Karl Schmedders : Citation Profile


Are you Karl Schmedders?

Universität Zürich

11

H index

13

i10 index

484

Citations

RESEARCH PRODUCTION:

34

Articles

55

Papers

1

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   23 years (1998 - 2021). See details.
   Cites by year: 21
   Journals where Karl Schmedders has often published
   Relations with other researchers
   Recent citing documents: 59.    Total self citations: 24 (4.72 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psc9
   Updated: 2021-09-18    RAS profile: 2021-05-26    
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Relations with other researchers


Works with:

Pohl, Walt (4)

Kubler, Felix (3)

Renner, Philipp (2)

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 (15)

Miao, Jianjun (15)

Pham, Ngoc-Sang (15)

Peralta-Alva, Adrian (13)

Torres-Martinez, Juan Pablo (12)

Herings, P. Jean-Jacques (12)

Lustig, Hanno (11)

Tsyrennikov, Viktor (10)

Feng, Zhigang (10)

Koeniger, Winfried (9)

Hintermaier, Thomas (9)

Cites to:

Levine, David (12)

Shiller, Robert (10)

Campbell, John (10)

Kubler, Felix (9)

Zame, William (9)

DeMarzo, Peter (9)

Judd, Kenneth (8)

DeJong, David (7)

Brown, Donald (6)

Herings, P. Jean-Jacques (6)

Pedersen, Lasse (6)

Main data


Where Karl Schmedders has published?


Journals with more than one article published# docs
Economic Theory5
Journal of Economic Dynamics and Control4
Journal of Finance2
International Economic Review2
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
2012 Meeting Papers / Society for Economic Dynamics2
Computing in Economics and Finance 2000 / Society for Computational Economics2
Research Memorandum / Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR)2
Working Paper Series / European Central Bank2

Recent works citing Karl Schmedders (2021 and 2020)


YearTitle of citing document
2021Managing intermittency in the electricity market. (2021). Stahn, Hubert ; Neerunjun, Nandeeta ; Ferrasse, Jean-Henry. In: AMSE Working Papers. RePEc:aim:wpaimx:2114.

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2020Dynamic score driven independent component analysis. (2020). Hafner, Christian ; Herwartz, Helmut. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2020031.

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2020Equilibrium 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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2021Stability of Equilibrium Asset Pricing Models: A Necessary and Sufficient Condition. (2019). Borovička, Jaroslav ; Stachurski, John ; Borovicka, Jaroslav. In: Papers. RePEc:arx:papers:1910.00778.

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2021Final 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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2020Investing with Cryptocurrencies -- evaluating their potential for portfolio allocation strategies. (2020). Elendner, Hermann ; Hardle, Wolfgang Karl ; Trimborn, Simon ; Petukhina, Alla. In: Papers. RePEc:arx:papers:2009.04461.

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2021Confronting Machine Learning With Financial Research. (2021). Kim, Jack ; el Harzli, Ouns ; Lommers, Kristof. In: Papers. RePEc:arx:papers:2103.00366.

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2021Optimal Pricing Schemes for an Impatient Buyer. (2021). Sivan, Balasubramanian ; Mao, Jieming ; Deng, Yuan ; Wang, Kangning. In: Papers. RePEc:arx:papers:2106.02149.

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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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2021International Welfare Spillovers of National Pension Schemes. (2021). Olena, Staveley-Ocarroll ; James, Staveley-OCarroll . In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:21:y:2021:i:1:p:363-397:n:5.

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2020Block-Recursive Equilibria in Heterogenous-Agent Models. (2020). Kaas, Leo. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8737.

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2021Memory, multiple equilibria and emerging market crises. (2021). Pierri, Damian ; Reffett, Kevin. In: UC3M Working papers. Economics. RePEc:cte:werepe:32871.

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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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2020Short-run risk, business cycle, and the value premium. (2020). Leippold, Markus ; He, Yunhao. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:120:y:2020:i:c:s0165188920301615.

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2020On the cross-sectional relation between exchange rates and future fundamentals. (2020). Fatnassi, Ibrahim ; Hammami, Yacine ; Kharrat, Sabrine. In: Economic Modelling. RePEc:eee:ecmode:v:89:y:2020:i:c:p:484-501.

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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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2021Autoencoder asset pricing models. (2021). Xiu, Dacheng ; Kelly, Bryan ; Gu, Shihao. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:1:p:429-450.

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2021Solving Euler equations via two-stage nonparametric penalized splines. (2021). Hong, Yongmiao ; Cui, Liyuan ; Li, Yingxing. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:2:p:1024-1056.

