Karl Schmedders
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Schmedders |
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International Institute for Management (IMD)
Research profile
author of:
- Financial Innovation and Asset Price Volatility (RePEc:aea:aecrev:v:102:y:2012:i:3:p:147-51)
by Felix Kubler & Karl Schmedders - Computing Economic Equilibria Using Projection Methods (RePEc:anr:reveco:v:12:y:2020:p:317-353)
by Alena Miftakhova & Karl Schmedders & Malte Schumacher - Asset Trading Volume with Dynamically Complete Markets and Heterogeneous Agents (RePEc:bla:jfinan:v:58:y:2003:i:5:p:2203-2217)
by Kenneth L. Judd & Felix Kubler & Karl Schmedders - Higher Order Effects in Asset Pricing Models with Long‐Run Risks (RePEc:bla:jfinan:v:73:y:2018:i:3:p:1061-1111)
by Walter Pohl & Karl Schmedders & Ole Wilms - Bond Ladders and Optimal Portfolios (RePEc:chf:rpseri:rp0832)
by Kenneth L. JUDD & Felix KUBLER & Karl SCHMEDDERS - Non-parametric counterfactual analysis in dynamic general equilibrium (RePEc:chf:rpseri:rp0905)
by Felix KUBLER & Karl SCHMEDDERS - Life-Cycle Portfolio Choice, the Wealth Distribution and Asset Prices (RePEc:chf:rpseri:rp1021)
by Felix KUBLER & Karl SCHMEDDERS - Finding All Pure-Strategy Equilibria in Static and Dynamic Games with Continuous Strategies (RePEc:chf:rpseri:rp1045)
by Kenneth L. JUDD & Philipp RENNER & Karl SCHMEDDERS - Collateral Requirements and Asset Prices (RePEc:chf:rpseri:rp1110)
by Johannes Brumm & Michael GRILL & Felix KUBLER & Karl SCHMEDDERS - A Polynomial Optimization Approach to Principal-Agent Problems (RePEc:chf:rpseri:rp1235)
by Philipp Renner & Karl Schmedders - Optimal and Naive Diversification in Currency Markets (RePEc:chf:rpseri:rp1236)
by Fabian Ackermann & Walt Pohl & Karl Schmedders - The Perils of Performance Measurement in the German Mutual-Fund Industry (RePEc:chf:rpseri:rp1330)
by Philip Böhme & Walt Pohl & Karl Schmedders - Long-Run UIP Holds Even in the Short Run (RePEc:chf:rpseri:rp1331)
by Fabian Ackermann & Walt Pohl & Karl Schmedders - Margin Regulation and Volatility (RePEc:chf:rpseri:rp1359)
by Johannes Brumm & Michael Grill & Felix Kubler & Karl Schmedders - Asset Prices with Temporary Shocks to Consumption (RePEc:chf:rpseri:rp1441)
by Walter POHL & Karl SCHMEDDERS & Ole WILMS - Higher-Order Dynamics in Asset-Pricing Models with Recursive Preferences (RePEc:chf:rpseri:rp1468)
by Walter POHL & Karl SCHMEDDERS & Ole WILMS - A Large-Scale Optimization Model for Replicating Portfolios in the Life Insurance Industry (RePEc:chf:rpseri:rp1604)
by Maximilian ADELMANN & Lucio FERNANDEZ ARJONA & Janos MAYER & Karl SCHMEDDERS - Dynamic Principal-Agent Models (RePEc:chf:rpseri:rp1626)
by Philipp Renner & Karl Schmedders - New and Revised Results for 'Building Reputation for Contract Renewal: Implications for Performance Dynamics and Contract Duration' (RePEc:chf:rpseri:rp1632)
by Vanessa Kummer & Maik Meusel & Philipp Renner & Karl Schmedders - Statistical Approximation of High-Dimensional Climate Models (RePEc:chf:rpseri:rp1676)
by Alena Miftakhova & Kenneth L. Judd & Thomas S. Lontzek & Karl Schmedders - Re-Use of Collateral: Leverage, Volatility, and Welfare (RePEc:chf:rpseri:rp1704)
