Access Statistics for Karl Schmedders

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 Computational Approach to Proving Uniqueness in Dynamic Games 0 0 0 1 1 2 14 317
A Large-Scale Optimization Model for Replicating Portfolios in the Life Insurance Industry 0 0 1 25 2 3 17 51
A Polynomial Optimization Approach to Principal-Agent Problems 0 1 2 22 2 4 12 36
Approximate Versus Exact Equilibria 0 0 0 136 1 1 8 499
Approximate Versus Exact Equilibria 0 0 0 67 0 1 5 232
Asset Prices with Temporary Shocks to Consumption 0 0 2 17 3 3 10 25
Asset Pricing in Models with incomplete markets and default 0 0 0 0 1 1 2 341
Asset Trading Volume with Dynamically Complete Markets and Heterogeneous Agents 0 0 0 224 1 4 5 690
Bond Ladders and Optimal Portfolios 0 0 0 65 1 1 7 232
Bond Portfolios and Two-Fund Separation in the Lucas Asset-Pricing Model 0 0 2 138 1 3 10 490
Collateral Requirements and Asset Prices 0 0 1 11 0 0 6 130
Collateral Requirements and Asset Prices 0 0 0 18 0 2 11 117
Collateral requirements and asset prices 0 0 2 78 3 5 21 99
Competitive Equilibria in Semi-Algebraic Economies 0 0 0 82 0 1 5 175
Computational General Equilibrium with Incomplete Assets 0 0 0 0 0 0 2 116
Computing Equilibria in Finance Economies with Incomplete Markets and Transaction Costs 0 0 0 90 0 0 4 355
Computing equilibria in finance economies with incomplete markets and transaction costs 0 0 0 0 1 1 1 1
Controlling Price Volatility Through Financial Innovation 0 0 0 94 3 3 4 270
Controlling Price Volatility Through Financial Innovation 0 0 0 0 1 1 5 6
Controlling price volatility through financial innovation 0 0 0 21 2 2 6 72
Demand Uncertainty and Risk-aversion: Why Price Caps May Lead to Higher Prices 0 1 3 89 0 1 7 284
Dynamic Principal-Agent Models 0 1 1 74 0 1 5 49
Dynamic Principal–Agent Models 0 2 3 31 2 4 18 36
Evidence of the effect of domicile on corporate average effective tax rates in the European Union 1 1 1 57 2 2 7 233
Excess price volatility and financial innovation 0 0 0 0 0 0 4 14
Finding All Pure-Strategy Equilibria in Static and Dynamic Games with Continuous Strategies 0 0 1 30 1 2 7 139
Higher-Order Dynamics in Asset-Pricing Models with Recursive Preferences 0 0 2 27 3 3 8 32
Higher-Order Effects in Asset-Pricing Models with Long-Run Risks 0 3 10 56 3 6 23 136
INCOMPLETE MARKETS, TRANSITORY SHOCKS AND WELFARE 0 0 0 0 0 0 0 157
Incomplete Markets, Transitory Shocks and Welfare 0 0 0 70 0 0 2 379
Incomplete Markets, Transitory Shocks, and Welfare 0 0 0 73 1 1 4 355
Life-Cycle Portfolio Choice, the Wealth Distribution and Asset Prices 1 1 1 44 1 1 6 94
Life-Cycle Portfolio Choice, the Wealth Distribution and Asset Prices 0 0 1 55 0 0 9 168
Long-Run UIP Holds Even in the Short Run 0 0 0 0 2 2 13 14
MONOPOLISTIC SECURITY DESIGN IN FINANCE ECONOMIES 0 0 0 50 1 1 2 103
Margin Regulation and Volatility 0 0 1 1 1 2 5 6
Margin Requirements and Asset Prices 0 0 1 37 0 0 3 96
Margin regulation and volatility 0 0 1 19 0 0 8 98
Monopolistic Security Design in Finance Economies 0 0 0 94 1 1 5 331
New and Revised Results for 'Building Reputation for Contract Renewal: Implications for Performance Dynamics and Contract Duration' 0 0 2 44 2 2 6 33
Non-parametric counterfactual analysis in dynamic general equilibrium 0 0 0 74 0 3 7 201
Non-parametric counterfactual analysis in dynamic general equilibrium 0 0 0 24 3 5 10 87
Optimal Policies for Patent Races 0 0 0 0 0 3 5 197
Optimal Rules for Patent Races 0 0 0 281 3 7 34 778
Optimal Rules for Patent Races 0 0 1 41 1 6 15 158
Optimal and Naive Diversification in Currency Markets 0 0 0 1 0 1 4 20
Price Caps and Uncertain Demands 1 1 2 123 3 7 16 313
Re-Use of Collateral: Leverage, Volatility, and Welfare 0 0 0 23 0 0 5 40
Re-use of Collateral: Leverage, Volatility, and Welfare 0 0 1 33 2 6 23 62
Re-use of collateral: leverage, volatility, and welfare 0 0 0 15 4 7 18 38
Stationary Equilibria in Asset-Pricing Models with Incomplete Markets and Collateral 0 0 0 251 2 3 8 588
Statistical Approximation of High-Dimensional Climate Models 0 0 2 43 1 4 14 52
The Perils of Performance Measurement in the German Mutual-Fund Industry 0 0 0 0 0 0 2 2
Two-Fund Separation in Dynamic General Equilibrium 0 0 0 29 4 6 9 130
Two-Fund Separation in Dynamic General Equilibrium 0 0 0 41 0 0 4 205
Total Working Papers 3 11 44 2,919 66 125 471 9,882


