Membres

Chercheurs

retour

Stéphane VILLENEUVE

Professeur des universités

Axe de recherche

Finance

Stephane.Villeneuve@tsm-education.fr

Téléchargez le CV

Stéphane Villeneuve est Professeur de Mathématiques appliquées et directeur du Département de mathématiques à l'Université de Toulouse 1 Capitole, membre de TSM Research et de la Toulouse School of Economics. Il est également chercheur à l'Institut D'Économie Industrielle où il coordonne la chaire marché des risques et création de valeurs financée par la SCOR sous l'égide de la fondation du risque.

Ses recherches étudient la modélisation stochastique en finance et plus récemment leurs applications en théorie des contrats.

Domaines de recherche

  • Arrêt optimal et contrôle stochastique singulier
  • Théorie des contrats en temps continu
  • Finance Mathématique: modélisation et méthodes numériques

Articles publiés dans des revues classées

  • DÉCAMPS, J.-P., S.VILLENEUVE, "A two-dimensional Control Problem Arising from Dynamic contracting Theory", Finance and Stochastics, Janvier 2019, vol. 23, no. 1, pp. 1-28
  • DÉCAMPS, J. P., S.GRYGLEWICZ, E.MORELLEC, S.VILLENEUVE, "Corporate Policies with Temporary and Permanent Shocks", Review of Financial Studies, Janvier 2017, vol. 30, no. 1, pp. 162-210
  • POUGET, S., J.SAUVAGNAT, S.VILLENEUVE, "A Mind is a terrible Thing to Change: Confirmation Bias in Financial Market", Review of Financial Studies, Juin 2017, vol. 30, no. 6, pp. 2066–2109
  • PIERRE, E., S.VILLENEUVE, X.WARIN, "Numerical approximation of a cash-constrained firm value with investment opportunities", SIAM Journal on Financial Mathematics, 2017, vol. 8, no. 1, pp. 54-81
  • DÉCAMPS, J.-P., S.VILLENEUVE, "Jusqu'où les compagnies d'assurance peuvent-elles investir dans le financement des dettes des PME/ETI ?", Revue d'Économie Financière, 2017, vol. 2, no. 126, pp. 231-240
  • PIERRE, E., S.VILLENEUVE, X.WARIN, "Liquidity management with decreasing returns to scale and secured credit line", Finance and Stochastics, Octobre 2016, vol. 20, no. 4, pp. 809-854
  • DÉCAMPS, J.-P., S.VILLENEUVE, "Rethinking Dynamic Capital Structure models with Roll-Over Debt", Mathematical Finance, Janvier 2014, vol. 24, no. 1, pp. 66-96
  • VILLENEUVE, S., X.WARIN, "Optimal Liquidity Management and Hedging in the presence of a non-predictable investment opportunity", Mathematics and Financial Economics, 2014, vol. 8, no. 2, pp. 193-227

Articles publiés dans des revues classées

  • DÉCAMPS, J.-P., S.VILLENEUVE, "A two-dimensional Control Problem Arising from Dynamic contracting Theory", Finance and Stochastics, Janvier 2019, vol. 23, no. 1, pp. 1-28
  • DÉCAMPS, J. P., S.GRYGLEWICZ, E.MORELLEC, S.VILLENEUVE, "Corporate Policies with Temporary and Permanent Shocks", Review of Financial Studies, Janvier 2017, vol. 30, no. 1, pp. 162-210
  • POUGET, S., J.SAUVAGNAT, S.VILLENEUVE, "A Mind is a terrible Thing to Change: Confirmation Bias in Financial Market", Review of Financial Studies, Juin 2017, vol. 30, no. 6, pp. 2066–2109
  • PIERRE, E., S.VILLENEUVE, X.WARIN, "Numerical approximation of a cash-constrained firm value with investment opportunities", SIAM Journal on Financial Mathematics, 2017, vol. 8, no. 1, pp. 54-81
  • DÉCAMPS, J.-P., S.VILLENEUVE, "Jusqu'où les compagnies d'assurance peuvent-elles investir dans le financement des dettes des PME/ETI ?", Revue d'Économie Financière, 2017, vol. 2, no. 126, pp. 231-240
  • PIERRE, E., S.VILLENEUVE, X.WARIN, "Liquidity management with decreasing returns to scale and secured credit line", Finance and Stochastics, Octobre 2016, vol. 20, no. 4, pp. 809-854
  • DÉCAMPS, J.-P., S.VILLENEUVE, "Rethinking Dynamic Capital Structure models with Roll-Over Debt", Mathematical Finance, Janvier 2014, vol. 24, no. 1, pp. 66-96
  • VILLENEUVE, S., X.WARIN, "Optimal Liquidity Management and Hedging in the presence of a non-predictable investment opportunity", Mathematics and Financial Economics, 2014, vol. 8, no. 2, pp. 193-227

