Felix Kubler : Citation Profile

Are you Felix Kubler?

Universität Zürich (50% share)
Swiss Finance Institute (50% share)

16

H index

21

i10 index

843

Citations

RESEARCH PRODUCTION:

43

Articles

69

Papers

1

Books

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   20 years (1999 - 2019). See details.
   Cites by year: 42
   Journals where Felix Kubler has often published
   Relations with other researchers
   Recent citing documents: 65.    Total self citations: 50 (5.6 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pku6
   Updated: 2020-01-18    RAS profile: 2019-05-28    
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Relations with other researchers

Works with:

Schmedders, Karl (5)

Wei, Xiao (4)

Scheidegger, Simon (3)

Polbin, Andrey (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Felix Kubler.

Is cited by:

Maliar, Serguei (30)

Carvajal, Andrés (28)

Beetsma, Roel (23)

Maliar, Lilia (23)

Miao, Jianjun (19)

Peralta-Alva, Adrian (18)

Judd, Kenneth (18)

Bovenberg, Lans (17)

Ludwig, Alexander (16)

Tsyrennikov, Viktor (16)

Romp, Ward (15)

Cites to:

Polemarchakis, Herakles (22)

Schmedders, Karl (20)

Levine, David (18)

Judd, Kenneth (14)

Chiappori, Pierre (14)

Kotlikoff, Laurence (12)

Pedersen, Lasse (11)

Gottardi, Piero (10)

Lucas, Deborah (10)

Varian, Hal (9)

Brown, Donald (9)

Main data

Where Felix Kubler has published?

Journals with more than one article published# docs
Economic Theory5
Journal of Economic Theory5
American Economic Review5
Journal of Economic Dynamics and Control3
Econometrica3
Journal of Mathematical Economics2
Review of Economic Studies2
Econometrica2
Review of Economic Dynamics2
Computational Economics2

Working Papers Series with more than one paper published# docs
Swiss Finance Institute Research Paper Series / Swiss Finance Institute5
Research Memorandum / Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR)5
Discussion Papers / Northwestern University, Center for Mathematical Studies in Economics and Management Science5
Working Papers / HAL3
2012 Meeting Papers / Society for Economic Dynamics3
Economics Working Papers / European University Institute2
2004 Meeting Papers / Society for Economic Dynamics2
Computing in Economics and Finance 2001 / Society for Computational Economics2
2011 Meeting Papers / Society for Economic Dynamics2
Working Paper Series / European Central Bank2

Recent works citing Felix Kubler (2019 and 2018)

YearTitle of citing document
2018Effects of Taxes and Safety Net Pensions on life-cycle Labor Supply, Savings and Human Capital: the Case of Australia. (2018). Iskhakov, Fedor. In: ANU Working Papers in Economics and Econometrics. RePEc:acb:cbeeco:2018-661.

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2019Dynamic Portfolio Optimization with Liquidity Cost and Market Impact: A Simulation-and-Regression Approach. (2017). Zhang, Rongju ; Hamza, Kais ; Klebaner, Fima ; Zhu, Zili ; Tian, YU ; Langren, Nicolas. In: Papers. RePEc:arx:papers:1610.07694.

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2018Local Control Regression: Improving the Least Squares Monte Carlo Method for Portfolio Optimization. (2018). Hamza, Kais ; Klebaner, Fima ; Zhu, Zili ; Tian, YU ; Langren, Nicolas ; Zhang, Rongju. In: Papers. RePEc:arx:papers:1803.11467.

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2019A Risk-centric Model of Demand Recessions and Speculation. (2019). Simsek, Alp ; Caballero, Ricardo. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13815.

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2018The economics of sharing macro-longevity risk. (2018). Ool, Annick ; Broeders, Dirk ; van Ool, Annick ; Mehlkopf, Roel. In: DNB Working Papers. RePEc:dnb:dnbwpp:618.

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2018Social infrastructure and the preservation of physical capital: Equilibria and transitional dynamics. (2018). Sequeira, Tiago ; Lopes, Alexandra ; Gomes, Orlando ; Ferreira-Lopes, Alexandra ; Marques, Pedro Macias ; Soares, Helena . In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:321:y:2018:i:c:p:614-632.

