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Stéphane VILLENEUVE

Full professor

Axe de recherche

Finance

Stephane.Villeneuve@tsm-education.fr

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Stéphane Villeneuve is Professor of Applied mathematics and Director of the department of mathematics at the University of Toulouse 1 Capitole, where he is affiliated with TSM Research and the Toulouse School of Economics. He is also a member of the Institut D'Économie Industrielle where he coordinates the Chair Market Risk and Value Creation sponsored by SCOR under the aegis of the Fondation du risque.

His research focuses on stochastic methods in finance and more recently on their applications on dynamic contracting.

  • Domaines de recherche

    Optimal stopping and stochastic control

  • Contract theory in continuous time

  • Mathematical and computational finance

  • Articles (ranked journals)

    DÉCAMPS, J. P., S.GRYGLEWICZ, E.MORELLEC, S.VILLENEUVE, "Corporate Policies with Temporary and Permanent Shocks", Review of Financial Studies, January 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, June 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

  • Articles (non ranked journals)

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

  • International conventions

    DÉCAMPS, J.-P., S.VILLENEUVE, "Corporate cash policy with liquidity and profitability risks" in 13th Society for the Advancement of Economic Theory (SAET ) Conference on Current Trends in Economics, MINES ParisTech., 2013, Paris, France

    DÉCAMPS, J.-P., S.VILLENEUVE, "Corporate cash policy with liquidity and profitability risks" in 30 th Congrés International de l'Association Française de Finance (AFFI)., 2013, Lyon, France

    DÉCAMPS, J.-P., S.VILLENEUVE, "Corporate cash policy with liquidity and profitability risks" in European Meeting of the Econometric Society., 2013, Gothenburg, Sweden

  • Invited speaker

    GUEMBEL, A., S.VILLENEUVE - "Managerial Turnover and Long-term Investments" - 2015, Germany

  • Chapters of books

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