Details about Günter Franke

Access statistics for papers by Günter Franke.

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Short-id: pfr94

Working Papers

2014

1. Effective resolution of banks: Problems and solutions
   SAFE White Paper Series, Leibniz Institute for Financial Research SAFE View citations (2)

2013

2. Risk-Taking-Neutral Background Risk
   CESifo Working Paper Series, CESifo

2011

3. Does Portfolio Optimization Pay?
   Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz
4. 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)
5. 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)
6. 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)
7. 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

8. 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

9. 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

10. The future of securitization
    CFS Working Paper Series, Center for Financial Studies (CFS) View citations (31)

2005

11. 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)
12. M&A-Transaktionen - Fluch oder Segen der Realoptionstheorie?�
    TWI Research Paper Series, Thurgauer Wirtschaftsinstitut, Universität Konstanz View citations (1)
13. Transformation nicht-gehandelter in handelbare Kreditrisiken�
    TWI Research Paper Series, Thurgauer Wirtschaftsinstitut, Universität Konstanz View citations (1)

2003

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

2002

15. 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

16. 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

17. 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

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

1995

19. 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)
20. 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

21. 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

22. 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"
23. 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

24. 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

25. "Closet dollars" and taxes
    Discussion Papers, Series II, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy"
26. 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

27. Betriebliche Investitionsentscheidungen bei Risiko
    Discussion Papers, Series I, University of Konstanz, Department of Economics
28. 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)
29. 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

30. 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

31. 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

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

1983

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

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
   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)
2. 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

3. 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

4. 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

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

2006

6. 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)
7. Two-dimensional risk-neutral valuation relationships for the pricing of options
   Review of Derivatives Research, 2006, 9, (3), 213-237 View citations (1)

2004

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

2002

9. Performance and Policy of Foundation‐owned Firms in Germany
   European Financial Management, 2002, 8, (3), 261-279 View citations (12)

2000

10. Geschäfts‐ und Risikopolitik von Hedgefonds im Vergleich zu anderen Finanzintermediären: Sind Hedgefonds besonders gefährlich?
    Perspektiven der Wirtschaftspolitik, 2000, 1, (3), 301-318
11. Information diffusion in electronic and floor trading
    Journal of Empirical Finance, 2000, 7, (5), 455-478 View citations (18)

1998

12. Transformation of Banks and Bank Services
    Journal of Institutional and Theoretical Economics (JITE), 1998, 154, (1), 109- View citations (1)
13. 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

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

1995

15. 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

16. Exchange rate volatility and international trading strategy
    Journal of International Money and Finance, 1991, 10, (2), 292-307 View citations (179)

1977

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

1974

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

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 603-631 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)