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2018Investment timing, reversibility, and financing constraints. (2018). Shibata, Takashi ; Nishihara, Michi. In: Journal of Corporate Finance. RePEc:eee:corfin:v:48:y:2018:i:c:p:771-796.

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2019The fight-or-flight response to the Joneses and inequality. (2019). Bhattacharya, Joydeep ; Barnett, Richard ; Bunzel, Helle . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:101:y:2019:i:c:p:187-210.

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2018A class of tractable incomplete-market models for studying asset returns and risk exposure. (2018). Legrand, Franois ; Ragot, Xavier ; le Grand, Franois. In: European Economic Review. RePEc:eee:eecrev:v:103:y:2018:i:c:p:39-59.

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2017Impact of pension system structure on international financial capital allocation. (2017). Staveley-O'Carroll, James ; Staveley-Ocarroll, Olena M. In: European Economic Review. RePEc:eee:eecrev:v:95:y:2017:i:c:p:1-22.

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2017Multi-period risk sharing under financial fairness. (2017). Schumacher, Johannes ; Ponds, Eduard ; Bao, Hailong . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:72:y:2017:i:c:p:49-66.

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2017Intergenerational risk sharing in closing pension funds. (2017). De Waegenaere, Anja ; Boonen, Tim J. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:74:y:2017:i:c:p:20-30.

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2018A case for incomplete markets. (2018). Blume, Lawrence ; Tsyrennikov, Viktor ; Sargent, Thomas J ; Easley, David A ; Cogley, Timothy. In: Journal of Economic Theory. RePEc:eee:jetheo:v:178:y:2018:i:c:p:191-221.

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2019Revealed preference and identification. (2019). Gorno, Leandro. In: Journal of Economic Theory. RePEc:eee:jetheo:v:183:y:2019:i:c:p:698-739.

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2019Asset shortages, liquidity and speculative bubbles. (2019). Citanna, A ; Bloise, G. In: Journal of Economic Theory. RePEc:eee:jetheo:v:183:y:2019:i:c:p:952-990.

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2019Securitized markets, international capital flows, and global welfare. (2019). Toda, Alexis Akira ; Phelan, Gregory. In: Journal of Financial Economics. RePEc:eee:jfinec:v:131:y:2019:i:3:p:571-592.

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2018Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints. (2018). Pham, Ngoc-Sang ; le Van, Cuong ; Bosi, Stefano. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:76:y:2018:i:c:p:1-20.

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2019Financial segmentation and collateralized debt in infinite-horizon economies. (2019). Torres-Martinez, Juan Pablo ; Sepulveda, Fabian ; Iraola, Miguel A. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:80:y:2019:i:c:p:56-69.

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2019Capital controls and monetary policy in sudden-stop economies. (2019). Yu, Changhua ; Young, Eric R ; Devereux, Michael B. In: Journal of Monetary Economics. RePEc:eee:moneco:v:103:y:2019:i:c:p:52-74.

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2019Wealth distribution with random discount factors. (2019). Toda, Alexis Akira. In: Journal of Monetary Economics. RePEc:eee:moneco:v:104:y:2019:i:c:p:101-113.

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2018Propagation and smoothing of shocks in alternative social security systems. (2018). Lee, Ronald ; Kueng, Lorenz ; Auerbach, Alan ; Yatsynovich, Yury. In: Journal of Public Economics. RePEc:eee:pubeco:v:164:y:2018:i:c:p:91-105.

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2019Divergent interest rates in the theory of financial markets. (2019). Lorenz, Daniela ; Loffler, Andreas ; Kruschwitz, Lutz. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:71:y:2019:i:c:p:48-55.

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2018The dynamics of financially constrained arbitrage. (2018). Vayanos, Dimitri ; Gromb, Denis. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:84081.

