Ulrich Horst
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Ulrich |
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Horst |
Identifer
Contact
Affiliations
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Humboldt-Universität Berlin
/ Wirtschaftswissenschaftliche Fakultät
/ Sonderforschungsbereich 649: Ökonomisches Risiko
Research profile
author of:
- Changing Identity: The Emergence of Social Groups (RePEc:ads:wpaper:0078)
by Ulrich Horst & Alan Kirman & Miriam Teschl - Illiquidity and Derivative Valuation (RePEc:arx:papers:0901.0091)
by Ulrich Horst & Felix Naujokat - Efficiency and Equilibria in Games of Optimal Derivative Design (RePEc:arx:papers:1107.0839)
by Ulrich Horst & Santiago Moreno-Bromberg - Continuous Equilibrium in Affine and Information-Based Capital Asset Pricing Models (RePEc:arx:papers:1201.1840)
by Ulrich Horst & Michael Kupper & Andrea Macrina & Christoph Mainberger - A Non-Markovian Liquidation Problem and Backward SPDEs with Singular Terminal Conditions (RePEc:arx:papers:1309.0461)
by Paulwin Graewe & Ulrich Horst & Jinniao Qiu - Smooth solutions to portfolio liquidation problems under price-sensitive market impact (RePEc:arx:papers:1309.0474)
by Paulwin Graewe & Ulrich Horst & Eric S'er'e - A Functional Limit Theorem for Limit Order Books with State Dependent Price Dynamics (RePEc:arx:papers:1405.5230)
by Christian Bayer & Ulrich Horst & Jinniao Qiu - A Constrained Control Problem with Degenerate Coefficients and Degenerate Backward SPDEs with Singular Terminal Condition (RePEc:arx:papers:1407.0108)
by Ulrich Horst & Jinniao Qiu & Qi Zhang - Conditional Analysis and a Principal-Agent problem (RePEc:arx:papers:1412.4698)
by Julio Backhoff & Ulrich Horst - A law of large numbers for limit order books (RePEc:arx:papers:1501.00843)
by Ulrich Horst & Michael Paulsen - A weak law of large numbers for a limit order book model with fully state dependent order dynamics (RePEc:arx:papers:1502.04359)
by Ulrich Horst & Dorte Kreher - A Principal-Agent Model of Trading Under Market Impact -Crossing networks interacting with dealer markets- (RePEc:arx:papers:1607.04047)
by Jana Bielagk & Ulrich Horst & Santiago Moreno--Bromberg - A diffusion approximation for limit order book models (RePEc:arx:papers:1608.01795)
by Ulrich Horst & Dorte Kreher - Optimal Trade Execution with Instantaneous Price Impact and Stochastic Resilience (RePEc:arx:papers:1611.03435)
by Paulwin Graewe & Ulrich Horst - A Limit Theorem for Financial Markets with Inert Investors (RePEc:arx:papers:math/0703831)
by Erhan Bayraktar & Ulrich Horst & Ronnie Sircar - Queueing Theoretic Approaches to Financial Price Fluctuations (RePEc:arx:papers:math/0703832)
by Erhan Bayraktar & Ulrich Horst & Ronnie Sircar - Equilibria in Systems of Social Interactions (RePEc:cla:levarc:506439000000000119)
by U. Horst & Jose A. Scheinkman - Equilibria in Systems of Social Interactions (RePEc:cla:princt:d5a39039d26e0b08775b915bfa829759)
by J. Scheinkman & U. Horst - Queuing, Social Interactions, And The Microstructure Of Financial Markets (RePEc:cup:macdyn:v:12:y:2008:i:02:p:211-233_07)
by Horst, Ulrich & Rothe, Christian - A Simple Model for Trading Climate Risk (RePEc:diw:diwvjh:74-2-6)
by Sébastien Chaumont & Peter Imkeller & Matthias Müller & Ulrich Horst - Optimal order display in limit order markets with liquidity competition (RePEc:eee:dyncon:v:58:y:2015:i:c:p:81-100)
by Cebiroğlu, Gökhan & Horst, Ulrich - Stationary equilibria in discounted stochastic games with weakly interacting players (RePEc:eee:gamebe:v:51:y:2005:i:1:p:83-108)
