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 3 7 10 348
A Large-Scale Optimization Model for Replicating Portfolios in the Life Insurance Industry 0 2 3 38 0 7 9 89
A Polynomial Optimization Approach to Principal-Agent Problems 0 0 1 23 0 2 5 52
Approximate Versus Exact Equilibria 0 0 0 69 0 7 10 252
Approximate Versus Exact Equilibria 0 0 0 137 2 5 7 512
Asset Prices with Temporary Shocks to Consumption 0 0 0 17 1 6 7 37
Asset Pricing in Models with incomplete markets and default 0 0 0 0 5 15 17 361
Asset Trading Volume with Dynamically Complete Markets and Heterogeneous Agents 0 0 0 224 0 5 6 701
Bond Ladders and Optimal Portfolios 0 0 0 66 0 4 5 243
Bond Portfolios and Two-Fund Separation in the Lucas Asset-Pricing Model 0 0 0 141 2 5 6 507
Collateral Requirements and Asset Prices 0 0 0 11 2 5 6 152
Collateral Requirements and Asset Prices 0 0 0 18 1 7 10 145
Collateral requirements and asset prices 0 0 0 79 1 4 6 124
Competitive Equilibria in Semi-Algebraic Economies 0 0 0 85 0 3 6 192
Computational General Equilibrium with Incomplete Assets 0 0 0 0 3 6 7 124
Computing Equilibria in Finance Economies with Incomplete Markets and Transaction Costs 0 0 0 90 0 5 8 371
Computing equilibria in finance economies with incomplete markets and transaction costs 0 0 0 1 1 3 5 10
Controlling Price Volatility Through Financial Innovation 0 0 0 0 1 4 4 16
Controlling Price Volatility Through Financial Innovation 0 0 0 95 1 5 5 280
Controlling price volatility through financial innovation 0 0 0 21 2 4 4 82
Demand Uncertainty and Risk-aversion: Why Price Caps May Lead to Higher Prices 0 0 0 91 1 7 9 300
Dynamic Principal-Agent Models 0 0 3 83 5 9 13 77
Dynamic Principal–Agent Models 0 0 1 33 2 7 16 61
Evidence of the effect of domicile on corporate average effective tax rates in the European Union 0 0 0 65 0 6 9 268
Excess price volatility and financial innovation 0 0 0 0 2 4 4 22
Finding All Pure-Strategy Equilibria in Static and Dynamic Games with Continuous Strategies 0 0 0 31 0 5 7 151
Higher-Order Dynamics in Asset-Pricing Models with Recursive Preferences 0 0 0 31 1 5 5 47
Higher-Order Effects in Asset-Pricing Models with Long-Run Risks 0 0 0 67 3 9 13 184
INCOMPLETE MARKETS, TRANSITORY SHOCKS AND WELFARE 0 0 0 0 1 4 5 168
Incomplete Markets, Transitory Shocks and Welfare 0 0 0 70 4 12 13 393
Incomplete Markets, Transitory Shocks, and Welfare 0 0 0 74 2 14 16 376
Life-Cycle Portfolio Choice, the Wealth Distribution and Asset Prices 0 0 0 57 2 10 10 191
Life-Cycle Portfolio Choice, the Wealth Distribution and Asset Prices 0 0 0 47 2 5 6 116
Long-Run UIP Holds Even in the Short Run 0 0 0 0 4 8 9 35
MONOPOLISTIC SECURITY DESIGN IN FINANCE ECONOMIES 0 0 0 50 2 4 5 111
Margin Regulation and Volatility 0 0 0 2 1 2 4 24
Margin Requirements and Asset Prices 0 0 0 38 1 4 6 113
Margin regulation and volatility 0 0 0 21 0 1 3 117
Monopolistic Security Design in Finance Economies 0 0 0 94 2 3 4 337
New and Revised Results for 'Building Reputation for Contract Renewal: Implications for Performance Dynamics and Contract Duration' 0 0 0 45 1 4 6 48
Non-parametric counterfactual analysis in dynamic general equilibrium 0 0 0 24 1 9 14 126
Non-parametric counterfactual analysis in dynamic general equilibrium 0 0 0 74 0 5 8 234
Optimal Policies for Patent Races 0 0 0 0 1 7 9 216
Optimal Rules for Patent Races 0 0 0 41 3 13 21 235
Optimal Rules for Patent Races 0 0 0 286 0 6 18 834
Optimal and Naive Diversification in Currency Markets 0 0 0 4 2 7 9 43
Price Caps and Uncertain Demands 0 0 0 133 0 4 9 342
Re-Use of Collateral: Leverage, Volatility, and Welfare 0 0 0 25 1 4 10 60
Re-use of Collateral: Leverage, Volatility, and Welfare 0 0 0 34 3 9 13 97
Re-use of collateral: leverage, volatility, and welfare 0 0 1 17 2 7 11 86
Stationary Equilibria in Asset-Pricing Models with Incomplete Markets and Collateral 0 0 0 255 1 8 10 614
Statistical Approximation of High-Dimensional Climate Models 0 0 0 44 2 6 7 97
The Perils of Performance Measurement in the German Mutual-Fund Industry 0 0 0 0 0 0 3 11
Two-Fund Separation in Dynamic General Equilibrium 0 0 0 30 0 4 6 147
Two-Fund Separation in Dynamic General Equilibrium 0 0 0 42 1 5 8 218
Total Working Papers 0 2 9 3,024 78 326 462 11,097

