| Publication | Date of Publication | Type |
|---|
A large-scale optimization model for replicating portfolios in the life insurance industry
Operations Research | 2022-02-16 | Paper |
Discrete‐time dynamic principal–agent models: Contraction mapping theorem and computational treatment
Quantitative Economics | 2021-06-03 | Paper |
Statistical approximation of high-dimensional climate models
Journal of Econometrics | 2019-12-19 | Paper |
Optimal rules for patent races
International Economic Review | 2019-02-07 | Paper |
A polynomial optimization approach to principal-agent problems
Econometrica | 2019-01-30 | Paper |
Finding all pure-strategy equilibria in games with continuous strategies
Quantitative Economics | 2018-12-04 | Paper |
Asset prices with non-permanent shocks to consumption
Journal of Economic Dynamics and Control | 2018-08-09 | Paper |
Collateral requirements and asset prices
International Economic Review | 2015-04-15 | Paper |
Tackling multiplicity of equilibria with Gröbner bases
Operations Research | 2011-11-17 | Paper |
Non-parametric counterfactual analysis in dynamic general equilibrium
Economic Theory | 2010-09-21 | Paper |
Competitive equilibria in semi-algebraic economies
Journal of Economic Theory | 2010-03-04 | Paper |
On Price Caps Under Uncertainty
Review of Economic Studies | 2007-07-02 | Paper |
Approximate versus Exact Equilibria in Dynamic Economies
Econometrica | 2006-10-24 | Paper |
Stationary Equilibria in Asset-Pricing Models with Incomplete Markets and Collateral
Econometrica | 2006-06-19 | Paper |
Computing equilibria in finance economies with incomplete markets and transaction costs
Economic Theory | 2006-03-21 | Paper |
Excess price volatility and financial innovation
Economic Theory | 2005-10-18 | Paper |
| scientific article; zbMATH DE number 2072573 (Why is no real title available?) | 2004-06-10 | Paper |
Generic inefficiency of equilibria in the general equilibrium model with incomplete asset markets and infinite time
Economic Theory | 2003-09-21 | Paper |
RECURSIVE EQUILIBRIA IN ECONOMIES WITH INCOMPLETE MARKETS
Macroeconomic Dynamics | 2003-02-25 | Paper |
| scientific article; zbMATH DE number 1552542 (Why is no real title available?) | 2002-02-25 | Paper |
| scientific article; zbMATH DE number 1552541 (Why is no real title available?) | 2001-12-16 | Paper |
Computing equilibria in stochastic finance economies
Computational Economics | 2001-10-04 | Paper |
Monopolistic security design in finance economies
Economic Theory | 2001-08-28 | Paper |
Computing equilibria in infinite-horizon finance economies: The case of one asset
Journal of Economic Dynamics and Control | 2000-06-04 | Paper |
A homotopy algorithm and an index theorem for the general equilibrium model with incomplete asset markets
Journal of Mathematical Economics | 2000-03-30 | Paper |
General equilibrium models and homotopy methods
Journal of Economic Dynamics and Control | 2000-01-12 | Paper |
A cellation of the Grassmann manifold
Mathematical Programming. Series A. Series B | 1999-06-03 | Paper |
Computing equilibria in the general equilibrium model with incomplete asset markets
Journal of Economic Dynamics and Control | 1999-01-12 | Paper |
