Recherche, Articles et Conférences

Thèse

K. Kiani, "Jeux généralisés et applications en économie et finance : jeux avec contrainte partagée, stress tests et régulation bancaire", Université de Lille, Octobre 2022. Sous la direction de Prof. Yann Braouezec.

Prix de Thèse 2023 de l'Association Française de Finance (AFFI), catégorie Finance de marché.

Articles et Publications

• Braouezec Y., Kiani K., (2024), Preventing price-mediated contagion due to fire sales externalities: Strategic foundations of macroprudential regulation, Operations Research (forthcoming).

• Braouezec Y., Kiani K., (2023), Economic foundations of generalized games with shared constraint: Do binding agreements lead to less Nash equilibria?, European Journal of Operational Research, Volume 308, Issue 1, July, Pages 467-479.

• Braouezec Y., Kiani K., (2023) A Generalized Nash Equilibrium Problem arising in banking regulation: An existence result with Tarski’s theorem, Operations Research Letters, Volume 51, Issue 1, January, pages 105-110.

• Braouezec Y., Kiani K., (2021), Target capital ratio and optimal channel(s) of adjustment: A simple model with empirical applications to European banks, Applied Economics, Volume 53, Issue 13, pages 1435-1462.

Conférences

• Journées Louis-André Gérard-Varet (LAGV), Marseille (France), Juin 2024.

• International Conference on Public Economic Theory, Lyon (France), Juin 2024.

• 70th congress of the French Economic Association (AFSE), Dijon (France), Juin 2022.

• Annual Meeting of the European Public Choice Society, Braga (Portugal), Avril 2022.

• 1st MUSEES Conference : Modeling Uncertainty in Social, Economic, and Environmental Sciences, Lyon (France), Mars 2022.