14
H index
19
i10 index
674
Citations
International Institute for Management (IMD) | 14 H index 19 i10 index 674 Citations RESEARCH PRODUCTION: 36 Articles 55 Papers 1 Chapters EDITOR: Books edited RESEARCH ACTIVITY: 26 years (1998 - 2024). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/psc9 |
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: | Cites to: |
Journals with more than one article published | # docs |
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Economic Theory | 5 |
Journal of Economic Dynamics and Control | 4 |
The Review of Financial Studies | 2 |
Review of Economic Dynamics | 2 |
Econometrica | 2 |
International Economic Review | 2 |
Journal of Finance | 2 |
Year | Title of citing document |
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2023 | Renewable energy support: pre-announced policies and (in)-efficiency. (2023). Stahn, Hubert ; Neerunjun, Nandeeta. In: AMSE Working Papers. RePEc:aim:wpaimx:2335. Full description at Econpapers || Download paper |
2023 | Simulations in Models with Heterogeneous Agents, Incomplete Markets and Aggregate Uncertainty. (2023). Pierri, Damian. In: Working Papers. RePEc:aoz:wpaper:259. Full description at Econpapers || Download paper |
2024 | Equilibrium Restrictions and Approximate Models -- With an application to Pricing Macroeconomic Risk. (2019). Tryphonides, Andreas. In: Papers. RePEc:arx:papers:1805.10869. Full description at Econpapers || Download paper |
2024 | Final Topology for Preference Spaces. (2020). Schenone, Pablo. In: Papers. RePEc:arx:papers:2004.02357. Full description at Econpapers || Download paper |
2023 | Optimal Pricing Schemes for an Impatient Buyer. (2021). Sivan, Balasubramanian ; Mao, Jieming ; Deng, Yuan ; Wang, Kangning. In: Papers. RePEc:arx:papers:2106.02149. Full description at Econpapers || Download paper |
2024 | (Functional)Characterizations vs (Finite)Tests: Partially Unifying Functional and Inequality-Based Approaches to Testing. (2022). Malhotra, Raghav. In: Papers. RePEc:arx:papers:2208.03737. Full description at Econpapers || Download paper |
2023 | Economics-Inspired Neural Networks with Stabilizing Homotopies. (2023). Vzemlivcka, Jan ; Azinovic, Marlon. In: Papers. RePEc:arx:papers:2303.14802. Full description at Econpapers || Download paper |
2023 | Randomisation with moral hazard: a path to existence of optimal contracts. (2023). Possamai, Dylan ; Krvsek, Daniel. In: Papers. RePEc:arx:papers:2311.13278. Full description at Econpapers || Download paper |
2023 | Pricing Currency Risks. (2023). Chernov, Mikhail ; Lochstoer, Lars ; Dahlquist, Magnus. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:2:p:693-730. Full description at Econpapers || Download paper |
2023 | The state-dependent impact of changes in bank capital requirements. (2023). Menno, Dominik ; Lang, Jan Hannes. In: Working Paper Series. RePEc:ecb:ecbwps:20232828. Full description at Econpapers || Download paper |
2023 | Cross-sectional implications of dynamic asset pricing with stochastic volatility and ambiguity aversion. (2023). Alonso-Conde, Ana B ; Rojo-Suarez, Javier ; Lago-Balsalobre, Ruben. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000323. Full description at Econpapers || Download paper |
2023 | Computation of spatial equilibria in the Ottaviano–Tabuchi–Thisse model. (2023). Naraidoo, Ruthira ; Perugini, Francesco ; Ma, Wei. In: Economics Letters. RePEc:eee:ecolet:v:223:y:2023:i:c:s0165176523000113. Full description at Econpapers || Download paper |
2024 | Solving the Diamond–Mortensen–Pissarides model: A hybrid perturbation approach. (2024). Hansel, Matthias. In: Economics Letters. RePEc:eee:ecolet:v:236:y:2024:i:c:s0165176524001046. Full description at Econpapers || Download paper |
2023 | A solution to the global identification problem in DSGE models. (2023). Kocięcki, Andrzej ; Kolasa, Marcin ; Kocicki, Andrzej. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:2:s0304407623001938. Full description at Econpapers || Download paper |
2024 | Do price caps assist monetary authorities to control inflation? Examining the impact of the natural gas price cap on TTF spikes. (2024). Pisera, Stefano ; Paltrinieri, Andrea ; Gurdgiev, Constantin ; Goodell, John W. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000677. Full description at Econpapers || Download paper |
2023 | Market failure or politics? Understanding the motives behind regulatory actions to address surging electricity prices. (2023). Zhang, Alex Hongliang ; Erten, Ibrahim Etem ; Camadan, Ercument ; Sirin, Selahattin Murat. In: Energy Policy. RePEc:eee:enepol:v:180:y:2023:i:c:s030142152300232x. Full description at Econpapers || Download paper |
