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 2 2 3 18
A Functional Limit Theorem for Limit Order Books with State Dependent Price Dynamics 0 0 0 19 1 1 3 39
A Limit Theorem for Financial Markets with Inert Investors 0 0 0 7 2 4 7 55
A Non-Markovian Liquidation Problem and Backward SPDEs with Singular Terminal Conditions 0 0 0 14 1 2 5 33
A Principal-Agent Model of Trading Under Market Impact -Crossing networks interacting with dealer markets- 0 0 0 35 3 4 5 32
A diffusion approximation for limit order book models 0 0 2 5 0 1 5 24
A law of large numbers for limit order books 0 0 1 29 1 1 4 47
A weak law of large numbers for a limit order book model with fully state dependent order dynamics 0 0 0 11 0 2 4 39
Asymptotics of locally interacting Markov chains with global signals 0 0 0 22 0 0 0 166
Changing Identity: The Emergence of Social Groups 0 0 0 343 5 5 8 1,031
Changing Identity: The Emergence of Social Groups 0 0 0 77 0 0 2 280
Conditional Analysis and a Principal-Agent problem 0 0 1 39 1 4 5 37
Continuous Equilibrium in Affine and Information-Based Capital Asset Pricing Models 0 0 0 8 1 4 4 51
Continuous equilibrium under base preferences and attainable initial endowments 0 0 0 4 1 3 5 66
Convergence of locally and globally interacting Markov chains 0 0 0 29 2 4 5 164
Dynamic Systems of Social Interactions 0 0 0 1 0 0 0 26
Dynamic systems of social interactions 0 0 1 40 1 1 3 75
Efficiency and Equilibria in Games of Optimal Derivative Design 0 0 0 13 1 3 5 74
Efficiency and equilibria in games of optimal derivative design 0 0 0 15 1 5 6 68
Equilibria in Systems of Social Interactions 0 0 0 24 0 2 3 184
Equilibria in Systems of Social Interactions 0 0 1 168 0 3 5 410
Equilibrium pricing in incomplete markets under translation invariant preferences 0 0 0 18 2 6 6 96
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 2 3 3 38
Financial price fluctuations in a stock market model with many interacting agents 0 0 0 46 0 0 0 197
Forward-backward systems for expected utility maximization 0 0 0 22 0 1 3 108
Hidden liquidity: Determinants and impact 0 0 0 38 1 3 5 120
Illiquidity and Derivative Valuation 0 0 0 20 1 2 4 94
Illiquidity and derivative valuation 0 0 0 30 1 2 2 128
Mean Field Games with Singular Controls 0 0 2 19 0 2 9 73
Non-ergodic Behavior in a Financial Market with Interacting Investors 0 0 0 0 5 5 9 235
On securitization, market completion and equilibrium risk transfer 0 0 0 49 3 3 3 117
Optimal Trade Execution with Instantaneous Price Impact and Stochastic Resilience 1 1 1 17 1 1 4 32
Optimal display of Iceberg orders 0 1 1 55 4 9 10 538
Order Exposure and Liquidity Coordination: Does Hidden Liquidity Harm Price Efficiency? 0 0 1 23 0 1 4 44
Order exposure and liquidity coordination: Does hidden liquidity harm price efficiency? 0 0 1 17 4 4 6 67
Queueing Theoretic Approaches to Financial Price Fluctuations 0 0 1 23 1 3 5 73
Sender-Receiver Games with Cooperation 0 0 0 20 2 3 5 61
Smooth Solutions to Portfolio Liquidation Problems under Price-Sensitive Market Impact 0 0 0 14 0 1 2 24
Smooth solutions to portfolio liquidation problems under price-sensitive market impact 0 0 0 8 1 1 2 57
Stability of linear stochastic difference equations in controlled random environments 0 0 0 5 0 0 1 23
Stationary equilibria in discounted stochastic games with weakly interacting players 0 0 0 9 1 2 4 41
The stochastic equation P(t+1)=A(t)P(t)+B(t) with non-stationary coefficients 0 0 0 15 0 0 2 78
Trading under Market Impact 0 0 0 19 1 3 5 25
When to cross the spread: Curve following with singular control 0 0 0 32 2 3 3 138
Total Working Papers 1 2 13 1,461 55 109 184 5,522

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 0 0 1 258
A limit theorem for systems of social interactions 0 0 0 25 2 3 6 157
BookReview 0 0 0 4 0 1 2 26
Continuous equilibrium in affine and information-based capital asset pricing models 0 0 0 3 0 2 3 62
Convergence of locally and globally interacting Markov chains 0 0 0 6 1 2 3 30
Dynamic systems of social interactions 0 0 0 16 0 3 4 80
Equilibria in financial markets with heterogeneous agents: a probabilistic perspective 0 0 0 256 2 2 3 558
Equilibria in systems of social interactions 0 0 0 96 1 2 2 359
Feasibility and individual rationality in two-person Bayesian games 0 0 0 1 3 7 10 51
Financial price fluctuations in a stock market model with many interacting agents 0 0 1 33 2 3 4 125
Forward–backward systems for expected utility maximization 0 1 1 10 2 5 7 52
On derivatives with illiquid underlying and market manipulation 0 1 1 20 4 8 12 75
On non-ergodic asset prices 0 0 0 32 1 3 4 111
Optimal order display in limit order markets with liquidity competition 0 0 1 7 1 4 7 64
QUEUING, SOCIAL INTERACTIONS, AND THE MICROSTRUCTURE OF FINANCIAL MARKETS 0 0 0 41 0 1 5 118
Rational expectations equilibria of economies with local interactions 0 0 0 76 2 4 4 218
Stationary equilibria in discounted stochastic games with weakly interacting players 1 1 1 45 3 4 5 129
Stochastic cascades, credit contagion, and large portfolio losses 0 0 1 29 1 1 2 97
Total Journal Articles 1 3 6 736 25 55 84 2,570
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Statistics updated 2026-01-09