Frank Riedel : Citation Profile

Are you Frank Riedel?

University of Johannesburg (20% share)
Universität Bielefeld (80% share)

15

H index

24

i10 index

944

Citations

RESEARCH PRODUCTION:

42

Articles

104

Papers

RESEARCH ACTIVITY:

   25 years (1997 - 2022). See details.
   Cites by year: 37
   Journals where Frank Riedel has often published
   Relations with other researchers
   Recent citing documents: 149.    Total self citations: 70 (6.9 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pri99
   Updated: 2023-03-25    RAS profile: 2023-03-12    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Tallon, Jean-Marc (11)

Mukerji, Sujoy (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Frank Riedel.

Is cited by:

Lahkar, Ratul (21)

Tallon, Jean-Marc (15)

Ferrari, Giorgio (12)

Billot, Antoine (12)

Mukerji, Sujoy (11)

Steg, Jan-Henrik (10)

Ruszczynski, Andrzej (9)

Cassese, Gianluca (9)

janssen, maarten (9)

Netzer, Nick (9)

Wolfstetter, Elmar (8)

Cites to:

Tallon, Jean-Marc (73)

Chateauneuf, Alain (57)

Gilboa, Itzhak (48)

Marinacci, Massimo (41)

Epstein, Larry (39)

Vergnaud, Jean-Christophe (34)

Duffie, Darrell (27)

Maccheroni, Fabio (26)

Billot, Antoine (21)

Gajdos, Thibault (19)

Rustichini, Aldo (17)

Main data

Where Frank Riedel has published?

Journals with more than one article published# docs
Journal of Mathematical Economics8
Economic Theory6
Journal of Economic Theory4
Finance and Stochastics3
Games and Economic Behavior3
Dynamic Games and Applications3
Econometrica2

Working Papers Series with more than one paper published# docs
Center for Mathematical Economics Working Papers / Center for Mathematical Economics, Bielefeld University36
Papers / arXiv.org13
SFB 373 Discussion Papers / Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes13
Bonn Econ Discussion Papers / University of Bonn, Bonn Graduate School of Economics (BGSE)5
CESifo Working Paper Series / CESifo4
GE, Growth, Math methods / University Library of Munich, Germany3
Game Theory and Information / University Library of Munich, Germany3
PSE Working Papers / HAL2
Department of Economics, Working Paper Series / Department of Economics, Institute for Business and Economic Research, UC Berkeley2
Post-Print / HAL2
VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order / Verein für Socialpolitik / German Economic Association2
Working Papers / HAL2
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) / HAL2
Finance / University Library of Munich, Germany2

Recent works citing Frank Riedel (2022 and 2021)

YearTitle of citing document
2021Time-Consistent Evaluation of Credit Risk with Contagion. (2021). Hainaut, Donatien ; Ketelbuters, John John. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2021004.

Full description at Econpapers || Download paper

2022Dynamic risk measures on variable exponent Bochner--Lebesgue spaces. (2019). Hu, Yijun ; Sun, Fei. In: Papers. RePEc:arx:papers:1806.01166.

Full description at Econpapers || Download paper

2021Scalar multivariate risk measures with a single eligible asset. (2019). Rudloff, Birgit ; Feinstein, Zachary. In: Papers. RePEc:arx:papers:1807.10694.

Full description at Econpapers || Download paper

2021The Hull-White Model under Knightian Uncertainty about the Volatility. (2019). Holzermann, Julian. In: Papers. RePEc:arx:papers:1808.03463.

Full description at Econpapers || Download paper

2021Portfolio diversification and model uncertainty: a robust dynamic mean-variance approach. (2018). Zhou, Chao ; Wei, Xiaoli ; Pham, Huyen. In: Papers. RePEc:arx:papers:1809.01464.

Full description at Econpapers || Download paper

2021Time consistency for scalar multivariate risk measures. (2019). Rudloff, Birgit ; Feinstein, Zachary. In: Papers. RePEc:arx:papers:1810.04978.

Full description at Econpapers || Download paper

2021Term Structure Modeling under Volatility Uncertainty: A Forward Rate Model driven by G-Brownian Motion. (2019). Lin, Qian ; Holzermann, Julian. In: Papers. RePEc:arx:papers:1904.02930.

Full description at Econpapers || Download paper

2021Gittins theorem under uncertainty. (2019). Treetanthiploet, Tanut ; Cohen, Samuel N. In: Papers. RePEc:arx:papers:1907.05689.

Full description at Econpapers || Download paper

2022The Value of Precise Communication in Persuasion. (2019). Turkel, Eray ; Aybas, Yunus. In: Papers. RePEc:arx:papers:1910.13547.

Full description at Econpapers || Download paper

2021Complete and competitive financial markets in a complex world. (2020). Cassese, Gianluca. In: Papers. RePEc:arx:papers:2003.01055.

Full description at Econpapers || Download paper

2021Pricing Interest Rate Derivatives under Volatility Uncertainty. (2020). Holzermann, Julian. In: Papers. RePEc:arx:papers:2003.04606.

Full description at Econpapers || Download paper

2021Quantification of Risk in Classical Models of Finance. (2020). Schlotter, Ruben ; Pichler, Alois. In: Papers. RePEc:arx:papers:2004.04397.

Full description at Econpapers || Download paper

2021Renegotiation and Coordination with Private Values. (2020). Kuzmics, Christoph ; Heller, Yuval. In: Papers. RePEc:arx:papers:2005.05713.

Full description at Econpapers || Download paper

2022Model-free bounds for multi-asset options using option-implied information and their exact computation. (2020). Papapantoleon, Antonis ; Neufeld, Ariel ; Xiang, Qikun. In: Papers. RePEc:arx:papers:2006.14288.

Full description at Econpapers || Download paper

2021Robust fundamental theorems of asset pricing in discrete time. (2020). Chau, Huy N. In: Papers. RePEc:arx:papers:2007.02553.

Full description at Econpapers || Download paper

2021Duality Theory for Robust Utility Maximization. (2020). Kupper, Michael ; Bartl, Daniel ; Neufeld, Ariel. In: Papers. RePEc:arx:papers:2007.08376.

Full description at Econpapers || Download paper

2021On the value of non-Markovian Dynkin games with partial and asymmetric information. (2020). Palczewski, Jan ; Merkulov, Nikita ; de Angelis, Tiziano. In: Papers. RePEc:arx:papers:2007.10643.

Full description at Econpapers || Download paper

2021Radner equilibrium and systems of quadratic BSDEs with discontinuous generators. (2020). Xing, Hao ; Schwarz, Daniel C ; Escauriaza, Luis. In: Papers. RePEc:arx:papers:2008.03500.

Full description at Econpapers || Download paper

2021Robust Orlicz spaces: observations and caveats. (2020). Nendel, Max ; Liebrich, Felix-Benedikt. In: Papers. RePEc:arx:papers:2009.09007.

Full description at Econpapers || Download paper

2022Forward utility and market adjustments in relative investment-consumption games of many players. (2020). Platonov, Vadim ; Reis, Goncalo Dos . In: Papers. RePEc:arx:papers:2012.01235.

Full description at Econpapers || Download paper

2021Set-Valued Dynamic Risk Measures for Processes and Vectors. (2021). Feinstein, Zachary ; Chen, Yanhong. In: Papers. RePEc:arx:papers:2103.00905.

Full description at Econpapers || Download paper

2021Robust Experimentation in the Continuous Time Bandit Problem. (2021). Pourbabaee, Farzad. In: Papers. RePEc:arx:papers:2104.00102.

Full description at Econpapers || Download paper

2021Who Are I: Time Inconsistency and Intrapersonal Conflict and Reconciliation. (2021). He, Xuedong ; Yu, Xun. In: Papers. RePEc:arx:papers:2105.01829.

Full description at Econpapers || Download paper

2021Stationary Discounted and Ergodic Mean Field Games of Singular Control. (2021). Cao, Haoyang ; Ferrari, Giorgio ; Dianetti, Jodi. In: Papers. RePEc:arx:papers:2105.07213.

Full description at Econpapers || Download paper

2021Model-Free Finance and Non-Lattice Integration. (2021). Gonzalez, Alfredo ; Ferrando, Sebastian ; Bender, Christian. In: Papers. RePEc:arx:papers:2105.10623.

Full description at Econpapers || Download paper

2022A Central Limit Theorem, Loss Aversion and Multi-Armed Bandits. (2021). Zhang, Guodong ; Epstein, Larry G ; Chen, Zengjing. In: Papers. RePEc:arx:papers:2106.05472.

Full description at Econpapers || Download paper

2021Multiple-prior valuation of cash flows subject to capital requirements. (2021). Thoegersen, Julie ; Lindskog, Filip ; Engsner, Hampus. In: Papers. RePEc:arx:papers:2109.00306.

Full description at Econpapers || Download paper

2021The Absence of Attrition in a War of Attrition under Complete Information. (2021). Kim, Young Soo ; Georgiadis, George ; Kwon, Dharma H. In: Papers. RePEc:arx:papers:2110.12013.

Full description at Econpapers || Download paper

2021Quantifying Responsibility with Probabilistic Causation -- The Case of Climate Action. (2021). Heitzig, Jobst ; Hiller, Sarah. In: Papers. RePEc:arx:papers:2111.02304.

Full description at Econpapers || Download paper

2022Reinforcement Learning with Dynamic Convex Risk Measures. (2022). Jaimungal, Sebastian ; Coache, Anthony. In: Papers. RePEc:arx:papers:2112.13414.

Full description at Econpapers || Download paper

2022Decomposable sums and their implications on naturally quasiconvex risk measures. (2022). Mastrogiacomo, Elisa ; Bilir, Barics ; Ararat, Ccaugin. In: Papers. RePEc:arx:papers:2201.05686.

Full description at Econpapers || Download paper

2022Forecasting the distribution of long-horizon returns with time-varying volatility. (2022). Ho, Hwai-Chung. In: Papers. RePEc:arx:papers:2201.07457.