Articles publiés dans des revues non classées, éditoriaux

  • GUEMBEL, A., S.VILLENEUVE - "Regulating Performance Based Compensation in the Financial Sector, LABEX Louis Bachelier" - 2014, Opinions & Débats

Articles publiés dans des revues classées

  • DÉCAMPS, J.-P., S.VILLENEUVE, "A two-dimensional Control Problem Arising from Dynamic contracting Theory", Finance and Stochastics, Janvier 2019, vol. 23, no. 1, pp. 1-28
  • DÉCAMPS, J. P., S.GRYGLEWICZ, E.MORELLEC, S.VILLENEUVE, "Corporate Policies with Temporary and Permanent Shocks", Review of Financial Studies, Janvier 2017, vol. 30, no. 1, pp. 162-210
  • POUGET, S., J.SAUVAGNAT, S.VILLENEUVE, "A Mind is a terrible Thing to Change: Confirmation Bias in Financial Market", Review of Financial Studies, Juin 2017, vol. 30, no. 6, pp. 2066–2109
  • PIERRE, E., S.VILLENEUVE, X.WARIN, "Numerical approximation of a cash-constrained firm value with investment opportunities", SIAM Journal on Financial Mathematics, 2017, vol. 8, no. 1, pp. 54-81
  • DÉCAMPS, J.-P., S.VILLENEUVE, "Jusqu'où les compagnies d'assurance peuvent-elles investir dans le financement des dettes des PME/ETI ?", Revue d'Économie Financière, 2017, vol. 2, no. 126, pp. 231-240
  • PIERRE, E., S.VILLENEUVE, X.WARIN, "Liquidity management with decreasing returns to scale and secured credit line", Finance and Stochastics, Octobre 2016, vol. 20, no. 4, pp. 809-854
  • DÉCAMPS, J.-P., S.VILLENEUVE, "Rethinking Dynamic Capital Structure models with Roll-Over Debt", Mathematical Finance, Janvier 2014, vol. 24, no. 1, pp. 66-96
  • VILLENEUVE, S., X.WARIN, "Optimal Liquidity Management and Hedging in the presence of a non-predictable investment opportunity", Mathematics and Financial Economics, 2014, vol. 8, no. 2, pp. 193-227

Articles publiés dans des revues non classées, éditoriaux

  • GUEMBEL, A., S.VILLENEUVE - "Regulating Performance Based Compensation in the Financial Sector, LABEX Louis Bachelier" - 2014, Opinions & Débats

