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Details about Günter Franke

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Homepage:http://www.uni-konstanz.de/FuF/wiwi/franke/frankehome/index.html
Workplace:Zentrum für Finanzen und Ökonometrie (Center for Finance and Econometrics), Fachbereich Wirtschaftswissenschaften (Department of Economics), Universität Konstanz (University of Constance), (more information at EDIRC)
Fachbereich Wirtschaftswissenschaften (Department of Economics), Universität Konstanz (University of Constance), (more information at EDIRC)
Center for Financial Studies, (more information at EDIRC)

Access statistics for papers by Günter Franke.

Last updated 2014-12-05. Update your information in the RePEc Author Service.

Short-id: pfr94


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Working Papers

2014

  1. Effective resolution of banks: Problems and solutions
    SAFE White Paper Series, Leibniz Institute for Financial Research SAFE Downloads

2013

  1. Risk-Taking-Neutral Background Risk
    CESifo Working Paper Series, CESifo Group Munich Downloads

2011

  1. Does Portfolio Optimization Pay?
    Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz Downloads
  2. Hostages, Free Lunches and Institutional Gaps: The Case of the European Currency Union
    Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz Downloads
    See also Journal Article in Financial Markets and Portfolio Management (2012)
  3. Loss Allocation in Securitization Transactions
    Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz Downloads
    See also Journal Article in Journal of Financial and Quantitative Analysis (2012)
  4. Risk Taking with Additive and Multiplicative Background Risks
    Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz Downloads View citations (29)
    See also Journal Article in Journal of Economic Theory (2011)
  5. Tranching and Pricing in CDO-Transactions
    Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz Downloads

2010

  1. Portfolio Choice for HARA Investors: When Does 1/γ (not) Work?
    Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz Downloads

2009

  1. Instabile Finanzmärkte
    CFS Working Paper Series, Center for Financial Studies (CFS) Downloads View citations (1)
    See also Journal Article in Perspektiven der Wirtschaftspolitik (2009)

2008

  1. The future of securitization
    CFS Working Paper Series, Center for Financial Studies (CFS) Downloads View citations (18)

2005

  1. Default Risk Sharing Between Banks and Markets: The Contribution of Collateralized Debt Obligations
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (40)
    Also in CFS Working Paper Series, Center for Financial Studies (CFS) (2005) Downloads View citations (22)

    See also Chapter (2007)
  2. M&A-Transaktionen - Fluch oder Segen der Realoptionstheorie?�
    TWI Research Paper Series, Thurgauer Wirtschaftsinstitut, Universität Konstanz Downloads View citations (1)
  3. Transformation nicht-gehandelter in handelbare Kreditrisiken�
    TWI Research Paper Series, Thurgauer Wirtschaftsinstitut, Universität Konstanz Downloads View citations (1)

2003

  1. Heterogeneity of Investors and Asset Pricing in a Risk-Value World
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (4)

2002

  1. Multiplicative background risk
    Discussion Papers, various Research Units, WZB Berlin Social Science Center Downloads View citations (1)
    See also Journal Article in Management Science (2006)

1999

  1. When are Options Overpriced? The Black-Scholes Model and Alternative Characterizations of the Pricing Kernel
    New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business- Downloads View citations (27)

1997

  1. Risk-value efficient portfolios and asset pricing
    Discussion Papers, Series II, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy" Downloads View citations (1)

1996

  1. Kritik an der Kritik der Publikumsgesellschaft
    Discussion Papers, Series II, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy" Downloads

1995

  1. Anonymous electronic trading versus floor trading
    Discussion Papers, Series II, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy" Downloads View citations (9)
  2. Who buys and who sells options: The role and pricing of options in an economy with background risk
    Discussion Papers, Series II, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy" Downloads

1993

  1. Vermögensmaximierung durch Stiftungen als Unternehmensträger? Eine Analyse der Steuerwirkungen
    Discussion Papers, Series II, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy" Downloads

1992

  1. Die Bilanzierung von Terminkontrakten und Optionen bei Einsatz im Risikomanagement
    Discussion Papers, Series II, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy" Downloads
  2. Idiosyncratic risk, sharing rules, and the theory of risk bearing
    Discussion Papers, Series II, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy" Downloads

1990

  1. Avenues for the reduction of LDC-debt: An institutional analysis
    Discussion Papers, Series II, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy" Downloads View citations (1)

1989

  1. "Closet dollars" and taxes
    Discussion Papers, Series II, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy" Downloads
  2. Inside information in bank lending and the European insider directive
    Discussion Papers, Series II, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy" Downloads

