Details
NAME
Jean-Edouard Colliard
INSTITUTION
HEC Paris
OFFICE PHONE NUMBER
0033139677290
EMAIL
colliard@hec.fr
ADDRESS
HEC Paris, 1 rue de la Libération, 78351 Jouy en Josas, FRANCE
Featured Work
2024
Financial Restructuring and Resolution of Banks
Mar 22,2024
How do resolution frameworks affect the private restructuring of distressed banks? We model a bank’s shareholders and creditors negotiating a...
Show Previous Versions2020
Financial Restructuring and Resolution of Banks
Oct 08,2020
How do resolution frameworks affect the private restructuring of distressed banks? We model a distressed bank's shareholders and creditors negotiating...
2022
Algorithmic Pricing and Liquidity in Securities Markets
Oct 27,2022
We let “Algorithmic Market-Makers” (AMMs), using Q-learning algorithms, choose prices for a risky asset when their clients are privately informed...
2020
Asset Dissemination through Dealer Markets
Oct 08,2020
In over-the-counter markets for assets such as bonds or securitizations, large volumes can be split into smaller pieces and gradually...
Inventory Management, Dealers' Connections, and Prices in OTC Markets
Oct 08,2020
We propose a new model of trading in OTC markets. Dealers accumulate inventories by trading with end-investors and trade among...