Details about Günter Franke
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Short-id: pfr94
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Working Papers
2014
- Effective resolution of banks: Problems and solutions
SAFE White Paper Series, Leibniz Institute for Financial Research SAFE View citations (2)
2013
- Risk-Taking-Neutral Background Risk
CESifo Working Paper Series, CESifo
2011
- Does Portfolio Optimization Pay?
Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz
- 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 
See also Journal Article Hostages, free lunches and institutional gaps: the case of the European Currency Union, Financial Markets and Portfolio Management, Springer (2012) (2012)
- Loss Allocation in Securitization Transactions
Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz 
See also Journal Article Loss Allocation in Securitization Transactions, Journal of Financial and Quantitative Analysis, Cambridge University Press (2012) View citations (17) (2012)
- 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 View citations (48)
See also Journal Article Risk taking with additive and multiplicative background risks, Journal of Economic Theory, Elsevier (2011) View citations (48) (2011)
- Tranching and Pricing in CDO-Transactions
Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz View citations (1)
2010
- 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
2009
- Instabile Finanzmärkte
CFS Working Paper Series, Center for Financial Studies (CFS) View citations (1)
See also Journal Article Instabile Finanzmärkte, Perspektiven der Wirtschaftspolitik, Verein für Socialpolitik (2009) View citations (3) (2009)
2008
- The future of securitization
CFS Working Paper Series, Center for Financial Studies (CFS) View citations (31)
2005
- Default Risk Sharing Between Banks and Markets: The Contribution of Collateralized Debt Obligations
NBER Working Papers, National Bureau of Economic Research, Inc View citations (48)
Also in CFS Working Paper Series, Center for Financial Studies (CFS) (2005) View citations (33)
See also Chapter Default Risk Sharing between Banks and Markets: The Contribution of Collateralized Debt Obligations, NBER Chapters, National Bureau of Economic Research, Inc (2007) View citations (25) (2007)
- M&A-Transaktionen - Fluch oder Segen der Realoptionstheorie?�
TWI Research Paper Series, Thurgauer Wirtschaftsinstitut, Universität Konstanz View citations (1)
- Transformation nicht-gehandelter in handelbare Kreditrisiken�
TWI Research Paper Series, Thurgauer Wirtschaftsinstitut, Universität Konstanz View citations (1)
2003
- Heterogeneity of Investors and Asset Pricing in a Risk-Value World
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (4)
2002
- Multiplicative background risk
Discussion Papers, various Research Units, WZB Berlin Social Science Center View citations (1)
See also Journal Article Multiplicative Background Risk, Management Science, INFORMS (2006) View citations (63) (2006)
1999
- 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- View citations (30)
1997
- Risk-value efficient portfolios and asset pricing
Discussion Papers, Series II, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy" View citations (1)
1996
- Kritik an der Kritik der Publikumsgesellschaft
Discussion Papers, Series II, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy"
1995
- Anonymous electronic trading versus floor trading
Discussion Papers, Series II, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy" View citations (9)
- 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" View citations (1)
1993
- 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"
1992
- 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"
- 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"
1990
- 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" View citations (2)
1989
- "Closet dollars" and taxes
Discussion Papers, Series II, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy"
- 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"
1988
- Betriebliche Investitionsentscheidungen bei Risiko
Discussion Papers, Series I, University of Konstanz, Department of Economics
- 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" View citations (1)
- 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"
1987
- Economic analysis of debt-equity-swaps
Discussion Papers, Series II, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy" View citations (3)
1986
- 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" View citations (3)
1985
- Basic conditions for costless signalling in financial markets
Discussion Papers, Series C, University of Konstanz, Department of Economics
- Zur Festlegung von Abstimmungsregeln im Insolvenzverfahren
Discussion Papers, Series C, University of Konstanz, Department of Economics
1983
- Zur rechtzeitigen Auslösung von Sanierungsverfahren
Discussion Papers, Series C, University of Konstanz, Department of Economics
Journal Articles
2012
- Hostages, free lunches and institutional gaps: the case of the European Currency Union
Financial Markets and Portfolio Management, 2012, 26, (1), 61-85 
See also Working Paper Hostages, Free Lunches and Institutional Gaps: The Case of the European Currency Union, Working Paper Series of the Department of Economics, University of Konstanz (2011) (2011)
- Loss Allocation in Securitization Transactions
Journal of Financial and Quantitative Analysis, 2012, 47, (5), 1125-1153 View citations (17)
See also Working Paper Loss Allocation in Securitization Transactions, Working Paper Series of the Department of Economics, University of Konstanz (2011) (2011)
2011
- Risk taking with additive and multiplicative background risks
Journal of Economic Theory, 2011, 146, (4), 1547-1568 View citations (48)
See also Working Paper Risk Taking with Additive and Multiplicative Background Risks, Working Paper Series of the Department of Economics, University of Konstanz (2011) View citations (48) (2011)
2009
- Instabile Finanzmärkte
Perspektiven der Wirtschaftspolitik, 2009, 10, (4), 335-366 View citations (3)
See also Working Paper Instabile Finanzmärkte, CFS Working Paper Series (2009) View citations (1) (2009)
2008
- Securitization of mezzanine capital in Germany
Financial Markets and Portfolio Management, 2008, 22, (3), 219-240 View citations (2)
2006
- Multiplicative Background Risk
Management Science, 2006, 52, (1), 146-153 View citations (63)
See also Working Paper Multiplicative background risk, Discussion Papers, various Research Units (2002) View citations (1) (2002)
- Two-dimensional risk-neutral valuation relationships for the pricing of options
Review of Derivatives Research, 2006, 9, (3), 213-237 View citations (1)
2004
- Background risk and the demand for state-contingent claims
Economic Theory, 2004, 23, (2), 321-335 View citations (14)
2002
- Performance and Policy of Foundation‐owned Firms in Germany
European Financial Management, 2002, 8, (3), 261-279 View citations (12)
2000
- Geschäfts‐ und Risikopolitik von Hedgefonds im Vergleich zu anderen Finanzintermediären: Sind Hedgefonds besonders gefährlich?
Perspektiven der Wirtschaftspolitik, 2000, 1, (3), 301-318
- Information diffusion in electronic and floor trading
Journal of Empirical Finance, 2000, 7, (5), 455-478 View citations (18)
1998
- Transformation of Banks and Bank Services
Journal of Institutional and Theoretical Economics (JITE), 1998, 154, (1), 109- View citations (1)
- 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 View citations (57)
1996
- Some Remarks on Modeling the Term Structure of Interest Rates
The Geneva Risk and Insurance Review, 1996, 21, (1), 29-33
1995
- 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
1991
- Exchange rate volatility and international trading strategy
Journal of International Money and Finance, 1991, 10, (2), 292-307 View citations (178)
1977
- An Inter-Temporal Approach to the Optimization of Dividend Policy with Pre-Determined Investment: Reply
Journal of Finance, 1977, 32, (4), 1362
1974
- Optimization of Dividend Policy and Capital Structure with Predetermined Investments: Comment
Journal of Finance, 1974, 29, (1), 260-63
Chapters
2007
- Default Risk Sharing between Banks and Markets: The Contribution of Collateralized Debt Obligations
A chapter in The Risks of Financial Institutions, 2007, pp 603-631 View citations (25)
See also Working Paper Default Risk Sharing Between Banks and Markets: The Contribution of Collateralized Debt Obligations, National Bureau of Economic Research, Inc (2005) View citations (48) (2005)
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