IDEAS home Printed from https://ideas.repec.org/
MyIDEAS: Log in (now much improved!) to follow this author

Felix Kubler

This is information that was supplied by Felix Kubler in registering through RePEc. If you are Felix Kubler , 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:Felix
Middle Name:
Last Name:Kubler
Suffix:
RePEc Short-ID:pku6
http://fkubler.googlepages.com/
Genève/Zürich, Switzerland
http://www.swissfinanceinstitute.ch/

: 41 22 / 312 09 61
41 22 / 312 10 26
40 bd. du Pont d'Arve, Case postale 3, CH - 1211 Geneva 4
RePEc:edi:fameech (more details at EDIRC)
in new window
  1. Kubler, Felix & Polemarchakis, Herakles, 2015. "The identification of beliefs from asset demand," The Warwick Economics Research Paper Series (TWERPS) 1087, University of Warwick, Department of Economics.
  2. Brumm, Johannes & Kubler, Felix & Grill, Michael & Schmedders, Karl, 2014. "Margin regulation and volatility," Working Paper Series 1698, European Central Bank.
  3. Felix Kubler & John Geanakoplos, 2014. "Why is too much leverage bad for the economy?," 2014 Meeting Papers 573, Society for Economic Dynamics.
  4. Felix Kubler & Johannes Brumm, 2013. "Applying Negishi's method to stochastic models with overlapping generations," 2013 Meeting Papers 1352, Society for Economic Dynamics.
  5. Michael Grill & Karl Schmedders & Felix Kubler & Johannes Brumm, 2012. "Margin Requirements and Asset Prices," 2012 Meeting Papers 533, Society for Economic Dynamics.
  6. GOTTARDI, Piero & KUBLER, Felix, 2012. "Dynamic Competitive Economies with Complete Markets and Collateral Constraints," Economics Working Papers ECO2012/17, European University Institute.
  7. Harold L. Cole & Felix Kubler, 2011. "Recursive Contracts, Lotteries and Weakly Concave Pareto Sets," NBER Working Papers 17064, National Bureau of Economic Research, Inc.
  8. Michael Grill & Karl Schmedders & Felix Kubler & Johannes Brumm, 2011. "Collateral Requirements and Asset Prices," 2011 Meeting Papers 737, Society for Economic Dynamics.
  9. 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.
  10. 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.
  11. 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.
  12. Piero Gottardi & Felix Kubler, 2006. "Social Security and Risk Sharing," CESifo Working Paper Series 1705, CESifo Group Munich.
  13. 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.
  14. Paul Willen & Felix Kubler, 2006. "Collateralized Borrowing And Life-Cycle Portfolio Choice," 2006 Meeting Papers 578, Society for Economic Dynamics.
  15. Felix Kubler, 2005. "Approximate Generalizations in Applied Equilibrium Analysis," 2005 Meeting Papers 173, Society for Economic Dynamics.
  16. John Geanakoplos & Felix Kubler, 2004. "Leverage, Incomplete Markets and Crises," 2004 Meeting Papers 557, Society for Economic Dynamics.
  17. Piero Gottardi & Felix Kubler, 2004. "Ex Ante Optimality and Social Security," 2004 Meeting Papers 626, Society for Economic Dynamics.
  18. Felix Kubler & Karl Schmedders, 2003. "Approximate Versus Exact Equilibria," Discussion Papers 1382, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  19. Herings P. Jean-Jacques & Kubler Felix, 2003. "Approximate CAPM When Preferences Are CRRA," Research Memorandum 064, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
  20. 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.
  21. 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.
  22. 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.
  23. 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.
  24. 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.
  25. 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.
  26. Dirk Krueger and Felix Kubler, 2001. "Intergenerational Risk Sharing: Myth or Possibility," Computing in Economics and Finance 2001 188, Society for Computational Economics.
  27. P.J.J. Herings & F. Kubler, 2001. "Computing Equilibria in Finance Economies," GE, Growth, Math methods 0205003, EconWPA.
  28. Felix Kubler & Karl Schmedders, 2000. "Incomplete Markets, Transitory Shocks and Welfare," Levine's Working Paper Archive 2133, David K. Levine.
  29. 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.