2023 | The economics of profit-cap policy: Big Pharma, Big Tech, and the duopoly rule. (2023). Pitsuwan, Fikri ; Basu, Kaushik ; Zhang, Pengfei. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:215:y:2023:i:c:p:120-133. Full description at Econpapers || Download paper |
2023 | Block-recursive equilibria in heterogeneous-agent models. (2023). Kaas, Leo. In: Journal of Economic Theory. RePEc:eee:jetheo:v:212:y:2023:i:c:s0022053123000856. Full description at Econpapers || Download paper |
2023 | Uniformly self-justified equilibria. (2023). Scheidegger, Simon ; Kubler, Felix. In: Journal of Economic Theory. RePEc:eee:jetheo:v:212:y:2023:i:c:s0022053123001035. Full description at Econpapers || Download paper |
2024 | Nominal 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. Full description at Econpapers || Download paper |
2023 | Stochastic overlapping generations with non-convex budget sets. (2023). Kubler, Felix ; Geng, Runjie. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:107:y:2023:i:c:s0304406823000599. Full description at Econpapers || Download paper |
2023 | A dual approach to agency problems. (2023). Choi, Kyoung Jin ; Chi, Chang Koo. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:109:y:2023:i:c:s0304406823001027. Full description at Econpapers || Download paper |
2024 | The 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. Full description at Econpapers || Download paper |
2023 | Complete Markets with Bankruptcy Risk and Pecuniary Default Penalties. (2022). Rosa, Rafael Mouallem ; Martins, Victor Filipe. In: Post-Print. RePEc:hal:journl:hal-02921220. Full description at Econpapers || Download paper |
2023 | The Logarithmic Stochastic Tracing Procedure: A Homotopy Method to Compute Stationary Equilibria of Stochastic Games. (2023). von Schenk, Alicia ; Poensgen, David ; Klockmann, Victor ; Eibelshauser, Steffen. In: INFORMS Journal on Computing. RePEc:inm:orijoc:v:35:y:2023:i:6:p:1511-1526. Full description at Econpapers || Download paper |
2024 | A Differentiable Path-Following Method with a Compact Formulation to Compute Proper Equilibria. (2024). Dang, Chuangyin ; Chen, Yin ; Cao, Yiyin. In: INFORMS Journal on Computing. RePEc:inm:orijoc:v:36:y:2024:i:2:p:377-396. Full description at Econpapers || Download paper |
2023 | Physicians Treating Physicians: Relational and Informational Advantages in Treatment and Survival. (2023). Lin, Tzu-Hsin ; Chuang, Hongwei ; Chen, Jennjou. In: IZA Discussion Papers. RePEc:iza:izadps:dp16048. Full description at Econpapers || Download paper |
2023 | Concerns for Long-Run Risks and Natural Resource Policy. (2023). Kakeu, Johnson. In: Environmental & Resource Economics. RePEc:kap:enreec:v:84:y:2023:i:4:d:10.1007_s10640-022-00748-0. Full description at Econpapers || Download paper |
2023 | Financial Intermediation, Capital Accumulation, and Crisis Recovery*. (2023). Scheffel, Martin ; Rochet, Jean-Charles ; Gersbach, Hans. In: Review of Finance. RePEc:oup:revfin:v:27:y:2023:i:4:p:1423-1469.. Full description at Econpapers || Download paper |
2024 | The Distributional Effects of Asset Returns. (2024). Fernandez-Villaverde, Jesus ; Levintal, Oren. In: PIER Working Paper Archive. RePEc:pen:papers:24-009. Full description at Econpapers || Download paper |
2023 | Global GDSGE Models. (). Nie, Guangyu ; Luo, Wenlan ; Cao, Dan. In: Review of Economic Dynamics. RePEc:red:issued:22-86. Full description at Econpapers || Download paper |
2023 | Collateral constraints, tranching, and price bases. (2023). Phelan, Gregory ; Gong, Feixue. In: Economic Theory. RePEc:spr:joecth:v:75:y:2023:i:2:d:10.1007_s00199-022-01414-8. Full description at Econpapers || Download paper |
2023 | Complete markets with bankruptcy risk and pecuniary default punishments. (2023). Rosa, Rafael Mouallem ; Martins-Da, Filipe V. In: Economic Theory. RePEc:spr:joecth:v:75:y:2023:i:3:d:10.1007_s00199-022-01429-1. Full description at Econpapers || Download paper |
2023 | Regulation of petrol and diesel prices and their effects on GDP growth: evidence from China. (2023). Vespignani, Joaquin ; Hong, Haidi ; Brueckner, Marcus. In: Working Papers. RePEc:tas:wpaper:47700. Full description at Econpapers || Download paper |
2023 | Computing Perfect Stationary Equilibria in Stochastic Games. (2023). Herings, P. Jean-Jacques ; Dang, Chuangyin ; Li, Peixuan. In: Discussion Paper. RePEc:tiu:tiucen:5b68f5d7-3209-4a1b-924c-63675a61c23f. Full description at Econpapers || Download paper |
