Karl Schmedders : Citation Profile


Are you Karl Schmedders?

Universität Zürich

11

H index

14

i10 index

442

Citations

RESEARCH PRODUCTION:

31

Articles

55

Papers

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   22 years (1998 - 2020). See details.
   Cites by year: 20
   Journals where Karl Schmedders has often published
   Relations with other researchers
   Recent citing documents: 43.    Total self citations: 25 (5.35 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/psc9
   Updated: 2020-09-14    RAS profile: 2020-08-21    
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Relations with other researchers


Works with:

Kubler, Felix (5)

Pohl, Walt (4)

Renner, Philipp (3)

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

Is cited by:

Kubler, Felix (19)

Herings, P. Jean-Jacques (17)

Pham, Ngoc-Sang (15)

Miao, Jianjun (15)

Peralta-Alva, Adrian (13)

Torres-Martinez, Juan Pablo (13)

Lustig, Hanno (11)

Tsyrennikov, Viktor (10)

Feng, Zhigang (10)

Koeniger, Winfried (9)

Hintermaier, Thomas (9)

Cites to:

Levine, David (12)

DeMarzo, Peter (10)

Kubler, Felix (10)

Zame, William (9)

Shiller, Robert (9)

Judd, Kenneth (8)

DeJong, David (7)

Campbell, John (6)

Pedersen, Lasse (6)

Brown, Donald (6)

Herings, P. Jean-Jacques (6)

Main data


Where Karl Schmedders has published?


Journals with more than one article published# docs
Economic Theory5
Journal of Economic Dynamics and Control4
International Economic Review2
Journal of Finance2
Econometrica2

Working Papers Series with more than one paper published# docs
Swiss Finance Institute Research Paper Series / Swiss Finance Institute17
Discussion Papers / Northwestern University, Center for Mathematical Studies in Economics and Management Science12
Working Paper Series / European Central Bank2
Research Memorandum / Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR)2
Computing in Economics and Finance 2000 / Society for Computational Economics2
2012 Meeting Papers / Society for Economic Dynamics2

Recent works citing Karl Schmedders (2020 and 2019)


YearTitle of citing document
2019Data-based Automatic Discretization of Nonparametric Distributions. (2019). Toda, Alexis Akira. In: Papers. RePEc:arx:papers:1805.00896.

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2019Equilibrium Restrictions and Approximate Models -- With an application to Pricing Macroeconomic Risk. (2019). Tryphonides, Andreas. In: Papers. RePEc:arx:papers:1805.10869.

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2020Final Topology for Preference Spaces. (2020). Schenone, Pablo. In: Papers. RePEc:arx:papers:2004.02357.

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2020Existence and Uniqueness of Recursive Utility Models in $L_p$. (2020). O'Neil, Flint. In: Papers. RePEc:arx:papers:2005.07067.

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2020TAXATION OF ECONOMIC RENTS. (2020). Schwerhoff, Gregor ; Edenhofer, Ottmar ; Fleurbaey, Marc. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:34:y:2020:i:2:p:398-423.

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2020Necessary and Sufficient Conditions for Existence and Uniqueness of Recursive Utilities. (2020). Borovička, Jaroslav ; Stachurski, John ; Borovika, Jaroslav. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:3:p:1457-1493.

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2019Pro‐Consumer Price Ceilings under Regulatory Uncertainty. (2019). Chioveanu, Ioana ; Bennett, John. In: Scandinavian Journal of Economics. RePEc:bla:scandj:v:121:y:2019:i:4:p:1757-1784.

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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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2020Mean-variance analysis and the Modified Market Portfolio. (2020). Wenzelburger, Jan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:111:y:2020:i:c:s0165188919302167.

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2019The impact of margin policies on the Italian repo market. (2019). Pietrunti, Mario ; Picillo, Cristina ; Miglietta, Arianna. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818304704.

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2020A re-examination of the predictability of stock returns and cash flows via the decomposition of VIX. (2020). Yun, Jaeho. In: Economics Letters. RePEc:eee:ecolet:v:186:y:2020:i:c:s0165176519303799.

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2019Sample average approximation for the continuous type principal-agent problem. (2019). Singham, D I. In: European Journal of Operational Research. RePEc:eee:ejores:v:275:y:2019:i:3:p:1050-1057.

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2020Finding multiple Nash equilibria via machine learning-supported Gröbner bases. (2020). Loschenbrand, Markus. In: European Journal of Operational Research. RePEc:eee:ejores:v:284:y:2020:i:3:p:1178-1189.