  30. Herings,O. Jean-Jacques & Kubler,Felix, 2000. "The Robustness of CAPM-A Computational Approach," Research Memorandum 035, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
  31. 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.
  32. P. Jean-Jacques Herings & Felix Kubler, 2000. "The Robustness of the CAPM-A Computational Approach," Econometric Society World Congress 2000 Contributed Papers 0400, Econometric Society.
  33. 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).
  34. Kenneth L. JUDD & Felix KUBLER & Karl SCHMEDDERS, . "Bond Ladders and Optimal Portfolios," Swiss Finance Institute Research Paper Series 08-32, Swiss Finance Institute.
  1. Brumm, Johannes & Grill, Michael & Kubler, Felix & Schmedders, Karl, 2015. "Margin regulation and volatility," Journal of Monetary Economics, Elsevier, vol. 75(C), pages 54-68.
  2. Piero Gottardi & Felix Kubler, 2015. "Dynamic Competitive Economies with Complete Markets and Collateral Constraints," Review of Economic Studies, Oxford University Press, vol. 82(3), pages 1119-1153.
  3. Johannes Brumm & Michael Grill & Felix Kubler & Karl Schmedders, 2015. "Collateral Requirements And Asset Prices," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 56, pages 1-25, 02.
  4. Felix Kubler & Larry Selden & Xiao Wei, 2014. "When Is a Risky Asset "Urgently Needed"?," American Economic Journal: Microeconomics, American Economic Association, vol. 6(2), pages 131-62, May.
  5. Felix Kubler & Larry Selden & Xiao Wei, 2014. "Asset Demand Based Tests of Expected Utility Maximization," American Economic Review, American Economic Association, vol. 104(11), pages 3459-80, November.
  6. Felix Kubler & Larry Selden & Xiao Wei, 2013. "Inferior Good and Giffen Behavior for Investing and Borrowing," American Economic Review, American Economic Association, vol. 103(2), pages 1034-53, April.
  7. Felix Kubler & Karl Schmedders, 2012. "Financial Innovation and Asset Price Volatility," American Economic Review, American Economic Association, vol. 102(3), pages 147-51, May.
  8. 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.
  9. 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.
  10. Felix Kubler, 2011. "Verifying Competitive Equilibria in Dynamic Economies," Review of Economic Studies, Oxford University Press, vol. 78(4), pages 1379-1399.
  11. Gottardi, Piero & Kubler, Felix, 2011. "Social security and risk sharing," Journal of Economic Theory, Elsevier, vol. 146(3), pages 1078-1106, May.
  12. 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.
  13. 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.
  14. Felix Kubler & Karl Schmedders, 2010. "Non-parametric counterfactual analysis in dynamic general equilibrium," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 45(1), pages 181-200, October.
  15. Kubler, Felix & Schmedders, Karl, 2010. "Competitive equilibria in semi-algebraic economies," Journal of Economic Theory, Elsevier, vol. 145(1), pages 301-330, January.
  16. P. Herings & Felix Kubler, 2007. "Approximate CAPM When Preferences are CRRA," Computational Economics, Springer;Society for Computational Economics, vol. 29(1), pages 13-31, February.
  17. Felix Kubler, 2007. "Approximate Generalizations and Computational Experiments," Econometrica, Econometric Society, vol. 75(4), pages 967-992, 07.
  18. 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.
  19. 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.
  20. 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.
  21. 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.
  22. Felix Kubler & Karl Schmedders, 2005. "Approximate versus Exact Equilibria in Dynamic Economies," Econometrica, Econometric Society, vol. 73(4), pages 1205-1235, 07.
  23. 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.
  24. Felix Kubler & Herakles Polemarchakis, 2004. "Stationary Markov equilibria for overlapping generations," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 24(3), pages 623-643, October.
  25. 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.
  26. Kubler, Felix, 2004. "Is intertemporal choice theory testable?," Journal of Mathematical Economics, Elsevier, vol. 40(1-2), pages 177-189, February.
  27. Kubler, Felix, 2003. "Observable restrictions of general equilibrium models with financial markets," Journal of Economic Theory, Elsevier, vol. 110(1), pages 137-153, May.