by Johannes Brumm & Michael Grill & Felix Kubler & Karl Schmedders - Incomplete Markets, Transitory Shocks and Welfare (RePEc:cla:levarc:2133)
by Felix Kubler & Karl Schmedders - Optimal Rules for Patent Races (RePEc:cmu:gsiawp:1327023263)
by Kenneth Judd & Karl Schmedders & Sevin Yeltekin - Recursive Equilibria In Economies With Incomplete Markets (RePEc:cup:macdyn:v:6:y:2002:i:02:p:284-306_03)
by Kubler, Felix & Schmedders, Karl - Controlling price volatility through financial innovation (RePEc:ebg:heccah:0749)
by Alessandro, CITANNA & SCHMEDDERS, Karl - Margin regulation and volatility (RePEc:ecb:ecbwps:20141698)
by Brumm, Johannes & Kubler, Felix & Grill, Michael & Schmedders, Karl - Re-use of collateral: leverage, volatility, and welfare (RePEc:ecb:ecbwps:20182218)
by Brumm, Johannes & Grill, Michael & Kubler, Felix & Schmedders, Karl - Stationary Equilibria in Asset-Pricing Models with Incomplete Markets and Collateral (RePEc:ecm:emetrp:v:71:y:2003:i:6:p:1767-1793)
by Felix Kubler & Karl Schmedders - Approximate versus Exact Equilibria in Dynamic Economies (RePEc:ecm:emetrp:v:73:y:2005:i:4:p:1205-1235)
by Felix Kubler & Karl Schmedders - Finding all pure‐strategy equilibria in games with continuous strategies (RePEc:ecm:quante:v:3:y:2012:i:2:p:289-331)
by Kenneth L. Judd & Philipp Renner & Karl Schmedders - Computing equilibria in the general equilibrium model with incomplete asset markets (RePEc:eee:dyncon:v:22:y:1998:i:8-9:p:1375-1401)
by Schmedders, Karl - General equilibrium models and homotopy methods (RePEc:eee:dyncon:v:23:y:1999:i:9-10:p:1249-1279)
by Eaves, B. Curtis & Schmedders, Karl - Computing equilibria in infinite-horizon finance economies: The case of one asset (RePEc:eee:dyncon:v:24:y:2000:i:5-7:p:1047-1078)
by Judd, Kenneth L. & Kubler, Felix & Schmedders, Karl - Asset prices with non-permanent shocks to consumption (RePEc:eee:dyncon:v:69:y:2016:i:c:p:152-178)
by Pohl, Walter & Schmedders, Karl & Wilms, Ole - Statistical approximation of high-dimensional climate models (RePEc:eee:econom:v:214:y:2020:i:1:p:67-80)
by Miftakhova, Alena & Judd, Kenneth L. & Lontzek, Thomas S. & Schmedders, Karl - Reply to "Asset trading volume in infinite-horizon economies with dynamically complete markets and heterogeneous agents: Comment" (RePEc:eee:finlet:v:3:y:2006:i:2:p:102-105)
by Judd, Kenneth L. & Kubler, Felix & Schmedders, Karl - Competitive equilibria in semi-algebraic economies (RePEc:eee:jetheo:v:145:y:2010:i:1:p:301-330)
by Kubler, Felix & Schmedders, Karl - Asset pricing with heterogeneous agents and long-run risk (RePEc:eee:jfinec:v:140:y:2021:i:3:p:941-964)
by Pohl, Walter & Schmedders, Karl & Wilms, Ole - Margin regulation and volatility (RePEc:eee:moneco:v:75:y:2015:i:c:p:54-68)
by Brumm, Johannes & Grill, Michael & Kubler, Felix & Schmedders, Karl - Excess price volatility and financial innovation (RePEc:hal:journl:hal-00480119)
by Alessandro Citanna & Karl Schmedders - Controlling Price Volatility Through Financial Innovation (RePEc:hal:wpaper:hal-00594367)
