| Equilibria in financial markets with heterogeneous agents: a probabilistic perspective H Föllmer, U Horst, A Kirman Journal of Mathematical Economics 41 (1-2), 123-155, 2005 | 171 | 2005 |
| Equilibria in systems of social interactions U Horst, JA Scheinkman Journal of Economic Theory 130 (1), 44-77, 2006 | 134 | 2006 |
| Changing identity: the emergence of social groups U Horst, A Kirman, M Teschl | 94* | 2006 |
| Stationary equilibria in discounted stochastic games with weakly interacting players U Horst Games and Economic Behavior 51 (1), 83-108, 2005 | 86 | 2005 |
| Rational expectations equilibria of economies with local interactions A Bisin, U Horst, O Özgür Journal of Economic Theory 127 (1), 74-116, 2006 | 83 | 2006 |
| Financial price fluctuations in a stock market model with many interacting agents U Horst Economic Theory 25, 917-932, 2005 | 82 | 2005 |
| A non-Markovian liquidation problem and backward SPDEs with singular terminal conditions P Graewe, U Horst, J Qiu SIAM Journal on Control and Optimization 53 (2), 690-711, 2015 | 71 | 2015 |
| Forward–backward systems for expected utility maximization U Horst, Y Hu, P Imkeller, A Réveillac, J Zhang Stochastic Processes and their Applications 124 (5), 1813-1848, 2014 | 69 | 2014 |
| A limit theorem for financial markets with inert investors E Bayraktar, U Horst, R Sircar Mathematics of Operations Research 31 (4), 789-810, 2006 | 65 | 2006 |
| When to cross the spread? Trading in two-sided limit order books U Horst, F Naujokat SIAM Journal on Financial Mathematics 5 (1), 278-315, 2014 | 63 | 2014 |
| Optimal trade execution with instantaneous price impact and stochastic resilience P Graewe, U Horst SIAM Journal on Control and Optimization 55 (6), 3707-3725, 2017 | 62 | 2017 |
| Mean field games with singular controls G Fu, U Horst SIAM Journal on Control and Optimization 55 (6), 3833-3868, 2017 | 59 | 2017 |
| Equilibrium pricing in incomplete markets under translation invariant preferences P Cheridito, U Horst, M Kupper, TA Pirvu Mathematics of Operations Research 41 (1), 174-195, 2016 | 59 | 2016 |
| Stochastic cascades, credit contagion, and large portfolio losses U Horst Journal of Economic Behavior & Organization 63 (1), 25-54, 2007 | 58 | 2007 |
| A mean field game of optimal portfolio liquidation G Fu, P Graewe, U Horst, A Popier Mathematics of Operations Research 46 (4), 1250-1281, 2021 | 55 | 2021 |
| Smooth solutions to portfolio liquidation problems under price-sensitive market impact P Graewe, U Horst, E Séré Stochastic Processes and their Applications 128 (3), 979-1006, 2018 | 55 | 2018 |
| A law of large numbers for limit order books U Horst, M Paulsen Mathematics of Operations Research 42 (4), 1280-1312, 2017 | 55 | 2017 |
| Mean-field leader-follower games with terminal state constraint G Fu, U Horst SIAM Journal on Control and Optimization 58 (4), 2078-2113, 2020 | 43 | 2020 |
| A functional limit theorem for limit order books with state dependent price dynamics C Bayer, U Horst, J Qiu | 40 | 2017 |
| Optimal order display in limit order markets with liquidity competition G Cebiroğlu, U Horst Journal of Economic Dynamics and Control 58, 81-100, 2015 | 40* | 2015 |
Jose A. ScheinkmanColumbia UniversityPreverjeni e-poštni naslov na columbia.edu
