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 0 1 16
A Functional Limit Theorem for Limit Order Books with State Dependent Price Dynamics 0 0 0 19 0 2 2 38
A Limit Theorem for Financial Markets with Inert Investors 0 0 0 7 2 3 3 51
A Non-Markovian Liquidation Problem and Backward SPDEs with Singular Terminal Conditions 0 0 0 14 1 1 3 31
A Principal-Agent Model of Trading Under Market Impact -Crossing networks interacting with dealer markets- 0 0 0 35 0 0 1 28
A diffusion approximation for limit order book models 0 1 2 5 1 2 6 23
A law of large numbers for limit order books 0 0 1 29 0 1 4 46
A weak law of large numbers for a limit order book model with fully state dependent order dynamics 0 0 0 11 0 2 3 37
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 0 0 4 1,026
Changing Identity: The Emergence of Social Groups 0 0 0 77 0 0 4 280
Conditional Analysis and a Principal-Agent problem 0 0 1 39 0 0 1 33
Continuous Equilibrium in Affine and Information-Based Capital Asset Pricing Models 0 0 0 8 0 0 0 47
Continuous equilibrium under base preferences and attainable initial endowments 0 0 0 4 0 0 3 63
Convergence of locally and globally interacting Markov chains 0 0 0 29 0 1 1 160
Dynamic Systems of Social Interactions 0 0 0 1 0 0 0 26
Dynamic systems of social interactions 0 0 1 40 1 1 2 74
Efficiency and Equilibria in Games of Optimal Derivative Design 0 0 0 13 1 1 3 71
Efficiency and equilibria in games of optimal derivative design 0 0 1 15 0 1 2 63
Equilibria in Systems of Social Interactions 0 0 2 168 0 0 3 407
Equilibria in Systems of Social Interactions 0 0 0 24 0 0 1 182
Equilibrium pricing in incomplete markets under translation invariant preferences 0 0 0 18 0 0 0 90
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 0 35
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 0 3 107
Hidden liquidity: Determinants and impact 0 0 0 38 0 0 2 117
Illiquidity and Derivative Valuation 0 0 0 20 0 0 3 92
Illiquidity and derivative valuation 0 0 0 30 0 0 1 126
Mean Field Games with Singular Controls 0 1 3 19 1 4 9 71
Non-ergodic Behavior in a Financial Market with Interacting Investors 0 0 0 0 0 0 6 230
On securitization, market completion and equilibrium risk transfer 0 0 0 49 0 0 0 114
Optimal Trade Execution with Instantaneous Price Impact and Stochastic Resilience 0 0 0 16 0 2 3 31
Optimal display of Iceberg orders 0 0 0 54 0 1 4 529
Order Exposure and Liquidity Coordination: Does Hidden Liquidity Harm Price Efficiency? 0 0 1 23 0 2 3 43
Order exposure and liquidity coordination: Does hidden liquidity harm price efficiency? 0 0 1 17 0 0 2 63
Queueing Theoretic Approaches to Financial Price Fluctuations 0 1 1 23 0 1 2 70
Sender-Receiver Games with Cooperation 0 0 0 20 0 0 2 58
Smooth Solutions to Portfolio Liquidation Problems under Price-Sensitive Market Impact 0 0 0 14 0 0 1 23
Smooth solutions to portfolio liquidation problems under price-sensitive market impact 0 0 0 8 0 0 1 56
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 1 9 0 1 3 39
The stochastic equation P(t+1)=A(t)P(t)+B(t) with non-stationary coefficients 0 0 0 15 1 1 2 78
Trading under Market Impact 0 0 0 19 0 2 2 22
When to cross the spread: Curve following with singular control 0 0 0 32 0 0 0 135
Total Working Papers 0 3 15 1,459 8 29 97 5,413

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 1 36 0 1 3 258
A limit theorem for systems of social interactions 0 0 0 25 0 2 4 154
BookReview 0 0 0 4 0 0 1 25
Continuous equilibrium in affine and information-based capital asset pricing models 0 0 0 3 0 1 1 60
Convergence of locally and globally interacting Markov chains 0 0 0 6 0 0 1 28
Dynamic systems of social interactions 0 0 0 16 0 1 1 77
Equilibria in financial markets with heterogeneous agents: a probabilistic perspective 0 0 0 256 0 0 3 556
Equilibria in systems of social interactions 0 0 0 96 0 0 1 357
Feasibility and individual rationality in two-person Bayesian games 0 0 0 1 0 2 3 44
Financial price fluctuations in a stock market model with many interacting agents 1 1 1 33 1 1 2 122
Forward–backward systems for expected utility maximization 0 0 0 9 0 0 2 47
On derivatives with illiquid underlying and market manipulation 0 0 0 19 0 2 4 67
On non-ergodic asset prices 0 0 0 32 0 0 1 108
Optimal order display in limit order markets with liquidity competition 0 0 1 7 0 0 5 60
QUEUING, SOCIAL INTERACTIONS, AND THE MICROSTRUCTURE OF FINANCIAL MARKETS 0 0 0 41 1 2 5 117
Rational expectations equilibria of economies with local interactions 0 0 0 76 0 0 0 214
Stationary equilibria in discounted stochastic games with weakly interacting players 0 0 0 44 1 1 1 125
Stochastic cascades, credit contagion, and large portfolio losses 0 0 1 29 0 0 1 96
Total Journal Articles 1 1 4 733 3 13 39 2,515
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Statistics updated 2025-10-06