Guenter Franke

University of Konstanz - Department of Economics

Fach 147

Konstanz, 78457

Germany

SCHOLARLY PAPERS

20

DOWNLOADS
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Top 16,385

in Total Papers Downloads

2,393

CITATIONS
Rank 8,214

SSRN RANKINGS

Top 8,214

in Total Papers Citations

56

Scholarly Papers (20)

1.

Information Asymmetries and Securitization Design

Number of pages: 60 Posted: 21 Mar 2008
Guenter Franke, Markus Herrmann and Thomas Weber
University of Konstanz - Department of Economics, affiliation not provided to SSRN and University of Konstanz - Department of Economics
Downloads 326 (69,264)
Citation 2

Abstract:

Securitization, collateralized debt obligations, asset pool quality, First Loss Position, synthetic transactions, tranching

2.

Return Predictability and Stock Market Crashes in a Simple Rational Expectations Model

Center of Finance and Econometrics No. 05/01l, EFA 2005 Moscow Meetings Paper
Number of pages: 34 Posted: 29 Jun 2005
Guenter Franke and Erik Lueders
University of Konstanz - Department of Economics and Laval University
Downloads 303 (80,003)

Abstract:

Aggregate relative risk aversion, Equilibrium asset price processes, Excess Volatility, Return predictability, Stock market crashes

3.

Long-Term Portfolio Choice Given Uncertain Personal Savings

EFA 2002 Berlin Meetings Presented Paper
Number of pages: 53 Posted: 12 May 2002
University of Konstanz - Department of Economics, affiliation not provided to SSRN and University of Strathclyde - Department of Accounting and Finance
Downloads 295 (84,904)
Citation 1

Abstract:

4.

Foundation Owned Firms in Germany - A Field Experiment for Agency Theory

Number of pages: 51 Posted: 01 Nov 2014 Last Revised: 20 Feb 2015
Matthias Draheim and Guenter Franke
University of Konstanz - Department of Economics and University of Konstanz - Department of Economics
Downloads 274 (77,004)

Abstract:

foundation owned firms, agency theory, corporate finance, corporate governance

Heterogeneity of Investors and Asset Pricing on a Risk-Value World

EFMA 2002 London Meetings
Number of pages: 52 Posted: 13 Jun 2002
Guenter Franke and Martin Weber
University of Konstanz - Department of Economics and University of Mannheim - Department of Banking and Finance
Downloads 241 (105,436)
Citation 2

Abstract:

Decision Making Under Risk, Asset Pricing, Convexity of Pricing Kernel, Heterogeneity of Investors

Heterogeneity of Investors and Asset Pricing on a Risk-Value World

CEPR Discussion Paper No. 3832
Number of pages: 59 Posted: 13 May 2003
Guenter Franke and Martin Weber
University of Konstanz - Department of Economics and University of Mannheim - Department of Banking and Finance
Downloads 22 (452,864)
Citation 2
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Abstract:

Heterogeneity of investors, asset pricing, decision-making under risk, convexity of pricing kernel

6.

Optimal Tranching in CDO-Transactions

Number of pages: 35 Posted: 16 Feb 2009
Thomas Weber and Guenter Franke
University of Konstanz - Department of Economics and University of Konstanz - Department of Economics
Downloads 232 (102,431)
Citation 1

Abstract:

Securitization, information asymmetries, tranching of asset portfolios, risk premia

7.

Two-Dimensional Risk-Neutral Valuation Relationships for the Pricing of Options

EFA 2004 Maastricht Meetings Paper No. 3598
Number of pages: 32 Posted: 03 Aug 2004
Guenter Franke, James Huang and Richard Stapleton
University of Konstanz - Department of Economics, Lancaster University - Department of Accounting and Finance and University of Manchester - Division of Accounting and Finance
Downloads 168 (146,993)
Citation 5

Abstract:

Default Risk Sharing between Banks and Markets: The Contribution of Collateralized Debt Obligations

NBER Working Paper No. w11741
Number of pages: 39 Posted: 22 Jan 2006 Last Revised: 02 Aug 2010
Guenter Franke and Jan Pieter Krahnen
University of Konstanz - Department of Economics and Faculty of Economics and Business Administration
Downloads 124 (192,603)
Citation 36

Abstract:

Default Risk Sharing Between Banks and Markets: The Contribution of Collateralized Debt Obligations

CFS Working Paper No. 2005/06
Posted: 17 Feb 2005
Guenter Franke and Jan Pieter Krahnen
University of Konstanz - Department of Economics and Faculty of Economics and Business Administration

Abstract:

9.

