| 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 |
3 |
338 |
| A Large-Scale Optimization Model for Replicating Portfolios in the Life Insurance Industry |
0 |
0 |
2 |
35 |
0 |
0 |
5 |
80 |
| A Polynomial Optimization Approach to Principal-Agent Problems |
0 |
0 |
0 |
22 |
0 |
0 |
1 |
47 |
| Approximate Versus Exact Equilibria |
0 |
0 |
0 |
69 |
0 |
0 |
2 |
242 |
| Approximate Versus Exact Equilibria |
0 |
0 |
0 |
137 |
0 |
0 |
0 |
505 |
| Asset Prices with Temporary Shocks to Consumption |
0 |
0 |
0 |
17 |
0 |
0 |
1 |
30 |
| Asset Pricing in Models with incomplete markets and default |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
344 |
| Asset Trading Volume with Dynamically Complete Markets and Heterogeneous Agents |
0 |
0 |
0 |
224 |
0 |
0 |
0 |
695 |
| Bond Ladders and Optimal Portfolios |
0 |
0 |
0 |
66 |
0 |
1 |
2 |
239 |
| Bond Portfolios and Two-Fund Separation in the Lucas Asset-Pricing Model |
0 |
0 |
1 |
141 |
0 |
0 |
2 |
501 |
| Collateral Requirements and Asset Prices |
0 |
0 |
0 |
11 |
0 |
0 |
0 |
146 |
| Collateral Requirements and Asset Prices |
0 |
0 |
0 |
18 |
0 |
0 |
1 |
135 |
| Collateral requirements and asset prices |
0 |
0 |
0 |
79 |
0 |
0 |
1 |
118 |
| Competitive Equilibria in Semi-Algebraic Economies |
0 |
0 |
0 |
85 |
0 |
0 |
0 |
186 |
| Computational General Equilibrium with Incomplete Assets |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
117 |
| Computing Equilibria in Finance Economies with Incomplete Markets and Transaction Costs |
0 |
0 |
0 |
90 |
0 |
0 |
0 |
363 |
| Computing equilibria in finance economies with incomplete markets and transaction costs |
0 |
0 |
0 |
1 |
1 |
1 |
1 |
6 |
| Controlling Price Volatility Through Financial Innovation |
0 |
0 |
0 |
95 |
0 |
0 |
0 |
275 |
| Controlling Price Volatility Through Financial Innovation |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
12 |
| Controlling price volatility through financial innovation |
0 |
0 |
0 |
21 |
0 |
0 |
1 |
78 |
| Demand Uncertainty and Risk-aversion: Why Price Caps May Lead to Higher Prices |
0 |
0 |
0 |
91 |
0 |
0 |
1 |
291 |
| Dynamic Principal-Agent Models |
1 |
1 |
4 |
81 |
1 |
1 |
5 |
65 |
| Dynamic Principal–Agent Models |
0 |
0 |
0 |
32 |
0 |
0 |
1 |
45 |
| Evidence of the effect of domicile on corporate average effective tax rates in the European Union |
0 |
0 |
2 |
65 |
1 |
1 |
4 |
260 |
| Excess price volatility and financial innovation |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
18 |
| Finding All Pure-Strategy Equilibria in Static and Dynamic Games with Continuous Strategies |
0 |
0 |
0 |
31 |
0 |
0 |
0 |
144 |
| Higher-Order Dynamics in Asset-Pricing Models with Recursive Preferences |
0 |
0 |
0 |
31 |
0 |
0 |
1 |
42 |
| Higher-Order Effects in Asset-Pricing Models with Long-Run Risks |
0 |
0 |
1 |
67 |
0 |
1 |
5 |
172 |
| INCOMPLETE MARKETS, TRANSITORY SHOCKS AND WELFARE |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
163 |
| Incomplete Markets, Transitory Shocks and Welfare |
0 |
0 |
0 |
70 |
0 |
0 |
1 |
380 |
| Incomplete Markets, Transitory Shocks, and Welfare |
0 |
0 |
0 |
74 |
0 |
0 |
1 |
360 |
| Life-Cycle Portfolio Choice, the Wealth Distribution and Asset Prices |
0 |
0 |
0 |
47 |
0 |
0 |
1 |
110 |
| Life-Cycle Portfolio Choice, the Wealth Distribution and Asset Prices |
0 |
0 |
0 |
57 |
0 |
0 |
1 |
181 |
| Long-Run UIP Holds Even in the Short Run |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
26 |
| MONOPOLISTIC SECURITY DESIGN IN FINANCE ECONOMIES |
0 |
0 |
0 |
50 |
0 |
0 |
0 |
106 |
| Margin Regulation and Volatility |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
20 |
| Margin Requirements and Asset Prices |
0 |
0 |
0 |
38 |
0 |
0 |
0 |
107 |
| Margin regulation and volatility |
0 |
0 |
0 |
21 |
0 |
1 |
2 |
115 |
| Monopolistic Security Design in Finance Economies |
0 |
0 |
0 |
94 |
0 |
0 |
1 |
333 |
| New and Revised Results for 'Building Reputation for Contract Renewal: Implications for Performance Dynamics and Contract Duration' |
0 |
0 |
0 |
45 |
0 |
0 |
1 |
42 |
| Non-parametric counterfactual analysis in dynamic general equilibrium |
0 |
0 |
0 |
74 |
1 |
1 |
1 |
227 |
| Non-parametric counterfactual analysis in dynamic general equilibrium |
0 |
0 |
0 |
24 |
0 |
0 |
0 |
112 |
| Optimal Policies for Patent Races |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
208 |
| Optimal Rules for Patent Races |
0 |
0 |
0 |
286 |
1 |
4 |
7 |
820 |
| Optimal Rules for Patent Races |
0 |
0 |
0 |
41 |
0 |
8 |
8 |
222 |
| Optimal and Naive Diversification in Currency Markets |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
34 |
| Price Caps and Uncertain Demands |
0 |
0 |
0 |
133 |
0 |
0 |
1 |
333 |
| Re-Use of Collateral: Leverage, Volatility, and Welfare |
0 |
0 |
0 |
25 |
0 |
1 |
2 |
51 |
| Re-use of Collateral: Leverage, Volatility, and Welfare |
0 |
0 |
0 |
34 |
0 |
0 |
1 |
84 |
| Re-use of collateral: leverage, volatility, and welfare |
0 |
1 |
1 |
17 |
0 |
1 |
3 |
76 |
| Stationary Equilibria in Asset-Pricing Models with Incomplete Markets and Collateral |
0 |
0 |
0 |
255 |
0 |
0 |
3 |
604 |
| Statistical Approximation of High-Dimensional Climate Models |
0 |
0 |
0 |
44 |
0 |
0 |
0 |
90 |
| The Perils of Performance Measurement in the German Mutual-Fund Industry |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
8 |
| Two-Fund Separation in Dynamic General Equilibrium |
0 |
0 |
1 |
30 |
0 |
0 |
2 |
141 |
| Two-Fund Separation in Dynamic General Equilibrium |
0 |
0 |
0 |
42 |
0 |
0 |
0 |
210 |
| Total Working Papers |
1 |
2 |
12 |
3,017 |
6 |
22 |
75 |
10,657 |
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