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 1 14 352
A Large-Scale Optimization Model for Replicating Portfolios in the Life Insurance Industry 0 0 2 38 0 1 15 96
A Polynomial Optimization Approach to Principal-Agent Problems 0 0 1 24 0 1 7 56
Approximate Versus Exact Equilibria 0 0 0 137 0 2 11 516
Approximate Versus Exact Equilibria 0 0 0 69 0 2 14 257
Asset Prices with Temporary Shocks to Consumption 0 0 0 17 0 0 8 39
Asset Pricing in Models with incomplete markets and default 0 0 0 0 0 0 18 364
Asset Trading Volume with Dynamically Complete Markets and Heterogeneous Agents 0 0 0 224 1 2 11 706
Bond Ladders and Optimal Portfolios 0 0 0 66 0 0 9 248
Bond Portfolios and Two-Fund Separation in the Lucas Asset-Pricing Model 0 0 0 141 1 1 9 510
Collateral Requirements and Asset Prices 0 0 0 18 0 2 14 149
Collateral Requirements and Asset Prices 0 0 0 11 1 2 11 157
Collateral requirements and asset prices 0 0 0 79 0 1 13 131
Competitive Equilibria in Semi-Algebraic Economies 0 0 0 85 0 0 8 195
Computational General Equilibrium with Incomplete Assets 0 0 0 0 1 1 8 125
Computing Equilibria in Finance Economies with Incomplete Markets and Transaction Costs 0 0 0 90 0 2 10 373
Computing equilibria in finance economies with incomplete markets and transaction costs 0 0 0 1 0 0 6 12
Controlling Price Volatility Through Financial Innovation 0 0 0 95 0 2 11 286
Controlling Price Volatility Through Financial Innovation 0 0 0 0 0 0 8 20
Controlling price volatility through financial innovation 0 0 0 21 0 0 6 84
Demand Uncertainty and Risk-aversion: Why Price Caps May Lead to Higher Prices 0 0 0 91 0 0 14 306
Dynamic Principal-Agent Models 0 0 1 83 0 2 17 84
Dynamic Principal–Agent Models 0 0 1 33 0 0 18 66
Evidence of the effect of domicile on corporate average effective tax rates in the European Union 0 0 0 65 0 0 9 271
Excess price volatility and financial innovation 0 0 0 0 0 0 5 23
Finding All Pure-Strategy Equilibria in Static and Dynamic Games with Continuous Strategies 1 1 1 32 1 1 11 155
Higher-Order Dynamics in Asset-Pricing Models with Recursive Preferences 0 0 0 31 0 1 8 50
Higher-Order Effects in Asset-Pricing Models with Long-Run Risks 0 0 0 67 2 4 19 192
INCOMPLETE MARKETS, TRANSITORY SHOCKS AND WELFARE 0 0 0 0 0 2 10 173
Incomplete Markets, Transitory Shocks and Welfare 0 0 0 70 0 0 17 397
Incomplete Markets, Transitory Shocks, and Welfare 0 0 0 74 0 0 22 382
Life-Cycle Portfolio Choice, the Wealth Distribution and Asset Prices 0 0 0 47 0 0 7 118
Life-Cycle Portfolio Choice, the Wealth Distribution and Asset Prices 0 0 0 57 1 1 14 195
Long-Run UIP Holds Even in the Short Run 0 0 0 0 0 1 12 38
MONOPOLISTIC SECURITY DESIGN IN FINANCE ECONOMIES 0 0 0 50 0 0 8 114
Margin Regulation and Volatility 0 0 0 2 0 1 10 30
Margin Requirements and Asset Prices 0 0 0 38 0 0 7 114
Margin regulation and volatility 0 0 1 22 0 0 5 120
Monopolistic Security Design in Finance Economies 0 0 0 94 0 1 11 345
New and Revised Results for 'Building Reputation for Contract Renewal: Implications for Performance Dynamics and Contract Duration' 0 0 1 46 0 1 10 53
Non-parametric counterfactual analysis in dynamic general equilibrium 0 0 0 24 0 1 20 132
Non-parametric counterfactual analysis in dynamic general equilibrium 0 0 0 74 0 0 8 236
Optimal Policies for Patent Races 0 0 0 0 0 0 9 217
Optimal Rules for Patent Races 0 0 0 286 0 1 24 845
Optimal Rules for Patent Races 0 0 0 41 0 1 19 241
Optimal and Naive Diversification in Currency Markets 0 1 1 5 0 2 23 57
Price Caps and Uncertain Demands 0 0 0 133 1 2 15 349
Re-Use of Collateral: Leverage, Volatility, and Welfare 0 0 0 25 1 1 11 63
Re-use of Collateral: Leverage, Volatility, and Welfare 0 0 0 34 0 2 23 108
Re-use of collateral: leverage, volatility, and welfare 0 0 0 17 1 2 15 92
Stationary Equilibria in Asset-Pricing Models with Incomplete Markets and Collateral 0 0 0 255 0 0 11 615
Statistical Approximation of High-Dimensional Climate Models 0 0 0 44 0 0 11 101
The Perils of Performance Measurement in the German Mutual-Fund Industry 0 0 0 0 0 1 5 14
Two-Fund Separation in Dynamic General Equilibrium 0 0 0 30 0 1 12 154
Two-Fund Separation in Dynamic General Equilibrium 0 0 0 42 0 1 12 223
Total Working Papers 1 2 9 3,029 12 50 663 11,349

