Prof. Dr. Felix Kübler - Publikationen


Professor of Financial Economics

felix.kuebler@bf.uzh.ch
PLD-F04, Plattenstr. 32
+41 44 634 41 06
CV vCard Details Team Lehre Publikationen Konferenzen Research Projects

Journal Articles

Collateral requirements and asset prices
Felix Kübler, Karl Schmedders, Johannes Brumm, Michael Grill
In: International Economic Review, forthcoming, Februar 2014.


Inferior good and Giffen behavior for investing and borrowing
Felix Kübler, Larry Seldon, Xiao Wei
In: American Economic Review, Vol. 103 (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) (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 (2), p. 450-476, 2012.


Social security and risk sharing
Piero Gottardi, Felix Kübler
In: Journal of Economic Theory, Vol. 146 (3), p. 1078-1106, 2011.


Verifying competitive equilibria in dynamic economies
Felix Kübler
In: Review of Economic Studies, Vol. 78 (4), p. 1379-1399, 2011.


Bond ladders and optimal portfolios
Kenneth L Judd, Felix Kübler, Karl Schmedders
In: Review of Financial Studies, Vol. 24 (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 (2), p. 229-239, Oktober 2010.


Tackling multiplicity of equilibria with Gröbner bases
Felix Kübler, Karl Schmedders
In: Operations Research, Vol. 58 (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 (2-3), p. 635-644, April 2010.


Competitive equilibria in semi-algebraic economies
Felix Kübler, Karl Schmedders
In: Journal of Economic Theory, Vol. 145 (1), p. 301-330, Januar 2010.


Non-parametric counterfactual analysis in dynamic general equilibrium
Felix Kübler, Karl Schmedders
In: Economic Theory, Vol. 45 (1-2), p. 181-200, 2010.


Approximate Generalizations and Computational Experiments
Felix Kübler
In: Econometrica, forthcoming, 2007.


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, forthcoming, 2006.


Pareto-Improving Social Security Reform When Financial Markets Are Incomplete!?
Dirk Krüger, Felix Kübler
In: American Economic Review, forthcoming, 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 (2 (06)), p. 348-362, 2006.


A Comment on Brainard and Scarf
Felix Kübler, D.J. Brown
In: American Journal of Economics and Sociology, Vol. 64 (1), p. 85-87, 2005.


Approximate Versus Exact Equilibria in Dynamic Economices
Felix Kübler, Karl Schmedders
In: Econometrica, Vol. 73 (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 (1-2), p. 105-119, Januar 2004.


Is intertemporal choice theory testable?
Felix Kübler
In: Journal of Mathematical Economics, Vol. 40 (1-2), p. 177-189, Januar 2004.


Stationary Markov equilibria for overlapping generations
Felix Kübler, Herakles Polemarchakis
Herausgeber: Nichoals Yanneils
In: Economic Theory, Vol. 24 (3), p. 623-643, 2004.


Stationary equilibria in asset-pricing models with incomplete markets and collateral
Felix Kübler, Karl Schmedders
In: Econometrica, Vol. 71 (6), p. 1767-1795, 2003.


Bücher

Kapitel in Büchern

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

Applying Negishi’s method to stochastic models with overlapping generations
Johannes Brumm, Felix Kübler
NCCR FINRISK Working Paper Series, 851, März 2013.


Dynamic competitive economies with complete markets and collateral constraints
Piero Gottardi, Felix Kübler
NCCR, 750, Januar 2012.


When is a Risky Asset "Urgently Needed"?
Felix Kübler, Larry Selden, Xiao Wei
NCCR, 828, 2012.


Theory of Inverse Demand: Financial Assets
Felix Kübler, Larry Selden, Xiao Wei
Finrisk Working Paper Series, 721, April 2011.


Life-cycle portfolio choice, the wealth distribution and asset prices
Felix Kübler, Karl Schmedders
Swiss Finance Institute Research Paper, 10-21, Mai 2010.


Collateralized Borrowing and Life-Cycle Portfolio Choice
Felix Kübler, P. Willen
NBER National Bureau of Economic Research 06-4, 12309, 2006.


Conference oder Workshop Paper

Verifying competitive equilibria in dynamic economies
Felix Kübler
In: CRETA (Center for Research in Economic Theory and Application) Summer Conference 2008, September 2008.


A smolyak collocation algorithm for an international real business cycle model
Benjamin Malin, Felix Kübler, Dirk Krüger
In: 14th International Conference on Computing in Economics and Finance (Society for Computational Economics SCE), Juni 2008.


Sonstiger Forschungsoutput

Margin Regulation and Volatility
Felix Kübler, Johannes Brumm, Karl Schmedders
2013.


Asset Demand Based Tests of Expected Utility Maximization
Felix Kübler, Larry Selden, Xiao Wei
2013.


Zeitungsartikel

Wealth Management in turbulenten Zeiten
Felix Kübler
In: Tages Anzeiger, p. 1, 26. November 2010.


Fünf Fragen zu Obligationen
Felix Kübler
In: Neue Zürcher Zeitung, p. 1, 26. Oktober 2010.