Gunter Franke

affiliation not provided to SSRN

No Address Available

SCHOLARLY PAPERS

4

DOWNLOADS

131

CITATIONS

2

Scholarly Papers (4)

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
affiliation not provided to SSRN, University of Strathclyde - Department of Accounting and Finance and New York University (NYU) - Department of Finance
Downloads 43 (416,169)

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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
affiliation not provided to SSRN, University of Strathclyde - Department of Accounting and Finance and New York University (NYU) - Department of Finance
Downloads 28 (484,401)

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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
affiliation not provided to SSRN, University of Strathclyde - Department of Accounting and Finance and New York University (NYU) - Department of Finance
Downloads 14 (571,899)

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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
affiliation not provided to SSRN, University of Strathclyde - Department of Accounting and Finance and New York University (NYU) - Department of Finance
Downloads 28 (471,410)

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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
affiliation not provided to SSRN, University of Strathclyde - Department of Accounting and Finance and New York University (NYU) - Department of Finance
Downloads 18 (527,027)
Citation 2

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