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Günter Franke

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Personal Details

First Name: Günter
Middle Name:
Last Name: Franke
Suffix:

RePEc Short-ID: pfr94

Email:
Homepage: http://www.uni-konstanz.de/FuF/wiwi/franke/frankehome/index.html
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Affiliation

(in no particular order)

Works

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Working papers

  1. Guenter Franke & Harris Schlesinger & Richard C. Stapleton, 2013. "Risk-Taking-Neutral Background Risk," CESifo Working Paper Series 4070, CESifo Group Munich.
  2. Günter Franke, 2011. "Hostages, Free Lunches and Institutional Gaps: The Case of the European Currency Union," Working Paper Series of the Department of Economics, University of Konstanz 2011-47, Department of Economics, University of Konstanz.
  3. Günter Franke & Harris Schlesinger & Richard C. Stapleton, 2011. "Risk Taking with Additive and Multiplicative Background Risks," Working Paper Series of the Department of Economics, University of Konstanz 2011-25, Department of Economics, University of Konstanz.
  4. Günter Franke & Ferdinand Graf, 2011. "Does Portfolio Optimization Pay?," Working Paper Series of the Department of Economics, University of Konstanz 2011-19, Department of Economics, University of Konstanz.
  5. Günter Franke & Thomas Weber, 2011. "Tranching and Pricing in CDO-Transactions," Working Paper Series of the Department of Economics, University of Konstanz 2011-21, Department of Economics, University of Konstanz.
  6. Günter Franke & Markus Herrmann & Thomas Weber, 2011. "Loss Allocation in Securitization Transactions," Working Paper Series of the Department of Economics, University of Konstanz 2011-22, Department of Economics, University of Konstanz.
  7. Günter Franke & Ferdinand Graf, 2010. "Portfolio Choice for HARA Investors: When Does 1/γ (not) Work?," Working Paper Series of the Department of Economics, University of Konstanz 2010-11, Department of Economics, University of Konstanz.
  8. Franke, Günter & Krahnen, Jan Pieter, 2009. "Instabile Finanzmärkte," CFS Working Paper Series 2009/13, Center for Financial Studies (CFS).
  9. Franke, Günter & Krahnen, Jan Pieter, 2008. "The future of securitization," CFS Working Paper Series 2008/31, Center for Financial Studies (CFS).
  10. Günter Franke & Markus Herrmann & Thomas Weber, 2007. "Information asymmetries and securitization design," CoFE Discussion Paper 07-10, Center of Finance and Econometrics, University of Konstanz.
  11. Günter Franke & James Huang & Richard Stapleton, 2007. "Two-Dimensional Risk-Neutral Valuation Relationships for the Pricing of Options," CoFE Discussion Paper 07-08, Center of Finance and Econometrics, University of Konstanz.
  12. Günter Franke & Harris Schlesinger & Richard Stapleton, 2007. "Non-Market Wealth, Background Risk and Portfolio Choice," CoFE Discussion Paper 07-11, Center of Finance and Econometrics, University of Konstanz.
  13. Günter Franke & Julia Hein, 2007. "Securitisation of Mezzanine Capital in Germany," CoFE Discussion Paper 07-07, Center of Finance and Econometrics, University of Konstanz.
  14. Günter Franke, 2006. "Anforderungen in Zeiten eines beschleunigten „industriellen“ Strukturwandels: Integrierte Finanzwertschöpfung," CoFE Discussion Paper 06-07, Center of Finance and Econometrics, University of Konstanz.
