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Felix Kubler

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Personal Details

First Name: Felix
Middle Name:
Last Name: Kubler
Suffix:

RePEc Short-ID: pku6

Email:
Homepage: http://fkubler.googlepages.com/
Postal Address:
Phone:

Affiliation

(50%) Institut für Banking und Finance (Institut für Schweizerisches Bankwesen)
Wirtschaftswissenschaftliche Fakutät
Universität Zürich
Location: Zürich, Switzerland
Homepage: http://www.bf.uzh.ch/
Email:
Phone: +41 44 634 29 51
Fax: +41 44 634 49 03
Postal: Plattenstrasse 14, 8032 Zürich
Handle: RePEc:edi:isbzhch (more details at EDIRC)
(50%) Swiss Finance Institute
Location: Genève/Zürich, Switzerland
Homepage: http://www.swissfinanceinstitute.ch/
Email:
Phone: 41 22 / 312 09 61
Fax: 41 22 / 312 10 26
Postal: 40 bd. du Pont d'Arve, Case postale 3, CH - 1211 Geneva 4
Handle: RePEc:edi:fameech (more details at EDIRC)

Works

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Working papers

  1. GOTTARDI, Piero & KUBLER, Felix, 2012. "Dynamic Competitive Economies with Complete Markets and Collateral Constraints," Economics Working Papers ECO2012/17, European University Institute.
  2. Harold L. Cole & Felix Kubler, 2011. "Recursive Contracts, Lotteries and Weakly Concave Pareto Sets," NBER Working Papers 17064, National Bureau of Economic Research, Inc.
  3. Michael Grill & Karl Schmedders & Felix Kubler & Johannes Brumm, 2011. "Collateral Requirements and Asset Prices," 2011 Meeting Papers 737, Society for Economic Dynamics.
  4. Felix KUBLER & Karl SCHMEDDERS, 2010. "Life-Cycle Portfolio Choice, the Wealth Distribution and Asset Prices," Swiss Finance Institute Research Paper Series 10-21, Swiss Finance Institute.
  5. Benjamin Malin & Dirk Krueger & Felix Kubler, 2007. "Computing Stochastic Dynamic Economic Models with a Large Number of State Variables: A Description and Application of a Smolyak-Collocation Method," NBER Technical Working Papers 0345, National Bureau of Economic Research, Inc.
  6. Felix Kubler & Karl Schmedders, 2007. "Non-parametric counterfactual analysis in dynamic general equilibrium," PIER Working Paper Archive 07-027, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  7. Kenneth L. Judd & Felix Kubler & Karl Schmedders, 2006. "Bond Portfolios and Two-Fund Separation in the Lucas Asset-Pricing Model," Discussion Papers 1427, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  8. Paul Willen & Felix Kubler, 2006. "Collateralized Borrowing And Life-Cycle Portfolio Choice," 2006 Meeting Papers 578, Society for Economic Dynamics.
  9. Piero Gottardi & Felix Kubler, 2006. "Social Security and Risk Sharing," CESifo Working Paper Series 1705, CESifo Group Munich.
  10. Felix Kubler, 2005. "Approximate Generalizations in Applied Equilibrium Analysis," 2005 Meeting Papers 173, Society for Economic Dynamics.
  11. Piero Gottardi & Felix Kubler, 2004. "Ex Ante Optimality and Social Security," 2004 Meeting Papers 626, Society for Economic Dynamics.
  12. John Geanakoplos & Felix Kubler, 2004. "Leverage, Incomplete Markets and Crises," 2004 Meeting Papers 557, Society for Economic Dynamics.
  13. Felix Kubler & Karl Schmedders, 2003. "Approximate Versus Exact Equilibria," Discussion Papers 1382, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  14. Dirk Krueger & Felix Kubler, 2003. "Pareto Improving Social Security Reform when Financial Markets are Incomplete?," NBER Working Papers 9410, National Bureau of Economic Research, Inc.
  15. John Geanakoplos & Felix Kubler, 2003. "Dollar Denominated Debt and Optimal Security Design," Cowles Foundation Discussion Papers 1449, Cowles Foundation for Research in Economics, Yale University.
  16. P.A. Chiappori & I. Ekeland & F. Kubler & H.M. Polemarchakis, 2002. "Testable Implications of General Equilibrium Theory: a differentiable approach," Working Papers 2002-10, Brown University, Department of Economics.
  17. Steven J. Davis & Felix Kubler & Paul Willen, 2002. "Borrowing Costs and the Demand for Equity Over the Life Cycle," NBER Working Papers 9331, National Bureau of Economic Research, Inc.
  18. Karl Schmedders, Felix Kubler, 2001. "Asset Pricing in Models with incomplete markets and default," Computing in Economics and Finance 2001 58, Society for Computational Economics.
  19. Dirk Krueger and Felix Kubler, 2001. "Intergenerational Risk Sharing: Myth or Possibility," Computing in Economics and Finance 2001 188, Society for Computational Economics.
  20. P.J.J. Herings & F. Kubler, 2001. "Computing Equilibria in Finance Economies," GE, Growth, Math methods 0205003, EconWPA.
  21. Felix Kubler & Karl Schmedders, 2001. "Stationary Equilibria in Asset-Pricing Models with Incomplete Markets and Collateral," Discussion Papers 1319, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  22. Kenneth L. Judd & Felix Kubler & Karl Schmedders, 2000. "Asset Trading Volume with Dynamically Complete Markets and Heterogeneous Agents," Discussion Papers 1294, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  23. CHIAPPORI, Pierre-André & EKELAND, Ivar & KUBLER, Félix & POLEMARCHAKIS, Heracles, 2000. "The identification of preferences from equilibrium prices," CORE Discussion Papers 2000024, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  24. POLEMARCHAKIS, Heracles M. & CHIAPPORI, P. A. & KUBLER, F. & EKELAND, I., 2000. "The identification of preferences from equilibrium prices under uncertainty," Les Cahiers de Recherche 689, HEC Paris.
  25. Felix Kubler & Karl Schmedders, 2000. "Incomplete Markets, Transitory Shocks and Welfare," Levine's Working Paper Archive 2133, David K. Levine.
  26. Herings, P.J.J. & Kubler, F., 1999. "The Robustness of the CAPM - A Computational Approach," Discussion Paper 1999-54, Tilburg University, Center for Economic Research.
  27. Kenneth L. JUDD & Felix KUBLER & Karl SCHMEDDERS, . "Bond Ladders and Optimal Portfolios," Swiss Finance Institute Research Paper Series 08-32, Swiss Finance Institute.