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2019The information content of forward moments. (2019). Taamouti, Abderrahim ; Kagkadis, Anastasios ; Andreou, Panayiotis C ; Philip, Dennis. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:106:y:2019:i:c:p:527-541.

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2019Asynchronous games with transfers: Uniqueness and optimality. (2019). Siconolfi, Paolo ; Dutta, Prajit K. In: Journal of Economic Theory. RePEc:eee:jetheo:v:183:y:2019:i:c:p:46-75.

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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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2020Recursive equilibrium in Krusell and Smith (1998). (2020). Cao, Dan. In: Journal of Economic Theory. RePEc:eee:jetheo:v:186:y:2020:i:c:s0022053119301255.

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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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2020Bubbles and house price dispersion in the United States during 1975–2017. (2020). Zhu, Shenghao ; Zeng, Ting ; Tang, Yang. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:63:y:2020:i:c:s0164070418303215.

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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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2019Diversification role of currency momentum for carry trade: Evidence from financial crises. (2019). Yamani, Ehab. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:49:y:2019:i:c:p:1-19.

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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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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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2020An augmented first-order approach for incentive problems. (2020). Renner, Philipp. In: Working Papers. RePEc:lan:wpaper:297498586.

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2019The Resolution of Long-Run Risk. (2019). Schenk-Hoppé, Klaus ; Rossi, Raffaele ; Pidkuyko, Myroslav. In: The School of Economics Discussion Paper Series. RePEc:man:sespap:1908.

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2020Leverage and Asset Prices: An Experiment.. (2020). Houser, Daniel ; Fostel, Ana ; Cipriani, Marco. In: NBER Working Papers. RePEc:nbr:nberwo:26701.

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2020The Variance Risk Premium in Equilibrium Models. (2020). Bekaert, Geert ; Ermolov, Andrey ; Engstrom, Eric. In: NBER Working Papers. RePEc:nbr:nberwo:27108.

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2020Real Exchange Rate Dynamics Beyond Business Cycles. (2020). Evans, Martin ; Lua, Wenlan ; Cao, Dan. In: MPRA Paper. RePEc:pra:mprapa:99054.

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

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2019Asset Pricing with Fading Memory. (2019). Nagel, Stefan ; Xu, Zhengyang. In: 2019 Meeting Papers. RePEc:red:sed019:71.

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2020A differentiable path-following algorithm for computing perfect stationary points. (2020). Li, Peixuan ; Zhan, Yang ; Dang, Chuangyin. In: Computational Optimization and Applications. RePEc:spr:coopap:v:76:y:2020:i:2:d:10.1007_s10589-020-00181-3.

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2020Consumption in incomplete markets. (2020). Guasoni, Paolo ; Wang, GU. In: Finance and Stochastics. RePEc:spr:finsto:v:24:y:2020:i:2:d:10.1007_s00780-020-00420-9.

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2020Margin trade, short sales and financial stability. (2020). Zheng, Huanhuan ; Zhang, Yang ; Sng, Hui Ying. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:15:y:2020:i:3:d:10.1007_s11403-019-00256-3.

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2020Simple contracts under observable and hidden actions. (2020). Rietzke, David ; Chen, YU. In: Economic Theory. RePEc:spr:joecth:v:69:y:2020:i:4:d:10.1007_s00199-019-01187-7.

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2020Recourse loans and Ponzi schemes. (2020). Seghir, Abdelkrim ; Pascoa, Mario R. In: Economic Theory. RePEc:spr:joecth:v:70:y:2020:i:2:d:10.1007_s00199-019-01218-3.

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2020Debt collateralization, capital structure, and maximal leverage. (2020). Phelan, Gregory ; Gong, Feixue. In: Economic Theory. RePEc:spr:joecth:v:70:y:2020:i:2:d:10.1007_s00199-019-01222-7.

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2020An Arbitrary Starting Tracing Procedure for Computing Subgame Perfect Equilibria. (2020). Dang, Chuangyin ; Li, Peixuan. In: Journal of Optimization Theory and Applications. RePEc:spr:joptap:v:186:y:2020:i:2:d:10.1007_s10957-020-01703-z.

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2020An Interior-Point Path-Following Method to Compute Stationary Equilibria in Stochastic Games. (2020). Herings, P. Jean-Jacques ; Li, Peixuan ; Dang, Chuangyin. In: Research Memorandum. RePEc:unm:umagsb:2020001.

