| Stationary equilibria in asset‐pricing models with incomplete markets and collateral F Kubler, K Schmedders Econometrica 71 (6), 1767-1793, 2003 | 230 | 2003 |
| Handbook of computational economics: Agent-based computational economics HM Amman, DA Kendrick, L Tesfatsion, J Rust, KL Judd Elsevier, 1996 | 166 | 1996 |
| 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 | 128 | 2018 |
| General equilibrium models and homotopy methods BC Eaves, K Schmedders Journal of Economic Dynamics and Control 23 (9-10), 1249-1279, 1999 | 124 | 1999 |
| 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 | 95 | 2003 |
| Recursive equilibria in economies with incomplete markets F Kubler, K Schmedders Macroeconomic dynamics 6 (2), 284-306, 2002 | 89 | 2002 |
| 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 | 88 | 2003 |
| Optimal rules for patent races BKL Judd, K Schmedders, Ş Yeltekin International Economic Review 53 (1), 23-52, 2012 | 67 | 2012 |
| On price caps under uncertainty R Earle, K Schmedders, T Tatur The Review of Economic Studies 74 (1), 93-111, 2007 | 65 | 2007 |
| 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 | 61 | 1998 |
| Collateral requirements and asset prices J Brumm, M Grill, F Kubler, K Schmedders International Economic Review 56 (1), 1-25, 2015 | 60 | 2015 |
| Computational methods for dynamic equilibria with heterogeneous agents KL Judd, F Kubler, K Schmedders Econometric Society Monographs 37, 243-290, 2003 | 58 | 2003 |
| Optimal and naive diversification in currency markets F Ackermann, W Pohl, K Schmedders Management Science 63 (10), 3347-3360, 2017 | 54 | 2017 |
| Approximate versus exact equilibria in dynamic economies F Kubler, K Schmedders Econometrica 73 (4), 1205-1235, 2005 | 53 | 2005 |
| A solution method for incomplete asset markets with heterogeneous agents KL Judd, F Kubler, K Schmedders Unpublished manusript, Standford University 36, 2002 | 51 | 2002 |
| Competitive equilibria in semi-algebraic economies F Kubler, K Schmedders Journal of economic theory 145 (1), 301-330, 2010 | 50 | 2010 |
| 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 | 42 | 2000 |
| Tackling multiplicity of equilibria with Gröbner bases F Kubler, K Schmedders Operations research 58 (4-part-2), 1037-1050, 2010 | 40 | 2010 |
| Asset pricing with heterogeneous agents and long-run risk W Pohl, K Schmedders, O Wilms Journal of Financial Economics 140 (3), 941-964, 2021 | 39 | 2021 |
| Margin regulation and volatility J Brumm, M Grill, F Kubler, K Schmedders Journal of Monetary Economics 75, 54-68, 2015 | 38 | 2015 |
Walt PohlUniversity of ZurichVerified email at business.uzh.ch
