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Ulrich Horst

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This is information that was supplied by Ulrich Horst in registering through RePEc. If you are Ulrich Horst , 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: Ulrich
Middle Name:
Last Name: Horst
Suffix:

RePEc Short-ID: pho443

Email: [This author has chosen not to make the email address public]
Homepage: http://www.math.hu-berlin.de/~horst
Postal Address:
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Affiliation

Sonderforschungsbereich 649: Ökonomisches Risiko
Wirtschaftswissenschaftliche Fakultät
Humboldt-Universität Berlin
Location: Berlin, Germany
Homepage: http://sfb649.wiwi.hu-berlin.de/
Email:
Phone: +49-30-2093-5708
Fax: +49-30-2093-5617
Postal: Spandauer Str. 1,10178 Berlin
Handle: RePEc:edi:sohubde (more details at EDIRC)

Works

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Working papers

  1. Ulrich Horst & Santiago Moreno-Bromberg, 2011. "Efficiency and Equilibria in Games of Optimal Derivative Design," Papers 1107.0839, arXiv.org.
  2. Felix Naujokat & Ulrich Horst, 2011. "When to Cross the Spread: Curve Following with Singular Control," SFB 649 Discussion Papers SFB649DP2011-053, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  3. Gökhan Cebiro˜glu & Ulrich Horst, 2011. "We develop a sequential trade model of Iceberg order execution in a limit order book. The Iceberg-trader has the freedom to expose his trading intentions or (partially) shield the true order size agai," SFB 649 Discussion Papers SFB649DP2011-057, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  4. Ulrich Horst & Ying Hu & Peter Imkeller & Anthony Reveillac, 2011. "Forward-backward systems for expected utility maximization," SFB 649 Discussion Papers SFB649DP2011-061, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  5. Ulrich Horst, 2010. "Dynamic Systems of Social Interactions," SFB 649 Discussion Papers SFB649DP2010-012, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  6. Ulrich Horst & Felix Naujokat, 2010. "Illiquidity and Derivative Valuation," SFB 649 Discussion Papers SFB649DP2010-011, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  7. U. Horst & Jose A. Scheinkman, 2010. "Equilibria in Systems of Social Interactions," Levine's Working Paper Archive 506439000000000119, David K. Levine.
  8. Ulrich Horst & Traian A. Pirvu & Gonçalo Dos Reis, 2010. "On Securitization, Market Completion and Equilibrium Risk Transfer," SFB 649 Discussion Papers SFB649DP2010-010, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  9. Erhan Bayraktar & Ulrich Horst & Ronnie Sircar, 2007. "A Limit Theorem for Financial Markets with Inert Investors," Papers math/0703831, arXiv.org.
  10. Erhan Bayraktar & Ulrich Horst & Ronnie Sircar, 2007. "Queueing Theoretic Approaches to Financial Price Fluctuations," Papers math/0703832, arXiv.org.
  11. Ulrich Horst & Jan Wezelburger, 2006. "Non-ergodic Behavior in a Financial Market with Interacting Investors," 2006 Meeting Papers 229, Society for Economic Dynamics.
  12. Ulrich Horst & Jos´e A. Scheinkman, 2006. "A Limit Theorem for Systems of Social Interactions," Levine's Bibliography 321307000000000177, UCLA Department of Economics.
  13. Ulrich Horst & Alan Kirman & Miriam Teschl, 2006. "Changing Identity: The Emergence of Social Groups," Working Papers halshs-00410853, HAL.

Articles

  1. Ulrich Horst & Felix Naujokat, 2011. "On derivatives with illiquid underlying and market manipulation," Quantitative Finance, Taylor & Francis Journals, vol. 11(7), pages 1051-1066.
  2. Horst, Ulrich, 2010. "Dynamic systems of social interactions," Journal of Economic Behavior & Organization, Elsevier, vol. 73(2), pages 158-170, February.
  3. Horst, Ulrich & Scheinkman, José A., 2009. "A limit theorem for systems of social interactions," Journal of Mathematical Economics, Elsevier, vol. 45(9-10), pages 609-623, September.
  4. Horst, Ulrich & Rothe, Christian, 2008. "Queuing, Social Interactions, And The Microstructure Of Financial Markets," Macroeconomic Dynamics, Cambridge University Press, vol. 12(02), pages 211-233, April.
  5. Ulrich Horst & Jan Wenzelburger, 2008. "On non-ergodic asset prices," Economic Theory, Springer, vol. 34(2), pages 207-234, February.
  6. Ulrich Horst, 2007. "BookReview," Quantitative Finance, Taylor & Francis Journals, vol. 7(1), pages 17-18.
  7. Horst, Ulrich, 2007. "Stochastic cascades, credit contagion, and large portfolio losses," Journal of Economic Behavior & Organization, Elsevier, vol. 63(1), pages 25-54, May.
  8. Bisin, Alberto & Horst, Ulrich & Ozgur, Onur, 2006. "Rational expectations equilibria of economies with local interactions," Journal of Economic Theory, Elsevier, vol. 127(1), pages 74-116, March.
  9. Horst, Ulrich & Scheinkman, Jose A., 2006. "Equilibria in systems of social interactions," Journal of Economic Theory, Elsevier, vol. 130(1), pages 44-77, September.
  10. Ulrich Horst, 2005. "Financial price fluctuations in a stock market model with many interacting agents," Economic Theory, Springer, vol. 25(4), pages 917-932, 06.
  11. Horst, Ulrich, 2005. "Stationary equilibria in discounted stochastic games with weakly interacting players," Games and Economic Behavior, Elsevier, vol. 51(1), pages 83-108, April.
  12. Follmer, Hans & Horst, Ulrich & Kirman, Alan, 2005. "Equilibria in financial markets with heterogeneous agents: a probabilistic perspective," Journal of Mathematical Economics, Elsevier, vol. 41(1-2), pages 123-155, February.
  13. Sébastien Chaumont & Peter Imkeller & Matthias Müller & Ulrich Horst, 2005. "A Simple Model for Trading Climate Risk," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, vol. 74(2), pages 175-195.
  14. Föllmer, Hans & Horst, Ulrich, 2001. "Convergence of locally and globally interacting Markov chains," Stochastic Processes and their Applications, Elsevier, vol. 96(1), pages 99-121, November.

NEP Fields

10 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (1) 2010-03-20
  2. NEP-CBE: Cognitive & Behavioural Economics (1) 2007-11-03
  3. NEP-CDM: Collective Decision-Making (1) 2006-07-21
  4. NEP-CTA: Contract Theory & Applications (2) 2010-07-17 2011-07-13
  5. NEP-EVO: Evolutionary Economics (1) 2010-04-17
  6. NEP-FMK: Financial Markets (1) 2010-03-20
  7. NEP-GTH: Game Theory (3) 2003-03-10 2010-07-17 2011-07-13. Author is listed
  8. NEP-MST: Market Microstructure (1) 2011-08-29
  9. NEP-NET: Network Economics (1) 2006-07-21
  10. NEP-SOC: Social Norms & Social Capital (2) 2006-07-21 2007-11-03
  11. NEP-URE: Urban & Real Estate Economics (2) 2003-03-10 2006-07-21

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