Alexei Vladimirovich Tchistyi

20092019
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Research Output 2009 2019

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Article
2019

Contingent convertibles with stock price triggers: The case of perpetuities

Pennacchi, G. & Tchistyi, A., Jun 1 2019, In : Review of Financial Studies. 32, 6, p. 2302-2340 39 p.

Research output: Contribution to journalArticle

Stock prices
Trigger
Equity
Bank risk
Investors
Finance
Contingent capital
Trigger
Stock prices
Investors
2013

The inefficiency of refinancing: Why prepayment penalties are good for risky borrowers

Mayer, C., Piskorski, T. & Tchistyi, A., Mar 1 2013, In : Journal of Financial Economics. 107, 3, p. 694-714 21 p.

Research output: Contribution to journalArticle

Inefficiency
Penalty
Prepayment
Refinancing
Lending
2012

Optimal securitization with moral hazard

Hartman-Glaser, B., Piskorski, T. & Tchistyi, A., Apr 1 2012, In : Journal of Financial Economics. 104, 1, p. 186-202 17 p.

Research output: Contribution to journalArticle

Underwriters
Securitization
Moral hazard
Investors
Optimal contract
2011

Negative hedging: Performance-sensitive debt and CEOs' equity incentives

Tchistyi, A., Yermack, D. & Yun, H., Jun 1 2011, In : Journal of Financial and Quantitative Analysis. 46, 3, p. 657-686 30 p.

Research output: Contribution to journalArticle

Equity incentives
Hedging
Chief executive officer
Debt
Pricing

Stochastic house appreciation and optimal mortgage lending

Piskorski, T. & Tchistyi, A., May 1 2011, In : Review of Financial Studies. 24, 5, p. 1407-1446 40 p.

Research output: Contribution to journalArticle

Mortgage lending
Mortgages
House prices
Subprime
Stochastic growth
2010

Optimal mortgage design

Piskorski, T. & Tchistyi, A., Aug 1 2010, In : Review of Financial Studies. 23, 8, p. 3098-3140 43 p.

Research output: Contribution to journalArticle

Mortgages
Interest rates
Payment
Optimal contract
Income

Performance-sensitive debt

Manso, G., Strulovici, B. & Tchistyi, A., May 1 2010, In : Review of Financial Studies. 23, 5, p. 1819-1854 36 p.

Research output: Contribution to journalArticle

Debt
Obligation
Payment
Loans
Pecking order theory