Articles publiés dans des revues classées

  • DÉCAMPS, J.-P., S.VILLENEUVE, "A two-dimensional Control Problem Arising from Dynamic contracting Theory", Finance and Stochastics, Janvier 2019, vol. 23, no. 1, pp. 1-28
  • DÉCAMPS, J. P., S.GRYGLEWICZ, E.MORELLEC, S.VILLENEUVE, "Corporate Policies with Temporary and Permanent Shocks", Review of Financial Studies, Janvier 2017, vol. 30, no. 1, pp. 162-210
  • POUGET, S., J.SAUVAGNAT, S.VILLENEUVE, "A Mind is a terrible Thing to Change: Confirmation Bias in Financial Market", Review of Financial Studies, Juin 2017, vol. 30, no. 6, pp. 2066–2109
  • PIERRE, E., S.VILLENEUVE, X.WARIN, "Numerical approximation of a cash-constrained firm value with investment opportunities", SIAM Journal on Financial Mathematics, 2017, vol. 8, no. 1, pp. 54-81
  • DÉCAMPS, J.-P., S.VILLENEUVE, "Jusqu'où les compagnies d'assurance peuvent-elles investir dans le financement des dettes des PME/ETI ?", Revue d'Économie Financière, 2017, vol. 2, no. 126, pp. 231-240
  • PIERRE, E., S.VILLENEUVE, X.WARIN, "Liquidity management with decreasing returns to scale and secured credit line", Finance and Stochastics, Octobre 2016, vol. 20, no. 4, pp. 809-854
  • DÉCAMPS, J.-P., S.VILLENEUVE, "Rethinking Dynamic Capital Structure models with Roll-Over Debt", Mathematical Finance, Janvier 2014, vol. 24, no. 1, pp. 66-96
  • VILLENEUVE, S., X.WARIN, "Optimal Liquidity Management and Hedging in the presence of a non-predictable investment opportunity", Mathematics and Financial Economics, 2014, vol. 8, no. 2, pp. 193-227

Articles publiés dans des revues non classées, éditoriaux

  • GUEMBEL, A., S.VILLENEUVE - "Regulating Performance Based Compensation in the Financial Sector, LABEX Louis Bachelier" - 2014, Opinions & Débats

Articles publiés dans des revues classées

  • DÉCAMPS, J.-P., S.VILLENEUVE, "A two-dimensional Control Problem Arising from Dynamic contracting Theory", Finance and Stochastics, Janvier 2019, vol. 23, no. 1, pp. 1-28
  • DÉCAMPS, J. P., S.GRYGLEWICZ, E.MORELLEC, S.VILLENEUVE, "Corporate Policies with Temporary and Permanent Shocks", Review of Financial Studies, Janvier 2017, vol. 30, no. 1, pp. 162-210
  • POUGET, S., J.SAUVAGNAT, S.VILLENEUVE, "A Mind is a terrible Thing to Change: Confirmation Bias in Financial Market", Review of Financial Studies, Juin 2017, vol. 30, no. 6, pp. 2066–2109
  • PIERRE, E., S.VILLENEUVE, X.WARIN, "Numerical approximation of a cash-constrained firm value with investment opportunities", SIAM Journal on Financial Mathematics, 2017, vol. 8, no. 1, pp. 54-81
  • DÉCAMPS, J.-P., S.VILLENEUVE, "Jusqu'où les compagnies d'assurance peuvent-elles investir dans le financement des dettes des PME/ETI ?", Revue d'Économie Financière, 2017, vol. 2, no. 126, pp. 231-240
  • PIERRE, E., S.VILLENEUVE, X.WARIN, "Liquidity management with decreasing returns to scale and secured credit line", Finance and Stochastics, Octobre 2016, vol. 20, no. 4, pp. 809-854
  • DÉCAMPS, J.-P., S.VILLENEUVE, "Rethinking Dynamic Capital Structure models with Roll-Over Debt", Mathematical Finance, Janvier 2014, vol. 24, no. 1, pp. 66-96
  • VILLENEUVE, S., X.WARIN, "Optimal Liquidity Management and Hedging in the presence of a non-predictable investment opportunity", Mathematics and Financial Economics, 2014, vol. 8, no. 2, pp. 193-227

