Karl Schmedders : Citation Profile

International Institute for Management (IMD)

15

H index

22

i10 index

786

Citations

RESEARCH PRODUCTION:

42

Articles

55

Papers

1

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   26 years (1998 - 2024). See details.
   Cites by year: 30
   Journals where Karl Schmedders has often published
   Relations with other researchers
   Recent citing documents: 58.    Total self citations: 29 (3.56 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/psc9
   Updated: 2025-11-08    RAS profile: 2024-12-06    
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Relations with other researchers

Works with:

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 (25)

Herings, P. Jean-Jacques (22)

Pham, Ngoc-Sang (19)

Pierri, Damian (16)

Miao, Jianjun (15)

Peralta-Alva, Adrian (15)

Santos, Manuel (15)

Torres-Martinez, Juan Pablo (14)

Tsyrennikov, Viktor (13)

Toda, Alexis Akira (13)

Lustig, Hanno (12)

Cites to:

Levine, David (12)

Campbell, John (11)

Shiller, Robert (10)

Kubler, Felix (10)

Judd, Kenneth (9)

Zame, William (9)

DeMarzo, Peter (9)

DeJong, David (7)

Barro, Robert (7)

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 Finance3
International Economic Review2
Computational Economics2
Econometrica2
Review of Economic Dynamics2
The Review of Financial Studies2

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
Research Memorandum / Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR)2
2012 Meeting Papers / Society for Economic Dynamics2
Computing in Economics and Finance 2000 / Society for Computational Economics2
Working Paper Series / European Central Bank2

Recent works citing Karl Schmedders (2025 and 2024)

YearTitle of citing document
2024Tilting Approximate Models. (2024). Tryphonides, Andreas. In: Papers. RePEc:arx:papers:1805.10869.

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2024Final Topology for Preference Spaces. (2024). Schenone, Pablo. In: Papers. RePEc:arx:papers:2004.02357.

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2024Finite Tests from Functional Characterizations. (2024). Malhotra, Raghav. In: Papers. RePEc:arx:papers:2208.03737.

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2024Dynamic Programming: Finite States. (2024). Sargent, Thomas ; Stachurski, John. In: Papers. RePEc:arx:papers:2401.10473.

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2024Present Value of the Future Consumer Goods Multiplier. (2024). Kendiukhov, Ihor. In: Papers. RePEc:arx:papers:2402.01938.

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2024A minimal model of money creation under regulatory constraints. (2024). Challet, Damien ; Benzaquen, Michael ; le Coz, Victor. In: Papers. RePEc:arx:papers:2410.18145.

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2025(Non-Monotonic) Effects of Productivity and Credit Constraints on Equilibrium Aggregate Production in General Equilibrium Models with Heterogeneous Producers. (2025). Pham, Ngoc-Sang. In: Papers. RePEc:arx:papers:2501.12700.

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2025Can optimal diversification beat the naive 1/N strategy in a highly correlated market? Empirical evidence from cryptocurrencies. (2025). Chen, Heming. In: Papers. RePEc:arx:papers:2501.12841.

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2025A Characterization of Nash Equilibrium in Behavioral Strategies through Local Sequential Rationality. (2025). Dang, Chuangyin ; Cao, Yiyin. In: Papers. RePEc:arx:papers:2504.00529.

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2025A Lagrangian Approach to Optimal Lotteries in Non-Convex Economies. (2025). Zhou, Zhennan ; Yang, Yucheng ; Kubler, Felix ; Shen, Chengfeng. In: Papers. RePEc:arx:papers:2504.15997.

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2025A Characterization of Renys Weakly Sequentially Rational Equilibrium through $\varepsilon$-Perfect $\gamma$-Weakly Sequentially Rational Equilibrium. (2025). Dang, Chuangyin ; Cao, Yiyin. In: Papers. RePEc:arx:papers:2505.19496.

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2025Belief-neutral efficiency in financial markets. (2025). Riedel, Frank ; Beissner, Patrick. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:702.

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2024GENERAL EQUILIBRIUM DYNAMICS FOR INCOMPLETE MARKETS: NUMERICAL EXAMPLES. (2024). Arajo, Alosio ; Raad, Rodrigo Jardim. In: Textos para Discussão Cedeplar-UFMG. RePEc:cdp:texdis:td677.

