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Prof. Dr. Felix Kübler - Publikationen

Professor of Financial Economics

@relbeuk.xilefbf.uzh.ch
PLD-F 04, Plattenstr. 32, 8032 Zürich
+41 44 634 41 06
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Journal Articles (28)

Recursive equilibria in dynamic economies with stochastic production
Johannes Brumm, Dominika Kryczka, Felix Kübler
In: Econometrica, forthcoming, 2017.


The identification of beliefs from asset demand
Felix Kübler, Herakles Polemarchakis
In: Econometrica, Vol. 85 (No. 4), p. 1219 -1238, Juli 2017.


What are asset demand tests of expected utility really testing?
Felix Kübler, Larry Selden, Xiao Wei
In: Economic Journal, Vol. 127 (No. 601), p. 784-808, Mai 2017.


Collateral requirements and asset prices
Felix Kübler, Karl Schmedders, Johannes Brumm, Michael Grill
In: International Economic Review, Vol. 56 (No. 1), p. 1-25, Februar 2015.


Dynamic competitive economies with complete markets and collateral constraints
Piero Gottardi, Felix Kübler
In: The Review of Economic Studies, Vol. 82 (No. 3), p. 1119-1153, 2015.


Asset Demand Based Tests of Expected Utility Maximization
Felix Kübler, Larry Selden, Xiao Wei
In: American Economic Review, Vol. 104 (No. 11), p. 3459-3480, November 2014.


When is a Risky Asset "Urgently Needed"?
Felix Kübler, Larry Selden, Xiao Wei
In: American Economic Journal: Microeconomics, Vol. 6 (No. 2), p. 131-162, Juli 2014.


Inferior good and Giffen behavior for investing and borrowing
Felix Kübler, Larry Seldon, Xiao Wei
In: American Economic Review, Vol. 103 (No. 2), p. 1034-1053, 2013.


Recursive contracts, lotteries and weakly concave pareto sets
Harold Cole, Felix Kübler
In: Review of Economic Dynamics, Vol. 15 (4) (No. 10-038), p. 479-500, Oktober 2012.


Regulating collateral-Requirements when markets are incomplete
Felix Kübler, Aloisio Araujo, Susan Schommer
In: Journal of Economic Theory, Vol. 147 (No. 2), p. 450-476, 2012.


Social security and risk sharing
Piero Gottardi, Felix Kübler
In: Journal of Economic Theory, Vol. 146 (No. 3), p. 1078-1106, 2011.


Verifying competitive equilibria in dynamic economies
Felix Kübler
In: Review of Economic Studies, Vol. 78 (No. 4), p. 1379-1399, 2011.


Bond ladders and optimal portfolios
Kenneth L Judd, Felix Kübler, Karl Schmedders
In: Review of Financial Studies, Vol. 24 (No. 12), p. 4123-4166, 2011.


Solving the Multi-Country Real Business Cycle Model using a Smolyak-Collocation Method
Benjamin A Malin, Dirk Krüger, Felix Kübler
In: Journal of Economic Dynamics and Control, Vol. 35 (No. 2), p. 229-239, Oktober 2010.


Tackling multiplicity of equilibria with Gröbner bases
Felix Kübler, Karl Schmedders
In: Operations Research, Vol. 58 (No. 4), p. 1037-1050, Juli 2010.


Uniqueness of steady states in models with overlapping generations
Karl Schmedders, Felix Kübler
In: Journal of the European Economic Association, Vol. 8 (No. 2-3), p. 635-644, April 2010.


Competitive equilibria in semi-algebraic economies
Felix Kübler, Karl Schmedders
In: Journal of Economic Theory, Vol. 145 (No. 1), p. 301-330, Januar 2010.


Non-parametric counterfactual analysis in dynamic general equilibrium
Felix Kübler, Karl Schmedders
In: Economic Theory, Vol. 45 (No. 1-2), p. 181-200, 2010.


Approximate generalizations and computational experiments
Felix Kübler
In: Econometrica, Vol. 75 (No. 4), p. 967-992, 2007.


Pareto-Improving Social Security Reform When Financial Markets Are Incomplete!?
Dirk Krüger, Felix Kübler
In: American Economic Review, Vol. 96 (No. 3), p. 737-755, Juni 2006.


Reply to 'Asset Trading Volume in Innite-Horizon Economies with Dynamically Complete Markets and Heterogeneous Agents: Comment'
Karl Schmedders, Kenneth Judd, Felix Kübler
In: Finance Research Letters, Vol. 3 (No. 2), p. 102-105, 2006.


Borrowing Costs and the Demand for Equity over the Life Cycle
Steven Davis, Paul Willen, Felix Kübler
In: Review of Economics and Statistics, Vol. 88 (No. 2 (06)), p. 348-362, 2006.


Comment on William C. Brainard and Herbert E. Scarf's "How to Compute Equilibrium Prices in 1891"
Felix Kübler, D J Brown
In: American Journal of Economics and Sociology, Vol. 64 (No. 1), p. 85-87, 2005.


Approximate Versus Exact Equilibria in Dynamic Economices
Felix Kübler, Karl Schmedders
In: Econometrica, Vol. 73 (No. 4 (07)), p. 1205-1235, 2005.


Testable implications of general equilibrium theory: A differentiable approach
Felix Kübler, Pierre-Andre Chiappori, I Ekeland, Herakles Polemarchakis
In: Journal of Mathematical Economics, Vol. 40 (No. 1-2), p. 105-119, Januar 2004.


Is intertemporal choice theory testable?
Felix Kübler
In: Journal of Mathematical Economics, Vol. 40 (No. 1-2), p. 177-189, Januar 2004.


