Skip to main content
Feedback to SSRN
Feedback
(required)
Email
(required)
Submit
Gunter Franke
affiliation not provided to SSRN
No Address Available
Learn more about SSRN Profiles
SCHOLARLY PAPERS
4
DOWNLOADS
279
TOTAL CITATIONS
0
Feedback
Scholarly Papers (4)
Sort by:
Paper Title, A-Z
Paper Title, Z-A
Author Name, A-Z
Author Name, Z-A
Date Posted, Ascending
Date Posted, Descending
Downloads, Ascending
Downloads, Descending
Citations, Ascending
Citations, Descending
Actions:
Email selected abstracts
View:
Selected
Original List
All Versions
Hide All Versions
All Abstracts
Hide All Abstracts
(Rank)
1.
Who Buys and Who Sells Options: The Role and Pricing of Options in an Economy with Background Risk
Downloads
65
(517,292)
1
Who Buys and Who Sells Options: The Role and Pricing of Options in an Economy with Background Risk
NYU Working Paper No. FIN-96-025
Number of pages: 38
Posted: 11 Nov 2008
Gunter Franke,
Richard C. Stapleton
and
Marti G. Subrahmanyam
affiliation not provided to SSRN
, University of Strathclyde - Department of Accounting and Finance and New York University (NYU) - Leonard N. Stern School of Business
Downloads
65
(756,291)
View PDF
Download
Abstract:
2.
Standard Risk Aversion and the Demand for Risky Assets in the Presence of Background Risk
NYU Working Paper No. S-MF-99-02
Number of pages: 26
Posted: 12 Nov 2008
Gunter Franke,
Richard C. Stapleton
and
Marti G. Subrahmanyam
affiliation not provided to SSRN
, University of Strathclyde - Department of Accounting and Finance and New York University (NYU) - Leonard N. Stern School of Business
Downloads
82
(653,278)
View PDF
Download
Abstract:
3.
The Size of Background Risk and the Theory of Risk Bearing
Downloads
79
(667,590)
2
The Size of Background Risk and the Theory of Risk Bearing
NYU Working Paper No. FIN-95-022
Number of pages: 30
Posted: 11 Nov 2008
Gunter Franke,
Richard C. Stapleton
and
Marti G. Subrahmanyam
affiliation not provided to SSRN
, University of Strathclyde - Department of Accounting and Finance and New York University (NYU) - Leonard N. Stern School of Business
Downloads
42
(937,281)
View PDF
Download
Abstract:
Background risk, derived utility, sharing rules
The Size of Background Risk and the Theory of Risk Bearing
NYU Working Paper No. FIN-94-034
Number of pages: 30
Posted: 11 Nov 2008
Gunter Franke,
Richard C. Stapleton
and
Marti G. Subrahmanyam
affiliation not provided to SSRN
, University of Strathclyde - Department of Accounting and Finance and New York University (NYU) - Leonard N. Stern School of Business
Downloads
37
(987,874)
View PDF
Download
Abstract:
4.
Who Buys and Sells Options: The Role and Pricing of Options in an Economy with Background Risk
NYU Working Paper No. FIN-95-021
Number of pages: 38
Posted: 11 Nov 2008
Gunter Franke,
Richard C. Stapleton
and
Marti G. Subrahmanyam
affiliation not provided to SSRN
, University of Strathclyde - Department of Accounting and Finance and New York University (NYU) - Leonard N. Stern School of Business
Downloads
53
(824,002)
View PDF
Download
Abstract:
Feedback