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2025Green Intermediary Asset Pricing. (2025). Sauzet, Maxime. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11944.

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2025Housing rare disaster events and asset prices. (2025). Poncet, Patrice ; Chibane, Messaoud. In: Economic Modelling. RePEc:eee:ecmode:v:147:y:2025:i:c:s0264999325000653.

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2024Solving the Diamond–Mortensen–Pissarides model: A hybrid perturbation approach. (2024). Hänsel, Matthias ; Hansel, Matthias. In: Economics Letters. RePEc:eee:ecolet:v:236:y:2024:i:c:s0165176524001046.

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2025The impact of heterogeneous consumption and productivity expectations on factor risk premia. (2025). Umlandt, Dennis ; Symann, Paul ; Bauer, Christian. In: Economics Letters. RePEc:eee:ecolet:v:247:y:2025:i:c:s0165176524006037.

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2025On the timing premium puzzle. (2025). Choi, Hongseok. In: Economics Letters. RePEc:eee:ecolet:v:250:y:2025:i:c:s0165176525000990.

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2024The asymmetric effects of monetary policy on stock price bubbles. (2024). Labondance, Fabien ; Hubert, Paul ; Blot, Christophe. In: European Economic Review. RePEc:eee:eecrev:v:168:y:2024:i:c:s0014292124001533.

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2024Do price caps assist monetary authorities to control inflation? Examining the impact of the natural gas price cap on TTF spikes. (2024). Gurdgiev, Constantin ; Pisera, Stefano ; Goodell, John W ; Paltrinieri, Andrea. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000677.

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2024The endogenous growth and asset prices nexus revisited with closed-form solution. (2024). Kaszab, Lorant ; Filep-Mosberger, Palma. In: Finance Research Letters. RePEc:eee:finlet:v:68:y:2024:i:c:s154461232401016x.

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2024Dynamic margin optimization. (2024). Dömötör, Barbara ; Berlinger, Edina ; Dmtr, Barbara ; Bihary, Zsolt. In: Finance Research Letters. RePEc:eee:finlet:v:68:y:2024:i:c:s1544612324010298.

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2025An ETF-based measure of stock price fragility. (2025). Lazo Paz, Renato ; Lazo-Paz, Renato ; Gil, Hamilton Galindo. In: Journal of Financial Markets. RePEc:eee:finmar:v:72:y:2025:i:c:s1386418124000648.

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2024The equally weighted portfolio still remains a challenging benchmark. (2024). Uberti, Pierpaolo ; Gelmini, Matteo. In: International Economics. RePEc:eee:inteco:v:179:y:2024:i:c:s2110701724000489.

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2024Discount rates and cash flows: A local projection approach. (2024). Lof, Matthijs ; Nyberg, Henri. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:162:y:2024:i:c:s0378426624000475.

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2025The state-dependent impact of changes in bank capital requirements. (2025). Menno, Dominik ; Lang, Jan Hannes. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:176:y:2025:i:c:s0378426625000597.

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2024Asset pricing with time preference shocks: Existence and uniqueness. (2024). Wilms, Ole ; Zhang, Junnan ; Stachurski, John. In: Journal of Economic Theory. RePEc:eee:jetheo:v:216:y:2024:i:c:s0022053123001771.

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2025General equilibrium with unhedgeable fundamentals and heterogeneous agents. (2025). Weber, Marko Hans ; Guasoni, Paolo. In: Journal of Economic Theory. RePEc:eee:jetheo:v:224:y:2025:i:c:s0022053125000249.

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2024Nominal exchange rates and net foreign assets dynamics: The stabilization role of valuation effects. (2024). Eugeni, Sara. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:141:y:2024:i:c:s0261560624000056.

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2025Is disagreement beneficial for market efficiency? Evidence from ESG ratings. (2025). Yin, Libo ; Zhu, Xiaoye ; Su, Zhi ; Guo, Hongliang. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:154:y:2025:i:c:s0261560625000579.

