Assistant Professor of Finance and Real Estate
Academic Status: On duty
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
Optimal Mortgage Design, with Tomasz Piskorski, Review of Financial Studies, 2010, Vol. 23 (8).
Stochastic House Appreciation and Optimal Mortgage Lending, with Tomasz Piskorski, forthcoming, Review of Financial Studies.
Negative Hedging: Performance Sensitive Debt and CEOs’ Equity Incentives, with David Yermack and Hayong Yun, forthcoming,Journal of Financial and Quantitative Analysis.
Security Design with Correlated Hidden Cash Flows: The Optimality of Performance Pricing, revise and resubmit, Journal of Political Economy.
Optimal Securitization with Moral Hazard, with Barney Hartman-Glaser and Tomasz Piskorski, revise and resubmit, Journal of Financial Economics.
The Inefficiency of Refinancing: Why Prepayment Penalties are Good for Risky Borrowers, with Chris Mayer and Tomasz Piskorski.
Contingent Convertible Bonds and Capital Structure Decisions, with Boris Albul and Dwight M. Jaffee.
Copyright © 2011, Alexei Tchistyi. All rights reserved.