Concepedia

Johannes Brumm

JB

12

Publications

390

Citations

11

H-Index

2011

Active since

Affiliations

University of Zurich(Current)

Karlsruhe Institute of Technology

Swiss Finance Institute

European Central Bank

International Institute for Management Development

Johannes Brumm is an author at University of Zurich specializing in business, economics, and finance.

Top concepts

BusinessEconomicsFinanceFinancial EconomicsAsset PricingCapital StructureEmpirical FinanceFinancial IntermediationMathematical ProgrammingLoans

Publications per year

2011–2022

12

Publications

12

Using Adaptive Sparse Grids to Solve High-Dimensional Dynamic Models

Johannes Brumm, Simon Scheidegger · Econometrica · 2017 · 115 citations

Numerical Analysis, Mathematical Programming, Large-scale Global Optimization +21

Using Adaptive Sparse Grids to Solve High-Dimensional Dynamic Models

Johannes Brumm, Simon Scheidegger · SSRN Electronic Journal · 2013 · 50 citations · Full text

COLLATERAL REQUIREMENTS AND ASSET PRICES

Johannes Brumm, Michael Grill, Felix Kübler et al. · International Economic Review · 2015 · 50 citations

Empirical Finance, Sizable Collateral Premium, Asset Allocation +16

Computing equilibria in dynamic models with occasionally binding constraints

Johannes Brumm, Michael Grill · Journal of Economic Dynamics and Control · 2013 · 38 citations · Full text

Mathematical Programming, Dynamic Equilibrium, Equilibrium Problem +2

Global value chain participation and current account imbalances

Johannes Brumm, Georgios Georgiadis, Johannes Gräb et al. · Journal of International Money and Finance · 2019 · 28 citations

Economics, International Finance, Balance Of Payment +7

Rows per page

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