Franck Moraux, D.A. Phan, Thi Le Hoa Vo. Financing and Cost Sharing for a Supply Chain Under CSR – Sensitive Demand. IFIP WG 5.7 International Conference on Advances in Production Management Systems, APMS 2021, Sep 2021, Nantes, France. pp.139-148,
D.A. Phan, Franck Moraux, Thi Le Hoa Vo, Anh Ngoc Lai. Impact of retail-platform loan programs on the SC performance under CSR dependent stochastic demand. 8th International Conference on Information Systems, Logistics and Supply Chain Interconnected Supply Chains in an Era of Innovation, ILS 2020, Apr 2020, Austin, United States. pp.9-18.
Olesya Grishchenko, Franck Moraux, Olga Pakulyak. Fuel up with OATmeals! The case of the French nominal yield curve. The Journal of Finance and Data Science, KeAi Publishing, 2020, 6, pp.49-85.
Franck Moraux. Valuing corporate liabilities when the default threshold is not an absorbing barrier. Dan Galai ,Zvi Wiener ,Michel Crouhy. World Scientific Reference on Contingent Claims Analysis in Corporate Finance, World Scientific Publishing Co Pte Ltd, pp.331-353, 2019, 978-9814730723.
Franck Moraux. On Bankruptcy Procedures and the Valuation of Corporate Securities. Finance, Presses universitaires de Grenoble, 2019, 40 (3), pp.141-191.
Franck Moraux. René M. Stulz: latitude managériale et politique financière. Albouy Michel, Charreaux Gérard. Les grands auteurs en finance, EMS, pp.430-481, 2018, 978-2-37687-045-6.
Donatien Hainaut, Franck Moraux. Hedging of options in the presence of jump clustering. The Journal of Computational Finance, Incisive Media, 2018, 22 (3), pp.1-35.
Grégoire Leblon, Franck Moraux. Analytical Pricing of European Bond Options within One-Factor Quadratic Term Structure Models. Journal of Derivatives, Institutional Investor Inc., 2017, 24 (3), pp.29 – 41.
Franck Moraux, Vincent Hovelaque. De l’absence au dilemme de la diversification des fournisseurs dans la gestion du risque de rupture d’approvisionnement des supply chains. Presses Universitaires de Rennes. Collaborations et réseaux : approches transversales en management, pp.271-300, 2016, Le management des réseaux, 978-2-7535-4984-5.
Souleymane Laminou Abdou, Franck Moraux. Pricing and hedging American and hybrid strangles with finite maturity. Journal of Banking and Finance, Elsevier, 2016, 62, pp.112-125.
Jessica Fouilloux, Franck Moraux, Jean-Laurent Viviani. Investing in finite-life carbon emissions reduction program under risk and idiosyncratic uncertainty. Energy Policy, Elsevier, 2015, 82, pp.310-320.
Maxime Debon, Franck Moraux, Patrick Navatte. Le coût du financement par obligations rachetables : une étude empirique. Finance Contrôle Stratégie, Association FCS, 2015, 18 (2), pp.17-35.
Franck Moraux, Florina Silaghi. Inside debt renegotiation: Optimal debt reduction, timing, and the number of rounds. Journal of Corporate Finance, Elsevier, 2014, 2014 (27), pp.269-295.
Ghassen Nouajaa, Jean-Laurent Viviani, Franck Moraux. Foreign exchange risk management : evidence from French non-financial firms. 30th International French Finance Association conference (AFFI), May 2013, Lyon, France.
Franck Moraux, Carole Bernard, Ludger Rüschendorf, Steven Vanduffel. Optimal payoffs under state-dependent constraints. 30th International French Finance Association conference (AFFI), May 2013, Lyon, France.
Grégoire Leblon, Franck Moraux. Analytical pricing of european bond options within one-factor quadratic term structure models. 30th International French Finance Association conference (AFFI), May 2013, Lyon, France.
Laminou Abdou Souleymane, Franck Moraux. Pricing and hedging american strangles with finite maturity. 30th International French Finance Association conference (AFFI), May 2013, Lyon, France.
Franck Moraux, Rivo Randrianarivony. La finance serait-elle devenue anormale au XXIe siècle ?. Recherches et innovations en sciences de gestion, Presses universitaires de Rennes, pp.75-98, 2013.
Grégoire Leblon, Franck Moraux. Bond portfolio management with affine and quadratic term structure models : selection, risk management and performance. Nineteenth international conference forecasting financial markets : advances for exchange rates, May 2012, Marseille, France.
Franck Moraux, Patrick Navatte. Private Benefits in a contingent claim framework: Valuation effects and other implications. 2011 International AFFI Conference, 2011, Montpellier, France. 28 p.
Franck Moraux. How valuable is your VaR? Large sample confidence intervals for normal VaR. Journal of risk management in financial institutions, 2011, 4 (2), pp.189-200.
Franck Moraux, Patrick Navatte. Private Benefits in a contingent claim framework: Valuation effects and other implications. Northeast Decision Sciences Institute 2011 Annual Conference, Apr 2011, Montréal, Canada. 28 p.
Grégoire Leblon, Franck Moraux. Quadratic Approaches for Modeling Term Structures of Interest Rates in Discrete Time. Euro Working Group on Financial Modeling (46th EWGFM), May 2010, Istanbul, Turkey. 42 p.
Franck Moraux, Arnaud Richard. How do News Releases and their Information Content affect Bund Futures Prices? An HFD investigation. Seventeenth International Conference ‘Forecasting Financial Markets’, May 2010, Hannover, Germany. 28 p.