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Large-Scale Optimization Model for Replicating Portfolios in the Life Insurance Industry 1 2 5 8 4 5 20 28
A Note on the Non-proportionality of Winning Probabilities in Bitcoin 0 0 0 0 0 0 7 7
A Polynomial Optimization Approach to Principal–Agent Problems 0 0 0 9 0 0 9 95
Approximate versus Exact Equilibria in Dynamic Economies 0 0 0 85 1 1 16 313
Asset Trading Volume with Dynamically Complete Markets and Heterogeneous Agents 0 0 0 3 0 2 11 28
Asset prices with non-permanent shocks to consumption 0 0 0 6 1 2 23 54
Asset pricing with heterogeneous agents and long-run risk 0 0 0 19 0 1 18 80
Bond Ladders and Optimal Portfolios 0 0 1 30 0 0 17 165
COLLATERAL REQUIREMENTS AND ASSET PRICES 0 0 0 3 0 2 9 28
Competitive equilibria in semi-algebraic economies 0 0 0 41 0 1 7 142
Computing Economic Equilibria Using Projection Methods 0 0 0 18 0 1 7 46
Computing Equilibria in Stochastic Finance Economies 0 0 0 73 1 1 9 455
Computing equilibria in finance economies with incomplete markets and transaction costs 0 0 0 44 0 0 7 203
Computing equilibria in infinite-horizon finance economies: The case of one asset 0 0 1 109 0 1 9 341
Computing equilibria in the general equilibrium model with incomplete asset markets 0 0 0 66 0 0 5 168
Discrete‐time dynamic principal–agent models: Contraction mapping theorem and computational treatment 0 0 1 4 1 2 13 29
Excess price volatility and financial innovation 0 0 0 43 1 1 14 190
Existence of the Wealth-Consumption Ratio in Asset Pricing Models with Recursive Preferences 0 0 1 4 0 0 5 14
Financial Innovation and Asset Price Volatility 0 0 0 40 0 1 10 236
Finding all pure‐strategy equilibria in games with continuous strategies 0 0 0 9 0 1 9 67
General equilibrium models and homotopy methods 2 3 3 195 3 5 15 390
Generic inefficiency of equilibria in the general equilibrium model with incomplete asset markets and infinite time 0 0 0 47 0 0 8 247
Higher Order Effects in Asset Pricing Models with Long‐Run Risks 0 0 1 20 2 2 16 140
Incomplete Markets, Transitory Shocks, and Welfare 0 0 0 171 0 0 3 928
Introduction: Einführung 0 0 0 1 1 1 10 25
Margin regulation and volatility 0 0 0 26 0 2 17 126
Monopolistic security design in finance economies 0 0 0 42 0 0 7 317
Non-parametric counterfactual analysis in dynamic general equilibrium 0 0 0 15 0 0 14 143
OPTIMAL RULES FOR PATENT RACES 0 0 1 44 0 1 17 218
On Price Caps Under Uncertainty 0 1 1 91 1 4 28 361
Optimal and Naive Diversification in Currency Markets 0 0 1 16 0 2 20 85
RECURSIVE EQUILIBRIA IN ECONOMIES WITH INCOMPLETE MARKETS 0 0 1 74 0 1 10 172
Re-use of collateral: Leverage, volatility, and welfare 0 0 1 13 0 2 21 92
Reply to "Asset trading volume in infinite-horizon economies with dynamically complete markets and heterogeneous agents: Comment" 0 0 0 45 0 0 6 157
Stationary Equilibria in Asset-Pricing Models with Incomplete Markets and Collateral 0 0 0 210 0 1 16 615
Statistical approximation of high-dimensional climate models 0 0 0 5 0 1 12 44
Tackling Multiplicity of Equilibria with Gröbner Bases 0 1 1 3 0 2 11 23
The Social Cost of Carbon When We Wish for Full-Path Robustness 0 0 3 15 0 0 13 39
The fundamental problem with ESG? Conflicting letters 0 0 2 30 0 3 17 82
Two-fund separation in dynamic general equilibrium 0 0 0 43 2 2 9 303
Uniqueness of Steady States in Models with Overlapping Generations 0 0 0 28 0 1 9 136
Total Journal Articles 3 7 24 1,748 18 52 504 7,332
2 registered items for which data could not be found

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Approximate Versus Exact Equilibria in Dynamic Economies 0 0 0 0 0 0 7 14
Total Chapters 0 0 0 0 0 0 7 14

Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Code and data files for "Re-use of collateral: Leverage, volatility, and welfare" 0 0 0 37 0 0 7 86
Total Software Items 0 0 0 37 0 0 7 86

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Statistics updated 2026-10-11