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 3 341
A Large-Scale Optimization Model for Replicating Portfolios in the Life Insurance Industry 1 1 3 37 3 4 6 85
A Polynomial Optimization Approach to Principal-Agent Problems 0 0 1 23 2 3 5 52
Approximate Versus Exact Equilibria 0 0 0 137 0 2 2 507
Approximate Versus Exact Equilibria 0 0 0 69 4 6 9 249
Asset Prices with Temporary Shocks to Consumption 0 0 0 17 1 1 3 32
Asset Pricing in Models with incomplete markets and default 0 0 0 0 4 4 6 350
Asset Trading Volume with Dynamically Complete Markets and Heterogeneous Agents 0 0 0 224 1 2 2 697
Bond Ladders and Optimal Portfolios 0 0 0 66 1 1 3 240
Bond Portfolios and Two-Fund Separation in the Lucas Asset-Pricing Model 0 0 0 141 1 2 3 503
Collateral Requirements and Asset Prices 0 0 0 18 1 4 5 139
Collateral Requirements and Asset Prices 0 0 0 11 1 2 2 148
Collateral requirements and asset prices 0 0 0 79 1 3 4 121
Competitive Equilibria in Semi-Algebraic Economies 0 0 0 85 0 2 3 189
Computational General Equilibrium with Incomplete Assets 0 0 0 0 1 2 2 119
Computing Equilibria in Finance Economies with Incomplete Markets and Transaction Costs 0 0 0 90 1 4 4 367
Computing equilibria in finance economies with incomplete markets and transaction costs 0 0 0 1 0 1 2 7
Controlling Price Volatility Through Financial Innovation 0 0 0 95 1 1 1 276
Controlling Price Volatility Through Financial Innovation 0 0 0 0 1 1 1 13
Controlling price volatility through financial innovation 0 0 0 21 1 1 1 79
Demand Uncertainty and Risk-aversion: Why Price Caps May Lead to Higher Prices 0 0 0 91 2 3 5 295
Dynamic Principal-Agent Models 0 1 5 83 1 2 8 69
Dynamic Principal–Agent Models 0 1 1 33 1 7 11 55
Evidence of the effect of domicile on corporate average effective tax rates in the European Union 0 0 0 65 2 2 5 264
Excess price volatility and financial innovation 0 0 0 0 1 1 1 19
Finding All Pure-Strategy Equilibria in Static and Dynamic Games with Continuous Strategies 0 0 0 31 2 4 4 148
Higher-Order Dynamics in Asset-Pricing Models with Recursive Preferences 0 0 0 31 1 1 2 43
Higher-Order Effects in Asset-Pricing Models with Long-Run Risks 0 0 1 67 3 5 10 178
INCOMPLETE MARKETS, TRANSITORY SHOCKS AND WELFARE 0 0 0 0 1 2 2 165
Incomplete Markets, Transitory Shocks and Welfare 0 0 0 70 3 4 4 384
Incomplete Markets, Transitory Shocks, and Welfare 0 0 0 74 2 4 5 364
Life-Cycle Portfolio Choice, the Wealth Distribution and Asset Prices 0 0 0 57 1 1 2 182
Life-Cycle Portfolio Choice, the Wealth Distribution and Asset Prices 0 0 0 47 0 0 2 111
Long-Run UIP Holds Even in the Short Run 0 0 0 0 2 3 3 29
MONOPOLISTIC SECURITY DESIGN IN FINANCE ECONOMIES 0 0 0 50 1 2 2 108
Margin Regulation and Volatility 0 0 0 2 1 3 3 23
Margin Requirements and Asset Prices 0 0 0 38 1 3 3 110
Margin regulation and volatility 0 0 0 21 1 2 3 117
Monopolistic Security Design in Finance Economies 0 0 0 94 0 0 1 334
New and Revised Results for 'Building Reputation for Contract Renewal: Implications for Performance Dynamics and Contract Duration' 0 0 0 45 0 1 2 44
Non-parametric counterfactual analysis in dynamic general equilibrium 0 0 0 24 4 9 9 121
Non-parametric counterfactual analysis in dynamic general equilibrium 0 0 0 74 1 2 4 230
Optimal Policies for Patent Races 0 0 0 0 2 3 4 211
Optimal Rules for Patent Races 0 0 0 286 3 10 16 831
Optimal Rules for Patent Races 0 0 0 41 1 1 9 223
Optimal and Naive Diversification in Currency Markets 0 0 0 4 1 3 3 37
Price Caps and Uncertain Demands 0 0 0 133 0 4 6 338
Re-Use of Collateral: Leverage, Volatility, and Welfare 0 0 0 25 0 4 7 56
Re-use of Collateral: Leverage, Volatility, and Welfare 0 0 0 34 2 5 7 90
Re-use of collateral: leverage, volatility, and welfare 0 0 1 17 2 4 7 81
Stationary Equilibria in Asset-Pricing Models with Incomplete Markets and Collateral 0 0 0 255 2 4 4 608
Statistical Approximation of High-Dimensional Climate Models 0 0 0 44 1 2 2 92
The Perils of Performance Measurement in the German Mutual-Fund Industry 0 0 0 0 0 2 3 11
Two-Fund Separation in Dynamic General Equilibrium 0 0 1 30 0 1 3 143
Two-Fund Separation in Dynamic General Equilibrium 0 0 0 42 3 5 6 216
Total Working Papers 1 3 13 3,023 73 158 235 10,844

