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Idiosyncratic risk, sharing rules and the theory o risk bearing
Franke, Günter; Stapleton, Richard C.; Subrahmanyam, … - 1992
Persistent link: https://www.econbiz.de/10000838714
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Idiosyncratic risk, sharing rules and the theory of risk bearing
Franke, Günter - 1992
Persistent link: https://www.econbiz.de/10000839017
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Idiosyncratic risk, sharing rules and the theory of risk bearing
Franke, Günter; Stapleton, Richard C.; Subrahmanyam, … - 1993 - Current rev.: December 1992
Persistent link: https://www.econbiz.de/10000855528
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When are options overpriced? : The Black-Scholes model and alternative characterisations of the pricing kernel
Franke, Günter; Stapleton, Richard C.; Subrahmanyam, … - 1999
Persistent link: https://www.econbiz.de/10001378686
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When are options overpriced? : The Black-Scholes model and alternative characteristics of the pricing kernel
Franke, Günter; Stapleton, Richard C.; Subrahmanyam, … - 1999
Persistent link: https://www.econbiz.de/10001378810
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Who buys and who sells options : the role of options in an economy with background risk
Franke, Günter - In: Journal of economic theory 82 (1998) 1, pp. 89-109
Persistent link: https://www.econbiz.de/10001246473
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Standard risk aversion and the demand for risky assets in the presence of background risk
Franke, Günter; Stapleton, Richard C.; Subrahmanyam, … - 2000
Persistent link: https://www.econbiz.de/10001544833
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Risk, incentives, and managerial behavior
Franke, Günter - In: Europäische Integration und globaler Wettbewerb, (pp. 249-267). 1993
Persistent link: https://www.econbiz.de/10001283868
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When are options overpriced? : The Black-Scholes model and alternative characterisations of the pricing kernel
Franke, Günter; Stapleton, Richard C.; Subrahmanyam, … - In: European finance review : the official journal of the … 3 (1999) 1, pp. 79-102
Persistent link: https://www.econbiz.de/10001653159
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Background risk and the demand for state-contingent claims
Franke, Günter; Stapleton, Richard C.; Subrahmanyam, … - In: Economic theory : official journal of the Society for … 23 (2004) 2, pp. 321-335
Persistent link: https://www.econbiz.de/10001871174