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Number of items: 35.

Parra Moyano, Jose; Schmedders, Karl; Reich, Gregor Philipp (2019). Urns filled with bitcoins: new perspectives on proof-of-work mining. SSRN 3399742, University of Zurich.

Miftakhova, Alena; Judd, Kenneth L.; Lontzek, Thomas S.; Schmedders, Karl (2019). Statistical approximation of high-dimensional climate models. Journal of Econometrics:1-14.

Parra Moyano, Jose; Schmedders, Karl (2019). The liberalization of data: a welfare-enhancing information system. Working paper series / Department of Economics 2, University of Zurich.

Pohl, Walter; Schmedders, Karl; Wilms, Ole (2018). Higher order effects in asset pricing models with long-run risks. Journal of Finance, 73(3):1061-1111.

Paarsch, Harry J; Schmedders, Karl (2018). Introduction: Einführung. Jahrbücher für Nationalökonomie und Statistik = Journal of Economics and Statistics, 238(3-4):183-187.

Egger, Andy; Kummer, Vanessa; Meusel, Maik; Schmedders, Karl (2017). Increasing the Value of Search Subscriptions for Housing Market Analyses. SSRN 3061979 WP, University of Zurich.

Brumm, Johannes; Kübler, Felix; Grill, Michael; Schmedders, Karl (2017). Re-use of collateral: Leverage, volatility, and welfare. Swiss Finance Institute Research Paper 17-04, University of Zurich.

Schmedders, Karl; Densing, Martin; Panos, Evangelos (2017). Oligopolistic capacity expansion with subse- quent market bidding under transmission constraints (OCESM). Schweiz: ARAMIS.

Miftakhova, Alena; Judd, Kenneth L; Lontzek, Thomas S; Schmedders, Karl (2016). Statistical approximation of high-dimensional climate models. Swiss Finance Institute Research Paper 16-76, University of Zurich.

Ackermann, Fabian; Pohl, Walt; Schmedders, Karl (2016). Optimal and Naive Diversification in Currency Markets. Management Science, 63(10):3347-3360.

Schmedders, Karl; Wilms, Ole; Pohl, Walter (2016). Asset prices with non-permanent shocks to consumption. Journal of Economic Dynamics and Control, 69:152-178.

Schmedders, Karl; Pohl, Walter Edward; Wilms, Ole (2015). Higher-order dynamics in asset-pricing models with recursive preferences. Swiss Finance Inst 14-68, University of Zurich.

Schmedders, Karl; Renner, Philipp Johannes (2015). A polynomial optimization approach to principal-agent problems. Econometrica, 83(2):729-769.

Kübler, Felix; Schmedders, Karl; Brumm, Johannes; Grill, Michael (2015). Collateral requirements and asset prices. International Economic Review, 56(1):1-25.

Brumm, Johannes; Grill, Michael; Kübler, Felix; Schmedders, Karl (2015). Margin regulation and volatility. Journal of Monetary Economics, 75:54-68.

Schmedders, Karl; Judd, Kenneth L; et al (2014). Handbooks in Economics - Computational Economics. Oxford, UK: North-Holland - Elsevier.

Ackermann, Fabian; Pohl, Walter; Schmedders, Karl (2013). Long-run UIP holds even in the short run. Swiss Finance Institute Research Paper 13-31, University of Zurich.

Böhme, Philipp; Pohl, Walter; Schmedders, Karl (2013). The perils of performance measurement in the German mutual-fund industry. Swiss Finance Institute Research Paper 13-30, University of Zurich.

Renner, Philipp Johannes; Schmedders, Karl (2013). A polynomial optimization approach to principal-agent problems. Swiss Finance Institute Research Paper 12-35, University of Zurich.

Kübler, Felix; Schmedders, Karl; Renner, Philipp Johannes (2013). Computing all solutions to polynomial equations in economics. In: Schmedders, Karl; Judd, Kenneth. Handbook of Computational Economics. Amsterdam: Elsevier, 600-645.

Brumm, Johannes; Grill, Michael; Kübler, Felix; Schmedders, Karl (2013). Margin Regulation and Volatility. Swiss Finance Institute Research Paper 13-59, University of Zurich.

Schmedders, Karl; Kübler, Felix (2012). Financial innovation and asset price volatility. American Economic Review, 102(3):147-151.

Densing, Martin; Mayer, Janos (2012). Multiperiod stochastic optimization problems with time-consistent risk constraints. In: Klatte, Diethard; Lüthi, Hans-Jakob; Schmedders, Karl. Operations Research Proceedings 20122. Berlin Heidelberg: Springer, 521-526.

Operations Research Proceedings 2011. Edited by: Lüthi, Hans-Jakob; Schmedders, Karl; Klatte, Diethard (2012). Berlin, Heidelberg: Springer Berlin Heidelberg.

Judd, Kenneth L; Schmedders, Karl; Yeltekin, Sevin (2012). Optimal rules for patent races. International Economic Review, 53(1):23-52.

Judd, Kenneth L; Kübler, Felix; Schmedders, Karl (2011). Bond ladders and optimal portfolios. Review of Financial Studies, 24(12):4123-4166.

Judd, Kenneth; Renner, Philipp; Schmedders, Karl (2011). Finding all pure-strategy equilibria in games with continuous strategies. Swiss Finance Institute Research Paper 10-45, Swiss Finance Institute.

Kübler, Felix; Schmedders, Karl (2010). Tackling multiplicity of equilibria with Gröbner bases. Operations Research, 58(4):1037-1050.

Kubler, Felix; Schmedders, Karl (2010). Competitive equilibria in semi-algebraic economies. Journal of Economic Theory, 145(1):301-330.

Kubler, Felix; Schmedders, Karl (2010). Non-parametric counterfactual analysis in dynamic general equilibrium. Economic Theory, 45(1-2):181-200.

Judd, Kenneth L; Kübler, Felix; Schmedders, Karl (2009). Bond ladders and optimal portfolios. Swiss Finance Institute Research Paper Series 12, University of Zurich.

Herings, P; Schmedders, Karl (2006). Computing equilibria in finance economies with incomplete markets and transaction costs. Economic Theory, 27(3):493-512.

Schmedders, Karl; Judd, Kenneth; Kübler, Felix (2006). Reply to 'Asset Trading Volume in Innite-Horizon Economies with Dynamically Complete Markets and Heterogeneous Agents: Comment'. Finance Research Letters, 3(2):102-105.

Judd, Kenneth; Kübler, Felix; Schmedders, Karl (2003). Asset Trading Volume with Dynamically Complete Markets and Heterogeneous Agents. Journal of Finance, LVIII(5):2203-2218.

Kübler, Felix; Schmedders, Karl (2003). Stationary equilibria in asset-pricing models with incomplete markets and collateral. Econometrica, 71(6):1767-1795.

This list was generated on Tue Sep 24 10:41:11 2019 CEST.