1988

  1. Betriebliche Investitionsentscheidungen bei Risiko
    Discussion Papers, Series I, University of Konstanz, Department of Economics Downloads
  2. Currency choice for credit contracts and exchange rate regime
    Discussion Papers, Series II, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy" Downloads View citations (1)
  3. Institutionelle Gestaltungsmöglichkeiten zur Erleichterung des LDC-Portefeuille-Managements der Gläubigerbanken
    Discussion Papers, Series II, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy" Downloads

1987

  1. Economic analysis of debt-equity-swaps
    Discussion Papers, Series II, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy" Downloads View citations (1)

1986

  1. Exchange rate volatility and international trade: The option approach
    Discussion Papers, Series II, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy" Downloads View citations (1)

1985

  1. Basic conditions for costless signalling in financial markets
    Discussion Papers, Series C, University of Konstanz, Department of Economics Downloads
  2. Zur Festlegung von Abstimmungsregeln im Insolvenzverfahren
    Discussion Papers, Series C, University of Konstanz, Department of Economics Downloads

1983

  1. Zur rechtzeitigen Auslösung von Sanierungsverfahren
    Discussion Papers, Series C, University of Konstanz, Department of Economics Downloads

Journal Articles

2012

  1. Hostages, free lunches and institutional gaps: the case of the European Currency Union
    Financial Markets and Portfolio Management, 2012, 26, (1), 61-85 Downloads
    See also Working Paper (2011)
  2. Loss Allocation in Securitization Transactions
    Journal of Financial and Quantitative Analysis, 2012, 47, (5), 1125-1153 Downloads View citations (8)
    See also Working Paper (2011)

2011

  1. Risk taking with additive and multiplicative background risks
    Journal of Economic Theory, 2011, 146, (4), 1547-1568 Downloads View citations (28)
    See also Working Paper (2011)

2009

  1. Instabile Finanzmärkte
    Perspektiven der Wirtschaftspolitik, 2009, 10, (4), 335-366 Downloads View citations (3)
    See also Working Paper (2009)

2008

  1. Securitization of mezzanine capital in Germany
    Financial Markets and Portfolio Management, 2008, 22, (3), 219-240 Downloads View citations (2)

2006

  1. Multiplicative Background Risk
    Management Science, 2006, 52, (1), 146-153 Downloads View citations (39)
    See also Working Paper (2002)
  2. Two-dimensional risk-neutral valuation relationships for the pricing of options
    Review of Derivatives Research, 2006, 9, (3), 213-237 Downloads View citations (1)

2004

  1. Background risk and the demand for state-contingent claims
    Economic Theory, 2004, 23, (2), 321-335 Downloads View citations (14)

2002

  1. Performance and Policy of Foundation‐owned Firms in Germany
    European Financial Management, 2002, 8, (3), 261-279 Downloads View citations (9)

2000

  1. Geschäfts‐ und Risikopolitik von Hedgefonds im Vergleich zu anderen Finanzintermediären: Sind Hedgefonds besonders gefährlich?
    Perspektiven der Wirtschaftspolitik, 2000, 1, (3), 301-318 Downloads
  2. Information diffusion in electronic and floor trading
    Journal of Empirical Finance, 2000, 7, (5), 455-478 Downloads View citations (16)

1998

  1. Transformation of Banks and Bank Services
    Journal of Institutional and Theoretical Economics (JITE), 1998, 154, (1), 109- View citations (1)
  2. Who Buys and Who Sells Options: The Role of Options in an Economy with Background Risk
    Journal of Economic Theory, 1998, 82, (1), 89-109 Downloads View citations (37)

1996

  1. Some Remarks on Modeling the Term Structure of Interest Rates
    The Geneva Risk and Insurance Review, 1996, 21, (1), 29-33 Downloads

1995

  1. Comment on "A Limit-Risk Capital Adequacy Rule: An Alternative Approach to Capital Adequacy Regulation for Banks with an Empirical Application to Switzerland"
    Swiss Journal of Economics and Statistics (SJES), 1995, 131, (IV), 807-810 Downloads

1991

  1. Exchange rate volatility and international trading strategy
    Journal of International Money and Finance, 1991, 10, (2), 292-307 Downloads View citations (134)

1977

  1. An Inter-Temporal Approach to the Optimization of Dividend Policy with Pre-Determined Investment: Reply
    Journal of Finance, 1977, 32, (4), 1362

1974

  1. Optimization of Dividend Policy and Capital Structure with Predetermined Investments: Comment
    Journal of Finance, 1974, 29, (1), 260-63 Downloads

Chapters

2007

  1. Default Risk Sharing between Banks and Markets: The Contribution of Collateralized Debt Obligations
    A chapter in The Risks of Financial Institutions, 2007, pp 603-634 Downloads View citations (10)
    See also Working Paper (2005)
 
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