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2020Collateral Constraints, Tranching, and Price Bases. (2020). Phelan, Gregory ; Gong, Feixue. In: Department of Economics Working Papers. RePEc:wil:wileco:2020-03.

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2019Symmetric Markovian games of commons with potentially sustainable endogenous growth. (2019). Koulovatianos, Christos ; Hakobyan, Zaruhi. In: CFS Working Paper Series. RePEc:zbw:cfswop:638.

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Karl Schmedders has edited the books:


YearTitleTypeCited

Works by Karl Schmedders:


YearTitleTypeCited
2012Financial Innovation and Asset Price Volatility In: American Economic Review.
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article6
2003Asset Trading Volume with Dynamically Complete Markets and Heterogeneous Agents In: Journal of Finance.
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article6
2000Asset Trading Volume with Dynamically Complete Markets and Heterogeneous Agents.(2000) In: Discussion Papers.
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This paper has another version. Agregated cites: 6
paper
2018Higher Order Effects in Asset Pricing Models with Long‐Run Risks In: Journal of Finance.
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article16
2016Higher-Order Effects in Asset-Pricing Models with Long-Run Risks.(2016) In: 2016 Meeting Papers.
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This paper has another version. Agregated cites: 16
paper
2008Bond Ladders and Optimal Portfolios In: Swiss Finance Institute Research Paper Series.
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paper0
2011Bond Ladders and Optimal Portfolios.(2011) In: Review of Financial Studies.
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This paper has another version. Agregated cites: 0
article
2009Non-parametric counterfactual analysis in dynamic general equilibrium In: Swiss Finance Institute Research Paper Series.
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paper4
2007Non-parametric counterfactual analysis in dynamic general equilibrium.(2007) In: PIER Working Paper Archive.
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This paper has another version. Agregated cites: 4
paper
2010Non-parametric counterfactual analysis in dynamic general equilibrium.(2010) In: Economic Theory.
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This paper has another version. Agregated cites: 4
article
2010Life-Cycle Portfolio Choice, the Wealth Distribution and Asset Prices In: Swiss Finance Institute Research Paper Series.
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paper4
2012Life-Cycle Portfolio Choice, the Wealth Distribution and Asset Prices.(2012) In: 2012 Meeting Papers.
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This paper has another version. Agregated cites: 4
paper
2010Finding All Pure-Strategy Equilibria in Static and Dynamic Games with Continuous Strategies In: Swiss Finance Institute Research Paper Series.
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paper2
2011Collateral Requirements and Asset Prices In: Swiss Finance Institute Research Paper Series.
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paper17
2011Collateral Requirements and Asset Prices.(2011) In: 2011 Meeting Papers.
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paper
2015COLLATERAL REQUIREMENTS AND ASSET PRICES.(2015) In: International Economic Review.
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article
2013Collateral requirements and asset prices.(2013) In: Discussion Papers.
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2012A Polynomial Optimization Approach to Principal-Agent Problems In: Swiss Finance Institute Research Paper Series.
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paper6
2015A Polynomial Optimization Approach to Principal–Agent Problems.(2015) In: Econometrica.
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This paper has another version. Agregated cites: 6
article
2012Optimal and Naive Diversification in Currency Markets In: Swiss Finance Institute Research Paper Series.
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paper2
2013The Perils of Performance Measurement in the German Mutual-Fund Industry In: Swiss Finance Institute Research Paper Series.
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2013Long-Run UIP Holds Even in the Short Run In: Swiss Finance Institute Research Paper Series.
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2013Margin Regulation and Volatility In: Swiss Finance Institute Research Paper Series.
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paper6
2014Margin regulation and volatility.(2014) In: Working Paper Series.
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2015Margin regulation and volatility.(2015) In: Journal of Monetary Economics.
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2014Asset Prices with Temporary Shocks to Consumption In: Swiss Finance Institute Research Paper Series.
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2015Higher-Order Dynamics in Asset-Pricing Models with Recursive Preferences In: Swiss Finance Institute Research Paper Series.
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paper2
2016A Large-Scale Optimization Model for Replicating Portfolios in the Life Insurance Industry In: Swiss Finance Institute Research Paper Series.
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2016Dynamic Principal-Agent Models In: Swiss Finance Institute Research Paper Series.
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paper1
2016New and Revised Results for Building Reputation for Contract Renewal: Implications for Performance Dynamics and Contract Duration In: Swiss Finance Institute Research Paper Series.
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paper0
2016Statistical Approximation of High-Dimensional Climate Models In: Swiss Finance Institute Research Paper Series.
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2020Statistical approximation of high-dimensional climate models.(2020) In: Journal of Econometrics.
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This paper has another version. Agregated cites: 0
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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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2002Optimal Rules for Patent Races In: GSIA Working Papers.