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2018Organizational Equilibrium with Capital. (2018). Ríos-Rull, José-Víctor ; Bassetto, Marco ; Huo, Zhen. In: Working Paper Series. RePEc:fip:fedhwp:wp-2018-20.

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2018Securities Financing and Asset Markets: New Evidence. (2018). King, Thomas ; Breach, Tomas . In: Working Paper Series. RePEc:fip:fedhwp:wp-2018-22.

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2017Welfare effects of fiscal policy in reforming the pension system. (2017). Tyrowicz, Joanna ; Makarski, Krzysztof ; Komada, Oliwia. In: GRAPE Working Papers. RePEc:fme:wpaper:11.

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2019Market selection with differential financial constraints. (2019). Quiggin, John ; Guerdjikova, A. In: Working Papers. RePEc:gbl:wpaper:2019-01.

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2019Market Selection with Differential Financial Constraints. (2019). Quiggin, John ; Guerdjikova, Ani. In: Working Papers. RePEc:hal:wpaper:hal-02005501.

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2019International Welfare Spillovers of National Pension Schemes. (2019). Staveley-O'Carroll, James. In: Working Papers. RePEc:hcx:wpaper:1903.

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2018Financial Intermediation, Capital Accumulation and Crisis Recovery. (2018). Scheffel, Martin ; Gersbach, Hans ; Rochet, Jean-Charles. In: IDEI Working Papers. RePEc:ide:wpaper:32398.

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2018Demographic Uncertainty and Generational Consumption Risk with Endogenous Human Capital. (2018). Knabb, Shawn D ; Emerson, Patrick M. In: IZA Discussion Papers. RePEc:iza:izadps:dp11358.

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2019Stock price fluctuations and GARCH modelling of stock market indexes. (2019). Radeva, Bistra. In: Economics and computer science. RePEc:kab:journl:y:2019:i:3:p:6-19.

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2019Solving Deterministic and Stochastic Equilibrium Problems via Augmented Walrasian. (2019). Deride, Julio ; Jofre, Alejandro . In: Computational Economics. RePEc:kap:compec:v:53:y:2019:i:1:d:10.1007_s10614-017-9733-1.

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2019A New Characterization of Equilibrium in a Multi-period Finance Economy: A Computational Viewpoint. (2019). Won, Dongchul. In: Computational Economics. RePEc:kap:compec:v:53:y:2019:i:1:d:10.1007_s10614-017-9750-0.

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2018Optimal Portfolios with Credit Default Swaps. (2018). Ambrosini, Giuseppe ; Menoncin, Francesco. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:54:y:2018:i:1:d:10.1007_s10693-016-0264-z.

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2018Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints. (2018). Pham, Ngoc-Sang ; le Van, Cuong ; Bosi, Stefano. In: Documents de travail du Centre d'Economie de la Sorbonne. RePEc:mse:cesdoc:15067rr.

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2017A Risk-centric Model of Demand Recessions and Macroprudential Policy. (2017). Caballero, Ricardo ; Simsek, Alp. In: NBER Working Papers. RePEc:nbr:nberwo:23614.

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2019Climate change as a risk to financial stability. (2019). Ritzberger-Grunwald, Doris ; Pointner, Wolfgang. In: Financial Stability Report. RePEc:onb:oenbfs:y:2019:i:38:b:1.

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2018Macroeconomic Dynamics Near the ZLB: A Tale of Two Countries. (2018). Aruoba, S. Boragan ; Schorfheide, Frank ; Cuba-Borda, Pablo. In: Review of Economic Studies. RePEc:oup:restud:v:85:y:2018:i:1:p:87-118..

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2019Financial Frictions and the Wealth Distribution. (2019). Nuño Barrau, Galo ; Hurtado, Samuel ; Fernandez-Villaverde, Jesus ; Nuno, Galo. In: PIER Working Paper Archive. RePEc:pen:papers:19-015.

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2018Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints. (2018). Pham, Ngoc-Sang ; Bosi, Stefano ; le Van, Cuong. In: MPRA Paper. RePEc:pra:mprapa:84905.

