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
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Universität Zürich
→ Wirtschaftswissenschaftliche Fakutät
→ Institut für Betriebswirtschaftslehre
- website
- location: Zürich, Switzerland
Research profile
author of:
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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:
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Operations Research Proceedings 2011
edited by Diethard Klatte & Hans-Jakob Lüthi & Karl Schmedders