Felix Kübler | Academic Influence

Felix Kübler's AcademicInfluence.com Rankings

Felix Kübler

Economics

#2924

World Rank

#3320

Historical Rank

economics Degrees

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Economics

Felix Kübler's Degrees

PhD Economics University of Zurich
Masters Economics University of Zurich
Bachelors Economics University of Zurich

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Why Is Felix Kübler Influential?

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According to Wikipedia, Felix Kübler is a German economist who currently works as Professor of Financial Economics at the University of Zurich. His research interests include computational economics, general equilibrium theory and portfolio choice. In 2012, he was awarded the Gossen Prize in recognition of his contributions to economic research.

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Felix Kübler's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

Pareto Improving Social Security Reform When Financial Markets are Incomplete? (2003) (277)
Stationary Equilibria in Asset-Pricing Models with Incomplete Markets and Collateral (2003) (190)
Computing equilibrium in OLG models with stochastic production (2004) (161)
Solving the multi-country real business cycle model using a Smolyak-collocation method (2011) (83)
Asset Trading Volume with Dynamically Complete Markets and Heterogeneous Agents (2003) (75)
Stationary Markov equilibria for overlapping generations (2004) (69)
RECURSIVE EQUILIBRIA IN ECONOMIES WITH INCOMPLETE MARKETS (2002) (66)
Intergenerational Risk-Sharing via Social Security when Financial Markets Are Incomplete (2002) (66)
Collateral Requirements and Asset Prices (2013) (60)
Social Security and Risk Sharing (2006) (58)
Regulating collateral-requirements when markets are incomplete (2009) (54)
Dynamic Competitive Economies with Complete Markets and Collateral Constraints (2015) (50)
Asset Demand Based Tests of Expected Utility Maximization (2013) (46)
A Solution Method for Incomplete Asset Markets Wih Heterogeneous Agents (2002) (45)
Approximate versus Exact Equilibria in Dynamic Economies (2005) (45)
Testable Implications of General Equilibrium Theory: A Differentiable Approach (2002) (43)
Advances in Economics and Econometrics: Computational Methods for Dynamic Equilibria with Heterogeneous Agents (2003) (41)
Competitive Equilibria in Semi-Algebraic Economies (2007) (37)
Making Carbon Taxation a Generational Win Win (2019) (33)
Computing equilibria in infinite-horizon finance economies: The case of one asset (2000) (33)
Tackling Multiplicity of Equilibria with Gröbner Bases (2010) (29)
Observable restrictions of general equilibrium models with financial markets (2003) (29)
Incomplete Markets, Transitory Shocks And Welfare (2001) (28)
Computing Equilibria in Stochastic Finance Economies (2000) (27)
Financial Innovation and Asset Price Volatility (2012) (25)
Computing Stochastic Dynamic Economic Models with a Large Number of State Variables: A Description and Application of a Smolyak-Collocation Method (2007) (25)
Recursive Contracts, Lotteries and Weakly Concave Pareto Sets (2011) (22)
Margin Regulation and Volatility (2013) (22)
Recursive Equilibria in Dynamic Economies With Stochastic Production (2014) (20)
Inferior Good and Giffen Behavior for Investing and Borrowing (2011) (20)
Life-Cycle Portfolio Choice, the Wealth Distribution and Asset Prices (2015) (18)
Collateralized Borrowing and Life-Cycle Portfolio Choice (2006) (17)
Taxation, Incomplete Markets, and Social Security: Munich Lectures in Economics (2004) (17)
The identification of preferences from equilibrium prices (2000) (16)
The identification of beliefs from asset demand (2017) (15)
Computational Aspects of General Equilibrium Theory: Refutable Theories of Value (2008) (14)
Reply to “Asset trading volume in infinite-horizon economies with dynamically complete markets and heterogeneous agents: Comment” ☆ (2006) (14)
The Robustness of the CAPM: A Computational Approach (1999) (14)
Uniqueness of steady states in models with overlapping generations (2010) (13)
Is intertemporal choice theory testable (2004) (13)
Computational Aspects of General Equilibrium Theory (2008) (13)
Generic inefficiency of equilibria in the general equilibrium model with incomplete asset markets and infinite time (2003) (12)
Assets, Beliefs, and Equilibria in Economic Dynamics (2004) (12)
Computing equilibria in dynamic stochastic macro-models with heterogeneous agents (2017) (12)
Self-Justified Equilibria: Existence and Computation (2019) (11)