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2002Optimal Rules for Patent Races.(2002) In: Discussion Papers.
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This paper has another version. Agregated cites: 15
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2012OPTIMAL RULES FOR PATENT RACES.(2012) In: International Economic Review.
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2002RECURSIVE EQUILIBRIA IN ECONOMIES WITH INCOMPLETE MARKETS In: Macroeconomic Dynamics.
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article39
2002Controlling price volatility through financial innovation In: HEC Research Papers Series.
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2002Controlling Price Volatility Through Financial Innovation.(2002) In: Working Papers.
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2002Controlling Price Volatility Through Financial Innovation.(2002) In: Discussion Papers.
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2003Stationary Equilibria in Asset-Pricing Models with Incomplete Markets and Collateral In: Econometrica.
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article109
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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article18
2012Finding all pure‐strategy equilibria in games with continuous strategies In: Quantitative Economics.
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article5
1998Computing equilibria in the general equilibrium model with incomplete asset markets In: Journal of Economic Dynamics and Control.
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article22
1999General equilibrium models and homotopy methods In: Journal of Economic Dynamics and Control.
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article35
2000Computing equilibria in infinite-horizon finance economies: The case of one asset In: Journal of Economic Dynamics and Control.
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article5
2016Asset prices with non-permanent shocks to consumption In: Journal of Economic Dynamics and Control.
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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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article2
2010Competitive equilibria in semi-algebraic economies In: Journal of Economic Theory.
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article11
2007Competitive Equilibria in Semi-Algebraic Economies.(2007) In: PIER Working Paper Archive.
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2005Excess price volatility and financial innovation In: Post-Print.
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2005Excess price volatility and financial innovation.(2005) In: Economic Theory.
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2010Tackling Multiplicity of Equilibria with Gröbner Bases In: Operations Research.
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2018Introduction: Einführung In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
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2000Computing Equilibria in Stochastic Finance Economies. In: Computational Economics.
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article7
2017Dynamic Principal–Agent Models In: Working Papers.
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2000Monopolistic Security Design in Finance Economies In: Discussion Papers.
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2000MONOPOLISTIC SECURITY DESIGN IN FINANCE ECONOMIES.(2000) In: Computing in Economics and Finance 2000.
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2001Monopolistic security design in finance economies.(2001) In: Economic Theory.
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2001Computing Equilibria in Finance Economies with Incomplete Markets and Transaction Costs In: Discussion Papers.
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2006Computing equilibria in finance economies with incomplete markets and transaction costs.(2006) In: Economic Theory.
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2000Evidence of the effect of domicile on corporate average effective tax rates in the European Union.(2000) In: Research Memorandum.
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2001Demand Uncertainty and Risk-aversion: Why Price Caps May Lead to Higher Prices In: Discussion Papers.
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2002Price Caps and Uncertain Demands 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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2005Two-Fund Separation in Dynamic General Equilibrium In: Discussion Papers.
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2005Two-Fund Separation in Dynamic General Equilibrium.(2005) In: 2005 Meeting Papers.
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2007Two-fund separation in dynamic general equilibrium.(2007) In: Theoretical Economics.
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2006Bond Portfolios and Two-Fund Separation in the Lucas Asset-Pricing Model In: Discussion Papers.
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2007On Price Caps Under Uncertainty In: Review of Economic Studies.
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2012Margin Requirements and Asset Prices In: 2012 Meeting Papers.
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2001Asset Pricing in Models with incomplete markets and default In: Computing in Economics and Finance 2001.
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paper6
2002Optimal Policies for Patent Races In: Computing in Economics and Finance 2002.
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paper0
2005A Computational Approach to Proving Uniqueness in Dynamic Games In: Computing in Economics and Finance 2005.
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paper6
Computational General Equilibrium with Incomplete Assets In: Computing in Economics and Finance 1997.
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2003Generic inefficiency of equilibria in the general equilibrium model with incomplete asset markets and infinite time In: Economic Theory.
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2010Uniqueness of Steady States in Models with Overlapping Generations In: Journal of the European Economic Association.
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2000Computing equilibria in finance economies with incomplete markets and transaction costs In: Research Memorandum.
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