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2020The role of labor-income risk in household risk-taking. (2020). Li, Jian ; Koulovatianos, Christos ; Hubar, Sylwia. In: European Economic Review. RePEc:eee:eecrev:v:129:y:2020:i:c:s0014292120301537.

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2020Financial intermediation, house prices, and the welfare effects of the U.S. Great Recession. (2020). Oliviero, Tommaso ; Menno, Dominik . In: European Economic Review. RePEc:eee:eecrev:v:129:y:2020:i:c:s0014292120301987.

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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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2020International capital flows, portfolio composition, and the stability of external imbalances. (2020). Yu, Changhua ; Devereux, Michael ; Saito, Makoto. In: Journal of International Economics. RePEc:eee:inecon:v:127:y:2020:i:c:s002219962030101x.

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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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2021Stability of equilibrium asset pricing models: A necessary and sufficient condition. (2021). Stachurski, John ; Borovika, Jaroslav. In: Journal of Economic Theory. RePEc:eee:jetheo:v:193:y:2021:i:c:s0022053121000442.

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2020Collateral constraints and asset prices. (2020). Han, Brandon Yueyang ; Chabakauri, Georgy. In: Journal of Financial Economics. RePEc:eee:jfinec:v:138:y:2020:i:3:p:754-776.

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2020Market selection with an endogenous state. (2020). Norman, Thomas ; Thomas, . In: Journal of Mathematical Economics. RePEc:eee:mateco:v:91:y:2020:i:c:p:51-59.

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2021Determination of general equilibrium with incomplete markets and default penalties. (2021). Dang, Chuangyin ; Zhan, Yang. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:92:y:2021:i:c:p:49-59.

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2020The Importance of Timing Attitudes in Consumption-Based Asset Pricing Models. (2020). Jorgensen, Kasper ; Andreasen, Martin M. In: Journal of Monetary Economics. RePEc:eee:moneco:v:111:y:2020:i:c:p:95-117.

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2020Financial integration and growth in a risky world. (2020). Winant, Pablo ; Rey, Helene ; Coeurdacier, Nicolas. In: Journal of Monetary Economics. RePEc:eee:moneco:v:112:y:2020:i:c:p:1-21.

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2021Collateral reuse, collateral mismatch, and financial crises. (2021). Park, Hyejin. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:79:y:2021:i:c:p:367-380.

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2021Near-Rational Equilibria in Heterogeneous-Agent Models: A Verification Method. (2021). Mitra, Indrajit ; Kogan, Leonid. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:92860.

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2020Valuation of FinTech Innovation Based on Patent Applications. (2020). Stankeviien, Jelena ; Kabulova, Jelena. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:23:p:10158-:d:457158.

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2020Complete Markets with Bankruptcy Risk and Pecuniary Default Penalties. (2020). Rosa, Rafael Mouallem ; Martins, Victor Filipe. In: Working Papers. RePEc:hal:wpaper:hal-02921220.

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2021Managing intermittency in the electricity market. (2021). Stahn, Hubert ; Neerunjun, Nandeeta ; Ferrasse, Jean-Henry. In: Working Papers. RePEc:hal:wpaper:halshs-03154612.

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2021Data-Based Automatic Discretization of Nonparametric Distributions. (2021). Toda, Alexis Akira. In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:4:d:10.1007_s10614-020-10012-6.

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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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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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2020Accuracy in Recursive Minimal State Space Methods. (2020). Pierri, Damian ; Martinez, Julian . In: Working Papers. RePEc:sad:wpaper:147.

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2021Memory, Multiple Equilibria and Emerging Market Crises. (2021). Pierri, Damian ; Reffett, Kevin. In: Working Papers. RePEc:sad:wpaper:154.

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2021Computing equilibria for markets with constant returns production technologies. (2021). Dang, Chuangyin ; Zhan, Yang. In: Annals of Operations Research. RePEc:spr:annopr:v:301:y:2021:i:1:d:10.1007_s10479-020-03733-2.

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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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2021Symmetric Markovian Games of Commons with Potentially Sustainable Endogenous Growth. (2021). Koulovatianos, Christos ; Hakobyan, Zaruhi. In: Dynamic Games and Applications. RePEc:spr:dyngam:v:11:y:2021:i:1:d:10.1007_s13235-020-00349-w.

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

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2021Security creation costs and economic development. (2021). Amaral, Pedro ; Quintin, Erwan. In: Economic Theory. RePEc:spr:joecth:v:71:y:2021:i:1:d:10.1007_s00199-020-01245-5.