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2025Learning about tail risk: Machine learning and combination with regularization in market risk management. (2025). Wang, Jianzhou ; Lu, Helen ; Zhang, Dongxue ; Xing, Qianyi. In: Omega. RePEc:eee:jomega:v:133:y:2025:i:c:s0305048324002135.

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2024Globally and universally convergent price adjustment processes. (2024). Herings, P. Jean-Jacques. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:113:y:2024:i:c:s0304406824000685.

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2024Recent advances on uniqueness of competitive equilibrium. (2024). Toda, Alexis Akira ; Walsh, Kieran James. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:113:y:2024:i:c:s0304406824000697.

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2024Identification in general equilibrium. (2024). Polemarchakis, H ; Kubler, F. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:113:y:2024:i:c:s0304406824000776.

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2025The collateral link between volatility and risk sharing. (2025). Ordoez, Guillermo ; Infante, Sebastian. In: Journal of Monetary Economics. RePEc:eee:moneco:v:149:y:2025:i:c:s0304393224001466.

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2024Collateral reuse as a direct funding mechanism in repo markets. (2024). Issa, George ; Jarnecic, Elvis. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:86:y:2024:i:c:s0927538x24002002.

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2025Enhancing stock return prediction in the Chinese market: A GAN-based approach. (2025). Deng, Zhibin ; Li, Jianping ; Wang, Qiao ; Wu, Hongxu. In: Research in International Business and Finance. RePEc:eee:riibaf:v:75:y:2025:i:c:s0275531925000169.

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2024Stationary Bayesian–Markov Equilibria in Bayesian Stochastic Games with Periodic Revelation. (2024). Ko, Eunmi. In: Games. RePEc:gam:jgames:v:15:y:2024:i:5:p:31-:d:1476156.

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2024Do Consumption-Based Asset Pricing Models Explain the Dynamics of Stock Market Returns?. (2024). LINTON, OLIVER ; Ashby, Michael William. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:2:p:71-:d:1337388.

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2024The Current and Expected Pricing Markup as Derived from the Capital Asset Pricing Model and Tobin’s Q and Applied to the UK’s FTSE 100. (2024). Hackworth, Paul. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:3:p:127-:d:1360756.

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2025A minimal model of money creation within secured interbank markets. (2025). Challet, Damien ; Benzaquen, Michael ; le Coz, Victor. In: Post-Print. RePEc:hal:journl:hal-05273328.

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2024A Differentiable Path-Following Method with a Compact Formulation to Compute Proper Equilibria. (2024). Cao, Yiyin ; Chen, Yin ; Dang, Chuangyin. In: INFORMS Journal on Computing. RePEc:inm:orijoc:v:36:y:2024:i:2:p:377-396.

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2024Optimal Currency Portfolio with Implied Return Distribution in the Mean-Variance Approach. (2024). Hibiki, Yuta ; Kiriu, Takuya. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:31:y:2024:i:2:d:10.1007_s10690-023-09414-x.

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2024Accuracy in Recursive Minimal State Space Methods. (2024). Pierri, Damian ; Damian, Pierri. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:1:d:10.1007_s10614-023-10438-8.

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2025Stability and Chaos of the Duopoly Model of Kopel: A Study Based on Symbolic Computations. (2025). Huang, BO ; Niu, Wei ; Chen, Kongyan ; Li, Xiaoliang. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:4:d:10.1007_s10614-024-10608-2.

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2024Forecasting Value-at-Risk Using Deep Neural Network Quantile Regression*. (2024). Raftapostolos, Aristeidis ; Kapetanios, George ; Chronopoulos, Ilias. In: Journal of Financial Econometrics. RePEc:oup:jfinec:v:22:y:2024:i:3:p:636-669..

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2024An alternative representation of the C-CAPM with higher-order risks. (2024). Li, Jingyuan ; Dionne, Georges ; Okou, Cedric. In: The Geneva Risk and Insurance Review. RePEc:pal:genrir:v:49:y:2024:i:2:d:10.1057_s10713-023-00085-2.

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2024The Distributional Effects of Asset Returns. (2024). Fernandez-Villaverde, Jesus ; Levintal, Oren. In: PIER Working Paper Archive. RePEc:pen:papers:24-009.

