Karl Schmedders

Names

first:	Karl
last:	Schmedders

Contact

email:
homepage:	http://www.business.uzh.ch
phone:	+41 (0)44 634 3770
postal address:	Moussonstrasse 15 8044 Zurich Switzerland

Affiliations

• Universität Zürich → Wirtschaftswissenschaftliche Fakutät → Institut für Betriebswirtschaftslehre
  • website
  • location: Zürich, Switzerland

Research profile

author of:

• Incomplete Markets, Transitory Shocks and Welfare
  by Felix Kubler & Karl Schmedders
• Monopolistic Security Design in Finance Economies
  by Karl Schmedders
• Asset Trading Volume with Dynamically Complete Markets and Heterogeneous Agents
  by Kenneth L. Judd & Felix Kubler & Karl Schmedders
• Computing Equilibria in Stochastic Finance Economies.
  by Kubler, Felix & Schmedders, Karl
• Incomplete Markets, Transitory Shocks, and Welfare
  by Felix Kubler & Karl Schmedders
• Monopolistic security design in finance economies
  by Karl Schmedders
• Computing Equilibria in Finance Economies with Incomplete Markets and Transaction Costs
  by P. Jean-Jacques Herings & Karl Schmedders
• General equilibrium models and homotopy methods
  by Eaves, B. Curtis & Schmedders, Karl
• Generic inefficiency of equilibria in the general equilibrium model with incomplete asset markets and infinite time
  by Felix Kubler & Karl Schmedders
• Stationary Equilibria in Asset-Pricing Models with Incomplete Markets and Collateral
  by Felix Kubler & Karl Schmedders
• Stationary Equilibria in Asset-Pricing Models with Incomplete Markets and Collateral
  by Felix Kubler & Karl Schmedders
• Demand Uncertainty and Risk-aversion: Why Price Caps May Lead to Higher Prices
  by Robert L. Earle & Karl Schmedders
• Incomplete Markets, Transitory Shocks, and Welfare
  by Felix Kubler & Karl Schmedders
• Computing equilibria in the general equilibrium model with incomplete asset markets
  by Schmedders, Karl
• Optimal Policies for Patent Races
  by Ken Judd & Karl Schmedders & Sevin Yeltekin
• Computing equilibria in infinite-horizon finance economies: The case of one asset
  by Judd, Kenneth L. & Kubler, Felix & Schmedders, Karl
• Price Caps and Uncertain Demands
  by Robert L. Earle & Karl Schmedders & Tymon Tatur
• Controlling Price Volatility Through Financial Innovation
  by Alessandro Citanna & Karl Schmedders
• MONOPOLISTIC SECURITY DESIGN IN FINANCE ECONOMIES
  by Karl Schmedders
• Optimal Rules for Patent Races
  by Kenneth Judd & Karl Schmedders
• Computational General Equilibrium with Incomplete Assets
  by Karl Schmedders
• Approximate Versus Exact Equilibria
  by Felix Kubler & Karl Schmedders
• INCOMPLETE MARKETS, TRANSITORY SHOCKS AND WELFARE
  by Felix Kubler & Karl Schmedders
• Computing equilibria in finance economies with incomplete markets and transaction costs
  by P. Herings & Karl Schmedders
• Approximate Versus Exact Equilibria
  by K. Schmedders & F. Kubler
• Approximate versus Exact Equilibria in Dynamic Economies
  by Felix Kubler & Karl Schmedders
• Reply to "Asset trading volume in infinite-horizon economies with dynamically complete markets and heterogeneous agents: Comment"
  by Judd, Kenneth L. & Kubler, Felix & Schmedders, Karl
• A Computational Approach to Proving Uniqueness in Dynamic Games
  by Karl Schmedders & Ken Judd
• Two-Fund Separation in Dynamic General Equilibrium
