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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 Principalâ€“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 |