Articles

  1. Felix Kubler & Karl Schmedders, 2012. "Financial Innovation and Asset Price Volatility," American Economic Review, American Economic Association, vol. 102(3), pages 147-51, May.
  2. Harold Cole & Felix Kubler, 2012. "Recursive Contracts, Lotteries and Weakly Concave Pareto Sets," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 15(4), pages 479-500, October.
  3. Araújo, Aloísio & Kubler, Felix & Schommer, Susan, 2012. "Regulating collateral-requirements when markets are incomplete," Journal of Economic Theory, Elsevier, vol. 147(2), pages 450-476.
  4. Gottardi, Piero & Kubler, Felix, 2011. "Social security and risk sharing," Journal of Economic Theory, Elsevier, vol. 146(3), pages 1078-1106, May.
  5. Malin, Benjamin A. & Krueger, Dirk & Kubler, Felix, 2011. "Solving the multi-country real business cycle model using a Smolyak-collocation method," Journal of Economic Dynamics and Control, Elsevier, vol. 35(2), pages 229-239, February.
  6. Kubler, Felix & Schmedders, Karl, 2010. "Competitive equilibria in semi-algebraic economies," Journal of Economic Theory, Elsevier, vol. 145(1), pages 301-330, January.
  7. Felix Kubler & Karl Schmedders, 2010. "Uniqueness of Steady States in Models with Overlapping Generations," Journal of the European Economic Association, MIT Press, vol. 8(2-3), pages 635-644, 04-05.
  8. Felix Kubler & Karl Schmedders, 2010. "Non-parametric counterfactual analysis in dynamic general equilibrium," Economic Theory, Springer, vol. 45(1), pages 181-200, October.
  9. P. Herings & Felix Kubler, 2007. "Approximate CAPM When Preferences are CRRA," Computational Economics, Society for Computational Economics, vol. 29(1), pages 13-31, February.
  10. Felix Kubler, 2007. "Approximate Generalizations and Computational Experiments," Econometrica, Econometric Society, vol. 75(4), pages 967-992, 07.
  11. Steven J. Davis & Felix Kubler & Paul Willen, 2006. "Borrowing Costs and the Demand for Equity over the Life Cycle," The Review of Economics and Statistics, MIT Press, vol. 88(2), pages 348-362, May.
  12. Dirk Krueger & Felix Kubler, 2006. "Pareto-Improving Social Security Reform when Financial Markets are Incomplete!?," American Economic Review, American Economic Association, vol. 96(3), pages 737-755, June.
  13. Judd, Kenneth L. & Kubler, Felix & Schmedders, Karl, 2006. "Reply to "Asset trading volume in infinite-horizon economies with dynamically complete markets and heterogeneous agents: Comment"," Finance Research Letters, Elsevier, vol. 3(2), pages 102-105, June.
  14. Donald Brown & Felix Kubler, 2005. "Brown and Kubler on Brainard and Scarf," American Journal of Economics and Sociology, Wiley Blackwell, vol. 64(1), pages 85-87, 01.
  15. Felix Kubler & Karl Schmedders, 2005. "Approximate versus Exact Equilibria in Dynamic Economies," Econometrica, Econometric Society, vol. 73(4), pages 1205-1235, 07.
  16. Kubler, Felix, 2004. "Is intertemporal choice theory testable?," Journal of Mathematical Economics, Elsevier, vol. 40(1-2), pages 177-189, February.
  17. Krueger, Dirk & Kubler, Felix, 2004. "Computing equilibrium in OLG models with stochastic production," Journal of Economic Dynamics and Control, Elsevier, vol. 28(7), pages 1411-1436, April.
