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 0 13 351
A Large-Scale Optimization Model for Replicating Portfolios in the Life Insurance Industry 0 0 3 38 1 1 16 96
A Polynomial Optimization Approach to Principal-Agent Problems 0 0 2 24 0 0 7 55
Approximate Versus Exact Equilibria 0 0 0 69 1 2 14 256
Approximate Versus Exact Equilibria 0 0 0 137 0 0 9 514
Asset Prices with Temporary Shocks to Consumption 0 0 0 17 0 0 9 39
Asset Pricing in Models with incomplete markets and default 0 0 0 0 0 0 19 364
Asset Trading Volume with Dynamically Complete Markets and Heterogeneous Agents 0 0 0 224 1 1 10 705
Bond Ladders and Optimal Portfolios 0 0 0 66 0 1 9 248
Bond Portfolios and Two-Fund Separation in the Lucas Asset-Pricing Model 0 0 0 141 0 0 8 509
Collateral Requirements and Asset Prices 0 0 0 11 0 1 9 155
Collateral Requirements and Asset Prices 0 0 0 18 1 1 13 148
Collateral requirements and asset prices 0 0 0 79 0 1 12 130
Competitive Equilibria in Semi-Algebraic Economies 0 0 0 85 0 1 8 195
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 6 12
Controlling Price Volatility Through Financial Innovation 0 0 0 95 0 2 9 284
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 1 6 84
Demand Uncertainty and Risk-aversion: Why Price Caps May Lead to Higher Prices 0 0 0 91 0 1 14 306
Dynamic Principal-Agent Models 0 0 1 83 0 1 16 82
Dynamic Principal–Agent Models 0 0 1 33 0 1 20 66
Evidence of the effect of domicile on corporate average effective tax rates in the European Union 0 0 0 65 0 2 10 271
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 0 0 0 31 0 1 10 154
Higher-Order Dynamics in Asset-Pricing Models with Recursive Preferences 0 0 0 31 0 0 7 49
Higher-Order Effects in Asset-Pricing Models with Long-Run Risks 0 0 0 67 1 2 16 189
INCOMPLETE MARKETS, TRANSITORY SHOCKS AND WELFARE 0 0 0 0 0 1 8 171
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 2 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 0 0 13 194
Long-Run UIP Holds Even in the Short Run 0 0 0 0 0 0 11 37
MONOPOLISTIC SECURITY DESIGN IN FINANCE ECONOMIES 0 0 0 50 0 0 8 114
Margin Regulation and Volatility 0 0 0 2 0 2 9 29
Margin Requirements and Asset Prices 0 0 0 38 0 1 7 114
Margin regulation and volatility 0 0 1 22 0 1 5 120
Monopolistic Security Design in Finance Economies 0 0 0 94 1 1 12 345
New and Revised Results for 'Building Reputation for Contract Renewal: Implications for Performance Dynamics and Contract Duration' 0 0 1 46 1 1 10 53
Non-parametric counterfactual analysis in dynamic general equilibrium 0 0 0 74 0 1 8 236
Non-parametric counterfactual analysis in dynamic general equilibrium 0 0 0 24 0 0 19 131
Optimal Policies for Patent Races 0 0 0 0 0 0 9 217
Optimal Rules for Patent Races 0 0 0 41 0 0 18 240
Optimal Rules for Patent Races 0 0 0 286 1 3 25 845
Optimal and Naive Diversification in Currency Markets 1 1 1 5 2 3 23 57
Price Caps and Uncertain Demands 0 0 0 133 1 2 15 348
Re-Use of Collateral: Leverage, Volatility, and Welfare 0 0 0 25 0 0 11 62
Re-use of Collateral: Leverage, Volatility, and Welfare 0 0 0 34 1 4 23 107
Re-use of collateral: leverage, volatility, and welfare 0 0 0 17 1 2 15 91
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 1 11 101
The Perils of Performance Measurement in the German Mutual-Fund Industry 0 0 0 0 0 1 5 13
Two-Fund Separation in Dynamic General Equilibrium 0 0 0 42 0 0 12 222
Two-Fund Separation in Dynamic General Equilibrium 0 0 0 30 0 0 11 153
