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 1 2 4 20
A Functional Limit Theorem for Limit Order Books with State Dependent Price Dynamics 0 0 0 19 3 4 9 45
A Limit Theorem for Financial Markets with Inert Investors 0 0 0 7 5 7 15 63
A Non-Markovian Liquidation Problem and Backward SPDEs with Singular Terminal Conditions 0 0 0 14 1 1 7 37
A Principal-Agent Model of Trading Under Market Impact -Crossing networks interacting with dealer markets- 0 0 0 35 0 0 8 36
A diffusion approximation for limit order book models 0 0 1 5 1 5 8 29
A law of large numbers for limit order books 0 0 2 30 1 3 9 53
A weak law of large numbers for a limit order book model with fully state dependent order dynamics 0 0 0 11 1 1 5 40
Asymptotics of locally interacting Markov chains with global signals 0 0 0 22 1 2 2 168
Changing Identity: The Emergence of Social Groups 0 0 0 343 1 5 14 1,040
Changing Identity: The Emergence of Social Groups 0 0 0 77 4 4 6 286
Conditional Analysis and a Principal-Agent problem 0 0 1 39 1 2 8 40
Continuous Equilibrium in Affine and Information-Based Capital Asset Pricing Models 0 0 0 8 2 2 9 56
Continuous equilibrium under base preferences and attainable initial endowments 0 0 0 4 1 6 18 81
Convergence of locally and globally interacting Markov chains 0 0 0 29 1 2 11 170
Dynamic Systems of Social Interactions 0 0 0 1 1 1 5 31
Dynamic systems of social interactions 0 0 0 40 1 1 4 77
Efficiency and Equilibria in Games of Optimal Derivative Design 0 0 0 13 3 8 15 84
Efficiency and equilibria in games of optimal derivative design 0 0 0 15 1 1 10 72
Equilibria in Systems of Social Interactions 0 0 0 24 1 1 5 187
Equilibria in Systems of Social Interactions 0 0 0 168 2 2 6 413
Equilibrium pricing in incomplete markets under translation invariant preferences 0 0 0 18 2 5 12 102
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 1 10 45
Financial price fluctuations in a stock market model with many interacting agents 0 0 0 46 1 3 6 203
Forward-backward systems for expected utility maximization 0 0 0 22 4 5 10 115
Hidden liquidity: Determinants and impact 0 0 0 38 1 2 9 126
Illiquidity and Derivative Valuation 0 0 0 20 3 3 9 100
Illiquidity and derivative valuation 0 0 0 30 2 2 11 137
Mean Field Games with Singular Controls 0 0 1 19 4 6 16 82
Non-ergodic Behavior in a Financial Market with Interacting Investors 0 0 0 0 4 8 21 249
On securitization, market completion and equilibrium risk transfer 0 0 0 49 4 4 11 125
Optimal Trade Execution with Instantaneous Price Impact and Stochastic Resilience 0 0 1 17 1 2 6 35
Optimal display of Iceberg orders 0 0 1 55 2 5 16 544
Order Exposure and Liquidity Coordination: Does Hidden Liquidity Harm Price Efficiency? 0 0 0 23 1 2 10 51
Order exposure and liquidity coordination: Does hidden liquidity harm price efficiency? 0 0 0 17 7 7 14 76
Queueing Theoretic Approaches to Financial Price Fluctuations 0 0 1 23 1 6 15 84
Sender-Receiver Games with Cooperation 0 0 0 20 4 10 19 75
Smooth Solutions to Portfolio Liquidation Problems under Price-Sensitive Market Impact 0 0 0 14 3 3 7 29
Smooth solutions to portfolio liquidation problems under price-sensitive market impact 0 0 0 8 3 6 9 65
Stability of linear stochastic difference equations in controlled random environments 0 0 0 5 2 5 12 35
Stationary equilibria in discounted stochastic games with weakly interacting players 0 0 0 9 3 4 9 46
The stochastic equation P(t+1)=A(t)P(t)+B(t) with non-stationary coefficients 0 0 0 15 1 3 11 88
Trading under Market Impact 0 0 0 19 1 2 11 31
When to cross the spread: Curve following with singular control 0 0 0 32 1 2 6 141
Total Working Papers 0 0 8 1,462 88 156 438 5,808

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 2 3 5 262
A limit theorem for systems of social interactions 0 0 0 25 1 2 13 164
BookReview 0 0 0 4 2 2 9 34
Continuous equilibrium in affine and information-based capital asset pricing models 0 0 0 3 1 1 8 67
Convergence of locally and globally interacting Markov chains 0 0 0 6 1 3 6 34
Dynamic systems of social interactions 0 0 0 16 1 3 10 86
Equilibria in financial markets with heterogeneous agents: a probabilistic perspective 0 0 1 257 2 4 15 571
Equilibria in systems of social interactions 0 0 0 96 2 3 10 367
Feasibility and individual rationality in two-person Bayesian games 0 0 0 1 1 2 16 57
Financial price fluctuations in a stock market model with many interacting agents 0 0 1 33 0 0 6 127
Forward–backward systems for expected utility maximization 0 0 1 10 3 7 13 60
On derivatives with illiquid underlying and market manipulation 0 0 1 20 3 4 20 84
On non-ergodic asset prices 0 0 0 32 1 2 8 115
Optimal order display in limit order markets with liquidity competition 0 0 0 7 1 4 15 74
QUEUING, SOCIAL INTERACTIONS, AND THE MICROSTRUCTURE OF FINANCIAL MARKETS 0 0 0 41 2 2 7 122
Rational expectations equilibria of economies with local interactions 0 0 0 76 1 1 8 222
Stationary equilibria in discounted stochastic games with weakly interacting players 0 0 1 45 1 3 11 135
Stochastic cascades, credit contagion, and large portfolio losses 0 0 0 29 1 1 4 100
Total Journal Articles 0 0 5 737 26 47 184 2,681
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Statistics updated 2026-05-06