Non-Market Wealth, Background Risk and Portfolio Choice

Number of pages: 50 Posted: 06 Mar 2007
University of Konstanz - Department of Economics, University of Alabama and University of Manchester - Division of Accounting and Finance
Downloads 121 (193,072)

Abstract:

Portfolio choice, Derived relative risk aversion, Additive background risk, Multiplicative background risk

10.

Risk-Taking-Neutral Background Risk

CESifo Working Paper Series No. 4070
Number of pages: 29 Posted: 30 Jan 2013
University of Konstanz - Department of Economics, University of Alabama and University of Manchester - Division of Accounting and Finance
Downloads 59 (275,350)
Citation 1

Abstract:

background risk, HARA utility, income tax, portfolio choice, risk vulnerability

Who Buys and Who Sells Options: The Role and Pricing of Options in an Economy with Background Risk

Journal of Economic Theory, 1998
Posted: 20 May 1998
University of Konstanz - Department of Economics, University of Strathclyde - Department of Accounting and Finance and New York University - Stern School of Business

Abstract:

12.

Approximated Portfolio Choice - Do We Dance on a Pinhead?

Number of pages: 32 Posted: 16 Feb 2009
Ferdinand Graf and Guenter Franke
University of Konstanz and University of Konstanz - Department of Economics
Downloads 53 (305,877)

Abstract:

HARA-utility, portfolio choice, certainty equivalent, approximated choice

13.

Performance and Policy of Foundation-owned Firms in Germany

European Financial Management, Vol. 8, pp. 261-279, 2002
Number of pages: 19 Posted: 18 Mar 2003
Guenter Franke and Markus Herrmann
University of Konstanz - Department of Economics and Deutsche Bank AG - Global Markets
Downloads 31 (392,000)
Citation 6
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Abstract:

Corporate Governance, Foundation-owned Firms, Performance, Business Policy, Ownership Structure

14.

Foundation Owned Firms – A Comparative Study of Stakeholder Approaches

Number of pages: 50 Posted: 24 Mar 2017
Matthias Draheim and Guenter Franke
University of Konstanz - Department of Economics and University of Konstanz - Department of Economics
Downloads 0 (475,049)

Abstract:

Stakeholder Approach, Foundation Owned Firms, Codetermination, Privileged employee orientation, Profitability

15.

The Future of Securitization

CFS Working Paper No. 2008/31
Posted: 16 Oct 2008
Jan Pieter Krahnen and Guenter Franke
Faculty of Economics and Business Administration and University of Konstanz - Department of Economics

Abstract:

Financial Crisis 2007/08, Bank Regulation, First Loss Position, Rating Process, Securitization, Transparency

16.

Securitization of Mezzanine Capital in Germany

Financial Markets and Portfolio Management, Vol. 22, No. 3, pp. 219-240, 2008
Posted: 17 Sep 2008
Julia Hein and Guenter Franke
University of Konstanz - Department of Economics and University of Konstanz - Department of Economics

Abstract:

Securitization, Middle market transactions, Mezzanine loans, Medium-sized enterprises, Junior tranche

17.

On the Design of Collateralized Debt Obligation-Transactions

EFA 2007 Ljubljana Meetings Paper
Posted: 06 Mar 2007
Guenter Franke, Markus Herrmann and Thomas Weber
University of Konstanz - Department of Economics, Deutsche Bank AG - Global Markets and University of Konstanz - Department of Economics

Abstract:

Securitization, collateralized debt obligations, asset pool quality, First Loss Position, synthetic transactions, tranching

18.

Anonymous Electronic Trading Versus Floor Trading

Journal of Empirical Finance, Vol. 7, No. 5, 2000
Posted: 05 Dec 1998 Last Revised: 18 Dec 2008
Dieter Hess and Guenter Franke
University of Cologne - Department of Corporate Finance and University of Konstanz - Department of Economics

Abstract:

19.

The Size Of Background Risk and the Theory Of Risk Bearing

Posted: 29 Aug 1998
University of Konstanz - Department of Economics, University of Strathclyde - Department of Accounting and Finance and New York University - Stern School of Business

Abstract:

20.

Who Buys and Who Sells Options: The Role of Options in a General Equilibrium Model with Background Risk

Posted: 20 Jul 1998
University of Konstanz - Department of Economics, University of Strathclyde - Department of Accounting and Finance and New York University - Stern School of Business

Abstract: