Follow
Alexei Tchistyi
Alexei Tchistyi
Associate Professor of Real Estate, Cornell University
Verified email at cornell.edu - Homepage
Title
Cited by
Cited by
Year
Optimal mortgage design
T Piskorski, A Tchistyi
The Review of Financial Studies 23 (8), 3098-3140, 2010
2932010
Contingent convertible bonds and capital structure decisions
B Albul, DM Jaffee, A Tchistyi
2362010
Performance-sensitive debt
G Manso, B Strulovici, A Tchistyi
The Review of Financial Studies 23 (5), 1819-1854, 2010
2052010
Optimal securitization with moral hazard
B Hartman-Glaser, T Piskorski, A Tchistyi
Journal of Financial Economics 104 (1), 186-202, 2012
1452012
Stochastic house appreciation and optimal mortgage lending
T Piskorski, A Tchistyi
The Review of Financial Studies 24 (5), 1407-1446, 2011
1202011
The inefficiency of refinancing: Why prepayment penalties are good for risky borrowers
C Mayer, T Piskorski, A Tchistyi
Journal of Financial Economics 107 (3), 694-714, 2013
1092013
Security design with correlated hidden cash flows: The optimality of performance pricing
A Tchistyi
Available at SSRN 875900, 2005
1032005
Negative hedging: Performance-sensitive debt and CEOs’ equity incentives
A Tchistyi, D Yermack, H Yun
Journal of Financial and Quantitative Analysis 46 (3), 657-686, 2011
632011
Contingent convertibles with stock price triggers: The case of perpetuities
G Pennacchi, A Tchistyi
The Review of Financial Studies 32 (6), 2302-2340, 2019
472019
Risking other people's money: Gambling, limited liability, and optimal incentives
PM DeMarzo, D Livdan, A Tchistyi
Limited Liability, and Optimal Incentives (September 12, 2013), 2013
382013
An equilibrium model of housing and mortgage markets with state-contingent lending contracts
T Piskorski, A Tchistyi
National Bureau of Economic Research, 2017
282017
Informational efficiency in securitization after Dodd-Frank
SJ Flynn Jr, AC Ghent, A Tchistyi
The Review of Financial Studies 33 (11), 5131-5172, 2020
252020
On Equilibrium When Contingent Capital Has a Market Trigger: A Correction to Sundaresan and Wang Journal of Finance (2015)
G Pennacchi, A Tchistyi
The Journal of Finance 74 (3), 1559-1576, 2019
252019
Risking other people's money: Gambling, limited liability, and optimal incentives
PM DeMarzo, D Livdan, A Tchistyi
Stanford University, Graduate School of Business Research Papers, 2014
252014
A reexamination of contingent convertibles with stock price triggers
G Pennacchi, A Tchistyi
Available at SSRN 2773335, 2015
232015
Contingent capital debt and capital structure decisions
B Albul, M Jaffee Dwight, A Tchistyi
Working paper, Hass School of Business, UC Berkeley, 2010
112010
Contingent convertible bonds and capital structure decisions
D Jaffee, A Tchistyi, B Albul
2013 Meeting Papers, 2013
62013
Stochastic House Appreciation and Optimal Mortgage Lending
A Tchistyi, T Piskorski
2008 Meeting Papers, 2008
52008
Stochastic House Appreciation and Optimal Subprime Lending
T Piskorski, A Tchistyi
Working paper, February, 2008
42008
2oo6, Security Design with Correlated Hidden cash flows: The Optimality of Performance Pricing
A Tchistyi
Working paper, New York University, 0
4
The system can't perform the operation now. Try again later.
Articles 1–20