodity Futures Markets, Risk Premium and the Convenience Yield. Bankers, Markets & Investors. n. 112 (May-June), pp. 16-33.
Attaoui, Sami and Six, Pierre (2010). Interest Rate Risk Hedging Demand Under A Gaussian Framework. Journal of Financial Transformation, vol 28 (March), pp. 103-109.
Chapters in books
Attaoui, Sami and Six, Pierre (2012). A Jump–Diffusion Nominal Short Rate Model. In: Wehn, C.S., Hoppe, C., Gregoriou, G.N. (Eds)., Rethinking Valuation and Pricing Models: Lessons Learned from the Crisis and Future Challenges. Academic Press, Elsevier Inc., pp. 119–135.
Working papers
A list on SSRN