Alexei Tchistyi: Research Home Page

DWIGHT M.
JAFFEE

Assistant Professor of Real Estate
Haas School of Business
University of California, Berkeley

Academic Status: On duty

Tel:    (510) 643-2395
fax:    (510) 643-1412
Email: tchistyi@haas.berkeley.edu

 

  Other Links

        My Official Haas School Webpage

        My Group Homepages: Real Estate    

        My Curriculum Vitae (in PDF format)
 

Published Papers

The Inefficiency of Refinancing: Why Prepayment Penalties are Good for Risky Borrowers, with Chris Mayer and Tomasz Piskorski, Journal of Financial Economics, 2013, Vol. 107, Iss. 3.

Optimal Securitization with Moral Hazard, with Barney Hartman-Glaser and Tomasz Piskorski, Journal of Financial Economics, 2012, Vol. 104, Iss. 1.

Stochastic House Appreciation and Optimal Mortgage Lending, with Tomasz Piskorski, Review of Financial Studies, 2011, Vol. 24 (5) (Lead article).

Negative Hedging: Performance Sensitive Debt and CEOs’ Equity Incentives, with David Yermack and Hayong Yun, Journal of Financial and Quantitative Analysis, 2011, Vol. 46, Iss. 03.

Optimal Mortgage Design, with Tomasz Piskorski, Review of Financial Studies, 2010, Vol. 23 (8).

Performance-Sensitive Debt, with Gustavo Manso and Bruno Strulovici, Review of Financial Studies, 2010, Vol. 23 (5). The Review of Financial Studies Young Researcher Award 2009

Comments on "Subprime Mortgages, Foreclosures, and Urban Neighborhoods", The B.E. Journal of Economic Analysis & Policy, 2009, Vol. 9: Iss. 3 (Symposium), Article 15.

Comments on "The Mortgage Market Meltdown and House Prices", The B.E. Journal of Economic Analysis & Policy, 2009, Vol. 9, Iss. 3 (Symposium), Article 11

 

Working Papers

Security Design with Correlated Hidden Cash Flows: The Optimality of Performance Pricing.

Contingent Convertible Bonds and Capital Structure Decisions, with Boris Albul and Dwight M. Jaffee.

Risking Other People's Money: Gambling, Limited Liability, and Optimal Incentives, with Peter DeMarzo and Dmitry Livdan.

 

Copyright © 2013, Alexei Tchistyi. All rights reserved.