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 1 1 1 20 2 2 9 47
A Limit Theorem for Financial Markets with Inert Investors 0 0 0 7 2 2 16 65
A Non-Markovian Liquidation Problem and Backward SPDEs with Singular Terminal Conditions 0 0 0 14 2 3 11 41
A Principal-Agent Model of Trading Under Market Impact -Crossing networks interacting with dealer markets- 0 0 0 35 1 1 9 37
A diffusion approximation for limit order book models 0 0 0 5 0 0 7 29
A law of large numbers for limit order books 0 0 1 30 2 4 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 2 4 18 1,044
Changing Identity: The Emergence of Social Groups 0 0 0 77 0 2 8 288
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 0 0 10 57
Continuous equilibrium under base preferences and attainable initial endowments 0 0 0 4 0 0 19 82
Convergence of locally and globally interacting Markov chains 0 0 0 29 3 3 13 173
Dynamic Systems of Social Interactions 0 0 0 1 1 1 6 32
Dynamic systems of social interactions 0 0 0 40 2 3 9 82
Efficiency and Equilibria in Games of Optimal Derivative Design 0 0 0 13 1 2 16 86
Efficiency and equilibria in games of optimal derivative design 0 0 0 15 0 1 10 73
Equilibria in Systems of Social Interactions 0 0 0 168 1 1 7 414
Equilibria in Systems of Social Interactions 0 0 0 24 1 1 6 188
Equilibrium pricing in incomplete markets under translation invariant preferences 0 0 0 18 0 2 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 0 1 8 205
Forward-backward systems for expected utility maximization 0 0 0 22 0 1 11 118
Hidden liquidity: Determinants and impact 0 0 0 38 1 1 10 127
Illiquidity and Derivative Valuation 0 0 0 20 1 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 1 14 84
Non-ergodic Behavior in a Financial Market with Interacting Investors 0 0 0 0 1 2 22 252
On securitization, market completion and equilibrium risk transfer 0 0 0 49 1 2 13 127
Optimal Trade Execution with Instantaneous Price Impact and Stochastic Resilience 0 0 1 17 0 1 5 36
Optimal display of Iceberg orders 0 0 1 55 1 3 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 18 88
Sender-Receiver Games with Cooperation 0 0 0 20 2 3 21 79
Smooth Solutions to Portfolio Liquidation Problems under Price-Sensitive Market Impact 0 0 0 14 1 1 7 30
Smooth solutions to portfolio liquidation problems under price-sensitive market impact 0 0 0 8 1 2 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 12 89
Trading under Market Impact 0 0 0 19 1 1 10 32
When to cross the spread: Curve following with singular control 0 0 0 32 1 1 7 142
Total Working Papers 1 2 5 1,464 32 58 485 5,890

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 4 262
A limit theorem for systems of social interactions 0 0 0 25 1 1 11 165
BookReview 0 0 0 4 0 0 10 35
Continuous equilibrium in affine and information-based capital asset pricing models 0 0 0 3 1 3 10 70
Convergence of locally and globally interacting Markov chains 0 0 0 6 1 2 8 36
Dynamic systems of social interactions 0 0 0 16 0 1 11 88
Equilibria in financial markets with heterogeneous agents: a probabilistic perspective 0 0 1 257 0 1 16 572
Equilibria in systems of social interactions 0 0 0 96 0 1 12 369
Feasibility and individual rationality in two-person Bayesian games 0 0 0 1 0 0 15 59
Financial price fluctuations in a stock market model with many interacting agents 0 0 1 33 0 0 7 128
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 1 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 1 15 75
QUEUING, SOCIAL INTERACTIONS, AND THE MICROSTRUCTURE OF FINANCIAL MARKETS 0 0 0 41 0 1 7 123
Rational expectations equilibria of economies with local interactions 0 0 0 76 1 1 9 223
Stationary equilibria in discounted stochastic games with weakly interacting players 0 0 1 45 0 2 14 138
Stochastic cascades, credit contagion, and large portfolio losses 0 0 0 29 0 0 4 100
Total Journal Articles 0 0 5 737 4 16 193 2,705
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Statistics updated 2026-09-10