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Karl Schmedders
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Cited by
Year
Stationary equilibria in asset‐pricing models with incomplete markets and collateral
F Kubler, K Schmedders
Econometrica 71 (6), 1767-1793, 2003
2302003
Handbook of computational economics: Agent-based computational economics
HM Amman, DA Kendrick, L Tesfatsion, J Rust, KL Judd
Elsevier, 1996
1611996
Higher order effects in asset pricing models with long‐run risks
W Pohl, K Schmedders, O Wilms
The Journal of Finance 73 (3), 1061-1111, 2018
1262018
General equilibrium models and homotopy methods
BC Eaves, K Schmedders
Journal of Economic Dynamics and Control 23 (9-10), 1249-1279, 1999
1191999
Asset trading volume with dynamically complete markets and heterogeneous agents
KL Judd, F Kubler, K Schmedders
The Journal of Finance 58 (5), 2203-2217, 2003
942003
Recursive equilibria in economies with incomplete markets
F Kubler, K Schmedders
Macroeconomic dynamics 6 (2), 284-306, 2002
902002
The Fibonacci sequence: relationship to the human hand
AE Park, JJ Fernandez, K Schmedders, MS Cohen
The journal of hand surgery 28 (1), 157-160, 2003
842003
On price caps under uncertainty
R Earle, K Schmedders, T Tatur
The Review of Economic Studies 74 (1), 93-111, 2007
662007
Optimal rules for patent races
BKL Judd, K Schmedders, Ş Yeltekin
International Economic Review 53 (1), 23-52, 2012
652012
Computing equilibria in the general equilibrium model with incomplete asset markets
K Schmedders
Journal of Economic Dynamics and Control 22 (8-9), 1375-1401, 1998
621998
Collateral requirements and asset prices
J Brumm, M Grill, F Kubler, K Schmedders
International Economic Review 56 (1), 1-25, 2015
602015
Computational methods for dynamic equilibria with heterogeneous agents
KL Judd, F Kubler, K Schmedders
Econometric Society Monographs 37, 243-290, 2003
602003
Approximate versus exact equilibria in dynamic economies
F Kubler, K Schmedders
Econometrica 73 (4), 1205-1235, 2005
542005
A solution method for incomplete asset markets with heterogeneous agents
KL Judd, F Kubler, K Schmedders
Unpublished manusript, Standford University 36, 2002
492002
Optimal and naive diversification in currency markets
F Ackermann, W Pohl, K Schmedders
Management Science 63 (10), 3347-3360, 2017
482017
Competitive equilibria in semi-algebraic economies
F Kubler, K Schmedders
Journal of economic theory 145 (1), 301-330, 2010
472010
Computing equilibria in infinite-horizon finance economies: The case of one asset
KL Judd, F Kubler, K Schmedders
Journal of Economic Dynamics and Control 24 (5-7), 1047-1078, 2000
422000
A polynomial optimization approach to principal–agent problems
P Renner, K Schmedders
Econometrica 83 (2), 729-769, 2015
382015
Margin regulation and volatility
J Brumm, M Grill, F Kubler, K Schmedders
Journal of Monetary Economics 75, 54-68, 2015
372015
Tackling multiplicity of equilibria with Gröbner bases
F Kubler, K Schmedders
Operations research 58 (4-part-2), 1037-1050, 2010
372010
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