  by Karl Schmedders
• Excess price volatility and financial innovation
  by Alessandro Citanna & Karl Schmedders
• Asset Pricing in Models with incomplete markets and default
  by Karl Schmedders, Felix Kubler
• Competitive Equilibria in Semi-Algebraic Economies
  by Felix Kuber & Karl Schmedders
• Bond Portfolios and Two-Fund Separation in the Lucas Asset-Pricing Model
  by Kenneth L. Judd & Felix Kubler & Karl Schmedders
• Two-Fund Separation in Dynamic General Equilibrium
  by Karl Schmedders
• Two-fund separation in dynamic general equilibrium
  by Schmedders, Karl
• Non-parametric counterfactual analysis in dynamic general equilibrium
  by Felix Kubler & Karl Schmedders
• Optimal Rules for Patent Races
  by Kenneth Judd & Karl Schmedders & Sevin Yeltekin
• Bond Ladders and Optimal Portfolios
  by Kenneth L. JUDD & Felix KUBLER & Karl SCHMEDDERS
• Non-parametric counterfactual analysis in dynamic general equilibrium
  by Felix KUBLER & Karl SCHMEDDERS
• Controlling price volatility through financial innovation
  by Alessandro, CITANNA & SCHMEDDERS, Karl
• Competitive equilibria in semi-algebraic economies
  by Kubler, Felix & Schmedders, Karl
• Uniqueness of Steady States in Models with Overlapping Generations
  by Felix Kubler & Karl Schmedders
• Non-parametric counterfactual analysis in dynamic general equilibrium
  by Felix Kubler & Karl Schmedders
• Finding All Pure-Strategy Equilibria in Static and Dynamic Games with Continuous Strategies
  by Kenneth L. JUDD & Philipp RENNER & Karl SCHMEDDERS
• Life-Cycle Portfolio Choice, the Wealth Distribution and Asset Prices
  by Felix KUBLER & Karl SCHMEDDERS
• RECURSIVE EQUILIBRIA IN ECONOMIES WITH INCOMPLETE MARKETS
  by Kubler, Felix & Schmedders, Karl
• Bond Ladders and Optimal Portfolios
  by Kenneth L. Judd & Felix Kubler & Karl Schmedders
• OPTIMAL RULES FOR PATENT RACES
  by By Kenneth L. Judd & Karl Schmedders & Şevin Yeltekin
• Financial Innovation and Asset Price Volatility
  by Felix Kubler & Karl Schmedders
• Finding all pure‐strategy equilibria in games with continuous strategies
  by Kenneth L. Judd & Philipp Renner & Karl Schmedders
• Collateral Requirements and Asset Prices
  by Johannes Brumm & Michael GRILL & Felix KUBLER & Karl SCHMEDDERS
• Margin Requirements and Asset Prices
  by Michael Grill & Karl Schmedders & Felix Kubler & Johannes Brumm
• Collateral Requirements and Asset Prices
  by Michael Grill & Karl Schmedders & Felix Kubler & Johannes Brumm
• Life-Cycle Portfolio Choice, the Wealth Distribution and Asset Prices
  by Karl Schmedders & Felix Kubler
• On Price Caps Under Uncertainty
  by Robert Earle & Karl Schmedders & Tymon Tatur
• Collateral requirements and asset prices
  by Brumm, Johannes & Grill, Michael & Kubler, Felix & Schmedders, Karl
• Evidence of the effect of domicile on corporate average effective tax rates in the European Union
  by Buijink, W. F. J. & Janssen, J. B. P. E. C. & Schols, Y. J.
• Margin regulation and volatility
  by Brumm, Johannes & Kubler, Felix & Grill, Michael & Schmedders, Karl
• COLLATERAL REQUIREMENTS AND ASSET PRICES
  by Johannes Brumm & Michael Grill & Felix Kubler & Karl Schmedders
• A Polynomial Optimization Approach to Principal–Agent Problems
  by Philipp Renner & Karl Schmedders
• Dynamic Principal-Agent Models
  by Philipp Renner & Karl Schmedders
