Publications

Livres

  1. Huu Tue HUYNH, Van Son LAI et Issouf SOUMARÉ. Simulations Stochastiques et Applications en Finance avec Programmes MatlabEconomica, 2006.
  2. Huu Tue HUYNH, Van Son LAI et Issouf SOUMARÉ. Stochastic Simulation and Applications in Finance with MATLAB Programs. Version anglaise publiée par Wiley, 2009.

Articles

  1. Alexandre TÊTU, Van Son LAI, Issouf SOUMARÉ & Michel GENDRON. Hedging flood losses in Quebec using Cat-Bonds. Asia-Pacific Journal of Risk and Insurance (à paraître).
  2. Issouf SOUMARÉ. Does Foreign Direct Investment Improve Economic Development in North African Countries? Applied Economics (à paraître).
  3. Issouf SOUMARÉ & Fulbert TCHANA TCHANA,Causality between FDI and Financial Market Development: Evidence from Emerging Markets. World Bank Economic Review (WBER) Papers and Proceedings issue (à paraître).
  4. Isaac OTCHERE, Issouf SOUMARÉ & Pierre YOUROUGOU. FDI and Financial Market Development in Africa. The World Economy (à paraître).
  5. Kabir HASSAN & Issouf SOUMARÉ. « Guarantees and Profit-Sharing Contracts in Project Financing. » Journal of Business Ethics (à paraître)
  6. Van Son LAI, Mathieu PARCOLLET & Bernard LAMOND. »The Valuation of Catastrophe Bonds with Exposure to Currency Exchange Risk », International Review of Financial Analysis, vol. 33, 2014, 243-252.
  7. Walid AMDOUNI & Issouf SOUMARÉ. An Analysis of the Determinants of S&P Ratings Assigned to Canadian Firms: Application of a Multinomial Logit. Journal of Risk Management in Financial Institutions, Vol. 7, No. 4, 2014, 353-369.
  8. Alaa GUIDARA, Van Son LAI, Issouf SOUMARÉ & Fulbert TCHANA « Banks’ Capital Buffer, Risk and Performance in the Canadian Banking System: Impact of Business Cycles and Regulatory Changes », Journal of Banking and Finance, vol. 37, issue 9, 2013, p. 3373-3387.
  9. Van Son LAI & Xueying ZHANG.  »On the Value of Municipal Bond Insurance: An Empirical Analysis », Financial MarketsInstitutions and Instruments, vol. 22, issue 4, 2013, p. 209-228.
  10. Issouf SOUMARÉ. Incentives and Voluntary Investment in Employer Shares. Economic Notes, Vol. 42, No. 1, 2013, pp. 1-17.
  11. Issouf SOUMARÉ, Edoh K. AMENOUNVÉ, Ousmane DIOP, Dramane MEITÉ  & Yao Djifa N’SOUGAN). Applying the CAPM and the Fama-French Model to the BRVM Stock Market. Applied Financial Economics, Vol. 23, No. 4, 2013, 275-285.
  12. Yao Djifa N’SOUGAN & Issouf SOUMARÉ. Modeling Sovereign Default Risk: Comparing Models and Capturing the Impact of the Business Cycle. Journal of Risk Management in Financial InstitutionsVol. 6, No. 1, 2013, pp. 75-96.
  13. Van Son LAI, Issouf SOUMARÉ & Yan SUN.  »Financial Guarantors’ Executive Compensation, Charter Value and Risk-Taking », Research in International Business and Financevol. 26, issue 3, 2012, p. 387-397.
  14. Andrew CHEUNG & Van Son LAI.  »On the Consistency of a Firm’s Value with a Lognormal Diffusion Process », Journal of Mathematical Finance2012, vol. 2, no 1, p. 31-37.
  15. Gaston GOHOU & Issouf SOUMARÉ. Does Foreign Direct Investment Reduce Poverty in Africa and are There Regional Differences?, World Development, Vol. 40, No. 1, 2012, 75–95.
  16. Gaston GOHOU & Issouf SOUMARÉ. The Determinants of Development Projects’ First Disbursement Delay: The Case of the African Development Bank; In “Fostering Development in an Era of Financial and Economic Crises”; Proceedings of the African Economic Conference 2009, African Development Bank and United Nations Economic Commission for Africa, 2011.