Articles publiés dans des revues non classées, éditoriaux

  • GUEMBEL, A., S.VILLENEUVE - "Regulating Performance Based Compensation in the Financial Sector, LABEX Louis Bachelier" - 2014, Opinions & Débats

Chapitres d'ouvrages

  • DÉCAMPS, J. P., S.VILLENEUVE, "Optimal investment under liquidity constraints" dans Ambiguity, Real Options, Credit Risk and Insurance., A. Bensoussan, S. Peng and J. Sung Eds, IOS Press, 2013

Articles publiés dans des revues classées

  • DÉCAMPS, J.-P., S.VILLENEUVE, "A two-dimensional Control Problem Arising from Dynamic contracting Theory", Finance and Stochastics, Janvier 2019, vol. 23, no. 1, pp. 1-28
  • DÉCAMPS, J. P., S.GRYGLEWICZ, E.MORELLEC, S.VILLENEUVE, "Corporate Policies with Temporary and Permanent Shocks", Review of Financial Studies, Janvier 2017, vol. 30, no. 1, pp. 162-210
  • POUGET, S., J.SAUVAGNAT, S.VILLENEUVE, "A Mind is a terrible Thing to Change: Confirmation Bias in Financial Market", Review of Financial Studies, Juin 2017, vol. 30, no. 6, pp. 2066–2109
  • PIERRE, E., S.VILLENEUVE, X.WARIN, "Numerical approximation of a cash-constrained firm value with investment opportunities", SIAM Journal on Financial Mathematics, 2017, vol. 8, no. 1, pp. 54-81
  • DÉCAMPS, J.-P., S.VILLENEUVE, "Jusqu'où les compagnies d'assurance peuvent-elles investir dans le financement des dettes des PME/ETI ?", Revue d'Économie Financière, 2017, vol. 2, no. 126, pp. 231-240
  • PIERRE, E., S.VILLENEUVE, X.WARIN, "Liquidity management with decreasing returns to scale and secured credit line", Finance and Stochastics, Octobre 2016, vol. 20, no. 4, pp. 809-854
  • DÉCAMPS, J.-P., S.VILLENEUVE, "Rethinking Dynamic Capital Structure models with Roll-Over Debt", Mathematical Finance, Janvier 2014, vol. 24, no. 1, pp. 66-96
  • VILLENEUVE, S., X.WARIN, "Optimal Liquidity Management and Hedging in the presence of a non-predictable investment opportunity", Mathematics and Financial Economics, 2014, vol. 8, no. 2, pp. 193-227

Articles publiés dans des revues non classées, éditoriaux

  • GUEMBEL, A., S.VILLENEUVE - "Regulating Performance Based Compensation in the Financial Sector, LABEX Louis Bachelier" - 2014, Opinions & Débats

Chapitres d'ouvrages

  • DÉCAMPS, J. P., S.VILLENEUVE, "Optimal investment under liquidity constraints" dans Ambiguity, Real Options, Credit Risk and Insurance., A. Bensoussan, S. Peng and J. Sung Eds, IOS Press, 2013

