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 0 3 13 351
A Large-Scale Optimization Model for Replicating Portfolios in the Life Insurance Industry 0 0 3 38 0 6 15 95
A Polynomial Optimization Approach to Principal-Agent Problems 0 1 2 24 0 3 8 55
Approximate Versus Exact Equilibria 0 0 0 69 1 3 13 255
Approximate Versus Exact Equilibria 0 0 0 137 0 2 9 514
Asset Prices with Temporary Shocks to Consumption 0 0 0 17 0 2 9 39
Asset Pricing in Models with incomplete markets and default 0 0 0 0 0 3 20 364
Asset Trading Volume with Dynamically Complete Markets and Heterogeneous Agents 0 0 0 224 0 3 9 704
Bond Ladders and Optimal Portfolios 0 0 0 66 1 5 9 248
Bond Portfolios and Two-Fund Separation in the Lucas Asset-Pricing Model 0 0 0 141 0 2 8 509
Collateral Requirements and Asset Prices 0 0 0 11 0 2 8 154
Collateral Requirements and Asset Prices 0 0 0 18 0 2 12 147
Collateral requirements and asset prices 0 0 0 79 0 5 11 129
Competitive Equilibria in Semi-Algebraic Economies 0 0 0 85 1 3 9 195
Computational General Equilibrium with Incomplete Assets 0 0 0 0 0 0 7 124
Computing Equilibria in Finance Economies with Incomplete Markets and Transaction Costs 0 0 0 90 0 0 8 371
Computing equilibria in finance economies with incomplete markets and transaction costs 0 0 0 1 0 1 5 11
Controlling Price Volatility Through Financial Innovation 0 0 0 0 0 4 8 20
Controlling Price Volatility Through Financial Innovation 0 0 0 95 1 3 8 283
Controlling price volatility through financial innovation 0 0 0 21 0 1 5 83
Demand Uncertainty and Risk-aversion: Why Price Caps May Lead to Higher Prices 0 0 0 91 1 6 15 306
Dynamic Principal-Agent Models 0 0 2 83 1 5 17 82
Dynamic Principal–Agent Models 0 0 1 33 1 5 21 66
Evidence of the effect of domicile on corporate average effective tax rates in the European Union 0 0 0 65 1 2 10 270
Excess price volatility and financial innovation 0 0 0 0 0 1 5 23
Finding All Pure-Strategy Equilibria in Static and Dynamic Games with Continuous Strategies 0 0 0 31 1 3 10 154
Higher-Order Dynamics in Asset-Pricing Models with Recursive Preferences 0 0 0 31 0 2 7 49
Higher-Order Effects in Asset-Pricing Models with Long-Run Risks 0 0 0 67 1 4 16 188
INCOMPLETE MARKETS, TRANSITORY SHOCKS AND WELFARE 0 0 0 0 1 3 8 171
Incomplete Markets, Transitory Shocks and Welfare 0 0 0 70 0 4 17 397
Incomplete Markets, Transitory Shocks, and Welfare 0 0 0 74 0 4 20 380
Life-Cycle Portfolio Choice, the Wealth Distribution and Asset Prices 0 0 0 57 0 3 13 194
Life-Cycle Portfolio Choice, the Wealth Distribution and Asset Prices 0 0 0 47 0 2 8 118
Long-Run UIP Holds Even in the Short Run 0 0 0 0 0 2 11 37
MONOPOLISTIC SECURITY DESIGN IN FINANCE ECONOMIES 0 0 0 50 0 3 8 114
Margin Regulation and Volatility 0 0 0 2 1 4 8 28
Margin Requirements and Asset Prices 0 0 0 38 1 1 7 114
Margin regulation and volatility 0 1 1 22 1 3 5 120
Monopolistic Security Design in Finance Economies 0 0 0 94 0 7 11 344
New and Revised Results for 'Building Reputation for Contract Renewal: Implications for Performance Dynamics and Contract Duration' 0 1 1 46 0 4 10 52
Non-parametric counterfactual analysis in dynamic general equilibrium 0 0 0 74 1 2 9 236
Non-parametric counterfactual analysis in dynamic general equilibrium 0 0 0 24 0 5 19 131
Optimal Policies for Patent Races 0 0 0 0 0 1 9 217
Optimal Rules for Patent Races 0 0 0 41 0 5 18 240
Optimal Rules for Patent Races 0 0 0 286 1 9 23 843
Optimal and Naive Diversification in Currency Markets 0 0 0 4 1 12 21 55
Price Caps and Uncertain Demands 0 0 0 133 1 5 14 347
Re-Use of Collateral: Leverage, Volatility, and Welfare 0 0 0 25 0 2 11 62
Re-use of Collateral: Leverage, Volatility, and Welfare 0 0 0 34 3 9 22 106
Re-use of collateral: leverage, volatility, and welfare 0 0 0 17 1 4 14 90
Stationary Equilibria in Asset-Pricing Models with Incomplete Markets and Collateral 0 0 0 255 0 1 11 615
Statistical Approximation of High-Dimensional Climate Models 0 0 0 44 1 4 11 101
The Perils of Performance Measurement in the German Mutual-Fund Industry 0 0 0 0 1 2 5 13
Two-Fund Separation in Dynamic General Equilibrium 0 0 0 42 0 4 12 222
Two-Fund Separation in Dynamic General Equilibrium 0 0 0 30 0 6 12 153
Total Working Papers 0 3 10 3,027 24 192 632 11,289

