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ATTAOUI Sami

PhD, Management, Finance

Sami Attaoui is Full Professor of Finance and Head of the Finance department 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, and Journal of Corporate Finance. He is a member of the Association Française de Finance and the American Finance Association.

Areas of research

  • Capital structure
  • Options pricing
  • Mergers and acquisitions
  • Green bonds

Recent academic contributions

  • ATTAOUI, S., W. CAO, P. SIX, "Capital Structure and the Optimal Payment Methods in Acquisitions", International Review of Law and Economics, February 2021, vol. 66
    DOI : 10.1016/j.irle.2021.105986

Academic Journals

  • ATTAOUI, S., W. CAO, P. SIX, "Capital Structure and the Optimal Payment Methods in Acquisitions", International Review of Law and Economics, February 2021, vol. 66
    DOI : 10.1016/j.irle.2021.105986
  • ATTAOUI, S., M.BENNOURI, I.MEJRI, "Performance-Sensitive Debt: A New Mechanism", Finance, May 2017, vol. 38, no. 2, pp. 39-93
  • ATTAOUI, S., P.PONCET, "Write-Down Bonds and Capital and Debt Structures", Journal of Corporate Finance, December 2015, vol. 35, pp. 97-119
  • 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
    DOI : 10.1142/S0219024916500011
  • 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., 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., 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., "Hedging Performance of the Libor Market Model: the Cap Market Case", Applied Financial Economics, August 2011, vol. 21, no. 16-18, pp. 1215-1223
    DOI : 10.1080/09603107.2011.568391

Book chapter

  • 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

Academic conferences

  • 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

Dissemination activity

  • 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