Mark Schroder

Economics and Econometrics · 2002–2004

A researcher in the Science corpus: 3 papers; trusts 4 researchers and is trusted by 3 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 10 citations into it; #14,487 of 23,481 by trust here, #13,168 by citations
• Finance — 9 citations into it; #6,666 of 10,518 by trust here, #5,336 by citations

Whom Mark Schroder trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Zengjing Chen
2. Christopher Otrok
3. Larry G. Epstein
4. Dilip B Madan 5
5. Charles H. Whiteman

Who trusts Mark Schroder overall

1. Costis Skiadas
2. Michael W. Brandt
3. Jiongmin Yong

Papers from Mark Schroder's perspective

Ordered by how strongly the researchers Mark Schroder trusts endorse each paper. Same corpus, a different order for every researcher.

1. Ambiguity, risk, and asset returns in continuous time
2. Habit formation: a resolution of the equity premium puzzle?
3. Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
4. Recursive multiple-priors (Journal of Economics Theory)
5. A QUARTET OF SEMIGROUPS FOR MODEL SPECIFICATION, ROBUSTNESS, PRICES OF RISK, AND MODEL DETECTION
6. Identifying the Common Component of International Economic Fluctuations: A New Approach (Social Science Research Network)
7. Risk Sharing and Industrial Specialization: Regional and International Evidence
8. Is There a European Business Cycle? (Social Science Research Network)
9. Financial Autarky and International Business Cycles
10. [New Indexes of Coincident and Leading Economic Indicators]: Comment

Their papers

• An Isomorphism Between Asset Pricing Models With and Without Linear Habit Formation (2002) — 102 citations
• Risk‐Neutral Parameter Shifts and Derivatives Pricing in Discrete Time (2004) — 48 citations
• Optimal lifetime consumption-portfolio strategies under trading constraints and generalized recursiv (2003) — 115 citations