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 5 15 95
A Polynomial Optimization Approach to Principal-Agent Problems 0 0 2 24 0 2 7 55
Approximate Versus Exact Equilibria 0 0 0 69 0 3 13 255
Approximate Versus Exact Equilibria 0 0 0 137 0 1 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 19 364
Asset Trading Volume with Dynamically Complete Markets and Heterogeneous Agents 0 0 0 224 0 2 9 704
Bond Ladders and Optimal Portfolios 0 0 0 66 0 4 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 18 0 1 12 147
Collateral Requirements and Asset Prices 0 0 0 11 1 2 9 155
Collateral requirements and asset prices 0 0 0 79 1 3 12 130
Competitive Equilibria in Semi-Algebraic Economies 0 0 0 85 0 2 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 1 1 6 12
Controlling Price Volatility Through Financial Innovation 0 0 0 95 1 4 9 284
Controlling Price Volatility Through Financial Innovation 0 0 0 0 0 3 8 20
Controlling price volatility through financial innovation 0 0 0 21 1 2 6 84
Demand Uncertainty and Risk-aversion: Why Price Caps May Lead to Higher Prices 0 0 0 91 0 6 14 306
Dynamic Principal-Agent Models 0 0 1 83 0 5 16 82
Dynamic Principal–Agent Models 0 0 1 33 0 3 21 66
Evidence of the effect of domicile on corporate average effective tax rates in the European Union 0 0 0 65 1 3 10 271
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 0 2 10 154
Higher-Order Dynamics in Asset-Pricing Models with Recursive Preferences 0 0 0 31 0 1 7 49
Higher-Order Effects in Asset-Pricing Models with Long-Run Risks 0 0 0 67 0 3 15 188
INCOMPLETE MARKETS, TRANSITORY SHOCKS AND WELFARE 0 0 0 0 0 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 2 4 22 382
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 1 11 37
MONOPOLISTIC SECURITY DESIGN IN FINANCE ECONOMIES 0 0 0 50 0 1 8 114
Margin Regulation and Volatility 0 0 0 2 1 4 9 29
Margin Requirements and Asset Prices 0 0 0 38 0 1 7 114
Margin regulation and volatility 0 1 1 22 0 3 5 120
Monopolistic Security Design in Finance Economies 0 0 0 94 0 4 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 24 0 4 19 131
Non-parametric counterfactual analysis in dynamic general equilibrium 0 0 0 74 0 2 8 236
Optimal Policies for Patent Races 0 0 0 0 0 1 9 217
Optimal Rules for Patent Races 0 0 0 286 1 7 24 844
Optimal Rules for Patent Races 0 0 0 41 0 4 18 240
Optimal and Naive Diversification in Currency Markets 0 0 0 4 0 3 21 55
Price Caps and Uncertain Demands 0 0 0 133 0 4 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 0 6 22 106
Re-use of collateral: leverage, volatility, and welfare 0 0 0 17 0 2 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 0 1 11 101
The Perils of Performance Measurement in the German Mutual-Fund Industry 0 0 0 0 0 2 5 13
Two-Fund Separation in Dynamic General Equilibrium 0 0 0 42 0 2 12 222
Two-Fund Separation in Dynamic General Equilibrium 0 0 0 30 0 4 11 153
Total Working Papers 0 2 9 3,027 10 148 634 11,299

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 0 2 3 6 0 6 15 23
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 4 12 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 0 3 10 26
Asset prices with non-permanent shocks to consumption 0 0 0 6 1 9 22 52
Asset pricing with heterogeneous agents and long-run risk 0 0 1 19 1 3 18 79
Bond Ladders and Optimal Portfolios 0 0 1 30 0 8 18 165
COLLATERAL REQUIREMENTS AND ASSET PRICES 0 0 0 3 0 2 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 0 2 8 45
Computing Equilibria in Stochastic Finance Economies 0 0 0 73 1 4 8 454
Computing equilibria in finance economies with incomplete markets and transaction costs 0 0 0 44 0 2 8 203
Computing equilibria in infinite-horizon finance economies: The case of one asset 0 0 1 109 0 1 12 340
Computing equilibria in the general equilibrium model with incomplete asset markets 0 0 0 66 0 1 6 168
Discrete‐time dynamic principal–agent models: Contraction mapping theorem and computational treatment 0 0 1 4 0 5 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 1 2 4 0 1 7 14
Financial Innovation and Asset Price Volatility 0 0 0 40 0 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 0 3 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 4 17 138
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 0 6 17 124
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 5 14 143
OPTIMAL RULES FOR PATENT RACES 0 1 1 44 0 5 19 217
On Price Caps Under Uncertainty 0 0 0 90 2 8 27 357
Optimal and Naive Diversification in Currency Markets 0 0 1 16 0 5 21 83
RECURSIVE EQUILIBRIA IN ECONOMIES WITH INCOMPLETE MARKETS 0 0 3 74 0 0 15 171
Re-use of collateral: Leverage, volatility, and welfare 1 1 1 13 1 5 25 90
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 1 3 15 614
Statistical approximation of high-dimensional climate models 0 0 0 5 1 2 11 43
Tackling Multiplicity of Equilibria with Gröbner Bases 0 0 0 2 0 1 10 21
The Social Cost of Carbon When We Wish for Full-Path Robustness 0 1 4 15 1 4 16 39
The fundamental problem with ESG? Conflicting letters 0 0 2 30 0 4 17 79
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 2 9 135
Total Journal Articles 1 6 23 1,741 11 123 513 7,280
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 1 3 7 14
Total Chapters 0 0 0 0 1 3 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 1 2 7 86
Total Software Items 0 0 0 37 1 2 7 86

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-07-10