by Alessandro Citanna & Karl Schmedders - Optimal and Naive Diversification in Currency Markets (RePEc:inm:ormnsc:v:63:y:2017:i:10:p:3347-3360)
by Fabian Ackermann & Walt Pohl & Karl Schmedders - The Social Cost of Carbon When We Wish for Full-Path Robustness (RePEc:inm:ormnsc:v:69:y:2023:i:12:p:7585-7606)
by Yifan Zhao & Arnab Basu & Thomas S. Lontzek & Karl Schmedders - Tackling Multiplicity of Equilibria with Gröbner Bases (RePEc:inm:oropre:v:58:y:2010:i:4-part-2:p:1037-1050)
by Felix Kubler & Karl Schmedders - A Large-Scale Optimization Model for Replicating Portfolios in the Life Insurance Industry (RePEc:inm:oropre:v:69:y:2021:i:4:p:1134-1157)
by Maximilian Adelmann & Lucio Fernandez-Arjona & Janos Mayer & Karl Schmedders - Introduction: Einführung (RePEc:jns:jbstat:v:238:y:2018:i:3-4:p:183-187:n:6)
by Paarsch Harry J. & Schmedders Karl - Computing Equilibria in Stochastic Finance Economies (RePEc:kap:compec:v:15:y:2000:i:1-2:p:145-72)
by Kubler, Felix & Schmedders, Karl - Dynamic Principal–Agent Models (RePEc:lan:wpaper:203620456)
by Philipp Renner & Karl Schmedders - Incomplete Markets, Transitory Shocks, and Welfare (RePEc:nwu:cmsems:1285)
by Felix Kubler & Karl Schmedders - Monopolistic Security Design in Finance Economies (RePEc:nwu:cmsems:1288)
by Karl Schmedders - Asset Trading Volume with Dynamically Complete Markets and Heterogeneous Agents (RePEc:nwu:cmsems:1294)
by Kenneth L. Judd & Felix Kubler & Karl Schmedders - Computing Equilibria in Finance Economies with Incomplete Markets and Transaction Costs (RePEc:nwu:cmsems:1318)
by P. Jean-Jacques Herings & Karl Schmedders - Stationary Equilibria in Asset-Pricing Models with Incomplete Markets and Collateral (RePEc:nwu:cmsems:1319)
by Felix Kubler & Karl Schmedders - Demand Uncertainty and Risk-aversion: Why Price Caps May Lead to Higher Prices (RePEc:nwu:cmsems:1330)
by Robert L. Earle & Karl Schmedders - Controlling Price Volatility Through Financial Innovation (RePEc:nwu:cmsems:1338)
by Alessandro Citanna & Karl Schmedders - Price Caps and Uncertain Demands (RePEc:nwu:cmsems:1340)
by Robert L. Earle & Karl Schmedders & Tymon Tatur - Optimal Rules for Patent Races (RePEc:nwu:cmsems:1343)
by Kenneth Judd & Karl Schmedders - Approximate Versus Exact Equilibria (RePEc:nwu:cmsems:1382)
by Felix Kubler & Karl Schmedders - Two-Fund Separation in Dynamic General Equilibrium (RePEc:nwu:cmsems:1398)
by Karl Schmedders - Bond Portfolios and Two-Fund Separation in the Lucas Asset-Pricing Model (RePEc:nwu:cmsems:1427)
by Kenneth L. Judd & Felix Kubler & Karl Schmedders - On Price Caps Under Uncertainty (RePEc:oup:restud:v:74:y:2007:i:1:p:93-111)
by Robert Earle & Karl Schmedders & Tymon Tatur - Existence of the Wealth-Consumption Ratio in Asset Pricing Models with Recursive Preferences (RePEc:oup:revfin:v:37:y:2024:i:3:p:989-1028.)
by Walter Pohl & Karl Schmedders & Ole Wilms - Bond Ladders and Optimal Portfolios (RePEc:oup:rfinst:v:24:y::i:12:p:4123-4166)
by Kenneth L. Judd & Felix Kubler & Karl Schmedders - Existence of the Wealth-Consumption Ratio in Asset Pricing Models with Recursive Preferences (RePEc:oup:rfinst:v:37:y:2024:i:3:p:989-1028.)