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 1 2 4 3 8 10 17
A Note on the Non-proportionality of Winning Probabilities in Bitcoin 0 0 0 0 0 4 5 5
A Polynomial Optimization Approach to Principal–Agent Problems 0 0 1 9 1 3 8 91
Approximate versus Exact Equilibria in Dynamic Economies 0 0 0 85 2 10 15 311
Asset Trading Volume with Dynamically Complete Markets and Heterogeneous Agents 0 0 1 3 0 4 7 22
Asset prices with non-permanent shocks to consumption 0 0 1 6 2 8 13 42
Asset pricing with heterogeneous agents and long-run risk 0 0 2 19 4 8 19 75
Bond Ladders and Optimal Portfolios 0 1 1 30 4 7 11 157
COLLATERAL REQUIREMENTS AND ASSET PRICES 0 0 0 3 0 3 4 22
Competitive equilibria in semi-algebraic economies 0 0 0 41 3 6 7 141
Computing Economic Equilibria Using Projection Methods 0 0 1 18 1 4 7 43
Computing Equilibria in Stochastic Finance Economies 0 0 0 73 3 4 4 450
Computing equilibria in finance economies with incomplete markets and transaction costs 0 0 1 44 1 5 7 201
Computing equilibria in infinite-horizon finance economies: The case of one asset 0 0 1 109 1 4 10 338
Computing equilibria in the general equilibrium model with incomplete asset markets 0 0 0 66 1 1 3 165
Discrete‐time dynamic principal–agent models: Contraction mapping theorem and computational treatment 0 0 1 4 0 3 6 21
Excess price volatility and financial innovation 0 0 0 43 3 12 12 188
Existence of the Wealth-Consumption Ratio in Asset Pricing Models with Recursive Preferences 0 0 1 3 0 2 6 13
Financial Innovation and Asset Price Volatility 0 0 0 40 0 4 6 230
Finding all pure‐strategy equilibria in games with continuous strategies 0 0 0 9 3 6 9 65
General equilibrium models and homotopy methods 0 0 0 192 0 3 9 381
Generic inefficiency of equilibria in the general equilibrium model with incomplete asset markets and infinite time 0 0 0 47 1 7 7 246
Higher Order Effects in Asset Pricing Models with Long‐Run Risks 1 1 1 20 2 6 12 132
Incomplete Markets, Transitory Shocks, and Welfare 0 0 0 171 0 2 2 927
Introduction: Einführung 0 0 0 1 1 6 7 22
Margin regulation and volatility 0 0 0 26 2 7 13 118
Monopolistic security design in finance economies 0 0 0 42 0 5 6 316
Non-parametric counterfactual analysis in dynamic general equilibrium 0 0 0 15 1 5 10 138
OPTIMAL RULES FOR PATENT RACES 0 0 0 43 1 7 14 211
On Price Caps Under Uncertainty 0 0 1 90 5 13 20 347
Optimal and Naive Diversification in Currency Markets 1 1 2 16 1 7 18 76
RECURSIVE EQUILIBRIA IN ECONOMIES WITH INCOMPLETE MARKETS 0 1 4 74 2 7 15 170
Re-use of collateral: Leverage, volatility, and welfare 0 0 0 12 2 12 21 84
Reply to "Asset trading volume in infinite-horizon economies with dynamically complete markets and heterogeneous agents: Comment" 0 0 0 45 0 3 5 154
Stationary Equilibria in Asset-Pricing Models with Incomplete Markets and Collateral 0 0 0 210 4 9 12 611
Statistical approximation of high-dimensional climate models 0 0 0 5 1 6 10 41
Tackling Multiplicity of Equilibria with Gröbner Bases 0 0 0 2 1 6 10 20
The Social Cost of Carbon When We Wish for Full-Path Robustness 0 1 5 13 1 7 17 33
The fundamental problem with ESG? Conflicting letters 0 0 1 29 2 7 15 74
Two-fund separation in dynamic general equilibrium 0 0 0 43 0 5 5 299
Uniqueness of Steady States in Models with Overlapping Generations 0 0 0 28 0 5 7 132
Total Journal Articles 3 6 27 1,733 59 241 404 7,129
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 3 5 11
Total Chapters 0 0 0 0 0 3 5 11

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 1 37 0 3 5 82
Total Software Items 0 0 1 37 0 3 5 82

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Statistics updated 2026-03-04