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2021The algebraic geometry of perfect and sequential equilibrium: an extension. (2021). Sun, Yang ; Qian, Xuewen ; Luo, Xiao. In: Economic Theory. RePEc:spr:joecth:v:71:y:2021:i:2:d:10.1007_s00199-020-01259-z.

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2020An Arbitrary Starting Tracing Procedure for Computing Subgame Perfect Equilibria. (2020). Li, Peixuan ; Dang, Chuangyin. 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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2021Modelling demand and supply of Islamic banking deposits. (2021). Kalim, Rukhsana ; Arshed, Noman. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:2:p:2813-2831.

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2021Optimal and naive diversification in an emerging market: Evidence from Chinas A?shares market. (2021). Yan, JI. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:3:p:3740-3758.

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2020Exchange rate predictability and dynamic Bayesian learning. (2020). Koop, Gary ; Korobilis, Dimitris ; Beckmann, Joscha ; Schussler, Rainer Alexander. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:35:y:2020:i:4:p:410-421.

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2020Performance of maturity transformation strategies. (2020). Wiedemann, Arnd ; Hille, Vanessa ; Schmidhammer, Christoph . In: Discussion Papers. RePEc:zbw:bubdps:582020.

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2021Volatility, valuation ratios, and bubbles: An empirical measure of market sentiment. (2021). Martin, Ian ; Gao, Can. In: SAFE Working Paper Series. RePEc:zbw:safewp:312.

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2020On the cross-sectional relation between exchange rates and future fundamentals. (2020). Fatnassi, Ibrahim ; Hammami, Yacine ; Kharrat, Sabrine. In: Economic Modelling. RePEc:eee:ecmode:v:89:y:2020:i:c:p:484-501.

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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
2020Computing Economic Equilibria Using Projection Methods In: Annual Review of Economics.
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article0
2003Asset Trading Volume with Dynamically Complete Markets and Heterogeneous Agents In: Journal of Finance.
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article7
2000Asset Trading Volume with Dynamically Complete Markets and Heterogeneous Agents.(2000) In: Discussion Papers.
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2018Higher Order Effects in Asset Pricing Models with Long?Run Risks In: Journal of Finance.
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article28
2016Higher-Order Effects in Asset-Pricing Models with Long-Run Risks.(2016) In: 2016 Meeting Papers.
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paper
2008Bond Ladders and Optimal Portfolios In: Swiss Finance Institute Research Paper Series.
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paper1
2011Bond Ladders and Optimal Portfolios.(2011) In: Review of Financial Studies.
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This paper has another version. Agregated cites: 1
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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paper
2010Non-parametric counterfactual analysis in dynamic general equilibrium.(2010) In: Economic Theory.
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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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2010Finding All Pure-Strategy Equilibria in Static and Dynamic Games with Continuous Strategies In: Swiss Finance Institute Research Paper Series.
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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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2012A Polynomial Optimization Approach to Principal-Agent Problems In: Swiss Finance Institute Research Paper Series.
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2015A Polynomial Optimization Approach to Principal–Agent Problems.(2015) In: Econometrica.
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2012Optimal and Naive Diversification in Currency Markets In: Swiss Finance Institute Research Paper Series.
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2017Optimal and Naive Diversification in Currency Markets.(2017) In: Management Science.
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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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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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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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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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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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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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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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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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2008Approximate Versus Exact Equilibria in Dynamic Economies.(2008) In: Lecture Notes in Economics and Mathematical Systems.
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chapter
2012Finding all pure‐strategy equilibria in games with continuous strategies In: Quantitative Economics.
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1998Computing equilibria in the general equilibrium model with incomplete asset markets In: Journal of Economic Dynamics and Control.
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article23
1999General equilibrium models and homotopy methods In: Journal of Economic Dynamics and Control.
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article43
2000Computing equilibria in infinite-horizon finance economies: The case of one asset In: Journal of Economic Dynamics and Control.
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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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2010Competitive equilibria in semi-algebraic economies In: Journal of Economic Theory.
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2007Competitive Equilibria in Semi-Algebraic Economies.(2007) In: PIER Working Paper Archive.
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2021Asset pricing with heterogeneous agents and long-run risk In: Journal of Financial Economics.
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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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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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2000Computing equilibria in finance economies with incomplete markets and transaction costs.(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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2002Optimal Policies for Patent Races In: Computing in Economics and Finance 2002.
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2005A Computational Approach to Proving Uniqueness in Dynamic Games In: Computing in Economics and Finance 2005.
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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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2000Evidence of the effect of domicile on corporate average effective tax rates in the European Union In: Research Memorandum.
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