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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
2602010
Contingent convertible bonds and capital structure decisions
B Albul, DM Jaffee, A Tchistyi
Available at SSRN 2772612, 2015
2222015
Performance-sensitive debt
G Manso, B Strulovici, A Tchistyi
The Review of Financial Studies 23 (5), 1819-1854, 2010
1752010
Optimal securitization with moral hazard
B Hartman-Glaser, T Piskorski, A Tchistyi
Journal of Financial Economics 104 (1), 186-202, 2012
1292012
Stochastic house appreciation and optimal mortgage lending
T Piskorski, A Tchistyi
The Review of Financial Studies 24 (5), 1407-1446, 2011
1032011
Security design with correlated hidden cash flows: The optimality of performance pricing
A Tchistyi
Available at SSRN 875900, 2005
1012005
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
932013
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
502011
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
372013
Contingent convertibles with stock price triggers: The case of perpetuities
G Pennacchi, A Tchistyi
The Review of Financial Studies 32 (6), 2302-2340, 2019
312019
An equilibrium model of housing and mortgage markets with state-contingent lending contracts
T Piskorski, A Tchistyi
National Bureau of Economic Research, 2017
232017
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
222019
A reexamination of contingent convertibles with stock price triggers
G Pennacchi, A Tchistyi
Available at SSRN 2773335, 2015
222015
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
222014
Informational efficiency in securitization after Dodd-Frank
SJ Flynn Jr, AC Ghent, A Tchistyi
The Review of Financial Studies 33 (11), 5131-5172, 2020
142020
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
52013
Stochastic House Appreciation and Optimal Mortgage Lending
A Tchistyi, T Piskorski
2008 Meeting Papers, 2008
52008
Negative Hedging: Performance Sensitive Debt and CEOs' Equity Incentives
A Tchistyi, D Yermack, H Yun
NYU Working Paper No. FIN-07-043, 2009
42009
Stochastic House Appreciation and Optimal Subprime Lending
T Piskorski, A Tchistyi
Working paper, February, 2008
42008
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