  15. Günter Franke & Thomas Weber, 2006. "Wieweit tragen rationale Modelle in der Finanzmarktforschung?," CoFE Discussion Paper 06-09, Center of Finance and Econometrics, University of Konstanz.
  16. Günter Franke & Thomas Weber, 2006. "Wie werden Collateralized Debt Obligation-Transaktionen gestaltet?," CoFE Discussion Paper 06-08, Center of Finance and Econometrics, University of Konstanz.
  17. Günter Franke & Erik Lüders, 2006. "Return Predictability and Stock Market Crashes in a Simple Rational Expectations Model¤," CoFE Discussion Paper 06-05, Center of Finance and Econometrics, University of Konstanz.
  18. Günter Franke, 2005. "What Can We Expect From the New Trade of C02-Allowances?," CoFE Discussion Paper 05-11, Center of Finance and Econometrics, University of Konstanz.
  19. Guenter Franke & Jan Pieter Krahnen, 2005. "Default Risk Sharing Between Banks and Markets: The Contribution of Collateralized Debt Obligations," NBER Working Papers 11741, National Bureau of Economic Research, Inc.
  20. Guenter Franke & Christian Hopp, 2005. "M&A-Transaktionen - Fluch oder Segen der Realoptionstheorie? ," TWI Research Paper Series 10, Thurgauer Wirtschaftsinstitut, Universität Konstanz.
  21. Guenter Franke, 2005. "Transformation nicht-gehandelter in handelbare Kreditrisiken ," TWI Research Paper Series 7, Thurgauer Wirtschaftsinstitut, Universität Konstanz.
  22. Günter Franke & Christian Hopp, 2005. "M&A Transaktionen: Fluch und Segen der Realoptionstheorie," CoFE Discussion Paper 05-03, Center of Finance and Econometrics, University of Konstanz.
  23. Günter Franke & Richard C. Stapleton & Marti G. Subrahmanyam, 2005. "Incremental Risk Vulnerability," CoFE Discussion Paper 05-08, Center of Finance and Econometrics, University of Konstanz.
  24. Günter Franke, 2004. "Präferenzfreie Strategien zum Absichern von Wechselkursrisiken," CoFE Discussion Paper 04-07, Center of Finance and Econometrics, University of Konstanz.
  25. Günter Franke, 2003. "Kapitalmarktverfassung, Managerentlohnung und Bilanzpolitik," CoFE Discussion Paper 03-08, Center of Finance and Econometrics, University of Konstanz.
  26. Franke, Günter & Weber, Martin, 2003. "Heterogeneity of Investors and Asset Pricing in a Risk-Value World," CEPR Discussion Papers 3832, C.E.P.R. Discussion Papers.
  27. Günter Franke & Harris Schlesinger & Richard C. Stapleton, 2003. "Multiplicative Background Risk," CoFE Discussion Paper 03-05, Center of Finance and Econometrics, University of Konstanz.
  28. Günter Franke, 2000. "Gefahren kurzsichtigen Risikomanagements durch Value At Risk," CoFE Discussion Paper 00-01, Center of Finance and Econometrics, University of Konstanz.
  29. Guntar Franke & Richard C. Stapleton & Marti G. Subrahmanyam, 1999. "When are Options Overpriced? The Black-Scholes Model and Alternative Characterizations of the Pricing Kernel," New York University, Leonard N. Stern School Finance Department Working Paper Seires 99-003, New York University, Leonard N. Stern School of Business-.
  30. Jan Beran & Yuanhua Feng & Günter Franke & Dieter Hess & Dirk Ocker, 1999. "SEMIFAR Models, with Applications to Commodities, Exchange Rates and the Volatility of Stock Market Indices," CoFE Discussion Paper 99-18, Center of Finance and Econometrics, University of Konstanz.

