University of Konstanz - Department of Economics
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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
foundation owned firms, agency theory, corporate finance, corporate governance
Decision Making Under Risk, Asset Pricing, Convexity of Pricing Kernel, Heterogeneity of Investors
This is a CEPR Discussion Paper. CEPR charges a fee of $5.00 for this paper.
File name: DP3832.
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Heterogeneity of investors, asset pricing, decision-making under risk, convexity of pricing kernel
Securitization, information asymmetries, tranching of asset portfolios, risk premia
Portfolio choice, Derived relative risk aversion, Additive background risk, Multiplicative background risk
background risk, HARA utility, income tax, portfolio choice, risk vulnerability
HARA-utility, portfolio choice, certainty equivalent, approximated choice
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $38.00 .
File name: eufm189.
Corporate Governance, Foundation-owned Firms, Performance, Business Policy, Ownership Structure
Stakeholder Approach, Foundation Owned Firms, Codetermination, Privileged employee orientation, Profitability
Financial Crisis 2007/08, Bank Regulation, First Loss Position, Rating Process, Securitization, Transparency
Securitization, Middle market transactions, Mezzanine loans, Medium-sized enterprises, Junior tranche
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