Member – FRANCOIS-HEUDE Alain
Alain FRANCOIS-HEUDE is a professor at the University of Montpellier.
recent publications
François-Heude, A., & Yousfi, O. (2015).A generalization of Gray and Whaley’s reset option.Journal of Asset Management, 18(4), 301-313.
François-Heude, A., & Yousfi, O. (2014).On the liquidity of CAC 40 index options market.Journal of Derivatives & Hedge Funds, 20(3), 238-252.
Fabre, B., & François-Heude, A. (2009).Optimism and overconfidence investors’ biases: A methodological note.Finance, 30(2), 23-36.
D’Hondt, C., De Winne, R., & François-Heude, A. (2003).Hidden orders on Euronext: Nothing is quite as it seems.SSRN Electronic Journal.
François-Heude, A., & Van Wynendaele, P. (2002).Integrating liquidity risk in a parametric intraday VaR framework.Journal of Derivatives, 9(4), 32-45.
D’Hondt, C., De Winne, R., & François-Heude, A. (2001).Hidden orders: An empirical study on the French segment of Euro.NM.SSRN Electronic Journal.
Fabre, B., & François-Heude, A. (2000).Why are revolving loan rates offered by consumer credit institutions close to usury rates?Finance, 22(1), 57-72.