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Karl Schmedders

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This is information that was supplied by Karl Schmedders in registering through RePEc. If you are Karl Schmedders , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Karl
Middle Name:
Last Name: Schmedders
Suffix:

RePEc Short-ID: psc9

Email:
Homepage: http://www.business.uzh.ch
Postal Address: Moussonstrasse 15 8044 Zurich Switzerland
Phone: +41 (0)44 634 3770

Affiliation

(in no particular order)

Works

as in new window

Working papers

  1. Michael Grill & Karl Schmedders & Felix Kubler & Johannes Brumm, 2012. "Margin Requirements and Asset Prices," 2012 Meeting Papers 533, Society for Economic Dynamics.
  2. 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.
  3. 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.
  4. Felix Kuber & Karl Schmedders, 2007. "Competitive Equilibria in Semi-Algebraic Economies," PIER Working Paper Archive 07-013, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  5. 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.
  6. Karl Schmedders, 2005. "Two-Fund Separation in Dynamic General Equilibrium," 2005 Meeting Papers 148, Society for Economic Dynamics.
  7. Karl Schmedders & Ken Judd, 2005. "A Computational Approach to Proving Uniqueness in Dynamic Games," Computing in Economics and Finance 2005 412, Society for Computational Economics.
  8. Felix Kubler & Karl Schmedders, 2003. "Approximate Versus Exact Equilibria," Discussion Papers 1382, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  9. Alessandro Citanna & Karl Schmedders, 2002. "Controlling Price Volatility Through Financial Innovation," Discussion Papers 1338, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  10. Kenneth Judd & Karl Schmedders, 2002. "Optimal Rules for Patent Races," Discussion Papers 1343, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  11. Ken Judd & Karl Schmedders & Sevin Yeltekin, 2002. "Optimal Policies for Patent Races," Computing in Economics and Finance 2002 253, Society for Computational Economics.
  12. Robert L. Earle & Karl Schmedders & Tymon Tatur, 2002. "Price Caps and Uncertain Demands," Discussion Papers 1340, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  13. 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.
  14. P. Jean-Jacques Herings & Karl Schmedders, 2001. "Computing Equilibria in Finance Economies with Incomplete Markets and Transaction Costs," Discussion Papers 1318, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  15. 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.
  16. Robert L. Earle & Karl Schmedders, 2001. "Demand Uncertainty and Risk-aversion: Why Price Caps May Lead to Higher Prices," Discussion Papers 1330, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  17. Karl Schmedders, 2000. "Monopolistic Security Design in Finance Economies," Discussion Papers 1288, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  18. Felix Kubler & Karl Schmedders, 2000. "Incomplete Markets, Transitory Shocks and Welfare," Levine's Working Paper Archive 2133, David K. Levine.
  19. 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.
  20. Karl Schmedders, . "Computational General Equilibrium with Incomplete Assets," Computing in Economics and Finance 1997 70, Society for Computational Economics.
  21. Johannes Brumm & Michael GRILL & Felix KUBLER & Karl SCHMEDDERS, . "Collateral Requirements and Asset Prices," Swiss Finance Institute Research Paper Series 11-10, Swiss Finance Institute.
  22. Kenneth L. JUDD & Felix KUBLER & Karl SCHMEDDERS, . "Bond Ladders and Optimal Portfolios," Swiss Finance Institute Research Paper Series 08-32, Swiss Finance Institute.
  23. Kenneth L. JUDD & Philipp RENNER & Karl SCHMEDDERS, . "Finding All Pure-Strategy Equilibria in Static and Dynamic Games with Continuous Strategies," Swiss Finance Institute Research Paper Series 10-45, 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. By Kenneth L. Judd & Karl Schmedders & Şevin Yeltekin, 2012. "Optimal Rules For Patent Races," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 53(1), pages 23-52, 02.
  3. Kenneth L. Judd & Philipp Renner & Karl Schmedders, 2012. "Finding all pure‐strategy equilibria in games with continuous strategies," Quantitative Economics, Econometric Society, vol. 3(2), pages 289-331, 07.
  4. 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.
  5. Felix Kubler & Karl Schmedders, 2010. "Non-parametric counterfactual analysis in dynamic general equilibrium," Economic Theory, Springer, vol. 45(1), pages 181-200, October.
  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. Robert Earle & Karl Schmedders & Tymon Tatur, 2007. "On Price Caps Under Uncertainty," Review of Economic Studies, Oxford University Press, vol. 74(1), pages 93-111.
  8. Schmedders, Karl, 2007. "Two-fund separation in dynamic general equilibrium," Theoretical Economics, Econometric Society, vol. 2(2), June.
  9. P. Herings & Karl Schmedders, 2006. "Computing equilibria in finance economies with incomplete markets and transaction costs," Economic Theory, Springer, vol. 27(3), pages 493-512, 04.
  10. 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.
  11. Alessandro Citanna & Karl Schmedders, 2005. "Excess price volatility and financial innovation," Economic Theory, Springer, vol. 26(3), pages 559-587, October.
  12. Felix Kubler & Karl Schmedders, 2005. "Approximate versus Exact Equilibria in Dynamic Economies," Econometrica, Econometric Society, vol. 73(4), pages 1205-1235, 07.
  13. 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.
  14. 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.
  15. 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.
  16. Kubler, Felix & Schmedders, Karl, 2002. "Recursive Equilibria In Economies With Incomplete Markets," Macroeconomic Dynamics, Cambridge University Press, vol. 6(02), pages 284-306, April.
  17. 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.
  18. Karl Schmedders, 2001. "Monopolistic security design in finance economies," Economic Theory, Springer, vol. 18(1), pages 37-72.
  19. 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.
  20. 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.
  21. Eaves, B. Curtis & Schmedders, Karl, 1999. "General equilibrium models and homotopy methods," Journal of Economic Dynamics and Control, Elsevier, vol. 23(9-10), pages 1249-1279, September.
  22. Schmedders, Karl, 1998. "Computing equilibria in the general equilibrium model with incomplete asset markets," Journal of Economic Dynamics and Control, Elsevier, vol. 22(8-9), pages 1375-1401, August.
  23. 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.

NEP Fields

21 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CMP: Computational Economics (2) 2001-09-26 2004-02-23
  2. NEP-DGE: Dynamic General Equilibrium (10) 2000-10-05 2000-10-05 2005-12-01 2007-04-09 2007-04-09 2007-09-30 2009-06-03 2013-04-20 2013-04-20 2013-11-29. Author is listed
  3. NEP-FMK: Financial Markets (3) 2000-10-05 2000-10-05 2001-09-26
  4. NEP-IND: Industrial Organization (1) 2000-10-05
  5. NEP-MAC: Macroeconomics (1) 2007-04-09
  6. NEP-MIC: Microeconomics (2) 2002-04-15 2009-06-03
  7. NEP-REG: Regulation (1) 2002-06-13
  8. NEP-UPT: Utility Models & Prospect Theory (2) 2007-04-09 2007-09-30

Statistics

This author is among the top 5% authors according to these criteria:
  1. Number of Distinct Works, Weighted by Recursive Impact Factor
  2. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  3. Number of Journal Pages, Weighted by Simple Impact Factor
  4. Number of Journal Pages, Weighted by Recursive Impact Factor
  5. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors

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