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2018Credit limits and heterogeneity in general equilibrium models with a finite number of agents. (2018). Pham, Ngoc-Sang. In: MPRA Paper. RePEc:pra:mprapa:88736.

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2018Inequality and asset fire sales. (2018). Suzuki, Shiba . In: MPRA Paper. RePEc:pra:mprapa:90906.

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2019Effects of credit limit on efficiency and welfare in a simple general equilibrium model. (2019). Pham, Hien. In: MPRA Paper. RePEc:pra:mprapa:97927.

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2019Online Appendix to Systemic Banking Panics, Liquidity Risk, and Monetary Policy. (2019). Robatto, Roberto. In: Technical Appendices. RePEc:red:append:18-235.

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2019A theory of repurchase agreements, collateral re-use, and repo intermediation. (2019). Monnet, Cyril ; Gottardi, Piero ; Maurin, Vincent . In: Review of Economic Dynamics. RePEc:red:issued:18-284.

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2017Sustainable Intergenerational Insurance. (2017). Worrall, Timothy ; Russo, Alessia ; Lancia, Francesco. In: 2017 Meeting Papers. RePEc:red:sed017:319.

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2018Investment Opportunities and Economic Outcomes: Who Benefits From College and the Stock Market?. (2018). Neelakantan, Urvi ; Vidangos, Ivan ; Ionescu, Felicia ; Athreya, Kartik. In: 2018 Meeting Papers. RePEc:red:sed018:1151.

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2018Recursive equilibria in dynamic economies withbounded rationality. (2018). Geng, Runjie. In: 2018 Meeting Papers. RePEc:red:sed018:137.

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2018Gross Capital Flows and International Diversification. (2018). Lee, Hyunju. In: 2018 Meeting Papers. RePEc:red:sed018:51.

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2019Solving Heterogeneous Agent Models with Non-convex Optimization Problems: Linearization and Beyond %. (2019). Reiter, Michael. In: 2019 Meeting Papers. RePEc:red:sed019:1048.

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2019Haircut Cycles. (2019). Zhang, Tong. In: 2019 Meeting Papers. RePEc:red:sed019:124.

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2019Growth, Uncertainty and Business Cycles in an Overlapping Generations Economy. (2019). Lidofsky, Ben ; Khan, Aubhik. In: 2019 Meeting Papers. RePEc:red:sed019:1459.

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2017Edgeworth box economies with multiple equilibria. (2017). Toda, Alexis Akira ; Walsh, Kieran James. In: Economic Theory Bulletin. RePEc:spr:etbull:v:5:y:2017:i:1:d:10.1007_s40505-016-0102-3.

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2018Rational overconfidence and social security: subjective beliefs, objective welfare. (2018). Nielsen, Carsten Krabbe. In: Economic Theory. RePEc:spr:joecth:v:65:y:2018:i:2:d:10.1007_s00199-016-1022-z.

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2018Comparing recursive equilibrium in economies with dynamic complementarities and indeterminacy. (2018). Woźny, Łukasz ; Wony, Ukasz ; Reffett, Kevin ; Datta, Manjira . In: Economic Theory. RePEc:spr:joecth:v:66:y:2018:i:3:d:10.1007_s00199-017-1046-z.

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2018Bubbly Markov equilibria. (2018). Barbie, Martin ; Hillebrand, Marten. In: Economic Theory. RePEc:spr:joecth:v:66:y:2018:i:3:d:10.1007_s00199-017-1082-8.

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2019Normative inference in efficient markets. (2019). Weretka, Marek. In: Economic Theory. RePEc:spr:joecth:v:68:y:2019:i:4:d:10.1007_s00199-018-1144-6.

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2018Effects of Taxes and Safety Net Pensions on life-cycle Labor Supply, Savings and Human Capital: the Case of Australia. (2018). Keane, Michael ; Iskhakov, Fedor. In: Discussion Papers. RePEc:swe:wpaper:2018-09.

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2019The Natural Rate of Interest in a Nonlinear DSGE Model. (2019). Hirose, Yasuo ; Sunakawa, Takeki. In: Working Papers. RePEc:tcr:wpaper:e128.