Articles publiés dans des revues classées

  • DÉCAMPS, J.-P., S.VILLENEUVE, "A two-dimensional Control Problem Arising from Dynamic contracting Theory", Finance and Stochastics, Janvier 2019, vol. 23, no. 1, pp. 1-28
  • DÉCAMPS, J. P., S.GRYGLEWICZ, E.MORELLEC, S.VILLENEUVE, "Corporate Policies with Temporary and Permanent Shocks", Review of Financial Studies, Janvier 2017, vol. 30, no. 1, pp. 162-210
  • POUGET, S., J.SAUVAGNAT, S.VILLENEUVE, "A Mind is a terrible Thing to Change: Confirmation Bias in Financial Market", Review of Financial Studies, Juin 2017, vol. 30, no. 6, pp. 2066–2109
  • PIERRE, E., S.VILLENEUVE, X.WARIN, "Numerical approximation of a cash-constrained firm value with investment opportunities", SIAM Journal on Financial Mathematics, 2017, vol. 8, no. 1, pp. 54-81
  • DÉCAMPS, J.-P., S.VILLENEUVE, "Jusqu'où les compagnies d'assurance peuvent-elles investir dans le financement des dettes des PME/ETI ?", Revue d'Économie Financière, 2017, vol. 2, no. 126, pp. 231-240
  • PIERRE, E., S.VILLENEUVE, X.WARIN, "Liquidity management with decreasing returns to scale and secured credit line", Finance and Stochastics, Octobre 2016, vol. 20, no. 4, pp. 809-854
  • DÉCAMPS, J.-P., S.VILLENEUVE, "Rethinking Dynamic Capital Structure models with Roll-Over Debt", Mathematical Finance, Janvier 2014, vol. 24, no. 1, pp. 66-96
  • VILLENEUVE, S., X.WARIN, "Optimal Liquidity Management and Hedging in the presence of a non-predictable investment opportunity", Mathematics and Financial Economics, 2014, vol. 8, no. 2, pp. 193-227

Articles publiés dans des revues non classées, éditoriaux

  • GUEMBEL, A., S.VILLENEUVE - "Regulating Performance Based Compensation in the Financial Sector, LABEX Louis Bachelier" - 2014, Opinions & Débats

Chapitres d'ouvrages

  • DÉCAMPS, J. P., S.VILLENEUVE, "Optimal investment under liquidity constraints" dans Ambiguity, Real Options, Credit Risk and Insurance., A. Bensoussan, S. Peng and J. Sung Eds, IOS Press, 2013

Articles publiés dans des revues classées

  • DÉCAMPS, J.-P., S.VILLENEUVE, "A two-dimensional Control Problem Arising from Dynamic contracting Theory", Finance and Stochastics, Janvier 2019, vol. 23, no. 1, pp. 1-28
  • DÉCAMPS, J. P., S.GRYGLEWICZ, E.MORELLEC, S.VILLENEUVE, "Corporate Policies with Temporary and Permanent Shocks", Review of Financial Studies, Janvier 2017, vol. 30, no. 1, pp. 162-210
  • POUGET, S., J.SAUVAGNAT, S.VILLENEUVE, "A Mind is a terrible Thing to Change: Confirmation Bias in Financial Market", Review of Financial Studies, Juin 2017, vol. 30, no. 6, pp. 2066–2109
  • PIERRE, E., S.VILLENEUVE, X.WARIN, "Numerical approximation of a cash-constrained firm value with investment opportunities", SIAM Journal on Financial Mathematics, 2017, vol. 8, no. 1, pp. 54-81
  • DÉCAMPS, J.-P., S.VILLENEUVE, "Jusqu'où les compagnies d'assurance peuvent-elles investir dans le financement des dettes des PME/ETI ?", Revue d'Économie Financière, 2017, vol. 2, no. 126, pp. 231-240
  • PIERRE, E., S.VILLENEUVE, X.WARIN, "Liquidity management with decreasing returns to scale and secured credit line", Finance and Stochastics, Octobre 2016, vol. 20, no. 4, pp. 809-854
  • DÉCAMPS, J.-P., S.VILLENEUVE, "Rethinking Dynamic Capital Structure models with Roll-Over Debt", Mathematical Finance, Janvier 2014, vol. 24, no. 1, pp. 66-96
  • VILLENEUVE, S., X.WARIN, "Optimal Liquidity Management and Hedging in the presence of a non-predictable investment opportunity", Mathematics and Financial Economics, 2014, vol. 8, no. 2, pp. 193-227

Articles publiés dans des revues non classées, éditoriaux

  • GUEMBEL, A., S.VILLENEUVE - "Regulating Performance Based Compensation in the Financial Sector, LABEX Louis Bachelier" - 2014, Opinions & Débats