Total Working Papers 1 1 10 3,028 13 47 643 11,312

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 3 4 7 1 4 16 24
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 1 9 0 1 10 95
Approximate versus Exact Equilibria in Dynamic Economies 0 0 0 85 0 0 16 312
Asset Trading Volume with Dynamically Complete Markets and Heterogeneous Agents 0 0 0 3 1 1 10 27
Asset prices with non-permanent shocks to consumption 0 0 0 6 0 2 22 52
Asset pricing with heterogeneous agents and long-run risk 0 0 1 19 1 3 19 80
Bond Ladders and Optimal Portfolios 0 0 1 30 0 1 18 165
COLLATERAL REQUIREMENTS AND ASSET PRICES 0 0 0 3 1 2 9 27
Competitive equilibria in semi-algebraic economies 0 0 0 41 0 0 7 141
Computing Economic Equilibria Using Projection Methods 0 0 0 18 0 1 7 45
Computing Equilibria in Stochastic Finance Economies 0 0 0 73 0 1 8 454
Computing equilibria in finance economies with incomplete markets and transaction costs 0 0 0 44 0 1 8 203
Computing equilibria in infinite-horizon finance economies: The case of one asset 0 0 1 109 1 1 12 341
Computing equilibria in the general equilibrium model with incomplete asset markets 0 0 0 66 0 1 5 168
Discrete‐time dynamic principal–agent models: Contraction mapping theorem and computational treatment 0 0 1 4 0 0 12 27
Excess price volatility and financial innovation 0 0 0 43 0 0 13 189
Existence of the Wealth-Consumption Ratio in Asset Pricing Models with Recursive Preferences 0 0 2 4 0 0 7 14
Financial Innovation and Asset Price Volatility 0 0 0 40 0 2 9 235
Finding all pure‐strategy equilibria in games with continuous strategies 0 0 0 9 0 0 9 66
General equilibrium models and homotopy methods 0 0 0 192 0 1 10 385
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 0 2 15 138
Incomplete Markets, Transitory Shocks, and Welfare 0 0 0 171 0 0 3 928
Introduction: Einführung 0 0 0 1 0 0 9 24
Margin regulation and volatility 0 0 0 26 0 1 16 124
Monopolistic security design in finance economies 0 0 0 42 0 1 7 317
Non-parametric counterfactual analysis in dynamic general equilibrium 0 0 0 15 0 0 14 143
OPTIMAL RULES FOR PATENT RACES 0 1 1 44 1 2 19 218
On Price Caps Under Uncertainty 1 1 1 91 3 6 27 360
Optimal and Naive Diversification in Currency Markets 0 0 1 16 1 3 21 84
RECURSIVE EQUILIBRIA IN ECONOMIES WITH INCOMPLETE MARKETS 0 0 3 74 1 1 16 172
Re-use of collateral: Leverage, volatility, and welfare 0 1 1 13 1 3 25 91
Reply to "Asset trading volume in infinite-horizon economies with dynamically complete markets and heterogeneous agents: Comment" 0 0 0 45 0 0 8 157
Stationary Equilibria in Asset-Pricing Models with Incomplete Markets and Collateral 0 0 0 210 0 1 15 614
Statistical approximation of high-dimensional climate models 0 0 0 5 0 1 11 43
Tackling Multiplicity of Equilibria with Gröbner Bases 1 1 1 3 2 2 11 23
The Social Cost of Carbon When We Wish for Full-Path Robustness 0 1 4 15 0 2 14 39
The fundamental problem with ESG? Conflicting letters 0 0 2 30 1 3 17 80
Two-fund separation in dynamic general equilibrium 0 0 0 43 0 1 7 301
Uniqueness of Steady States in Models with Overlapping Generations 0 0 0 28 1 3 9 136
Total Journal Articles 3 8 26 1,744 16 54 506 7,296
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 1 7 14
Total Chapters 0 0 0 0 0 1 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 1 7 86
Total Software Items 0 0 0 37 0 1 7 86

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Statistics updated 2026-08-07