  28. 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;Society for the Advancement of Economic Theory (SAET), vol. 21(2), pages 215-216, 03.
  29. 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.
  30. 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.
  31. Felix Kubler & Karl Schmedders, 2003. "Generic inefficiency of equilibria in the general equilibrium model with incomplete asset markets and infinite time," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 22(1), pages 1-15, 08.
  32. 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.
  33. 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.
  34. Kubler, Felix & Schmedders, Karl, 2002. "Recursive Equilibria In Economies With Incomplete Markets," Macroeconomic Dynamics, Cambridge University Press, vol. 6(02), pages 284-306, April.
  35. Felix Kubler, 2001. "Computable general equilibrium with financial markets," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 18(1), pages 73-96.
  36. 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.
  37. Kubler, Felix & Schmedders, Karl, 2000. "Computing Equilibria in Stochastic Finance Economies," Computational Economics, Springer;Society for Computational Economics, vol. 15(1-2), pages 145-72, April.
  38. 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.
  39. 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 is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 36 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-DGE: Dynamic General Equilibrium (25) 2000-07-03 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 2013-04-13 2013-04-20 2013-04-20 2013-11-29 2014-04-11 2014-12-03 2015-01-03. Author is listed
  2. NEP-FMK: Financial Markets (7) 2000-07-03 2000-10-05 2005-06-14 2005-06-14 2006-04-29 2006-06-03 2006-06-24. Author is listed
  3. NEP-MAC: Macroeconomics (7) 2005-06-14 2005-06-14 2005-07-18 2006-04-29 2006-06-03 2007-04-09 2009-02-28. Author is listed
  4. NEP-CMP: Computational Economics (5) 2002-06-13 2004-02-23 2006-06-24 2007-10-13 2007-10-20. Author is listed
  5. NEP-CBA: Central Banking (3) 2006-04-29 2007-10-13 2007-10-20
  6. NEP-FIN: Finance (3) 2000-07-03 2002-06-13 2006-06-24
  7. NEP-MIC: Microeconomics (3) 2003-04-21 2009-06-03 2013-04-13
  8. NEP-PBE: Public Economics (3) 2005-06-14 2005-07-18 2006-06-03
  9. NEP-PUB: Public Finance (3) 2005-07-18 2006-06-03 2009-02-28
  10. NEP-UPT: Utility Models & Prospect Theory (3) 2007-09-30 2015-12-08 2016-01-18
  11. NEP-CFN: Corporate Finance (2) 2004-03-14 2006-06-24
  12. NEP-IND: Industrial Organization (2) 2000-05-08 2000-10-05
  13. NEP-BEC: Business Economics (1) 2007-10-20
  14. NEP-COM: Industrial Competition (1) 2003-01-05
  15. NEP-GER: German Papers (1) 2014-04-11
  16. NEP-IFN: International Finance (1) 2004-03-14
  17. NEP-RMG: Risk Management (1) 2015-01-03
This author is among the top 5% authors according to these criteria:
  1. Average Rank Score
  2. Number of Works
  3. Number of Distinct Works, Weighted by Simple Impact Factor
  4. Number of Distinct Works, Weighted by Recursive Impact Factor
  5. Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
  6. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  7. Number of Citations, Weighted by Simple Impact Factor
  8. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  9. Number of Citations, Weighted by Recursive Impact Factor
  10. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  11. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  12. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  13. Number of Journal Pages
  14. Number of Journal Pages, Weighted by Simple Impact Factor
  15. Number of Journal Pages, Weighted by Recursive Impact Factor
  16. Number of Journal Pages, Weighted by Number of Authors
  17. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  18. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
  19. Closeness measure in co-authorship network
  20. Betweenness measure in co-authorship network
  21. Wu-Index

Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

Co-authorship network on CollEc

For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Felix Kubler should log into the RePEc Author Service

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.