by Horst, Ulrich - Stochastic cascades, credit contagion, and large portfolio losses (RePEc:eee:jeborg:v:63:y:2007:i:1:p:25-54)
by Horst, Ulrich - Dynamic systems of social interactions (RePEc:eee:jeborg:v:73:y:2010:i:2:p:158-170)
by Horst, Ulrich - Rational expectations equilibria of economies with local interactions (RePEc:eee:jetheo:v:127:y:2006:i:1:p:74-116)
by Bisin, Alberto & Horst, Ulrich & Ozgur, Onur - Equilibria in systems of social interactions (RePEc:eee:jetheo:v:130:y:2006:i:1:p:44-77)
by Horst, Ulrich & Scheinkman, Jose A. - Equilibria in financial markets with heterogeneous agents: a probabilistic perspective (RePEc:eee:mateco:v:41:y:2005:i:1-2:p:123-155)
by Follmer, Hans & Horst, Ulrich & Kirman, Alan - A limit theorem for systems of social interactions (RePEc:eee:mateco:v:45:y:2009:i:9-10:p:609-623)
by Horst, Ulrich & Scheinkman, José A. - Forward–backward systems for expected utility maximization (RePEc:eee:spapps:v:124:y:2014:i:5:p:1813-1848)
by Horst, Ulrich & Hu, Ying & Imkeller, Peter & Réveillac, Anthony & Zhang, Jianing - Convergence of locally and globally interacting Markov chains (RePEc:eee:spapps:v:96:y:2001:i:1:p:99-121)
by Föllmer, Hans & Horst, Ulrich - Dynamic Systems of Social Interactions (RePEc:hal:journl:hal-00781340)
by Ulrich Horst - Smooth Solutions to Portfolio Liquidation Problems under Price-Sensitive Market Impact (RePEc:hal:journl:hal-01540537)
by Paulwin Graewe & Ulrich Horst & Eric Séré - Feasibility and individual rationality in two-person Bayesian games (RePEc:hal:wpaper:hal-01094061)
by Francoise Forges & Ulrich Horst & Antoine Salomon - Changing Identity: The Emergence of Social Groups (RePEc:hal:wpaper:halshs-00410853)
by Ulrich Horst & Alan Kirman & Miriam Teschl - On Securitization, Market Completion and Equilibrium Risk Transfer (RePEc:hum:wpaper:sfb649dp2010-010)
by Ulrich Horst & Traian A. Pirvu & Gonçalo Dos Reis - Illiquidity and Derivative Valuation (RePEc:hum:wpaper:sfb649dp2010-011)
by Ulrich Horst & Felix Naujokat - Dynamic Systems of Social Interactions (RePEc:hum:wpaper:sfb649dp2010-012)
by Ulrich Horst - Efficiency and Equilibria in Games of Optimal Derivative Design (RePEc:hum:wpaper:sfb649dp2010-035)
by Ulrich Horst & Santiago Moreno-Bromberg - When to Cross the Spread: Curve Following with Singular Control (RePEc:hum:wpaper:sfb649dp2011-053)
by Felix Naujokat & Ulrich Horst - Forward-backward systems for expected utility maximization (RePEc:hum:wpaper:sfb649dp2011-061)
by Ulrich Horst & Ying Hu & Peter Imkeller & Anthony Reveillac - Continuous Equilibrium under Base Preferences and Attainable Initial Endowments (RePEc:hum:wpaper:sfb649dp2011-082)
by Ulrich Horst & Michael Kupper & Andrea Macrina & Christoph Mainberger - Equilibrium Pricing in Incomplete Markets under Translation Invariant Preferences (RePEc:hum:wpaper:sfb649dp2011-083)
by Patrick Cheridito & Ulrich Horst & Michael Kupper & Traian A. Pirvu - Hidden Liquidity: Determinants and Impact (RePEc:hum:wpaper:sfb649dp2012-023)
by Gökhan Cebiroglu & Ulrich Horst - Unknown item RePEc:inm:ormoor:v:31:y:2006:i:4:p:789-810 (article)
- Unknown item RePEc:inm:ormoor:v:32:y:2007:i:4:p:784-807 (article)
- Unknown item RePEc:inm:ormoor:v:41:y:2016:i:1:p:174-195 (article)
- Continuous equilibrium in affine and information-based capital asset pricing models (RePEc:kap:annfin:v:9:y:2013:i:4:p:725-755)
by Ulrich Horst & Michael Kupper & Andrea Macrina & Christoph Mainberger - Sender-Receiver Games with Cooperation (RePEc:rco:dpaper:17)
by Forges, Françoise & Horst, Ulrich - Mean Field Games with Singular Controls (RePEc:rco:dpaper:22)