Stationary Markov equilibria for overlapping generations
Felix Kübler, Herakles Polemarchakis
In: Economic Theory, Vol. 24 (No. 3), p. 623-643, 2004.


Stationary equilibria in asset-pricing models with incomplete markets and collateral
Felix Kübler, Karl Schmedders
In: Econometrica, Vol. 71 (No. 6), p. 1767-1795, 2003.


Artikel (nicht-referiert) (1)

Financial Innovation and Asset Price Volatility
Felix Kübler, Karl Schmedders
In: American Economic Review: Papers and Proceedings, No. 3, p. 147-151, 2012.


Bücher (1)

Kapitel in Büchern (6)

Computing equilibria in dynamic stochastic macro-models with heterogeneous agents
Johannes Brumm, Felix Kübler, Simon Scheidegger
Herausgeber: Bo Honoré, Ariel Pakes, Monika Piazzesi, Larry Samuelson
In: Advances in Economics and Econometrics: Theory and Applications, Eleventh World Congress, Cambridge University Press, Cambridge, 2017.


Computing all solutions to polynomial equations in economics
Felix Kübler, Karl Schmedders, Philipp Johannes Renner
Herausgeber: Karl Schmedders, Kenneth Judd
In: Handbook of Computational Economics, Elsevier, Amsterdam, p. 600-645, 2013.


Computation of general equilibria (new developments)
Felix Kübler
Herausgeber: Steven N Durlauf, Lawrence E Blume
In: The New Palgrave Dictionary of Economics (Vol. 5), Palgrave Macmillan, Basingstoke, p. Published online, 2008.


Markov equilibria in macroeconomics
Felix Kübler, Dirk Krüger
Herausgeber: Steven N Durlauf, Lawrence E Blume
In: The New Palgrave Dictionary of Economics (Vol. 5), Palgrave Macmillan, Basingstoke, p. 339-342, 2008.


Approximate versus exact equilibria in dynamic economies
Felix Kübler, Karl Schmedders
Herausgeber: D Brown, Felix Kübler
In: Computational aspects of general equilibrium theory: refutable theories of value, Springer, Berlin, p. 135-164, 2008.


Stationary equilibria in asset-pricing models with incomplete markets and collateral
Felix Kübler, Karl Schmedders
Herausgeber: Michael Magill, Martine Quinzii
In: Incomplete markets Volume 2: Infinite horizon economies , Edward Elgar Publishing Ltd., Cheltenham, p. 226-254, 2008.


Working Papers (11)

Re-use of collateral: Leverage, volatility, and welfare
Johannes Brumm, Felix Kübler, Michael Grill, Karl Schmedders
Swiss Finance Institute Research Paper, No. 17-04, April 2017.


Computing equilibria in dynamic stochastic macromodels with heterogeneous agents
Johannes Brumm, Felix Kübler, Simon Scheidegger
Dezember 2015.


Recursive equilibria in dynamic economies with stochastic production
Johannes Brumm, Dominika Kryczka, Felix Kübler
Dezember 2014.


Expected utility preferences for contingent claims and lotteries
Felix Kübler, Larry Selden, Xiao Wei
SSRN, No. 2473611, Juni 2014.


Applying Negishi’s method to stochastic models with overlapping generations
Johannes Brumm, Felix Kübler
NCCR FINRISK Working Paper Series, No. 851, März 2013.


Dynamic competitive economies with complete markets and collateral constraints
Piero Gottardi, Felix Kübler
NCCR, No. 750, Januar 2012.


When is a Risky Asset "Urgently Needed"?
Felix Kübler, Larry Selden, Xiao Wei
NCCR, No. 828, 2012.


Theory of Inverse Demand: Financial Assets
Felix Kübler, Larry Selden, Xiao Wei
Finrisk Working Paper Series, No. 721, April 2011.


Life-cycle portfolio choice, the wealth distribution and asset prices
Felix Kübler, Karl Schmedders
Swiss Finance Institute Research Paper , No. 10-21, Mai 2010.


Collateralized Borrowing and Life-Cycle Portfolio Choice
Felix Kübler, P. Willen
NBER National Bureau of Economic Research 06-4, No. 12309, 2006.


Conference oder Workshop Paper (2)

Verifying competitive equilibria in dynamic economies
Felix Kübler
In: CRETA, September 2008.


A smolyak collocation algorithm for an international real business cycle model
Benjamin Malin, Felix Kübler, Dirk Krüger
In: Cepremap, Juni 2008.


Zeitungsartikel (2)

Wealth Management in turbulenten Zeiten
Felix Kübler
Tages Anzeiger, 26 November 2010.


Fünf Fragen zu Obligationen
Felix Kübler
Neue Zürcher Zeitung, 26 Oktober 2010.


Medienpräsenz (7)

Was ist eigentlich Cashflow?
Betrifft: Felix Kübler
NZZ Finanzlexikon, 1 Dezember 2016.


Folgt Deutsche Bank bald Lehman Brothers?
Betrifft: Felix Kübler
Schweizer Radio und Fernsehen SRF, 30 September 2016.


Was ist eigentlich Quantitative Lockerung?
Betrifft: Felix Kübler
NZZ Finanzlexikon, 24 Juni 2016.


Was ist eigentlich Vollgeld?
Betrifft: Felix Kübler
NZZ Finanzlexikon, 10 Juni 2016.


Was ist eigentlich Buchgeld?
Betrifft: Felix Kübler
NZZ Finanzlexikon, 27 Mai 2016.


Was ist eigentlich Deflation?
Betrifft: Felix Kübler
NZZ Finanzlexikon, 29 April 2016.


Was sind eigentlich Staatsanleihen?
Betrifft: Felix Kübler
NZZ Finanzlexikon, 4 März 2016.