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2019Debt Collateralization, Structured Finance, and the CDS Basis. (2019). Phelan, Gregory ; Gong, Feixue. In: Department of Economics Working Papers. RePEc:wil:wileco:2019-18.

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2017The identification of attitudes towards ambiguity and risk from asset demand. (2017). Song, Xinxi ; Selden, Larry ; Polemarchakis, Herakles. In: CRETA Online Discussion Paper Series. RePEc:wrk:wcreta:28.

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2017Social security and the interactions between aggregate and idiosyncratic risk. (2014). Ludwig, Alexander ; Harenberg, Daniel. In: SAFE Working Paper Series. RePEc:zbw:safewp:59.

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2018Idiosyncratic risk, aggregate risk, and the welfare effects of social security. (2018). Ludwig, Alexander ; Harenberg, Daniel. In: ZEW Discussion Papers. RePEc:zbw:zewdip:18016.

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Felix Kubler is editor of

Journal
Journal of Mathematical Economics

Works by Felix Kubler:

YearTitleTypeCited
2012Financial Innovation and Asset Price Volatility In: American Economic Review.
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2013Inferior Good and Giffen Behavior for Investing and Borrowing In: American Economic Review.
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2014Asset Demand Based Tests of Expected Utility Maximization In: American Economic Review.
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2002Intergenerational Risk-Sharing via Social Security when Financial Markets Are Incomplete In: American Economic Review.
[Full Text][Citation analysis]		article36
2006Pareto-Improving Social Security Reform when Financial Markets are Incomplete!? In: American Economic Review.
[Full Text][Citation analysis]		article127
2005Pareto Improving Social Security Reform when Financial Markets Are Incomplete.(2005) In: CEPR Discussion Papers.
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2003Pareto Improving Social Security Reform when Financial Markets are Incomplete?.(2003) In: NBER Working Papers.
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2005Pareto improving social security reform when financial markets are incomplete!?.(2005) In: CFS Working Paper Series.
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2014When Is a Risky Asset Urgently Needed? In: American Economic Journal: Microeconomics.
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2015The identification of beliefs from asset demand In: Economic Research Papers.
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2017The Identification of Beliefs From Asset Demand.(2017) In: Econometrica.
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2015The identification of beliefs from asset demand.(2015) In: The Warwick Economics Research Paper Series (TWERPS).
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2015The identification of beliefs from asset demand.(2015) In: CRETA Online Discussion Paper Series.
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2005Brown and Kubler on Brainard and Scarf In: American Journal of Economics and Sociology.
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2019Making Carbon Taxation A Generational Win Win In: Boston University - Department of Economics - The Institute for Economic Development Working Papers Series.
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2019Making Carbon Taxation a Generational Win Win.(2019) In: NBER Working Papers.
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2002Testable Implications of General Equilibrium Theory: a differentiable approach In: Working Papers.
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2004Testable implications of general equilibrium theory: a differentiable approach.(2004) In: Journal of Mathematical Economics.
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2006Social Security and Risk Sharing In: CESifo Working Paper Series.
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2008Bond Ladders and Optimal Portfolios In: Swiss Finance Institute Research Paper Series.
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2011Bond Ladders and Optimal Portfolios.(2011) In: Review of Financial Studies.
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2009Non-parametric counterfactual analysis in dynamic general equilibrium In: Swiss Finance Institute Research Paper Series.
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2007Non-parametric counterfactual analysis in dynamic general equilibrium.(2007) In: PIER Working Paper Archive.
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2010Non-parametric counterfactual analysis in dynamic general equilibrium.(2010) In: Economic Theory.
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2010Life-Cycle Portfolio Choice, the Wealth Distribution and Asset Prices In: Swiss Finance Institute Research Paper Series.
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2012Life-Cycle Portfolio Choice, the Wealth Distribution and Asset Prices.(2012) In: 2012 Meeting Papers.
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2011Collateral Requirements and Asset Prices In: Swiss Finance Institute Research Paper Series.
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2011Collateral Requirements and Asset Prices.(2011) In: 2011 Meeting Papers.
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2015COLLATERAL REQUIREMENTS AND ASSET PRICES.(2015) In: International Economic Review.
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2013Collateral requirements and asset prices.(2013) In: Discussion Papers.