by Walter Pohl & Karl Schmedders & Ole Wilms - Competitive Equilibria in Semi-Algebraic Economies (RePEc:pen:papers:07-013)
by Felix Kuber & Karl Schmedders - Non-parametric counterfactual analysis in dynamic general equilibrium (RePEc:pen:papers:07-027)
by Felix Kubler & Karl Schmedders - Code and data files for "Re-use of collateral: Leverage, volatility, and welfare" (RePEc:red:ccodes:20-480)
by Johannes Brumm & Michael Grill & Felix Kubler & Karl Schmedders - Re-use of collateral: Leverage, volatility, and welfare (RePEc:red:issued:20-480)
by Johannes Brumm & Michael Grill & Felix Kubler & Karl Schmedders - Incomplete Markets, Transitory Shocks, and Welfare (RePEc:red:issued:v:4:y:2001:i:4:p:747-766)
by Felix Kubler & Karl Schmedders - Two-Fund Separation in Dynamic General Equilibrium (RePEc:red:sed005:148)
by Karl Schmedders - Collateral Requirements and Asset Prices (RePEc:red:sed011:737)
by Michael Grill & Karl Schmedders & Felix Kubler & Johannes Brumm - Margin Requirements and Asset Prices (RePEc:red:sed012:533)
by Michael Grill & Karl Schmedders & Felix Kubler & Johannes Brumm - Life-Cycle Portfolio Choice, the Wealth Distribution and Asset Prices (RePEc:red:sed012:536)
by Karl Schmedders & Felix Kubler - Higher-Order Effects in Asset-Pricing Models with Long-Run Risks (RePEc:red:sed016:306)
by Ole Wilms & Karl Schmedders & Walt Pohl - Re-use of Collateral: Leverage, Volatility, and Welfare (RePEc:red:sed017:697)
by Michael Grill & Karl Schmedders & Felix Kubler & Johannes Brumm - The fundamental problem with ESG? Conflicting letters (RePEc:ris:jofitr:1696)
by Cabolis, Christos & Lavanchy, Maude & Schmedders, Karl - Monopolistic Security Design In Finance Economies (RePEc:sce:scecf0:129)
by Karl Schmedders - Incomplete Markets, Transitory Shocks And Welfare (RePEc:sce:scecf0:130)
by Felix Kubler & Karl Schmedders - Asset Pricing in Models with incomplete markets and default (RePEc:sce:scecf1:58)
by Karl Schmedders, Felix Kubler - Optimal Policies for Patent Races (RePEc:sce:scecf2:253)
by Ken Judd & Karl Schmedders & Sevin Yeltekin - Approximate Versus Exact Equilibria (RePEc:sce:scecf4:46)
by K.Schmedders & F.Kubler - A Computational Approach to Proving Uniqueness in Dynamic Games (RePEc:sce:scecf5:412)
by Karl Schmedders & Ken Judd - Computational General Equilibrium with Incomplete Assets (RePEc:sce:scecf7:70)
by Karl Schmedders - Monopolistic security design in finance economies (RePEc:spr:joecth:v:18:y:2001:i:1:p:37-72)
by Karl Schmedders - Generic inefficiency of equilibria in the general equilibrium model with incomplete asset markets and infinite time (RePEc:spr:joecth:v:22:y:2003:i:1:p:1-15)
by Felix Kubler & Karl Schmedders - Excess price volatility and financial innovation (RePEc:spr:joecth:v:26:y:2005:i:3:p:559-587)
by Alessandro Citanna & Karl Schmedders - Computing equilibria in finance economies with incomplete markets and transaction costs (RePEc:spr:joecth:v:27:y:2006:i:3:p:493-512)
by P. Herings & Karl Schmedders - Non-parametric counterfactual analysis in dynamic general equilibrium (RePEc:spr:joecth:v:45:y:2010:i:1:p:181-200)
by Felix Kubler & Karl Schmedders - Approximate Versus Exact Equilibria in Dynamic Economies (RePEc:spr:lnechp:978-3-540-76591-2_10)
by Felix Kubler & Karl Schmedders - Operations Research Proceedings 2011 (RePEc:spr:oprepr:978-3-642-29210-1)
by None - Two-fund separation in dynamic general equilibrium (RePEc:the:publsh:320)
by , - Uniqueness of Steady States in Models with Overlapping Generations (RePEc:tpr:jeurec:v:8:y:2010:i:2-3:p:635-644)
by Felix Kubler & Karl Schmedders - Computing equilibria in finance economies with incomplete markets and transaction costs (RePEc:unm:umamet:2000034)
by Herings, P.J.J. & Schmedders, K. - Evidence of the effect of domicile on corporate average effective tax rates in the European Union (RePEc:unm:umamet:2000049)
by Buijink, W.F.J. & Janssen, J.B.P.E.C. & Schols, Y.J. - A Polynomial Optimization Approach to Principal–Agent Problems (RePEc:wly:emetrp:v:83:y:2015:i::p:729-769)
by Philipp Renner & Karl Schmedders - Optimal Rules For Patent Races (RePEc:wly:iecrev:v:53:y:2012:i:1:p:23-52)
by By Kenneth L. Judd & Karl Schmedders & Şevin Yeltekin - Collateral Requirements And Asset Prices (RePEc:wly:iecrev:v:56:y:2015:i:1:p:1-25)
by Johannes Brumm & Michael Grill & Felix Kubler & Karl Schmedders - Discrete‐time dynamic principal–agent models: Contraction mapping theorem and computational treatment (RePEc:wly:quante:v:11:y:2020:i:4:p:1215-1251)
by Philipp Renner & Karl Schmedders - Collateral requirements and asset prices (RePEc:zbw:bubdps:442013)
by Brumm, Johannes & Grill, Michael & Kubler, Felix & Schmedders, Karl