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Gunter Franke
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SCHOLARLY PAPERS
4
DOWNLOADS
231
SSRN CITATIONS
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Scholarly Papers (4)
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1.
Who Buys and Who Sells Options: The Role and Pricing of Options in an Economy with Background Risk
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57
(486,956)
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
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57
(669,304)
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Abstract:
2.
The Size of Background Risk and the Theory of Risk Bearing
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66
(610,179)
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
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37
(805,983)
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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
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29
(873,495)
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Abstract:
3.
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
62
(630,179)
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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
46
(721,893)
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Abstract:
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