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2017Re-Use of Collateral: Leverage, Volatility, and Welfare In: Swiss Finance Institute Research Paper Series.
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2018Re-use of collateral: leverage, volatility, and welfare.(2018) In: Working Paper Series.
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2017Re-use of Collateral: Leverage, Volatility, and Welfare.(2017) In: 2017 Meeting Papers.
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2000Incomplete Markets, Transitory Shocks and Welfare In: Levine's Working Paper Archive.
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2000Incomplete Markets, Transitory Shocks, and Welfare.(2000) In: Discussion Papers.
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2001Incomplete Markets, Transitory Shocks, and Welfare.(2001) In: Review of Economic Dynamics.
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2000INCOMPLETE MARKETS, TRANSITORY SHOCKS AND WELFARE.(2000) In: Computing in Economics and Finance 2000.
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2000The identification of preferences from equilibrium prices. In: CORE Discussion Papers.
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1999The Identification of Preferences from Equilibrium Prices.(1999) In: Working Papers.
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2000The Identification of Preferences from Equilibrium Prices.(2000) In: Working Papers.
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2000The identification of preferences from equilibrium prices under uncertainty. In: CORE Discussion Papers.
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2000The identification of preferences from equilibrium prices under uncertainty.(2000) In: HEC Research Papers Series.
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2002The Identification of Preferences from Equilibrium Prices under Uncertainty.(2002) In: Journal of Economic Theory.
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2000The Identification of Preferences from Equilibrium Prices under Uncertainty.(2000) In: Working Papers.
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2002RECURSIVE EQUILIBRIA IN ECONOMIES WITH INCOMPLETE MARKETS In: Macroeconomic Dynamics.
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2003Dollar Denominated Debt and Optimal Security Design In: Cowles Foundation Discussion Papers.
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2014Margin regulation and volatility In: Working Paper Series.
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2015Margin regulation and volatility.(2015) In: Journal of Monetary Economics.
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2003Stationary Equilibria in Asset-Pricing Models with Incomplete Markets and Collateral In: Econometrica.
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2001Stationary Equilibria in Asset-Pricing Models with Incomplete Markets and Collateral.(2001) In: Discussion Papers.
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2005Approximate versus Exact Equilibria in Dynamic Economies In: Econometrica.
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2007Approximate Generalizations and Computational Experiments In: Econometrica.
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2000The Robustness of the CAPM-A Computational Approach In: Econometric Society World Congress 2000 Contributed Papers.
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1999The Robustness of the CAPM - A Computational Approach.(1999) In: Discussion Paper.
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2000The Robustness of CAPM-A Computational Approach.(2000) In: Research Memorandum.
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2000Computing equilibria in infinite-horizon finance economies: The case of one asset In: Journal of Economic Dynamics and Control.
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2004Computing equilibrium in OLG models with stochastic production In: Journal of Economic Dynamics and Control.
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2011Solving the multi-country real business cycle model using a Smolyak-collocation method In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article35
2006Reply to Asset trading volume in infinite-horizon economies with dynamically complete markets and heterogeneous agents: Comment In: Finance Research Letters.
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2003Observable restrictions of general equilibrium models with financial markets In: Journal of Economic Theory.
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2010Competitive equilibria in semi-algebraic economies In: Journal of Economic Theory.
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2011Social security and risk sharing In: Journal of Economic Theory.
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2009Social Security and Risk Sharing.(2009) In: Economics Working Papers.
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2007Social Security and RIsk Sharing.(2007) In: 2007 Meeting Papers.
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2006Social Security and Risk Sharing.(2006) In: Working Papers.
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2012Regulating collateral-requirements when markets are incomplete In: Journal of Economic Theory.
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2004Is intertemporal choice theory testable? In: Journal of Mathematical Economics.
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2012Dynamic Competitive Economies with Complete Markets and Collateral Constraints In: Economics Working Papers.
