Fach 147
Konstanz, 78457
Germany
University of Konstanz - Department of Economics
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foundation owned firms, agency theory, corporate finance, corporate governance
Securitization, collateralized debt obligations, asset pool quality, First Loss Position, synthetic transactions, tranching
Aggregate relative risk aversion, Equilibrium asset price processes, Excess Volatility, Return predictability, Stock market crashes
Securitization, information asymmetries, tranching of asset portfolios, risk premia
Decision Making Under Risk, Asset Pricing, Convexity of Pricing Kernel, Heterogeneity of Investors
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Heterogeneity of investors, asset pricing, decision-making under risk, convexity of pricing kernel
Portfolio choice, Derived relative risk aversion, Additive background risk, Multiplicative background risk
background risk, HARA utility, income tax, portfolio choice, risk vulnerability
Stakeholder Approach, Foundation Owned Firms, Codetermination, Privileged employee orientation, Profitability
HARA-utility, portfolio choice, certainty equivalent, approximated choice
Dynamics of probabilities of default, systematic and idiosyncratic factors, mean diversion and reversion, overshooting, oscillations
Financial Crisis 2007/08, Bank Regulation, First Loss Position, Rating Process, Securitization, Transparency
Securitization, Middle market transactions, Mezzanine loans, Medium-sized enterprises, Junior tranche