Chapitres d'ouvrages

  • DÉCAMPS, J. P., S.VILLENEUVE, "Optimal investment under liquidity constraints" dans Ambiguity, Real Options, Credit Risk and Insurance., A. Bensoussan, S. Peng and J. Sung Eds, IOS Press, 2013

Articles publiés dans des revues classées

  • DÉCAMPS, J.-P., S.VILLENEUVE, "A two-dimensional Control Problem Arising from Dynamic contracting Theory", Finance and Stochastics, Janvier 2019, vol. 23, no. 1, pp. 1-28
  • DÉCAMPS, J. P., S.GRYGLEWICZ, E.MORELLEC, S.VILLENEUVE, "Corporate Policies with Temporary and Permanent Shocks", Review of Financial Studies, Janvier 2017, vol. 30, no. 1, pp. 162-210
  • POUGET, S., J.SAUVAGNAT, S.VILLENEUVE, "A Mind is a terrible Thing to Change: Confirmation Bias in Financial Market", Review of Financial Studies, Juin 2017, vol. 30, no. 6, pp. 2066–2109
  • PIERRE, E., S.VILLENEUVE, X.WARIN, "Numerical approximation of a cash-constrained firm value with investment opportunities", SIAM Journal on Financial Mathematics, 2017, vol. 8, no. 1, pp. 54-81
  • DÉCAMPS, J.-P., S.VILLENEUVE, "Jusqu'où les compagnies d'assurance peuvent-elles investir dans le financement des dettes des PME/ETI ?", Revue d'Économie Financière, 2017, vol. 2, no. 126, pp. 231-240
  • PIERRE, E., S.VILLENEUVE, X.WARIN, "Liquidity management with decreasing returns to scale and secured credit line", Finance and Stochastics, Octobre 2016, vol. 20, no. 4, pp. 809-854
  • DÉCAMPS, J.-P., S.VILLENEUVE, "Rethinking Dynamic Capital Structure models with Roll-Over Debt", Mathematical Finance, Janvier 2014, vol. 24, no. 1, pp. 66-96
  • VILLENEUVE, S., X.WARIN, "Optimal Liquidity Management and Hedging in the presence of a non-predictable investment opportunity", Mathematics and Financial Economics, 2014, vol. 8, no. 2, pp. 193-227

Articles publiés dans des revues non classées, éditoriaux

  • GUEMBEL, A., S.VILLENEUVE - "Regulating Performance Based Compensation in the Financial Sector, LABEX Louis Bachelier" - 2014, Opinions & Débats

Chapitres d'ouvrages

  • DÉCAMPS, J. P., S.VILLENEUVE, "Optimal investment under liquidity constraints" dans Ambiguity, Real Options, Credit Risk and Insurance., A. Bensoussan, S. Peng and J. Sung Eds, IOS Press, 2013

Articles publiés dans des revues classées

  • DÉCAMPS, J.-P., S.VILLENEUVE, "A two-dimensional Control Problem Arising from Dynamic contracting Theory", Finance and Stochastics, Janvier 2019, vol. 23, no. 1, pp. 1-28
  • DÉCAMPS, J. P., S.GRYGLEWICZ, E.MORELLEC, S.VILLENEUVE, "Corporate Policies with Temporary and Permanent Shocks", Review of Financial Studies, Janvier 2017, vol. 30, no. 1, pp. 162-210
  • POUGET, S., J.SAUVAGNAT, S.VILLENEUVE, "A Mind is a terrible Thing to Change: Confirmation Bias in Financial Market", Review of Financial Studies, Juin 2017, vol. 30, no. 6, pp. 2066–2109
  • PIERRE, E., S.VILLENEUVE, X.WARIN, "Numerical approximation of a cash-constrained firm value with investment opportunities", SIAM Journal on Financial Mathematics, 2017, vol. 8, no. 1, pp. 54-81
  • DÉCAMPS, J.-P., S.VILLENEUVE, "Jusqu'où les compagnies d'assurance peuvent-elles investir dans le financement des dettes des PME/ETI ?", Revue d'Économie Financière, 2017, vol. 2, no. 126, pp. 231-240
  • PIERRE, E., S.VILLENEUVE, X.WARIN, "Liquidity management with decreasing returns to scale and secured credit line", Finance and Stochastics, Octobre 2016, vol. 20, no. 4, pp. 809-854
  • DÉCAMPS, J.-P., S.VILLENEUVE, "Rethinking Dynamic Capital Structure models with Roll-Over Debt", Mathematical Finance, Janvier 2014, vol. 24, no. 1, pp. 66-96
  • VILLENEUVE, S., X.WARIN, "Optimal Liquidity Management and Hedging in the presence of a non-predictable investment opportunity", Mathematics and Financial Economics, 2014, vol. 8, no. 2, pp. 193-227