  18. Felix Kubler & Herakles Polemarchakis, 2004. "Stationary Markov equilibria for overlapping generations," Economic Theory, Springer, vol. 24(3), pages 623-643, October.
  19. Chiappori, P. -A. & Ekeland, I. & Kubler, F. & Polemarchakis, H. M., 2004. "Testable implications of general equilibrium theory: a differentiable approach," Journal of Mathematical Economics, Elsevier, vol. 40(1-2), pages 105-119, February.
  20. Kenneth L. Judd & Felix Kubler & Karl Schmedders, 2003. "Asset Trading Volume with Dynamically Complete Markets and Heterogeneous Agents," Journal of Finance, American Finance Association, vol. 58(5), pages 2203-2218, October.
  21. Charalambos D. Aliprantis & Kenneth J. Arrow & Peter J. Hammond & Felix Kubler & Ho-Mou Wu & Nicholas C. Yannelis, 2003. "Foreword to the Symposium in Honor of Mordecai Kurz," Economic Theory, Springer, vol. 21(2), pages 215-216, 03.
  22. Felix Kubler & Karl Schmedders, 2003. "Generic inefficiency of equilibria in the general equilibrium model with incomplete asset markets and infinite time," Economic Theory, Springer, vol. 22(1), pages 1-15, 08.
  23. Kubler, Felix, 2003. "Observable restrictions of general equilibrium models with financial markets," Journal of Economic Theory, Elsevier, vol. 110(1), pages 137-153, May.
  24. Felix Kubler & Karl Schmedders, 2003. "Stationary Equilibria in Asset-Pricing Models with Incomplete Markets and Collateral," Econometrica, Econometric Society, vol. 71(6), pages 1767-1793, November.
  25. Dirk Krueger & Felix Kubler, 2002. "Intergenerational Risk-Sharing via Social Security when Financial Markets Are Incomplete," American Economic Review, American Economic Association, vol. 92(2), pages 407-410, May.
  26. Kubler, F. & Chiappori, P. -A. & Ekeland, I. & Polemarchakis, H. M., 2002. "The Identification of Preferences from Equilibrium Prices under Uncertainty," Journal of Economic Theory, Elsevier, vol. 102(2), pages 403-420, February.
  27. Kubler, Felix & Schmedders, Karl, 2002. "Recursive Equilibria In Economies With Incomplete Markets," Macroeconomic Dynamics, Cambridge University Press, vol. 6(02), pages 284-306, April.
  28. Felix Kubler & Karl Schmedders, 2001. "Incomplete Markets, Transitory Shocks, and Welfare," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 4(4), pages 747-766, October.
  29. Felix Kubler, 2001. "Computable general equilibrium with financial markets," Economic Theory, Springer, vol. 18(1), pages 73-96.
  30. Judd, Kenneth L. & Kubler, Felix & Schmedders, Karl, 2000. "Computing equilibria in infinite-horizon finance economies: The case of one asset," Journal of Economic Dynamics and Control, Elsevier, vol. 24(5-7), pages 1047-1078, June.
  31. Kubler, Felix & Schmedders, Karl, 2000. "Computing Equilibria in Stochastic Finance Economies," Computational Economics, Society for Computational Economics, vol. 15(1-2), pages 145-72, April.
  32. Kenneth L. Judd & Felix Kubler & Karl Schmedders, 0. "Bond Ladders and Optimal Portfolios," Review of Financial Studies, Society for Financial Studies, vol. 24(12), pages 4123-4166.

