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Karl Schmedders

Global rank #1919 97%

Institution: International Institute for Management (IMD)

Primary Field: Finance (weighted toward more recent publications)

Homepage: https://www.imd.org/faculty/professors/karl-schmedders/

First Publication: 1998

Most Recent: 2024

RePEc ID: psc9 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 1.34 2.51 0.00 5.19
Last 10 Years 0.00 2.51 4.19 0.00 9.22
All Time 2.68 7.37 16.09 0.00 41.56

Publication Statistics

Raw Publications 27
Coauthorship-Adjusted Count 26.25

Publications (27)

Year Article Journal Tier Authors
2024 repec:oup:revfin:v:37:y:2024:i:3:p:989-1028. Review of Finance B 1
2024 Existence of the Wealth-Consumption Ratio in Asset Pricing Models with Recursive Preferences The Review of Financial Studies A 3
2023 Re-use of collateral: Leverage, volatility, and welfare Review of Economic Dynamics B 4
2021 Asset pricing with heterogeneous agents and long-run risk Journal of Financial Economics A 3
2020 Statistical approximation of high-dimensional climate models Journal of Econometrics A 4
2020 Discrete‐time dynamic principal–agent models: Contraction mapping theorem and computational treatment Quantitative Economics B 2
2018 Higher Order Effects in Asset Pricing Models with Long‐Run Risks Journal of Finance A 3
2016 Asset prices with non-permanent shocks to consumption Journal of Economic Dynamics and Control B 3
2015 Margin regulation and volatility Journal of Monetary Economics A 4
2015 COLLATERAL REQUIREMENTS AND ASSET PRICES International Economic Review B 4
2015 A Polynomial Optimization Approach to Principal–Agent Problems Econometrica S 2
2012 OPTIMAL RULES FOR PATENT RACES International Economic Review B 3
2012 Financial Innovation and Asset Price Volatility American Economic Review S 2
2011 Bond Ladders and Optimal Portfolios The Review of Financial Studies A 3
2010 Competitive equilibria in semi-algebraic economies Journal of Economic Theory A 2
2010 Non-parametric counterfactual analysis in dynamic general equilibrium Economic Theory B 2
2007 On Price Caps Under Uncertainty Review of Economic Studies S 3
2006 Computing equilibria in finance economies with incomplete markets and transaction costs Economic Theory B 2
2005 Excess price volatility and financial innovation Economic Theory B 2
2003 Asset Trading Volume with Dynamically Complete Markets and Heterogeneous Agents Journal of Finance A 3
2003 Generic inefficiency of equilibria in the general equilibrium model with incomplete asset markets and infinite time Economic Theory B 2
2003 repec:bla:jfinan:v:58:y:2003:i:5:p:2203-2218 Journal of Finance A 1
2001 Incomplete Markets, Transitory Shocks, and Welfare Review of Economic Dynamics B 2
2001 Monopolistic security design in finance economies Economic Theory B 1
2000 Computing equilibria in infinite-horizon finance economies: The case of one asset Journal of Economic Dynamics and Control B 3
1999 General equilibrium models and homotopy methods Journal of Economic Dynamics and Control B 2
1998 Computing equilibria in the general equilibrium model with incomplete asset markets Journal of Economic Dynamics and Control B 1