Articles

  1. Franke, Günter & Herrmann, Markus & Weber, Thomas, 2012. "Loss Allocation in Securitization Transactions," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 47(05), pages 1125-1153, October.
  2. Günter Franke, 2012. "Hostages, free lunches and institutional gaps: the case of the European Currency Union," Financial Markets and Portfolio Management, Springer, vol. 26(1), pages 61-85, March.
  3. Franke, Guenter & Schlesinger, Harris & Stapleton, Richard C., 2011. "Risk taking with additive and multiplicative background risks," Journal of Economic Theory, Elsevier, vol. 146(4), pages 1547-1568, July.
  4. Günter Franke & Jan P. Krahnen, 2009. "Instabile Finanzmärkte," Perspektiven der Wirtschaftspolitik, Verein für Socialpolitik, vol. 10(4), pages 335-366, November.
  5. Günter Franke & Julia Hein, 2008. "Securitization of mezzanine capital in Germany," Financial Markets and Portfolio Management, Springer, vol. 22(3), pages 219-240, September.
  6. Guenter Franke & James Huang & Richard Stapleton, 2006. "Two-dimensional risk-neutral valuation relationships for the pricing of options," Review of Derivatives Research, Springer, vol. 9(3), pages 213-237, November.
  7. Günter Franke & Harris Schlesinger & Richard C. Stapleton, 2006. "Multiplicative Background Risk," Management Science, INFORMS, vol. 52(1), pages 146-153, January.
  8. Guenter Franke & Richard Stapleton & Marti Subrahmanyam, 2004. "Background risk and the demand for state-contingent claims," Economic Theory, Springer, vol. 23(2), pages 321-335, January.
  9. Markus Herrmann & Günter Franke, 2002. "Performance and Policy of Foundation‐owned Firms in Germany," European Financial Management, European Financial Management Association, vol. 8(3), pages 261-279.
  10. Franke, Gunter & Hess, Dieter, 2000. "Information diffusion in electronic and floor trading," Journal of Empirical Finance, Elsevier, vol. 7(5), pages 455-478, December.
  11. Günter Franke, 2000. "Geschäfts- und Risikopolitik von Hedgefonds im Vergleich zu anderen Finanzintermediären: Sind Hedgefonds besonders gefährlich?," Perspektiven der Wirtschaftspolitik, Verein für Socialpolitik, vol. 1(3), pages 301-318, 08.
  12. Günter Franke, 1998. "Transformation of Banks and Bank Services," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, vol. 154(1), pages 109-, March.
  13. Franke, Gunter & Stapleton, Richard C. & Subrahmanyam, Marti G., 1998. "Who Buys and Who Sells Options: The Role of Options in an Economy with Background Risk," Journal of Economic Theory, Elsevier, vol. 82(1), pages 89-109, September.
  14. G�nter Franke, 1996. "Some Remarks on Modeling the Term Structure of Interest Rates," The Geneva Risk and Insurance Review, Palgrave Macmillan, vol. 21(1), pages 29-33, June.
  15. Günter Franke, 1995. "Comment on "A Limit-Risk Capital Adequacy Rule: An Alternative Approach to Capital Adequacy Regulation for Banks with an Empirical Application to Switzerland"," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 131(IV), pages 807-810, December.
  16. Franke, Gunter, 1991. "Exchange rate volatility and international trading strategy," Journal of International Money and Finance, Elsevier, vol. 10(2), pages 292-307, June.
  17. Franke, Gunter, 1977. "An Inter-Temporal Approach to the Optimization of Dividend Policy with Pre-Determined Investment: Reply," Journal of Finance, American Finance Association, vol. 32(4), pages 1362, September.
  18. Franke, Gunter, 1974. "Optimization of Dividend Policy and Capital Structure with Predetermined Investments: Comment," Journal of Finance, American Finance Association, vol. 29(1), pages 260-63, March.

Chapters

  1. Gunter Franke & Jan Pieter Krahnen, 2007. "Default Risk Sharing between Banks and Markets: The Contribution of Collateralized Debt Obligations," NBER Chapters, in: The Risks of Financial Institutions, pages 603-634 National Bureau of Economic Research, Inc.

NEP Fields

23 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ACC: Accounting & Auditing (1) 2011-07-02
  2. NEP-BAN: Banking (2) 2006-08-26 2011-06-11
  3. NEP-BEC: Business Economics (2) 2005-11-19 2006-08-26
  4. NEP-CFN: Corporate Finance (6) 2000-03-01 2003-07-13 2006-08-26 2006-08-26 2008-03-01 2008-03-01. Author is listed
  5. NEP-CTA: Contract Theory & Applications (1) 2008-03-01
  6. NEP-EEC: European Economics (2) 2008-03-01 2011-12-19
  7. NEP-ENV: Environmental Economics (1) 2006-08-26
  8. NEP-ETS: Econometric Time Series (1) 2000-02-28
  9. NEP-FIN: Finance (4) 1999-07-28 2000-02-28 2003-07-13 2005-11-19
  10. NEP-FMK: Financial Markets (5) 2005-11-19 2006-08-26 2006-08-26 2006-08-26 2006-08-26. Author is listed
  11. NEP-IFN: International Finance (1) 2000-02-28
  12. NEP-MAC: Macroeconomics (1) 2011-12-19
  13. NEP-RMG: Risk Management (4) 2005-11-19 2006-08-26 2006-08-26 2008-03-01
  14. NEP-SOG: Sociology of Economics (1) 2011-07-02
  15. NEP-UPT: Utility Models & Prospect Theory (6) 2006-08-26 2006-08-26 2007-04-21 2008-03-01 2010-11-20 2011-06-11. Author is listed

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