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2025(Non-Monotonic) Effects of Productivity and Credit Constraints on Equilibrium Aggregate Production in General Equilibrium Models with Heterogeneous Producers. (2025). Pham, Ngoc-Sang. In: MPRA Paper. RePEc:pra:mprapa:123394.

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2025Solving DSGE models with incomplete markets by perturbation. (2025). Hausmann Guil, Guillermo ; Hausmann-Guil, Guillermo. In: Review of Economic Dynamics. RePEc:red:issued:24-34.txt.

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2025A sequence-form differentiable path-following method to compute Nash equilibria. (2025). Hou, Yuqing ; Dang, Chuangyin ; Cao, Yiyin ; Wang, Yong. In: Computational Optimization and Applications. RePEc:spr:coopap:v:92:y:2025:i:1:d:10.1007_s10589-025-00702-y.

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2025Equilibrium asset pricing with short rate risk. (2025). Sbuelz, Alessandro. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:48:y:2025:i:1:d:10.1007_s10203-024-00442-4.

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2025Simulations for models with heterogeneous agents, incomplete markets, real assets and aggregate uncertainty. (2025). Pierri, Damian. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:20:y:2025:i:1:d:10.1007_s11403-024-00415-1.

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2024Computing perfect stationary equilibria in stochastic games. (2024). Herings, P. Jean-Jacques ; Li, Peixuan ; Dang, Chuangyin. In: Economic Theory. RePEc:spr:joecth:v:78:y:2024:i:2:d:10.1007_s00199-024-01565-w.

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2024A Variant of the Logistic Quantal Response Equilibrium to Select a Perfect Equilibrium. (2024). Cao, Yiyin ; Chen, Yin ; Dang, Chuangyin. In: Journal of Optimization Theory and Applications. RePEc:spr:joptap:v:201:y:2024:i:3:d:10.1007_s10957-024-02433-2.

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2025Horizon effects in the pricing kernel: How investors price short-term versus long-term risks. (2025). Driessen, Joost ; Koter, Joren ; Wilms, Ole. In: Other publications TiSEM. RePEc:tiu:tiutis:18d19e20-6d30-4828-9a8e-940a54b55924.

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2025Pretend‐but‐perform regulation of a duopoly under three competition modes. (2025). Saglam, Ismail. In: Managerial and Decision Economics. RePEc:wly:mgtdec:v:46:y:2025:i:4:p:2064-2085.

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2024Inside the blackbox of firm environmental efforts: Evidence from emissions reduction initiatives. (2024). Limbach, Peter ; Wolff, Michael ; Achilles, Catrina ; Yoon, Aaron. In: CFR Working Papers. RePEc:zbw:cfrwps:300682.