by Fu, Guanxing & Horst, Ulrich - Order Exposure and Liquidity Coordination: Does Hidden Liquidity Harm Price Efficiency? (RePEc:rco:dpaper:28)
by Cebirogly, Gökhan & Hautsch, Nikolaus & Horst, Ulrich - Trading under Market Impact (RePEc:rco:dpaper:39)
by Bielagk, Jana & Horst, Ulrich & Moreno-Bromberg, Santiago - Non-ergodic Behavior in a Financial Market with Interacting Investors (RePEc:red:sed006:229)
by Ulrich Horst & Jan Wezelburger - Financial price fluctuations in a stock market model with many interacting agents (RePEc:spr:joecth:v:25:y:2005:i:4:p:917-932)
by Ulrich Horst - On non-ergodic asset prices (RePEc:spr:joecth:v:34:y:2008:i:2:p:207-234)
by Ulrich Horst & Jan Wenzelburger - Feasibility and individual rationality in two-person Bayesian games (RePEc:spr:jogath:v:45:y:2016:i:1:d:10.1007_s00182-015-0520-8)
by Françoise Forges & Ulrich Horst & Antoine Salomon - On derivatives with illiquid underlying and market manipulation (RePEc:taf:quantf:v:11:y:2011:i:7:p:1051-1066)
by Ulrich Horst & Felix Naujokat - BookReview (RePEc:taf:quantf:v:7:y:2007:i:1:p:17-18)
by Ulrich Horst - Order exposure and liquidity coordination: Does hidden liquidity harm price efficiency? (RePEc:zbw:cfswop:468)
by Cebiroglu, Gökhan & Hautsch, Nikolaus & Horst, Ulrich - Ergodic fluctuations in a stock market model with interacting agents: The mean field case (RePEc:zbw:sfb373:1999106)
by Horst, Ulrich - The stochastic equation P(t+1)=A(t)P(t)+B(t) with non-stationary coefficients (RePEc:zbw:sfb373:20005)
by Horst, Ulrich - Convergence of locally and globally interacting Markov chains (RePEc:zbw:sfb373:200121)
by Föllmer, Hans & Horst, Ulrich - Asymptotics of locally interacting Markov chains with global signals (RePEc:zbw:sfb373:200129)
by Horst, Ulrich - Financial price fluctuations in a stock market model with many interacting agents (RePEc:zbw:sfb373:200136)
by Horst, Ulrich - Stability of linear stochastic difference equations in controlled random environments (RePEc:zbw:sfb373:200274)
by Horst, Ulrich - Stationary equilibria in discounted stochastic games with weakly interacting players (RePEc:zbw:sfb373:200277)
by Horst, Ulrich - On securitization, market completion and equilibrium risk transfer (RePEc:zbw:sfb649:sfb649dp2010-010)
by Horst, Ulrich & Pirvu, Traian A. & Dos Reis, Gonçalo - Illiquidity and derivative valuation (RePEc:zbw:sfb649:sfb649dp2010-011)
by Horst, Ulrich & Naujokat, Felix - Dynamic systems of social interactions (RePEc:zbw:sfb649:sfb649dp2010-012)
by Horst, Ulrich - Efficiency and equilibria in games of optimal derivative design (RePEc:zbw:sfb649:sfb649dp2010-035)
by Horst, Ulrich & Moreno-Bromberg, Santiago - When to cross the spread: Curve following with singular control (RePEc:zbw:sfb649:sfb649dp2011-053)
by Naujokat, Felix & Horst, Ulrich - Optimal display of Iceberg orders (RePEc:zbw:sfb649:sfb649dp2011-057)
by Cebiroğlu, Gökhan & Horst, Ulrich - Forward-backward systems for expected utility maximization (RePEc:zbw:sfb649:sfb649dp2011-061)
by Horst, Ulrich & Hu, Ying & Imkeller, Peter & Réveillac, Anthony & Zhang, Jianing - Continuous equilibrium under base preferences and attainable initial endowments (RePEc:zbw:sfb649:sfb649dp2011-082)
by Horst, Ulrich & Kupper, Michael & Macrina, Andrea & Mainberger, Christoph - Equilibrium pricing in incomplete markets under translation invariant preferences (RePEc:zbw:sfb649:sfb649dp2011-083)
by Cheridito, Patrick & Horst, Ulrich & Kupper, Michael & Pirvu, Traian A. - Hidden liquidity: Determinants and impact (RePEc:zbw:sfb649:sfb649dp2012-023)
by Cebiroğlu, Gökhan & Horst, Ulrich