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2015Dynamic Competitive Economies with Complete Markets and Collateral Constraints.(2015) In: Review of Economic Studies.
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2012Dynamic Competitive Economies with Complete Markets and Collateral Constraints.(2012) In: 2012 Meeting Papers.
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2006Collateralized borrowing and life-cycle portfolio choice In: Public Policy Discussion Paper.
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2006Collateralized Borrowing and Life-Cycle Portfolio Choice.(2006) In: NBER Working Papers.
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2006Collateralized Borrowing And Life-Cycle Portfolio Choice.(2006) In: 2006 Meeting Papers.
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2005Borrowing costs and the demand for equity over the life cycle In: Working Papers.
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2002Borrowing Costs and the Demand for Equity Over the Life Cycle.(2002) In: NBER Working Papers.
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2006Borrowing Costs and the Demand for Equity over the Life Cycle.(2006) In: The Review of Economics and Statistics.
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2002Computing Equilibria in Finance Economies In: Mathematics of Operations Research.
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2000Computing Equilibria in Finance Economies.(2000) In: Research Memorandum.
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2002Computing Equilibria in Finance Economies.(2002) In: Research Memorandum.
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2001Computing Equilibria in Finance Economies.(2001) In: GE, Growth, Math methods.
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2010Tackling Multiplicity of Equilibria with Gröbner Bases In: Operations Research.
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2000Computing Equilibria in Stochastic Finance Economies. In: Computational Economics.
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2007Approximate CAPM When Preferences are CRRA In: Computational Economics.
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2003Approximate CAPM when preferences are CRRA.(2003) In: Research Memorandum.
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2003Approximate CAPM When Preferences Are CRRA.(2003) In: Research Memorandum.
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2007Computing Stochastic Dynamic Economic Models with a Large Number of State Variables: A Description and Application of a Smolyak-Collocation Method In: NBER Technical Working Papers.
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2007Computing Stochastic Dynamic Economic Models with a Large Number of State Variables: A Description and Application of a Smolyak-Collocation Method.(2007) In: NBER Working Papers.
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2011Recursive Contracts, Lotteries and Weakly Concave Pareto Sets In: NBER Working Papers.
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2010Recursive Contracts, Lotteries and Weakly Concave Pareto Sets.(2010) In: PIER Working Paper Archive.
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2012Recursive Contracts, Lotteries and Weakly Concave Pareto Sets.(2012) In: Review of Economic Dynamics.
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2011Recursive Contracts, Lotteries and Weakly Concave Pareto Sets.(2011) In: 2011 Meeting Papers.
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2000Asset Trading Volume with Dynamically Complete Markets and Heterogeneous Agents In: Discussion Papers.
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2003Approximate Versus Exact Equilibria In: Discussion Papers.
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2004Approximate Versus Exact Equilibria.(2004) In: Computing in Economics and Finance 2004.
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2011Verifying Competitive Equilibria in Dynamic Economies In: Review of Economic Studies.
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2004Leverage, Incomplete Markets and Crises In: 2004 Meeting Papers.
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2004Ex Ante Optimality and Social Security In: 2004 Meeting Papers.
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2005Approximate Generalizations in Applied Equilibrium Analysis In: 2005 Meeting Papers.
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2012Margin Requirements and Asset Prices In: 2012 Meeting Papers.
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2018Self-justi ed equilibria: Existence and computation In: 2018 Meeting Papers.
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2001Intergenerational Risk Sharing: Myth or Possibility In: Computing in Economics and Finance 2001.
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2001Asset Pricing in Models with incomplete markets and default In: Computing in Economics and Finance 2001.
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2001Computable general equilibrium with financial markets In: Economic Theory.
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2003Foreword to the Symposium in Honor of Mordecai Kurz In: Economic Theory.
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2004Stationary Markov equilibria for overlapping generations In: Economic Theory.
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2008Computational Aspects of General Equilibrium Theory In: Lecture Notes in Economics and Mathematical Systems.
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