Concepedia

Guenter Franke

GF

5

Publications

225

Citations

5

H-Index

2003

Active since

Affiliations

University of Konstanz(Current)

The University of Melbourne

Guenter Franke is an author at University of Konstanz specializing in insurance, business, and finance.

Top concepts

FinanceBusinessInsuranceRisk ManagementLawEconomicsManagementAsset PricingPublic PolicyOption Pricing

Publications per year

2003–2011

5

Publications

5

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

Guenter Franke, Jan Pieter Krahnen · SSRN Electronic Journal · 2005 · 106 citations · Full text

Risk taking with additive and multiplicative background risks

Guenter Franke, Harris Schlesinger, Richard C. Stapleton · Journal of Economic Theory · 2011 · 70 citations

Economics, Risk-taking Behavior, Risk Management +8

Background risk and the demand for state-contingent claims

Guenter Franke, Richard C. Stapleton, Marti G. Subrahmanyam · Economic Theory · 2003 · 18 citations · Full text

Background Risk, Public Policy, Risk Management +3

Information Asymmetries and Securitization Design

Guenter Franke, Markus Herrmann, Thomas A. Weber · SSRN Electronic Journal · 2007 · 17 citations · Full text

Two-dimensional risk-neutral valuation relationships for the pricing of options

Guenter Franke, Richard C. Stapleton · Review of Derivatives Research · 2006 · 14 citations

Option Pricing, Asset Pricing, Derivative Pricing +3

Rows per page

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