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 2 2 3 6 3 6 15 23
A Note on the Non-proportionality of Winning Probabilities in Bitcoin 0 0 0 0 0 2 7 7
A Polynomial Optimization Approach to Principal–Agent Problems 0 0 1 9 1 4 12 95
Approximate versus Exact Equilibria in Dynamic Economies 0 0 0 85 0 1 16 312
Asset Trading Volume with Dynamically Complete Markets and Heterogeneous Agents 0 0 1 3 0 4 11 26
Asset prices with non-permanent shocks to consumption 0 0 0 6 1 9 21 51
Asset pricing with heterogeneous agents and long-run risk 0 0 1 19 1 3 17 78
Bond Ladders and Optimal Portfolios 0 0 1 30 1 8 18 165
COLLATERAL REQUIREMENTS AND ASSET PRICES 0 0 0 3 1 4 8 26
Competitive equilibria in semi-algebraic economies 0 0 0 41 0 0 7 141
Computing Economic Equilibria Using Projection Methods 0 0 0 18 1 2 8 45
Computing Equilibria in Stochastic Finance Economies 0 0 0 73 0 3 7 453
Computing equilibria in finance economies with incomplete markets and transaction costs 0 0 1 44 1 2 9 203
Computing equilibria in infinite-horizon finance economies: The case of one asset 0 0 1 109 0 2 12 340
Computing equilibria in the general equilibrium model with incomplete asset markets 0 0 0 66 1 3 6 168
Discrete‐time dynamic principal–agent models: Contraction mapping theorem and computational treatment 0 0 1 4 0 6 12 27
Excess price volatility and financial innovation 0 0 0 43 0 1 13 189
Existence of the Wealth-Consumption Ratio in Asset Pricing Models with Recursive Preferences 0 1 2 4 0 1 7 14
Financial Innovation and Asset Price Volatility 0 0 0 40 2 5 10 235
Finding all pure‐strategy equilibria in games with continuous strategies 0 0 0 9 0 1 9 66
General equilibrium models and homotopy methods 0 0 0 192 1 4 12 385
Generic inefficiency of equilibria in the general equilibrium model with incomplete asset markets and infinite time 0 0 0 47 0 1 8 247
Higher Order Effects in Asset Pricing Models with Long‐Run Risks 0 0 1 20 1 5 16 137
Incomplete Markets, Transitory Shocks, and Welfare 0 0 0 171 0 1 3 928
Introduction: Einführung 0 0 0 1 0 2 9 24
Margin regulation and volatility 0 0 0 26 1 6 19 124
Monopolistic security design in finance economies 0 0 0 42 1 1 7 317
Non-parametric counterfactual analysis in dynamic general equilibrium 0 0 0 15 0 5 14 143
OPTIMAL RULES FOR PATENT RACES 1 1 1 44 1 6 19 217
On Price Caps Under Uncertainty 0 0 0 90 1 8 25 355
Optimal and Naive Diversification in Currency Markets 0 0 2 16 2 7 23 83
RECURSIVE EQUILIBRIA IN ECONOMIES WITH INCOMPLETE MARKETS 0 0 3 74 0 1 15 171
Re-use of collateral: Leverage, volatility, and welfare 0 0 0 12 1 5 25 89
Reply to "Asset trading volume in infinite-horizon economies with dynamically complete markets and heterogeneous agents: Comment" 0 0 0 45 0 3 8 157
Stationary Equilibria in Asset-Pricing Models with Incomplete Markets and Collateral 0 0 0 210 0 2 14 613
Statistical approximation of high-dimensional climate models 0 0 0 5 0 1 10 42
Tackling Multiplicity of Equilibria with Gröbner Bases 0 0 0 2 0 1 11 21
The Social Cost of Carbon When We Wish for Full-Path Robustness 1 2 4 15 1 5 15 38
The fundamental problem with ESG? Conflicting letters 0 1 2 30 2 5 18 79
Two-fund separation in dynamic general equilibrium 0 0 0 43 1 2 7 301
Uniqueness of Steady States in Models with Overlapping Generations 0 0 0 28 1 2 9 134
Total Journal Articles 4 7 25 1,740 27 140 512 7,269
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 2 6 13
Total Chapters 0 0 0 0 0 2 6 13

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 3 7 85
Total Software Items 0 0 0 37 0 3 7 85

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Statistics updated 2026-06-04