Articles publiés dans des revues non classées, éditoriaux

  • GUEMBEL, A., S.VILLENEUVE - "Regulating Performance Based Compensation in the Financial Sector, LABEX Louis Bachelier" - 2014, Opinions & Débats

Chapitres d'ouvrages

  • DÉCAMPS, J. P., S.VILLENEUVE, "Optimal investment under liquidity constraints" dans Ambiguity, Real Options, Credit Risk and Insurance., A. Bensoussan, S. Peng and J. Sung Eds, IOS Press, 2013

Articles publiés dans des revues classées

  • DÉCAMPS, J.-P., S.VILLENEUVE, "A two-dimensional Control Problem Arising from Dynamic contracting Theory", Finance and Stochastics, Janvier 2019, vol. 23, no. 1, pp. 1-28
  • DÉCAMPS, J. P., S.GRYGLEWICZ, E.MORELLEC, S.VILLENEUVE, "Corporate Policies with Temporary and Permanent Shocks", Review of Financial Studies, Janvier 2017, vol. 30, no. 1, pp. 162-210
  • POUGET, S., J.SAUVAGNAT, S.VILLENEUVE, "A Mind is a terrible Thing to Change: Confirmation Bias in Financial Market", Review of Financial Studies, Juin 2017, vol. 30, no. 6, pp. 2066–2109
  • PIERRE, E., S.VILLENEUVE, X.WARIN, "Numerical approximation of a cash-constrained firm value with investment opportunities", SIAM Journal on Financial Mathematics, 2017, vol. 8, no. 1, pp. 54-81
  • DÉCAMPS, J.-P., S.VILLENEUVE, "Jusqu'où les compagnies d'assurance peuvent-elles investir dans le financement des dettes des PME/ETI ?", Revue d'Économie Financière, 2017, vol. 2, no. 126, pp. 231-240
  • PIERRE, E., S.VILLENEUVE, X.WARIN, "Liquidity management with decreasing returns to scale and secured credit line", Finance and Stochastics, Octobre 2016, vol. 20, no. 4, pp. 809-854
  • DÉCAMPS, J.-P., S.VILLENEUVE, "Rethinking Dynamic Capital Structure models with Roll-Over Debt", Mathematical Finance, Janvier 2014, vol. 24, no. 1, pp. 66-96
  • VILLENEUVE, S., X.WARIN, "Optimal Liquidity Management and Hedging in the presence of a non-predictable investment opportunity", Mathematics and Financial Economics, 2014, vol. 8, no. 2, pp. 193-227

Articles publiés dans des revues non classées, éditoriaux

  • GUEMBEL, A., S.VILLENEUVE - "Regulating Performance Based Compensation in the Financial Sector, LABEX Louis Bachelier" - 2014, Opinions & Débats

Chapitres d'ouvrages

  • DÉCAMPS, J. P., S.VILLENEUVE, "Optimal investment under liquidity constraints" dans Ambiguity, Real Options, Credit Risk and Insurance., A. Bensoussan, S. Peng and J. Sung Eds, IOS Press, 2013