Guenter Franke

University of Konstanz — Germany

Economics, Econometrics and Finance · Social Sciences

8h-index342citations32works0.32yr avg
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Research Topics

Financial Markets and Investment Strategies(13), Banking stability, regulation, efficiency(10), Credit Risk and Financial Regulations(8), Stochastic processes and financial applications(7), Housing Market and Economics(6)

Publications32 total

Probability of Default, Leverage, and Dynamics: A Novel Approach1
SSRN Electronic Journal·2025Open Access
Probability of Default, Leverage and Dynamics 
SSRN Electronic Journal·2025Open Access
Dynamics of Probabilities of Default
SSRN Electronic Journal·2024· 1 citedOpen Access
Risk‐Taking‐Neutral Background Risks
Journal of Risk & Insurance·2018· 4 cited
Foundation Owned Firms A Comparative Study of Stakeholder Approaches
SSRN Electronic Journal·2017· 1 citedOpen Access
Foundation Owned Firms in Germany: Governance and Performance
SSRN Electronic Journal·2014· 5 citedOpen Access
Risk-Taking-Neutral Background Risk
SSRN Electronic Journal·2013Open Access
Risk taking with additive and multiplicative background risks
Journal of Economic Theory·2011· 70 cited
Risk-taking-neutral background risks
2011
Optimal Tranching in CDO-Transactions
SSRN Electronic Journal·2009· 8 citedOpen Access
Approximated Portfolio Choice - Do We Dance on a Pinhead?
SSRN Electronic Journal·2009Open Access
Securitization of Mezzanine Capital in Germany
SSRN Electronic Journal·2008Open Access
Information Asymmetries and Securitization Design
SSRN Electronic Journal·2007· 17 citedOpen Access
On the Design of Collateralized Debt Obligation-Transactions
SSRN Electronic Journal·2007· 3 citedOpen Access
Two-dimensional risk-neutral valuation relationships for the pricing of options
Review of Derivatives Research·2006· 14 cited
Default Risk Sharing Between Banks and Markets: The Contribution of Collateralized Debt Obligations
2005· 58 citedOpen Access
Return predictability and stock market crashes in a simple rational expectations model
RePEc: Research Papers in Economics·2005Open Access
Default Risk Sharing between Banks and Markets: The Contribution of Collateralized Debt Obligations
National Bureau of Economic Research·2005
The Black Model and the Pricing of Options on Assets, Futures and Interest Rates
2005
Transformation nicht-gehandelter in handelbare Kreditrisiken�
2005· 1 cited
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Frequent Co-authors

Richard C. Stapleton(11), Harris Schlesinger(4), Marti G. Subrahmanyam(4), Jan Pieter Krahnen(3), Markus Herrmann(3), Thomas A. Weber(3), Peter Bednarek(3), Matthias Draheim(2), Daniel te Kaat(2), Jianhui Huang(1), Martin Weber(1), Dieter Hess(1), Sandra Peterson(1), Erik Lueders(1), Ferdinand Graf(1), Julia Hein(1)