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. JeanJacques 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 AssetPricing Models with Incomplete Markets and Collateral
by Felix Kubler & Karl Schmedders 
Stationary Equilibria in AssetPricing Models with Incomplete Markets and Collateral
by Felix Kubler & Karl Schmedders 
Demand Uncertainty and Riskaversion: 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 infinitehorizon 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 infinitehorizon 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 
TwoFund 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 SemiAlgebraic Economies
by Felix Kuber & Karl Schmedders 
Bond Portfolios and TwoFund Separation in the Lucas AssetPricing Model
by Kenneth L. Judd & Felix Kubler & Karl Schmedders 
TwoFund Separation in Dynamic General Equilibrium
by Karl Schmedders 
Twofund separation in dynamic general equilibrium
by Schmedders, Karl 
Nonparametric 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 
Nonparametric 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 semialgebraic economies
by Kubler, Felix & Schmedders, Karl 
Uniqueness of Steady States in Models with Overlapping Generations
by Felix Kubler & Karl Schmedders 
Nonparametric counterfactual analysis in dynamic general equilibrium
by Felix Kubler & Karl Schmedders 
Finding All PureStrategy Equilibria in Static and Dynamic Games with Continuous Strategies
by Kenneth L. JUDD & Philipp RENNER & Karl SCHMEDDERS 
LifeCycle 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 
LifeCycle 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 PrincipalAgent 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 LargeScale 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 nonpermanent shocks to consumption
by Pohl, Walter & Schmedders, Karl & Wilms, Ole 
HigherOrder Dynamics in AssetPricing 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 
HigherOrder Effects in AssetPricing Models with LongRun 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 HighDimensional Climate Models
by Alena Miftakhova & Kenneth L. Judd & Thomas S. Lontzek & Karl Schmedders 
Reuse of Collateral: Leverage, Volatility, and Welfare
by Michael Grill & Karl Schmedders & Felix Kubler & Johannes Brumm 
A Polynomial Optimization Approach to PrincipalAgent Problems
by Philipp Renner & Karl Schmedders 
ReUse of Collateral: Leverage, Volatility, and Welfare
by Johannes Brumm & Michael Grill & Felix Kubler & Karl Schmedders 
Dynamic Principalâ€“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 highdimensional 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 
LongRun UIP Holds Even in the Short Run
by Fabian Ackermann & Walt Pohl & Karl Schmedders 
The Perils of Performance Measurement in the German MutualFund Industry
by Philip Böhme & Walt Pohl & Karl Schmedders 
Reuse 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 & HansJakob Lüthi & Karl Schmedders