  17. Issouf SOUMARÉ , Fabien YOUBISSI & Michel GENDRON. Comparative Analysis of Multiple-Guarantor Agreements. Journal of Risk Management in Financial InstitutionsVol. 4, No. 2, 2011, 146-161.
  18. Sébastien JACQUES, Van Son LAI & Issouf SOUMARÉ.  »Synthetizing a Debt Guarantee: Super-Replication versus Utility Approach »,  International Review of Financial Analysis, vol. 20, issue 1, 2011, p. 27-40.
  19. Van Son LAI & Issouf SOUMARÉ.  »Risk-Based Capital and Credit Insurance Portfolios », Financial MarketsInstitutions and Instruments, vol. 19, issue 1, 2010, p. 21-45.
  20. Van Son LAI & Issouf SOUMARÉ.  »Credit Insurance and Investment: A Contingent Claims Analysis Approach », International Review of Financial Analysis, vol. 19, issue 2, 2010, p. 98-107.
  21. Luc GRÉGOIRE, Van Son LAI & Issouf SOUMARÉ. Economic Capital for Bond Insurers.Journal of Fixed Income, Vol. 19, No. 3, 2010, pp. 47-65.
  22. Asshvin GAJADHARSINGH & Van Son LAI. Réplication d’obligations risquées avec des modèles d’options. Assurances & Gestion des Risques (Insurance and Risk Management),  Vol. 77, No. 1-2, avril-juillet 2009, 1-20.
  23. Issouf SOUMARÉ. La Pratique de la Finance Islamique. Assurance et Gestion des Risques (Insurance and Risk Management), Vol. 77, No. 1-2, avril-juillet 2009, 59-78.
  24. Van Son LAI, Yves LANGLOIS & Issouf SOUMARÉ. Hedging Portfolios of Financial Guarantees. Journal of Risk (à venir).
  25. Michel GENDRON, Van Son LAI & Issouf SOUMARÉ. Project Finance with Limited Recourse: An Option Pricing Approach to Debt Capacity and Project Risk. Journal of Structured Finance, Fall 2007.
  26. Issouf SOUMARÉ. Equilibrium with Excessive Holdings Constraint: An Application to DC Pension Plan. International Journal of Theoretical and Applied Finance, Vol. 10, No. 7, 2007, pp. 1159-1190.
  27. Issouf SOUMARÉ. International Capital Markets and Redundant Securities. Journal of Economic Dynamics and Control, Vol. 31, No. 3, 2007, pp. 1037-1050
  28. Paul ANGOUA, Van Son LAI & Issouf SOUMARÉ. Project Risk Choices under Privately Guaranteed Debt Financing. The Quarterly Review of Economics and Finance, Vol. 48, No. 1, 2008, pp. 123-152.
  29. Issouf SOUMARÉ. Investment in Employer Shares, Incentive-alignment, and Monitoring.Journal of Pension Economics and Finance, Vol. 6, No. 2, 2007, pp. 107-125.
  30. Issouf SOUMARÉ. Les Fonds de Pension: Structure, Comptabilité, Immunisation & Risque. Assurance & Gestion des Risques, Vol. 74, No. 3, 2006, pp. 415-429.
  31. Michel GENDRON, Van Son LAI & Issouf SOUMARÉ. An Analysis of Portfolios of Insured Debts. Journal of Fixed Income, Vol. 16, No. 1, 2006, pp. 55-64.
  32. Michel GENDRON, Van Son LAI & Issouf SOUMARÉ. Effects of Maturity Choices on Loan Guarantee Portfolios. Journal of Risk Finance, Vol. 7, No. 3, 2006, pp. 237-254.
  33. Van Son LAI, Youssef SAKNI & Issouf SOUMARÉ. A Simple Method for Computing Value at Risk using PCA and QMC. Journal of Financial Decision Making,Vol.1, No. 2, 2005, pp. 1-13.
  34. Van Son LAI & Issouf SOUMARÉ. Investment Incentives in Project Finance in the Presence of Partial Loan Guarantees. Research in Finance, Vol. 22, 2005, pp. 161-186.
  35. Michel GENDRON, Van Son LAI & Issouf SOUMARÉ. An Analysis of Private Loan Guarantee Portfolios. Research in International Business and Finance, Vol. 16, 2002, pp. 395-415.

 

Leave a Reply

Your email address will not be published. Required fields are marked *

*

You may use these HTML tags and attributes:
<a href="" title=""> <abbr title=""> <acronym title=""> <b> <blockquote cite=""> <cite> <code> <del datetime=""> <em> <i> <q cite=""> <strike> <strong>