• New and Revised Results for 'Building Reputation for Contract Renewal: Implications for Performance Dynamics and Contract Duration'
  by Vanessa Kummer & Maik Meusel & Philipp Renner & Karl Schmedders
• Margin regulation and volatility
  by Brumm, Johannes & Grill, Michael & Kubler, Felix & Schmedders, Karl
• A Large-Scale Optimization Model for Replicating Portfolios in the Life Insurance Industry
  by Maximilian ADELMANN & Lucio FERNANDEZ ARJONA & Janos MAYER & Karl SCHMEDDERS
• Controlling Price Volatility Through Financial Innovation
  by Alessandro Citanna & Karl Schmedders
• Asset prices with non-permanent shocks to consumption
  by Pohl, Walter & Schmedders, Karl & Wilms, Ole
• Higher-Order Dynamics in Asset-Pricing Models with Recursive Preferences
  by Walter POHL & Karl SCHMEDDERS & Ole WILMS
• Asset Prices with Temporary Shocks to Consumption
  by Walter POHL & Karl SCHMEDDERS & Ole WILMS
• Higher-Order Effects in Asset-Pricing Models with Long-Run Risks
  by Ole Wilms & Karl Schmedders & Walt Pohl
• Excess price volatility and financial innovation
  by Alessandro Citanna & Karl Schmedders
• Optimal and Naive Diversification in Currency Markets
  by Fabian Ackermann & Walt Pohl & Karl Schmedders
• Tackling Multiplicity of Equilibria with Gröbner Bases
  by Felix Kubler & Karl Schmedders
• Statistical Approximation of High-Dimensional Climate Models
  by Alena Miftakhova & Kenneth L. Judd & Thomas S. Lontzek & Karl Schmedders
• Re-use of Collateral: Leverage, Volatility, and Welfare
  by Michael Grill & Karl Schmedders & Felix Kubler & Johannes Brumm
• A Polynomial Optimization Approach to Principal-Agent Problems
  by Philipp Renner & Karl Schmedders
• Re-Use of Collateral: Leverage, Volatility, and Welfare
  by Johannes Brumm & Michael Grill & Felix Kubler & Karl Schmedders
• Dynamic Principal–Agent Models
  by Philipp Renner & Karl Schmedders
• Higher Order Effects in Asset Pricing Models with Long‐Run Risks
  by WALTER POHL & KARL SCHMEDDERS & OLE WILMS
• Introduction: Einführung
  by Paarsch Harry J. & Schmedders Karl
• Statistical approximation of high-dimensional climate models
  by Miftakhova, Alena & Judd, Kenneth L. & Lontzek, Thomas S. & Schmedders, Karl
• Asset Trading Volume with Dynamically Complete Markets and Heterogeneous Agents
  by Kenneth L. Judd & Felix Kubler & Karl Schmedders
• Margin Regulation and Volatility
  by Johannes Brumm & Michael Grill & Felix Kubler & Karl Schmedders
• Long-Run UIP Holds Even in the Short Run
  by Fabian Ackermann & Walt Pohl & Karl Schmedders
• The Perils of Performance Measurement in the German Mutual-Fund Industry
  by Philip Böhme & Walt Pohl & Karl Schmedders
• Re-use of collateral: leverage, volatility, and welfare
  by Brumm, Johannes & Grill, Michael & Kubler, Felix & Schmedders, Karl
• Computing equilibria in finance economies with incomplete markets and transaction costs
  by Herings, P. J. J. & Schmedders, K.
• Optimal and Naive Diversification in Currency Markets
  by Fabian Ackermann & Walt Pohl & Karl Schmedders
• Discrete‐time dynamic principal–agent models: Contraction mapping theorem and computational treatment
  by Philipp Renner & Karl Schmedders

editor of:

• Operations Research Proceedings 2011
  edited by Diethard Klatte & Hans-Jakob Lüthi & Karl Schmedders