2023 | Computing Perfect Stationary Equilibria in Stochastic Games. (2023). Herings, P. Jean-Jacques ; Dang, Chuangyin ; Li, Peixuan. In: Other publications TiSEM. RePEc:tiu:tiutis:5b68f5d7-3209-4a1b-924c-63675a61c23f. Full description at Econpapers || Download paper |
2023 | Pareto extrapolation: An analytical framework for studying tail inequality. (2023). Toda, Alexis Akira ; Gouinbonenfant, Emilien. In: Quantitative Economics. RePEc:wly:quante:v:14:y:2023:i:1:p:201-233. Full description at Econpapers || Download paper |
2023 | The state-dependent impact of changes in bank capital requirements. (2023). Menno, Dominik ; Lang, Jan Hannes. In: Discussion Papers. RePEc:zbw:bubdps:192023. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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Year | Title | Type | Cited |
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2012 | Financial Innovation and Asset Price Volatility In: American Economic Review. [Full Text][Citation analysis] | article | 10 |
2020 | Computing Economic Equilibria Using Projection Methods In: Annual Review of Economics. [Full Text][Citation analysis] | article | 1 |
2003 | Asset Trading Volume with Dynamically Complete Markets and Heterogeneous Agents In: Journal of Finance. [Full Text][Citation analysis] | article | 30 |
2000 | Asset Trading Volume with Dynamically Complete Markets and Heterogeneous Agents.(2000) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | paper | |
2003 | Asset Trading Volume with Dynamically Complete Markets and Heterogeneous Agents In: Journal of Finance. [Full Text][Citation analysis] | article | 18 |
2008 | Bond Ladders and Optimal Portfolios In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 3 |
2011 | Bond Ladders and Optimal Portfolios.(2011) In: The Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
2009 | Non-parametric counterfactual analysis in dynamic general equilibrium In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 6 |
2007 | Non-parametric counterfactual analysis in dynamic general equilibrium.(2007) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
2010 | Non-parametric counterfactual analysis in dynamic general equilibrium.(2010) In: Economic Theory. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
2010 | Life-Cycle Portfolio Choice, the Wealth Distribution and Asset Prices In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 4 |
2012 | Life-Cycle Portfolio Choice, the Wealth Distribution and Asset Prices.(2012) In: 2012 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2010 | Finding All Pure-Strategy Equilibria in Static and Dynamic Games with Continuous Strategies In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 1 |
2011 | Collateral Requirements and Asset Prices In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 15 |
2011 | Collateral Requirements and Asset Prices.(2011) In: 2011 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
2015 | COLLATERAL REQUIREMENTS AND ASSET PRICES.(2015) In: International Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | article | |
2013 | Collateral requirements and asset prices.(2013) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
2012 | A Polynomial Optimization Approach to Principal-Agent Problems In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 9 |
2015 | A Polynomial Optimization Approach to Principal–Agent Problems.(2015) In: Econometrica. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | article | |
2012 | Optimal and Naive Diversification in Currency Markets In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 15 |
2017 | Optimal and Naive Diversification in Currency Markets.(2017) In: Management Science. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | article | |
2013 | The Perils of Performance Measurement in the German Mutual-Fund Industry In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 0 |
2013 | Long-Run UIP Holds Even in the Short Run In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 0 |
2013 | Margin Regulation and Volatility In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 13 |
2014 | Margin regulation and volatility.(2014) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
2015 | Margin regulation and volatility.(2015) In: Journal of Monetary Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | article | |
2014 | Asset Prices with Temporary Shocks to Consumption In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 0 |
2015 | Higher-Order Dynamics in Asset-Pricing Models with Recursive Preferences In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 2 |
2016 | A Large-Scale Optimization Model for Replicating Portfolios in the Life Insurance Industry In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 0 |
2016 | Dynamic Principal-Agent Models In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 1 |
2016 | New 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] | paper | 0 |
2016 | Statistical Approximation of High-Dimensional Climate Models In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 2 |
2020 | Statistical approximation of high-dimensional climate models.(2020) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
2017 | Re-Use of Collateral: Leverage, Volatility, and Welfare In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 2 |
2018 | Re-use of collateral: leverage, volatility, and welfare.(2018) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2023 | Re-use of collateral: Leverage, volatility, and welfare.(2023) In: Review of Economic Dynamics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
2017 | Re-use of Collateral: Leverage, Volatility, and Welfare.(2017) In: 2017 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2000 | Incomplete Markets, Transitory Shocks and Welfare In: Levine's Working Paper Archive. [Full Text][Citation analysis] | paper | 21 |
2000 | Incomplete Markets, Transitory Shocks, and Welfare.(2000) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | paper | |
2001 | Incomplete Markets, Transitory Shocks, and Welfare.(2001) In: Review of Economic Dynamics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | article | |
2000 | INCOMPLETE MARKETS, TRANSITORY SHOCKS AND WELFARE.(2000) In: Computing in Economics and Finance 2000. [Citation analysis] This paper has nother version. Agregated cites: 21 | paper | |
2002 | Optimal Rules for Patent Races In: GSIA Working Papers. [Full Text][Citation analysis] | paper | 18 |
2002 | Optimal Rules for Patent Races.(2002) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | paper | |
2012 | OPTIMAL RULES FOR PATENT RACES.(2012) In: International Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | article | |
2002 | RECURSIVE EQUILIBRIA IN ECONOMIES WITH INCOMPLETE MARKETS In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 56 |
2002 | Controlling price volatility through financial innovation In: HEC Research Papers Series. [Full Text][Citation analysis] | paper | 0 |
2002 | Controlling Price Volatility Through Financial Innovation.(2002) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2002 | Controlling Price Volatility Through Financial Innovation.(2002) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2003 | Stationary Equilibria in Asset-Pricing Models with Incomplete Markets and Collateral In: Econometrica. [Citation analysis] | article | 148 |
2001 | Stationary Equilibria in Asset-Pricing Models with Incomplete Markets and Collateral.(2001) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 148 | paper | |
2005 | Approximate versus Exact Equilibria in Dynamic Economies In: Econometrica. [Full Text][Citation analysis] | article | 26 |
2008 | Approximate Versus Exact Equilibria in Dynamic Economies.(2008) In: Lecture Notes in Economics and Mathematical Systems. [Citation analysis] This paper has nother version. Agregated cites: 26 | chapter | |
1998 | Computing equilibria in the general equilibrium model with incomplete asset markets In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 24 |
1999 | General equilibrium models and homotopy methods In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 56 |
2000 | Computing equilibria in infinite-horizon finance economies: The case of one asset In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 8 |
2016 | Asset prices with non-permanent shocks to consumption In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 0 |
2006 | Reply to Asset trading volume in infinite-horizon economies with dynamically complete markets and heterogeneous agents: Comment In: Finance Research Letters. [Full Text][Citation analysis] | article | 2 |
2010 | Competitive equilibria in semi-algebraic economies In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 18 |
2007 | Competitive Equilibria in Semi-Algebraic Economies.(2007) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | paper | |
2021 | Asset pricing with heterogeneous agents and long-run risk In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 3 |