Anthony Miloudi, Franck Moraux. Relations between Corporate Credit Spreads,Treasury Yields and the Equity Market. International Journal of Business, 2009, 14 (2), pp.105-122.
Grégoire Leblon, Franck Moraux. Examining Performance of Quadratic Models of TermStructure of Interest Rates. Congrès AFFI 2009, May 2009, Brest, France. 37 p.
Maxime Debon, Franck Moraux, Patrick Navatte. Make-whole callable bonds :Covenant yield premium insights. Congrès AFFI 2009, May 2009, Brest, France. 13 p.
Cédric Lesage, Franck Moraux. Should executive compensation rules govern Audit fees ? An anlysis of executive compensation driven frauds.. 2009 International Decision Sciences Institute Conference, Jun 2009, Nancy, France. 22 p.
Pascal François, Franck Moraux. The immunization performance of traditional and stochastic durations: a mean-variance analysis. EFMA 2008 CONGRESS, Jun 2008, Athènes, Greece. 33 p.
Franck Moraux, Patrick Navatte. Business risk targeting and rescheduling of distressed debt.. Finance, Presses universitaires de Grenoble, 2007, 28 (2), pp.43-78.
Franck Moraux, Patrick Navatte. Business Risk Targeting AndRescheduling of Distressed Debt. congrès international de l’AFFI 2007 “Ethique et Gouvernance”, Jun 2007, Bordeaux, France. 33 p.
Franck Moraux, Patrick Navatte. Rescheduling of distressed debt and business risk targeting ex ante the reorganization. European Financial Management Association 2007 Annual Conference, Jun 2007, Vienne, Austria. pp.30.
Franck Moraux, Patrick Navatte. Admissible Designs of Debt-Equity Swaps for Distressed Firms: Analysis, Limits and Applications. Congrès International de Finance, Dec 2007, France. 23 p.
Franck Moraux, Patrick Navatte. The active management of distressed debt. European Financial Management Association 2006 Annual Meeting, Jun 2006, 29 p.
Franck Moraux. Modeling the business risk of financially weakened firms: A new approach for corporate bond pricing. International Review of Financial Analysis, Elsevier, 2004, 13 (1), pp.47-61.
Franck Moraux, Patrick Navatte. Extending the Maturity of a defaulting debt : when it is worthwhile !. 21e Conférence internationale de l’AFFI, Cergy-Pontoise,, Jun 2004.
Franck Moraux, Anthony Miloudi. The relation between corporate credit spreads, treasury yields and the equity markets : new evidences from daily options-ajusted spreads indices. European Investiment Review Annual conference, E.I.R., London,, Sep 2004.
Franck Moraux, Christophe Villa. The dynamics of the term structure of interest rates : an independent component analysis. C. LESAGE M. COTTRELL. Connectionist Approaches in Economics and Management Sciences, Kluwer, 2003.
Florence André-Le Pogamp, Franck Moraux. Sur les obligations convertibles à clause de remboursement anticipé au gré de l’émetteur. Finance, Presses universitaires de Grenoble, 2003, 24 (1), pp.7-28.
Franck Moraux. Managing corporate liabilities of financially weakened firms. 32nd Meeting of the EURO working group in financial modelling, Londres, Apr 2003, 29 p.
Franck Moraux. Empirical analysis of term structures of credit spreads indices : a Kalman filtering approach. 10e Rencontres Internationales de l’ACSEG, Nantes, Nov 2003, Nantes, France.
Franck Moraux, O. Renault. 30 ans de modèles structurels de risque de défaut. M. BELLALAH. Finance contemporaine. Analyse, évaluation et applications, Economica, pp.69-84, 2002.
Franck Moraux. Valuing corporate liabilities when the default threshold is not an absorbing barrier. Actes «CREDIT 2002 – Assessing the Risk of Corporate Default», Sep 2002, Venise, 30 p.
Co-éditeur-en-chef de Finance (revue de rang FNEGE A, CNRS cat. 2)
Membre du Conseil d’Administration et Bureau de l’Association Française de Finance
Membre de comité éditorial des revues The Accounting, Finance and Governance Review (Irlande), Review of Finance and Banking (Roumanie), Lahore Journal of Business (Pakistan, pour la finance)
Membre du comité scientifique des conférences AFFI, de la conférence Forecasting Financial Markets (depuis Rennes, 2015) et plus ponctuellement de la Financial Management Association Annual Meeting
Révision d’articles : Review of Finance, Journal of Banking and Finance, Finance, Applied Mathematical Finance, Applied Financial Economics, European Journal of Finance, Journal of Derivatives, Journal of Risk, Theory and Decision, Annales d’Economie et de Statistique
2nd vice-président de la conférence des directeurs d’Ecole Doctorale en sciences économiques et sciences de gestion
Interactions avec l’environnement social, économique et culturel
Agence HCERES : Participation à des comités de visite pour l’évaluation de structures universitaires : EM Lyon-Recherche (2015, membre), ED 486 SEG Université de Lyon (2015, Président)
Région Bretagne : Participation au groupe « Innovations sociales et citoyennes » évaluant les projets doctoraux dits SHS soumis à la Région Bretagne en 2015, 2016 pour obtenir un financement
Diverses universités : Participation à des comités de sélection pour le recrutement de maîtres de conférences ou de professeurs des Universités : 2 à 3 comités par an
Term structure of interest rates models, nominal government debt and inflation-protected securities
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