Editor

  1. Journal of Mathematical Economics, Elsevier.

NEP Fields

25 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BEC: Business Economics (1) 2007-10-20
  2. NEP-CBA: Central Banking (3) 2006-04-29 2007-10-13 2007-10-20
  3. NEP-CFN: Corporate Finance (2) 2004-03-14 2006-06-24
  4. NEP-CMP: Computational Economics (4) 2004-02-23 2006-06-24 2007-10-13 2007-10-20
  5. NEP-COM: Industrial Competition (1) 2003-01-05
  6. NEP-DGE: Dynamic General Equilibrium (17) 2000-10-05 2000-10-05 2002-11-10 2003-01-05 2005-06-14 2006-04-29 2006-06-03 2006-06-24 2007-04-09 2007-09-30 2007-10-13 2007-10-20 2009-02-28 2009-06-03 2011-01-03 2011-05-30 2012-07-23. Author is listed
  7. NEP-FIN: Finance (2) 1999-07-28 2006-06-24
  8. NEP-FMK: Financial Markets (6) 2000-10-05 2005-06-14 2005-06-14 2006-04-29 2006-06-03 2006-06-24. Author is listed
  9. NEP-IFN: International Finance (1) 2004-03-14
  10. NEP-IND: Industrial Organization (1) 2000-10-05
  11. NEP-MAC: Macroeconomics (6) 2005-06-14 2005-06-14 2006-04-29 2006-06-03 2007-04-09 2009-02-28. Author is listed
  12. NEP-MIC: Microeconomics (3) 1999-07-28 2003-04-21 2009-06-03
  13. NEP-PBE: Public Economics (2) 2005-06-14 2006-06-03
  14. NEP-PUB: Public Finance (2) 2006-06-03 2009-02-28
  15. NEP-UPT: Utility Models & Prospect Theory (1) 2007-09-30

Statistics

This author is among the top 5% authors according to these criteria:
  1. Number of Distinct Works, Weighted by Simple Impact Factor
  2. Number of Distinct Works, Weighted by Recursive Impact Factor
  3. Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
  4. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  5. Number of Citations, Weighted by Recursive Impact Factor
  6. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  7. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  8. Number of Journal Pages, Weighted by Simple Impact Factor
  9. Number of Journal Pages, Weighted by Recursive Impact Factor
  10. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  11. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
  12. Closeness measure in co-authorship network
  13. Betweenness measure in co-authorship network
  14. Wu-Index

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