Author Page for Alexei Tchistyi

University of California, Berkeley - Haas School of Business, University of California, Berkeley - Finance Group and University of Illinois at Urbana-Champaign - Department of Finance

Downloads 918 (28,854)

Citation 67

Abstract:

3.

Optimal Securitization with Moral Hazard

Number of pages: 46 Posted: 01 Apr 2009 Last Revised: 20 Aug 2011

Barney Hartman-Glaser, Tomasz Piskorski and Alexei Tchistyi

University of California, Los Angeles (UCLA) - Anderson School of Management, Columbia Business School - Finance and Economics and University of Illinois at Urbana-Champaign - Department of Finance

Downloads 889 (30,217)

Citation 24

Abstract:

4.

Stochastic House Appreciation and Optimal Mortgage Lending

AFA 2009 San Francisco Meetings Paper

Number of pages: 59 Posted: 25 Mar 2008 Last Revised: 20 Aug 2011

Tomasz Piskorski and Alexei Tchistyi

Columbia Business School - Finance and Economics and University of Illinois at Urbana-Champaign - Department of Finance

Downloads 724 (40,052)

Citation 18

Abstract:

5.

The Inefficiency of Refinancing: Why Prepayment Penalties are Good for Risky Borrowers

Downloads 632 ( 48,064)

Citation 15

2

The Inefficiency of Refinancing: Why Prepayment Penalties are Good for Risky Borrowers

Number of pages: 58 Posted: 25 Mar 2008 Last Revised: 06 Sep 2012

Christopher J. Mayer, Tomasz Piskorski and Alexei Tchistyi

Columbia Business School - Finance and Economics, Columbia Business School - Finance and Economics and University of Illinois at Urbana-Champaign - Department of Finance

Downloads 582 (52,839)

Abstract:

The Inefficiency of Refinancing: Why Prepayment Penalties are Good for Risky Borrowers

NBER Working Paper No. w16586

Number of pages: 54 Posted: 06 Dec 2010

Christopher J. Mayer, Tomasz Piskorski and Alexei Tchistyi

Columbia Business School - Finance and Economics, Columbia Business School - Finance and Economics and University of Illinois at Urbana-Champaign - Department of Finance

Downloads 50 (449,613)

Citation 4

Abstract:

6.

Negative Hedging: Performance Sensitive Debt and CEOs' Equity Incentives

Downloads 469 ( 70,003)

Citation 15

2

Negative Hedging: Performance Sensitive Debt and CEOs' Equity Incentives

Number of pages: 43 Posted: 21 Aug 2007 Last Revised: 11 Dec 2007

Alexei Tchistyi, David Yermack and Hayong Yun

University of Illinois at Urbana-Champaign - Department of Finance, New York University (NYU) - Stern School of Business and Michigan State University - Department of Finance

Downloads 289 (120,829)

Citation 3

Abstract:

Negative Hedging: Performance Sensitive Debt and CEOs' Equity Incentives

NYU Working Paper No. FIN-07-043

Number of pages: 54 Posted: 13 Nov 2008 Last Revised: 23 Sep 2009

Alexei Tchistyi, David Yermack and Hayong Yun

University of Illinois at Urbana-Champaign - Department of Finance, New York University (NYU) - Stern School of Business and Michigan State University - Department of Finance

Downloads 180 (192,061)

Citation 5

Abstract:

7.

Risking Other People's Money: Gambling, Limited Liability, and Optimal Incentives

Number of pages: 38 Posted: 12 Sep 2013

Peter M. DeMarzo, Dmitry Livdan and Alexei Tchistyi

Stanford Graduate School of Business, University of California, Berkeley and University of Illinois at Urbana-Champaign - Department of Finance

Downloads 362 (94,884)

Citation 28

Abstract:

8.

Performance-Sensitive Debt

Number of pages: 48 Posted: 26 Apr 2005 Last Revised: 29 Apr 2016

Gustavo Manso, Bruno H. Strulovici and Alexei Tchistyi

University of California, Berkeley - Haas School of Business, Northwestern University and University of Illinois at Urbana-Champaign - Department of Finance

Downloads 315 (110,893)

Citation 15

Abstract:

9.

An Equilibrium Model of Housing and Mortgage Markets with State-Contingent Lending Contracts

Downloads 219 (160,398)

Citation 3

2

An Equilibrium Model of Housing and Mortgage Markets with State-Contingent Lending Contracts

Columbia Business School Research Paper No. 17-18

Number of pages: 60 Posted: 25 Jan 2017 Last Revised: 06 Nov 2017

Tomasz Piskorski and Alexei Tchistyi

Columbia Business School - Finance and Economics and University of Illinois at Urbana-Champaign - Department of Finance

Downloads 214 (163,575)

Abstract:

An Equilibrium Model of Housing and Mortgage Markets with State-Contingent Lending Contracts

NBER Working Paper No. w23452

Number of pages: 56 Posted: 30 May 2017

Tomasz Piskorski and Alexei Tchistyi

Columbia Business School - Finance and Economics and University of Illinois at Urbana-Champaign - Department of Finance

Downloads 5 (729,531)

Citation 1

Abstract:

10.

Security Design with Correlated Hidden Cash Flows: The Optimality of Performance Pricing

Number of pages: 43 Posted: 20 Jan 2006 Last Revised: 30 Apr 2016

Alexei Tchistyi

University of Illinois at Urbana-Champaign - Department of Finance

Downloads 208 (168,450)

Citation 38

Abstract:

11.

A Reexamination of Contingent Convertibles with Stock Price Triggers

Number of pages: 46 Posted: 02 May 2016

George Pennacchi and Alexei Tchistyi

University of Illinois and University of Illinois at Urbana-Champaign - Department of Finance

Downloads 128 (254,213)

Citation 10

Abstract:

12.

Informational Efficiency in Securitization After Dodd-Frank

Sixth Annual Conference on Financial Market Regulation (2018)

Number of pages: 57 Posted: 05 Nov 2018 Last Revised: 23 May 2019

Sean Flynn, Andra C. Ghent and Alexei Tchistyi

Tulane University, University of North Carolina (UNC) at Chapel Hill - Finance Area and University of Illinois at Urbana-Champaign - Department of Finance

Downloads 81 (345,657)

Citation 2

Abstract:

13.

On Equilibrium When Contingent Capital Has a Market Trigger: A Correction to Sundaresan and Wang Journal of Finance (2015)

Journal of Finance, Forthcoming

Number of pages: 30 Posted: 16 Jul 2018

George Pennacchi and Alexei Tchistyi

University of Illinois and University of Illinois at Urbana-Champaign - Department of Finance

Downloads 46 (457,590)

Citation 3

Alexei Tchistyi

University of Illinois at Urbana-Champaign - Department of Finance

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Scholarly Papers (13)

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