Similar Search Results

Computational methods for dynamic equilibria with heterogenous agents

Judd, Kenneth L.; Kubler, Felix; Schmedders, Karl - 2003

Persistent link: https://www.econbiz.de/10001771779

Effects of asset market structure on welfare and trading volume

Judd, Kenneth L.; Kubler, Felix; Schmedders, Karl - In: Assets, beliefs, and equilibria in economic dynamics : …, (pp. 675-693). 2004

Persistent link: https://www.econbiz.de/10001809561

The impact of portfolio constraints in infinite-horizon incomplete-markets models

Judd, Kenneth L.; Kubler, Felix; Schmedders, Karl - In: The theory of markets : [proceedings of the Colloquium …, (pp. 193-215). 1999

Persistent link: https://www.econbiz.de/10001509034

Asset trading volume with dynamically complete markets and heterogenous agents

Judd, Kenneth L.; Kubler, Felix; Schmedders, Karl - 2000

Persistent link: https://www.econbiz.de/10001487642

Asset trading volume with dynamically complete markets and heterogeneous agents

Judd, Kenneth L.; Kubler, Felix; Schmedders, Karl - In: The journal of finance : the journal of the American … 58 (2003) 5, pp. 2203-2217

Persistent link: https://www.econbiz.de/10001797834

Bond ladders and optimal portfolios

Judd, Kenneth L.; Kubler, Felix; Schmedders, Karl - 2009

Many bond portfolio managers argue that bond laddering tends to outperform other bond investment strategies because it reduces both market price risk and reinvestment risk for a bond portfolio in the presence of interest rate uncertainty. Despite the popularity of bond ladders as a strategy for...

Persistent link: https://www.econbiz.de/10003966082

Bond ladders and optimal portfolios

Judd, Kenneth L.; Kubler, Felix; Schmedders, Karl - In: The review of financial studies 24 (2011) 12, pp. 4123-4166

Persistent link: https://www.econbiz.de/10009390470

Computing equilibria in infinite-horizon finance economies : the case of one asset

Judd, Kenneth L.; Kubler, Felix; Schmedders, Karl - In: Journal of economic dynamics & control 24 (2000) 5/7, pp. 1047-1078

Persistent link: https://www.econbiz.de/10001465698

Asset trading volume in infinite-horizon economies with dynamically complete markets and heterogeneous agents : comment

Bossaerts, Peter L.; Zame, William R. - In: Finance research letters 3 (2006) 2, pp. 96-101

Persistent link: https://www.econbiz.de/10003333865

Reply to "Asset trading volume in infinite-horizon economies with dynamically complete markets and heterogeneous agents: comment"

Judd, Kenneth L.; Kubler, Felix; Schmedders, Karl - In: Finance research letters 3 (2006) 2, pp. 102-105

Persistent link: https://www.econbiz.de/10003333880