Approximate Generalizations and Computational Experiments (2007) (11)
Bond Ladders and Optimal Portfolios (2009) (11)
Computing Equilibria in Finance Economies (2000) (10)
Rethinking large-scale Economic Modeling for Efficiency: Optimizations for GPU and Xeon Phi Clusters (2018) (10)
Applying Negishi's method to stochastic models with overlapping generations (2013) (10)
Computational Methods for the Study of Dynamic Economies (2002) (10)
Computing All Solutions to Polynomial Equations in Economics (2014) (9)
Computable general equilibrium with financial markets (2001) (9)
Re-use of Collateral: Leverage, Volatility, and Welfare (2017) (8)
Approximate CAPM When Preferences are CRRA (2002) (8)
Pareto-Improving Carbon-Risk Taxation (2020) (7)
The Climate in Climate Economics (2021) (7)
The identification of preferences from the equilibrium prices of commodities and assets (1999) (7)
Why is too much leverage bad for the economy (2014) (7)
Can Today's and Tomorrow's World Uniformly Gain from Carbon Taxation? (2021) (6)
Ex Ante Optimality and Social Security (2004) (6)
Verifying competitive equilibria in dynamic economies (2008) (6)
Refutable Theories of Value (2008) (6)
Non-parametric counterfactual analysis in dynamic general equilibrium (2007) (5)
Markov equilibria in macroeconomics (5)
Approximate Versus Exact Equilibria (2003) (5)
What are Asset Demand Tests of Expected Utility Really Testing? (2017) (5)
Asset Pricing in Models with incomplete markets and default (2001) (5)
Leverage, Incomplete Markets and Pareto Improving Regulation (2005) (5)
Identification of preferences, demand and equilibrium with finite data (2020) (4)
When is a Risky Asset 'Urgently Needed'? (2012) (4)
When Interest Rates Go Low, Should Public Debt Go High? (2021) (3)
Margin Requirements and Asset Prices (2012) (3)
Swiss Finance Institute Research Paper Series N ° 08 – 32 Bond Ladders and Optimal Portfolios (2008) (2)
Approximate Generalizations and Applied Equilibrium Analysis (2005) (2)
Are deficits free? (2022) (2)
Bond Portfolios and Two-Fund Separation in the Lucas Asset-Pricing Model (2006) (2)
Incomplete market demand tests for Kreps-Porteus-Selden preferences (2020) (2)
Self-justi ed equilibria: Existence and computation (2018) (2)
Leveraging Posterity’s Prosperity? (2020) (2)
Theory of Inverse Demand: Financial Assets (2011) (2)
Dollar Denominated Debt and Optimal Security Design (2003) (2)
Computation of general equilibria (new developments) (2008) (2)
Leverage, Incomplete Markets and Crises (2004) (1)
Computing equilibria in dynamic stochastic macromodels with heterogeneous agents (2015) (1)
Integrability of Demand in Incomplete Markets: Kreps-Porteus-Selden Preferences (2016) (1)
Effects of asset market structure on welfare and trading volume (2004) (1)
Uniformly Self-Justified Equilibria (2021) (0)
A smolyak collocation algorithm for an international real business cycle model (2008) (0)
Climate uncertainty, financial frictions and constrained efficient carbon taxation (2022) (0)
Approximate CAPMWhen Preferences are CRRA ∗ (2007) (0)
Financial Innovation and Asset Price Volatility Online Technical Appendix (2012) (0)
NBER WORKING PAPER SERIES MAKING CARBON TAXATION A GENERATIONAL WIN WIN (2021) (0)
Exact inference from finite market data (2021) (0)
Computation of general equilibria ( new developments ) Kubler (2009) (0)
Financial Valuation and Risk Management Working Paper No . 571 Tackling Multiplicity of Equilibria with Gröbner Bases (2009) (0)
Efficient Calculation of All Steady States in Large-Scale Overlapping Generations Models (2022) (0)
Foreword to the Symposium in Honor of Mordecai Kurz (2003) (0)
Housing Demand in High-Return/High-Volatility Environments (2022) (0)
Effects of Capital-Asset Constraints on Commercial Bank Lending from 1990 to 1992 June 3 , 2002 (2002) (0)
Comment on William C. Brainard and Herbert E. Scarf's “How to Compute Equilibrium Prices in 1891” (2005) (0)
Demand Tests for Expected Utility in Incomplete Markets (2016) (0)
FORTRAN programs to compute solution: Project_JEDC_Dec2009_KKM (2009) (0)
Expected Utility Preferences for Contingent Claims and Lotteries (2014) (0)
Simple ε-equilibria in stochastic economies with overlapping generations (2015) (0)
THE IMPACT OF PORTFOLIO CONSTRAINTS IN INFINITE-HORIZON INCOMPLETE-MARKETS MODELS∗ (2003) (0)
The accuracy of numerical solutions for dynamic GEI models ∗ (2003) (0)
Making Carbon Taxation a Generational (2019) (0)
Deficit Follies (2021) (0)

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What Schools Are Affiliated With Felix Kübler?

Felix Kübler is affiliated with the following schools: