Access Statistics for Ulrich Horst

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Constrained Control Problem with Degenerate Coefficients and Degenerate Backward SPDEs with Singular Terminal Condition 0 0 0 3 0 1 6 22
A Functional Limit Theorem for Limit Order Books with State Dependent Price Dynamics 0 1 1 20 0 2 9 47
A Limit Theorem for Financial Markets with Inert Investors 0 0 0 7 1 3 15 66
A Non-Markovian Liquidation Problem and Backward SPDEs with Singular Terminal Conditions 0 0 0 14 0 2 10 41
A Principal-Agent Model of Trading Under Market Impact -Crossing networks interacting with dealer markets- 0 0 0 35 0 1 9 37
A diffusion approximation for limit order book models 0 0 0 5 0 0 6 29
A law of large numbers for limit order books 0 0 1 30 0 3 11 57
A weak law of large numbers for a limit order book model with fully state dependent order dynamics 0 0 0 11 0 0 3 40
Asymptotics of locally interacting Markov chains with global signals 0 0 0 22 0 0 3 169
Changing Identity: The Emergence of Social Groups 0 1 1 344 0 4 18 1,044
Changing Identity: The Emergence of Social Groups 0 0 0 77 2 3 10 290
Conditional Analysis and a Principal-Agent problem 0 0 0 39 0 0 7 40
Continuous Equilibrium in Affine and Information-Based Capital Asset Pricing Models 0 0 0 8 1 1 11 58
Continuous equilibrium under base preferences and attainable initial endowments 0 0 0 4 1 1 20 83
Convergence of locally and globally interacting Markov chains 0 0 0 29 1 4 14 174
Dynamic Systems of Social Interactions 0 0 0 1 0 1 6 32
Dynamic systems of social interactions 0 0 0 40 0 2 8 82
Efficiency and Equilibria in Games of Optimal Derivative Design 0 0 0 13 0 1 15 86
Efficiency and equilibria in games of optimal derivative design 0 0 0 15 0 0 10 73
Equilibria in Systems of Social Interactions 0 0 0 24 0 1 6 188
Equilibria in Systems of Social Interactions 0 0 0 168 0 1 7 414
Equilibrium pricing in incomplete markets under translation invariant preferences 0 0 0 18 0 1 14 104
Ergodic fluctuations in a stock market model with interacting agents: The mean field case 0 0 0 42 0 0 0 196
Feasibility and individual rationality in two-person Bayesian games 0 0 0 14 0 0 11 46
Financial price fluctuations in a stock market model with many interacting agents 0 0 0 46 1 1 9 206
Forward-backward systems for expected utility maximization 0 0 0 22 1 2 12 119
Hidden liquidity: Determinants and impact 0 0 0 38 0 1 10 127
Illiquidity and Derivative Valuation 0 0 0 20 0 1 9 101
Illiquidity and derivative valuation 0 0 0 30 0 0 13 139
Mean Field Games with Singular Controls 0 0 0 19 0 0 13 84
Non-ergodic Behavior in a Financial Market with Interacting Investors 0 0 0 0 0 1 22 252
On securitization, market completion and equilibrium risk transfer 0 0 0 49 0 2 13 127
Optimal Trade Execution with Instantaneous Price Impact and Stochastic Resilience 0 0 1 17 0 0 5 36
Optimal display of Iceberg orders 0 0 1 55 0 2 19 548
Order Exposure and Liquidity Coordination: Does Hidden Liquidity Harm Price Efficiency? 0 0 0 23 0 0 9 52
Order exposure and liquidity coordination: Does hidden liquidity harm price efficiency? 0 0 0 17 0 0 17 80
Queueing Theoretic Approaches to Financial Price Fluctuations 0 0 0 23 1 4 19 89
Sender-Receiver Games with Cooperation 0 0 0 20 0 2 21 79
Smooth Solutions to Portfolio Liquidation Problems under Price-Sensitive Market Impact 0 0 0 14 0 1 7 30
Smooth solutions to portfolio liquidation problems under price-sensitive market impact 0 0 0 8 0 1 11 67
Stability of linear stochastic difference equations in controlled random environments 0 0 0 5 0 0 13 36
Stationary equilibria in discounted stochastic games with weakly interacting players 0 0 0 9 0 0 7 46
The stochastic equation P(t+1)=A(t)P(t)+B(t) with non-stationary coefficients 0 0 0 15 0 0 11 89
Trading under Market Impact 0 0 0 19 0 1 10 32
When to cross the spread: Curve following with singular control 0 0 0 32 0 1 7 142
Total Working Papers 0 2 5 1,464 9 52 486 5,899

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Simple Model for Trading Climate Risk 0 0 0 36 1 1 5 263
A limit theorem for systems of social interactions 1 1 1 26 1 2 12 166
BookReview 0 0 0 4 0 0 10 35
Continuous equilibrium in affine and information-based capital asset pricing models 0 0 0 3 0 2 10 70
Convergence of locally and globally interacting Markov chains 0 0 0 6 1 3 9 37
Dynamic systems of social interactions 0 0 0 16 0 0 11 88
Equilibria in financial markets with heterogeneous agents: a probabilistic perspective 0 0 1 257 1 2 17 573
Equilibria in systems of social interactions 0 0 0 96 1 1 13 370
Feasibility and individual rationality in two-person Bayesian games 0 0 0 1 1 1 16 60
Financial price fluctuations in a stock market model with many interacting agents 0 0 0 33 1 1 7 129
Forward–backward systems for expected utility maximization 0 0 1 10 0 1 15 62
On derivatives with illiquid underlying and market manipulation 0 0 1 20 0 0 18 85
On non-ergodic asset prices 0 0 0 32 0 0 7 115
Optimal order display in limit order markets with liquidity competition 0 0 0 7 0 0 15 75
QUEUING, SOCIAL INTERACTIONS, AND THE MICROSTRUCTURE OF FINANCIAL MARKETS 0 0 0 41 1 2 7 124
Rational expectations equilibria of economies with local interactions 1 1 1 77 1 2 10 224
Stationary equilibria in discounted stochastic games with weakly interacting players 0 0 1 45 0 1 13 138
Stochastic cascades, credit contagion, and large portfolio losses 0 0 0 29 0 0 4 100
Total Journal Articles 2 2 6 739 9 19 199 2,714
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Statistics updated 2026-10-11