Guenter Franke

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Multiplicative Background Risk Management Science	2012-02-21	Paper
Risk taking with additive and multiplicative background risks Journal of Economic Theory	2011-08-16	Paper
Instability of financial markets and preference heterogeneity Advances in Decision Sciences	2010-09-29	Paper
Instability of financial markets and preference heterogeneity Advances in Decision Sciences	2010-09-29	Paper
Two-dimensional risk-neutral valuation relationships for the pricing of options Review of Derivatives Research	2008-01-14	Paper
Background risk and the demand for state-contingent claims Economic Theory	2004-03-11	Paper
When are Options Overpriced? The Black—Scholes Model and Alternative Characterisations of the Pricing Kernel Review of Finance	2000-06-22	Paper
Who buys and who sells options: the role of options in an economy with background risk Journal of Economic Theory	1998-11-03	Paper
scientific article; zbMATH DE number 3877092 (Why is no real title available?)	1980-01-01	Paper
Expected utility with ambiguous probabilities and 'irrational' parameters Theory and Decision	1978-01-01	Paper
scientific article; zbMATH DE number 3557692 (Why is no real title available?)	1977-01-01	Paper

Research outcomes over time

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