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 0 0 36
A Limit Theorem for Financial Markets with Inert Investors 0 0 0 7 0 0 0 48
A Non-Markovian Liquidation Problem and Backward SPDEs with Singular Terminal Conditions 0 0 0 14 0 0 2 30
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 0 1 4 0 0 5 21
A law of large numbers for limit order books 1 1 1 29 1 1 4 45
A weak law of large numbers for a limit order book model with fully state dependent order dynamics 0 0 0 11 0 0 1 35
Asymptotics of locally interacting Markov chains with global signals 0 0 0 22 0 0 1 166
Changing Identity: The Emergence of Social Groups 0 0 0 77 0 0 4 280
Changing Identity: The Emergence of Social Groups 0 0 0 343 0 0 4 1,026
Conditional Analysis and a Principal-Agent problem 1 1 1 39 1 1 1 33
Continuous Equilibrium in Affine and Information-Based Capital Asset Pricing Models 0 0 0 8 0 0 1 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 0 1 159
Dynamic Systems of Social Interactions 0 0 0 1 0 0 0 26
Dynamic systems of social interactions 0 1 1 40 0 1 2 73
Efficiency and Equilibria in Games of Optimal Derivative Design 0 0 0 13 1 1 2 70
Efficiency and equilibria in games of optimal derivative design 0 0 1 15 0 0 1 62
Equilibria in Systems of Social Interactions 0 0 2 168 0 1 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 1 197
Forward-backward systems for expected utility maximization 0 0 0 22 2 2 3 107
Hidden liquidity: Determinants and impact 0 0 0 38 0 0 2 117
Illiquidity and Derivative Valuation 0 0 0 20 1 1 3 92
Illiquidity and derivative valuation 0 0 0 30 0 0 1 126
Mean Field Games with Singular Controls 0 0 2 18 0 1 5 67
Non-ergodic Behavior in a Financial Market with Interacting Investors 0 0 0 0 0 2 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 0 1 29
Optimal display of Iceberg orders 0 0 0 54 0 0 4 528
Order Exposure and Liquidity Coordination: Does Hidden Liquidity Harm Price Efficiency? 0 0 1 23 0 0 1 41
Order exposure and liquidity coordination: Does hidden liquidity harm price efficiency? 0 1 1 17 0 2 2 63
Queueing Theoretic Approaches to Financial Price Fluctuations 0 0 0 22 0 0 4 69
Sender-Receiver Games with Cooperation 0 0 0 20 0 2 4 58
Smooth Solutions to Portfolio Liquidation Problems under Price-Sensitive Market Impact 0 0 0 14 0 1 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 1 1 2 38
The stochastic equation P(t+1)=A(t)P(t)+B(t) with non-stationary coefficients 0 0 0 15 0 0 1 77
Trading under Market Impact 0 0 0 19 0 0 0 20
When to cross the spread: Curve following with singular control 0 0 0 32 0 0 1 135
Total Working Papers 2 4 12 1,456 7 17 82 5,384

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 2 36 0 0 3 257
A limit theorem for systems of social interactions 0 0 0 25 1 1 2 152
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 0 0 59
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 0 0 76
Equilibria in financial markets with heterogeneous agents: a probabilistic perspective 0 0 1 256 0 0 4 556
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 1 1 42
Financial price fluctuations in a stock market model with many interacting agents 0 0 0 32 0 0 1 121
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 1 1 2 65
On non-ergodic asset prices 0 0 0 32 0 1 1 108
Optimal order display in limit order markets with liquidity competition 0 0 1 7 1 1 5 60
QUEUING, SOCIAL INTERACTIONS, AND THE MICROSTRUCTURE OF FINANCIAL MARKETS 0 0 0 41 0 0 3 115
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 0 0 0 124
Stochastic cascades, credit contagion, and large portfolio losses 0 1 2 29 0 1 2 96
Total Journal Articles 0 1 6 732 3 6 29 2,502
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Statistics updated 2025-07-04