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Polynomial Optimization Approach to Principal–Agent Problems 0 0 0 8 0 2 9 69
Approximate versus Exact Equilibria in Dynamic Economies 0 0 2 81 1 3 14 274
Asset Trading Volume with Dynamically Complete Markets and Heterogeneous Agents 0 0 1 1 0 0 5 5
Asset prices with non-permanent shocks to consumption 0 0 0 5 0 1 4 26
Bond Ladders and Optimal Portfolios 0 0 3 25 0 1 13 130
COLLATERAL REQUIREMENTS AND ASSET PRICES 0 0 2 27 1 2 11 84
Competitive equilibria in semi-algebraic economies 0 0 1 40 0 1 3 120
Computing Equilibria in Stochastic Finance Economies 0 0 0 73 0 0 1 444
Computing equilibria in finance economies with incomplete markets and transaction costs 0 0 0 43 0 0 2 186
Computing equilibria in infinite-horizon finance economies: The case of one asset 0 0 4 103 1 1 12 280
Computing equilibria in the general equilibrium model with incomplete asset markets 0 0 3 66 1 3 18 157
Excess price volatility and financial innovation 0 0 0 43 0 1 3 171
Financial Innovation and Asset Price Volatility 0 0 0 37 0 0 12 207
Finding all pure‐strategy equilibria in games with continuous strategies 0 0 0 9 0 4 10 50
General equilibrium models and homotopy methods 2 4 6 183 2 5 13 351
Generic inefficiency of equilibria in the general equilibrium model with incomplete asset markets and infinite time 0 0 1 47 0 0 5 235
Higher Order Effects in Asset Pricing Models with Long‐Run Risks 0 2 6 14 0 4 35 76
Incomplete Markets, Transitory Shocks, and Welfare 0 0 1 170 0 1 7 919
Introduction: Einführung 0 0 0 1 1 1 2 10
Margin regulation and volatility 0 0 3 22 0 1 13 84
Monopolistic security design in finance economies 0 0 0 42 0 0 2 310
Non-parametric counterfactual analysis in dynamic general equilibrium 0 0 0 15 0 1 6 72
OPTIMAL RULES FOR PATENT RACES 0 0 0 42 1 1 8 146
On Price Caps Under Uncertainty 0 0 1 79 1 1 6 299
RECURSIVE EQUILIBRIA IN ECONOMIES WITH INCOMPLETE MARKETS 2 2 5 61 2 4 12 128
Reply to "Asset trading volume in infinite-horizon economies with dynamically complete markets and heterogeneous agents: Comment" 0 0 0 44 0 0 4 143
Stationary Equilibria in Asset-Pricing Models with Incomplete Markets and Collateral 0 0 0 210 2 4 13 579
Statistical approximation of high-dimensional climate models 0 1 1 1 0 3 7 7
Tackling Multiplicity of Equilibria with Gröbner Bases 0 0 1 2 0 0 2 5
Two-fund separation in dynamic general equilibrium 0 1 1 42 0 1 6 281
Uniqueness of Steady States in Models with Overlapping Generations 0 0 0 26 0 1 9 116
Total Journal Articles 4 10 42 1,562 13 47 267 5,964


Statistics updated 2020-09-04