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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.
[Full Text][Citation analysis]		article10
2020Computing Economic Equilibria Using Projection Methods In: Annual Review of Economics.
[Full Text][Citation analysis]		article1
2003Asset Trading Volume with Dynamically Complete Markets and Heterogeneous Agents In: Journal of Finance.
[Full Text][Citation analysis]		article33
2000Asset Trading Volume with Dynamically Complete Markets and Heterogeneous Agents.(2000) In: Discussion Papers.
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This paper has nother version. Agregated cites: 33		paper
2003Asset Trading Volume with Dynamically Complete Markets and Heterogeneous Agents In: Journal of Finance.
[Full Text][Citation analysis]		article21
2018Higher Order Effects in Asset Pricing Models with Long‐Run Risks In: Journal of Finance.
[Full Text][Citation analysis]		article65
2016Higher-Order Effects in Asset-Pricing Models with Long-Run Risks.(2016) In: 2016 Meeting Papers.
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This paper has nother version. Agregated cites: 65		paper
2008Bond Ladders and Optimal Portfolios In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper3
2011Bond Ladders and Optimal Portfolios.(2011) In: The Review of Financial Studies.
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This paper has nother version. Agregated cites: 3		article
2009Non-parametric counterfactual analysis in dynamic general equilibrium In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper7
2007Non-parametric counterfactual analysis in dynamic general equilibrium.(2007) In: PIER Working Paper Archive.
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This paper has nother version. Agregated cites: 7		paper
2010Non-parametric counterfactual analysis in dynamic general equilibrium.(2010) In: Economic Theory.
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This paper has nother version. Agregated cites: 7		article
2010Life-Cycle Portfolio Choice, the Wealth Distribution and Asset Prices In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper4
2012Life-Cycle Portfolio Choice, the Wealth Distribution and Asset Prices.(2012) In: 2012 Meeting Papers.
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This paper has nother 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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2011Collateral Requirements and Asset Prices In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper18
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.
[Full Text][Citation analysis]		paper10
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.
[Full Text][Citation analysis]		paper17
2017Optimal and Naive Diversification in Currency Markets.(2017) In: Management Science.
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This paper has nother version. Agregated cites: 17		article
2013The Perils of Performance Measurement in the German Mutual-Fund Industry In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper0
2013Long-Run UIP Holds Even in the Short Run In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper0
2013Margin Regulation and Volatility In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper15
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.
[Full Text][Citation analysis]		paper0
2015Higher-Order Dynamics in Asset-Pricing Models with Recursive Preferences In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper2
2016A Large-Scale Optimization Model for Replicating Portfolios in the Life Insurance Industry In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper0
2021A Large-Scale Optimization Model for Replicating Portfolios in the Life Insurance Industry.(2021) In: Operations Research.
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2016Dynamic Principal-Agent Models In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		paper0
2016Statistical Approximation of High-Dimensional Climate Models In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper2
2020Statistical approximation of high-dimensional climate models.(2020) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 2		article
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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2023Re-use of collateral: Leverage, volatility, and welfare.(2023) In: Review of Economic Dynamics.
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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.
[Full Text][Citation analysis]		paper21
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.
[Citation analysis]
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2002Optimal Rules for Patent Races In: GSIA Working Papers.
[Full Text][Citation analysis]		paper18
2002Optimal Rules for Patent Races.(2002) In: Discussion Papers.
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This paper has nother version. Agregated cites: 18		paper
2012OPTIMAL RULES FOR PATENT RACES.(2012) In: International Economic Review.
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2002RECURSIVE EQUILIBRIA IN ECONOMIES WITH INCOMPLETE MARKETS In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article58
2002Controlling price volatility through financial innovation In: HEC Research Papers Series.
[Full Text][Citation analysis]		paper0
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.
[Citation analysis]		article154
2001Stationary Equilibria in Asset-Pricing Models with Incomplete Markets and Collateral.(2001) In: Discussion Papers.
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This paper has nother version. Agregated cites: 154		paper
2005Approximate versus Exact Equilibria in Dynamic Economies In: Econometrica.
[Full Text][Citation analysis]		article28
2008Approximate Versus Exact Equilibria in Dynamic Economies.(2008) In: Lecture Notes in Economics and Mathematical Systems.
[Citation analysis]
This paper has nother version. Agregated cites: 28		chapter
2012Finding all pure‐strategy equilibria in games with continuous strategies In: Quantitative Economics.
[Full Text][Citation analysis]		article5
1998Computing equilibria in the general equilibrium model with incomplete asset markets In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article25
1999General equilibrium models and homotopy methods In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article60
2000Computing equilibria in infinite-horizon finance economies: The case of one asset In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article10
2016Asset prices with non-permanent shocks to consumption In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article0
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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2023The Social Cost of Carbon When We Wish for Full-Path Robustness In: Management Science.
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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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2024A Note on the Non-proportionality of Winning Probabilities in Bitcoin 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: The Review of Economic Studies.
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2024Existence of the Wealth-Consumption Ratio in Asset Pricing Models with Recursive Preferences In: The Review of Financial Studies.
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2012Margin Requirements and Asset Prices In: 2012 Meeting Papers.
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2023The fundamental problem with ESG? Conflicting letters In: Journal of Financial Transformation.
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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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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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2000Evidence of the effect of domicile on corporate average effective tax rates in the European Union In: Research Memorandum.
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2020Discrete‐time dynamic principal–agent models: Contraction mapping theorem and computational treatment In: Quantitative Economics.
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