Skip navigation

All Publications

ZORA Publication List

Publications

Journal Article
- 2002
  - Krueger, D., & Kübler, F. (2002). Intergenerational Risk-Sharing via Social Security when Financial Markets Are Incomplete American Economic Review, 92, 407–410. https://doi.org/10.1257/000282802320191705
  - Kübler, F., & Schmedders, K. (2002). Recursive equilibria in economies with incomplete markets Macroeconomic Dynamics, 6, 284–306. https://doi.org/10.1017/s136510050203105x
- 2001
  - Kübler, F., & Schmedders, K. (2001). Incomplete Markets, Transitory Shocks, and Welfare Review of Economic Dynamics, 4, 747–766. https://doi.org/10.1006/redy.2001.0134
- 2000
  - Judd, K. L., Kübler, F., & Schmedders, K. (2000). Computing equilibria in infinite-horizon finance economies: The case of one asset Journal of Economic Dynamics and Control, 24, 1047–1078. https://doi.org/10.1016/s0165-1889(99)00036-6
  - Kübler, F., & Schmedders, K. (2000). Computing Equilibria in Stochastic Finance Economies Computational Economics, 15, 145–172. https://doi.org/10.1023/a:1008651229355
Book Section
- 2017
  - Brumm, J., Kübler, F., & Scheidegger, S. (2017). Computing equilibria in dynamic stochastic macro-models with heterogeneous agents In B. Honoré, A. Pakes, M. Piazzesi, & L. Samuelson (Eds.), Advances in Economics and Econometrics: Theory and Applications, Eleventh World Congress (Volume 2; pp. 185–230). Cambridge University Press.
- 2013
  - Kübler, F., Schmedders, K., & Renner, P. J. (2013). Computing all solutions to polynomial equations in economics In K. Schmedders & K. Judd (Eds.), Handbook of Computational Economics (pp. 600–645). Elsevier.
- 2008
  - Kubler, F., & Schmedders, K. (2008). Approximate versus exact equilibria in dynamic economies In D. Brown & F. Kubler (Eds.), Computational aspects of general equilibrium theory: refutable theories of value (No. 604; pp. 135–164). Springer. https://doi.org/10.1007/978-3-540-76591-2_10
  - Kubler, F., & Krüger, D. (2008). Markov equilibria in macroeconomics In S. N. Durlauf & L. E. Blume (Eds.), The New Palgrave Dictionary of Economics (Vol. 5) (pp. 339–342). Palgrave Macmillan. https://doi.org/10.1057/9780230226203.1040
  - Kubler, F., & Schmedders, K. (2008). Stationary equilibria in asset-pricing models with incomplete markets and collateral In M. Magill & M. Quinzii (Eds.), Incomplete markets Volume 2: Infinite horizon economies (No. 225; pp. 226–254). Edward Elgar Publishing Ltd.
  - Kübler, F. (2008). Computation of general equilibria (new developments) In S. N. Durlauf & L. E. Blume (Eds.), The New Palgrave Dictionary of Economics (Vol. 5) (p. Published online). Palgrave Macmillan. https://doi.org/10.1057/9780230226203.0284
Conference or Workshop item
- 2020
  - Brumm, J., Kotlikoff, L., & Kübler, F. (2020). Leveraging Posterity’s Prosperity? In E. Duflo (Ed.), AEA Papers and Proceedings (No. 110; pp. 152–156). American Economic Association. https://doi.org/10.1257/pandp.20201104
- 2018
  - Kübler, F., & Scheidegger, S. (2018). Self-justified equilibria: Existence and computation 1–22. https://sed2018.itam.mx/program
  - Kübler, F., Mikushin, D., Scheidegger, S., & Schenk, O. (2018, May 25). Rethinking large-scale economic modeling for efficiency: optimizations for GPU and Xeon Phi clusters Proceedings - IEEE International Parallel and Distributed Processing Symposium. IPDPS 2018, Vancouver. https://doi.org/10.1109/IPDPS.2018.00070
- 2008
  - Kubler, F. (2008, September 4). Verifying competitive equilibria in dynamic economies CRETA (Center for Research in Economic Theory and Application) Summer Conference 2008, Warwick. https://doi.org/10.1093/restud/rdr005
  - Malin, B., Kubler, F., & Krüger, D. (2008, June 28). A smolyak collocation algorithm for an international real business cycle model 14th International Conference on Computing in Economics and Finance (Society for Computational Economics SCE), Paris. http://www.cepremap.fr/
Dissertation
- 2024
  - Grosshans, D. (2024). Beliefs in financial economics (Dissertation, University of Zurich) https://doi.org/10.5167/uzh-292611
  - Gaegauf, L. (2024). Essays in finance (Dissertation, University of Zurich) https://doi.org/10.5167/uzh-259424
Monograph
- 2008
  - Kubler, F., & Brown, D. J. (2008). Computational aspects of general equilibrium theory: refutable theories of value In Computational Aspects of General Equilibrium Theory: Refutable Theories of Value (No. 604; Vol. 604). Springer. https://doi.org/10.1007/978-3-540-76591-2_11