2005 | Excess price volatility and financial innovation In: Post-Print. [Citation analysis] | paper | 12 |
2005 | Excess price volatility and financial innovation.(2005) In: Economic Theory. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | article | |
2010 | Tackling Multiplicity of Equilibria with Gröbner Bases In: Operations Research. [Full Text][Citation analysis] | article | 11 |
2018 | Introduction: Einführung In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). [Full Text][Citation analysis] | article | 0 |
2000 | Computing Equilibria in Stochastic Finance Economies. In: Computational Economics. [Full Text][Citation analysis] | article | 7 |
2017 | Dynamic Principal–Agent Models In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2000 | Monopolistic Security Design in Finance Economies In: Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
2000 | MONOPOLISTIC SECURITY DESIGN IN FINANCE ECONOMIES.(2000) In: Computing in Economics and Finance 2000. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2001 | Monopolistic security design in finance economies.(2001) In: Economic Theory. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
2001 | Computing Equilibria in Finance Economies with Incomplete Markets and Transaction Costs In: Discussion Papers. [Full Text][Citation analysis] | paper | 17 |
2006 | Computing equilibria in finance economies with incomplete markets and transaction costs.(2006) In: Economic Theory. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | article | |
2000 | Computing equilibria in finance economies with incomplete markets and transaction costs.(2000) In: Research Memorandum. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
2001 | Demand Uncertainty and Risk-aversion: Why Price Caps May Lead to Higher Prices In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2002 | Price Caps and Uncertain Demands In: Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
2003 | Approximate Versus Exact Equilibria In: Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
2004 | Approximate Versus Exact Equilibria.(2004) In: Computing in Economics and Finance 2004. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2005 | Two-Fund Separation in Dynamic General Equilibrium In: Discussion Papers. [Full Text][Citation analysis] | paper | 5 |
2005 | Two-Fund Separation in Dynamic General Equilibrium.(2005) In: 2005 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2007 | Two-fund separation in dynamic general equilibrium.(2007) In: Theoretical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
2006 | Bond Portfolios and Two-Fund Separation in the Lucas Asset-Pricing Model In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2007 | On Price Caps Under Uncertainty In: The Review of Economic Studies. [Full Text][Citation analysis] | article | 32 |
2024 | Existence of the Wealth-Consumption Ratio in Asset Pricing Models with Recursive Preferences In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 0 |
2012 | Margin Requirements and Asset Prices In: 2012 Meeting Papers. [Full Text][Citation analysis] | paper | 2 |
2016 | Higher-Order Effects in Asset-Pricing Models with Long-Run Risks In: 2016 Meeting Papers. [Full Text][Citation analysis] | paper | 4 |
2023 | The fundamental problem with ESG? Conflicting letters In: Journal of Financial Transformation. [Full Text][Citation analysis] | article | 1 |
2001 | Asset Pricing in Models with incomplete markets and default In: Computing in Economics and Finance 2001. [Citation analysis] | paper | 11 |
2002 | Optimal Policies for Patent Races In: Computing in Economics and Finance 2002. [Citation analysis] | paper | 0 |
2005 | A Computational Approach to Proving Uniqueness in Dynamic Games In: Computing in Economics and Finance 2005. [Citation analysis] | paper | 6 |
Computational General Equilibrium with Incomplete Assets In: Computing in Economics and Finance 1997. [Citation analysis] | paper | 0 | |
2003 | Generic inefficiency of equilibria in the general equilibrium model with incomplete asset markets and infinite time In: Economic Theory. [Full Text][Citation analysis] | article | 3 |
2010 | Uniqueness of Steady States in Models with Overlapping Generations In: Journal of the European Economic Association. [Full Text][Citation analysis] | article | 4 |
2000 | Evidence of the effect of domicile on corporate average effective tax rates in the European Union In: Research Memorandum. [Full Text][Citation analysis] | paper | 0 |
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