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 0 1 3 1 2 3 10
A Note on the Non-proportionality of Winning Probabilities in Bitcoin 0 0 0 0 3 4 4 4
A Polynomial Optimization Approach to Principal–Agent Problems 0 0 1 9 0 2 6 88
Approximate versus Exact Equilibria in Dynamic Economies 0 0 0 85 1 5 6 302
Asset Trading Volume with Dynamically Complete Markets and Heterogeneous Agents 0 0 2 3 2 3 7 20
Asset prices with non-permanent shocks to consumption 0 0 1 6 3 6 10 37
Asset pricing with heterogeneous agents and long-run risk 0 0 2 19 2 7 13 69
Bond Ladders and Optimal Portfolios 1 1 1 30 2 4 9 152
COLLATERAL REQUIREMENTS AND ASSET PRICES 0 0 1 3 0 0 3 19
Competitive equilibria in semi-algebraic economies 0 0 0 41 1 1 2 136
Computing Economic Equilibria Using Projection Methods 0 0 1 18 1 1 7 40
Computing Equilibria in Stochastic Finance Economies 0 0 0 73 0 0 0 446
Computing equilibria in finance economies with incomplete markets and transaction costs 0 0 1 44 1 1 3 197
Computing equilibria in infinite-horizon finance economies: The case of one asset 0 1 1 109 0 2 6 334
Computing equilibria in the general equilibrium model with incomplete asset markets 0 0 0 66 0 1 2 164
Discrete‐time dynamic principal–agent models: Contraction mapping theorem and computational treatment 0 1 1 4 0 2 4 18
Excess price volatility and financial innovation 0 0 0 43 3 3 3 179
Existence of the Wealth-Consumption Ratio in Asset Pricing Models with Recursive Preferences 0 0 1 3 2 4 6 13
Financial Innovation and Asset Price Volatility 0 0 1 40 1 1 4 227
Finding all pure‐strategy equilibria in games with continuous strategies 0 0 0 9 1 2 4 60
General equilibrium models and homotopy methods 0 0 0 192 3 6 9 381
Generic inefficiency of equilibria in the general equilibrium model with incomplete asset markets and infinite time 0 0 0 47 2 2 3 241
Higher Order Effects in Asset Pricing Models with Long‐Run Risks 0 0 0 19 1 3 8 127
Incomplete Markets, Transitory Shocks, and Welfare 0 0 0 171 1 1 2 926
Introduction: Einführung 0 0 0 1 0 1 1 16
Margin regulation and volatility 0 0 0 26 2 4 8 113
Monopolistic security design in finance economies 0 0 0 42 1 2 2 312
Non-parametric counterfactual analysis in dynamic general equilibrium 0 0 0 15 0 4 6 133
OPTIMAL RULES FOR PATENT RACES 0 0 0 43 3 6 10 207
On Price Caps Under Uncertainty 0 0 2 90 3 4 12 337
Optimal and Naive Diversification in Currency Markets 0 0 1 15 2 6 14 71
RECURSIVE EQUILIBRIA IN ECONOMIES WITH INCOMPLETE MARKETS 0 0 4 73 2 3 12 165
Re-use of collateral: Leverage, volatility, and welfare 0 0 0 12 4 5 13 76
Reply to "Asset trading volume in infinite-horizon economies with dynamically complete markets and heterogeneous agents: Comment" 0 0 0 45 1 1 3 152
Stationary Equilibria in Asset-Pricing Models with Incomplete Markets and Collateral 0 0 0 210 0 3 3 602
Statistical approximation of high-dimensional climate models 0 0 0 5 0 3 4 35
Tackling Multiplicity of Equilibria with Gröbner Bases 0 0 0 2 1 3 5 15
The Social Cost of Carbon When We Wish for Full-Path Robustness 0 0 4 12 0 0 11 26
The fundamental problem with ESG? Conflicting letters 0 1 1 29 2 4 12 69
Two-fund separation in dynamic general equilibrium 0 0 0 43 1 1 1 295
Uniqueness of Steady States in Models with Overlapping Generations 0 0 0 28 1 1 3 128
Total Journal Articles 1 4 27 1,728 54 114 244 6,942
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 2 8
Total Chapters 0 0 0 0 0 1 2 8

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 4 37 1 1 6 80
Total Software Items 0 0 4 37 1 1 6 80

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Statistics updated 2026-01-09