Newspaper Article
- 2010
  - Kübler, F. (2010, November 26). Wealth Management in turbulenten Zeiten Tages Anzeiger, 1–1.
  - Kübler, F. (2010, October 26). Fünf Fragen zu Obligationen Neue Zürcher Zeitung, 1–1.
Scientific Publication in Electronic Form
- 2021
  - Kotlikoff, L., Kübler, F., Polbin, A., & Scheidegger, S. (2021). Economists have needlessly produced a climate war https://voxeu.org/article/economists-have-needlessly-produced-climate-war
Working Paper
- 2025
  - Shen, C., Kübler, F., Yang, Y., & Zhou, Z. (2025). A Lagrangian Approach to Optimal Lotteries in Non-Convex Economies (No. 25–48; Swiss Finance Institute Research Paper). Elsevier BV. https://doi.org/10.2139/ssrn.5233164
- 2023
  - Kubler, F., & Scheidegger, S. (2023). Uniformly self-justified equilibria (SSRN). https://doi.org/10.2139/ssrn.3995209
  - Folini, D., Friedl, A., Kübler, F., & Scheidegger, S. (2023). The climate in climate economics (SSRN). https://doi.org/10.2139/ssrn.3885021
  - Brumm, J., Feng, X., Kotlikoff, L. J., & Kubler, F. (2023). When interest rates go low, should public debt go high? (No. 28951; NBER Working Paper Series). https://doi.org/10.3386/w28951
  - Kotlikoff, L. J., Kübler, F., Polbin, A., & Scheidegger, S. (2023). Can today’s and tomorrow’s world uniformly gain from carbon taxation? (NBER Working Paper Series). https://doi.org/10.3386/w29224
- 2022
  - Kübler, F. (2022). Climate uncertainty, financial frictions and constrained efficient carbon taxation (ArXiv.Org). https://doi.org/10.48550/arXiv.2210.09066
  - Kubler, F., Li, B., Qin, X., & Zhang, Y. (2022). Housing demand in high-return/high-volatility environments (No. 4059827; SSRN). https://doi.org/10.2139/ssrn.4059827
- 2020
  - Kübler, F., Malhotra, R., & Polemarchakis, H. (2020). Identification of preferences, demand and equilibrium with finite data (No. 60; CRETA Discussion Paper Series). https://warwick.ac.uk/fac/soc/economics/research/centres/creta/papers/manage/creta60_-_herakles_polemarchakis.pdf
- 2019
  - Kubler, F., Selden, L., & Wei, X. (2019). Time consistency, temporal resolution indifference and the separation of time and risk (Columbia Business School Working Paper). https://business.columbia.edu/faculty/research/time-consistency-temporal-resolution-indifference-and-separation-time-and-risk
- 2017
  - Brumm, J., Kübler, F., Grill, M., & Schmedders, K. (2017). Re-use of collateral: Leverage, volatility, and welfare (No. 17–04; Swiss Finance Institute Research Paper). https://doi.org/10.2139/ssrn.2912799
- 2015
  - Kübler, F. (2015). Simple ε-equilibria in stochastic economies with overlapping generations (-).
  - Brumm, J., Kübler, F., & Scheidegger, S. (2015). Computing equilibria in dynamic stochastic macromodels with heterogeneous agents (-).
- 2014
  - Brumm, J., Kryczka, D., & Kübler, F. (2014). Recursive equilibria in dynamic economies with stochastic production (n/a; S.n.).
  - Kübler, F., Selden, L., & Wei, X. (2014). Expected utility preferences for contingent claims and lotteries (No. 2473611; SSRN). http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2473611
- 2013
  - Brumm, J., & Kübler, F. (2013). Applying Negishi’s method to stochastic models with overlapping generations (No. 851; NCCR FINRISK Working Paper Series). https://www.zora.uzh.ch/93707/
  - Brumm, J., Grill, M., Kübler, F., & Schmedders, K. (2013). Margin Regulation and Volatility (No. 13–59; Swiss Finance Institute Research Paper). http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2366415
- 2012
  - Gottardi, P., & Kübler, F. (2012). Dynamic competitive economies with complete markets and collateral constraints (No. 750; NCCR). https://www.zora.uzh.ch/61977/
  - Kübler, F., Selden, L., & Wei, X. (2012). When is a Risky Asset “Urgently Needed”? (No. 828; NCCR).
- 2011
  - Kübler, F., Selden, L., & Wei, X. (2011). Theory of Inverse Demand: Financial Assets (No. 721; Finrisk Working Paper Series). https://www.zora.uzh.ch/49287/
- 2010
  - Kübler, F., & Schmedders, K. (2010). Life-cycle portfolio choice, the wealth distribution and asset prices (No. 10–21; Swiss Finance Institute Research Paper).
- 2009
  - Judd, K. L., Kübler, F., & Schmedders, K. (2009). Bond ladders and optimal portfolios In Review of Financial Studies (No. 12; Swiss Finance Institute Research Paper Series, Vol. 24).

Pagination