Full description at Econpapers || Download paper

2022Markov decision processes with Kusuoka-type conditional risk mappings. (2022). Jaimungal, Sebastian ; Cheng, Ziteng. In: Papers. RePEc:arx:papers:2203.09612.

Full description at Econpapers || Download paper

2022The Combinatorial Multi-Round Ascending Auction. (2022). Kasberger, Bernhard ; Teytelboym, Alexander. In: Papers. RePEc:arx:papers:2203.11783.

Full description at Econpapers || Download paper

2022Put-Call Parities, absence of arbitrage opportunities and non-linear pricing rules. (2022). Cornet, Bernard ; Chateauneuf, Alain ; Bastianello, Lorenzo. In: Papers. RePEc:arx:papers:2203.16292.

Full description at Econpapers || Download paper

2022Optimal Stopping Theory for a Distributionally Robust Seller. (2022). van Leeuwaarden, Johan ; Kleer, Pieter. In: Papers. RePEc:arx:papers:2206.02477.

Full description at Econpapers || Download paper

2022Optimal Investment and Equilibrium Pricing under Ambiguity. (2022). Schneider, Paul ; Anthropelos, Michail. In: Papers. RePEc:arx:papers:2206.10489.

Full description at Econpapers || Download paper

2022Existence of an equilibrium with limited participation. (2022). Weston, Kim. In: Papers. RePEc:arx:papers:2206.12399.

Full description at Econpapers || Download paper

2022Robust utility maximization with nonlinear continuous semimartingales. (2022). Niemann, Lars ; Criens, David. In: Papers. RePEc:arx:papers:2206.14015.

Full description at Econpapers || Download paper

2022Conditionally Elicitable Dynamic Risk Measures for Deep Reinforcement Learning. (2022). 'Alvaro Cartea, ; Jaimungal, Sebastian ; Coache, Anthony. In: Papers. RePEc:arx:papers:2206.14666.

Full description at Econpapers || Download paper

2022Star-Shaped deviations. (2022). Moresco, Marlon Ruoso ; Righi, Marcelo Brutti. In: Papers. RePEc:arx:papers:2207.08613.

Full description at Econpapers || Download paper

2022A unifying view on the irreversible investment exercise boundary in a stochastic, time-inhomogeneous capacity expansion problem. (2022). Chiarolla, Maria B. In: Papers. RePEc:arx:papers:2209.09878.

Full description at Econpapers || Download paper

2022Exit game with private information. (2022). Palczewski, Jan ; Kwon, Dharma H. In: Papers. RePEc:arx:papers:2210.01610.

Full description at Econpapers || Download paper

2022Designing Universal Causal Deep Learning Models: The Case of Infinite-Dimensional Dynamical Systems from Stochastic Analysis. (2022). Kratsios, Anastasis ; Livieri, Giulia ; Galimberti, Luca. In: Papers. RePEc:arx:papers:2210.13300.

Full description at Econpapers || Download paper

2022Robust utility maximisation under proportional transaction costs for c\`adl\`ag price processes. (2022). Huwyler, Raphael ; Czichowsky, Christoph. In: Papers. RePEc:arx:papers:2211.00532.

Full description at Econpapers || Download paper

2023Decarbonization of financial markets: a mean-field game approach. (2023). Tankov, Peter ; Lavigne, Pierre. In: Papers. RePEc:arx:papers:2301.09163.

Full description at Econpapers || Download paper

2021Generalized Perturbed Best Response Dynamics with a Continuum of Strategies. (2021). Mukherjee, Sayan ; Lahkar, Ratul ; Roy, Souvik. In: Working Papers. RePEc:ash:wpaper:51.

Full description at Econpapers || Download paper

2021Implementation in Large Population Games with Multiple Equilibria. (2021). Lahkar, Ratul ; Bandhu, Sarvesh. In: Working Papers. RePEc:ash:wpaper:62.

Full description at Econpapers || Download paper

2021An Evolutionary Approach to Pollution Control in Competitive Markets. (2021). Ramani, Vinay ; Lahkar, Ratul. In: Working Papers. RePEc:ash:wpaper:68.

Full description at Econpapers || Download paper

2022A Deterministic Approximation Approach to the Continuum Logit Dynamic with an Application to Supermodular Games. (2022). Roy, Souvik ; Mukherjee, Sayan ; Lahkar, Ratul. In: Working Papers. RePEc:ash:wpaper:79.

Full description at Econpapers || Download paper

2021Stationary Discounted and Ergodic Mean Field Games of Singular Control. (2021). Ferrari, Giorgio ; Dianetti, Jodi ; Cao, Haoyang. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:650.

Full description at Econpapers || Download paper

2021Nonlinear Filtering of Partially Observed Systems Arising in Singular Stochastic Optimal Control. (2021). Ferrari, Giorgio ; Calvia, Alessandro. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:651.

Full description at Econpapers || Download paper

2021Effects of Noise on the Grammar of Languages. (2021). Seniuch, M ; Fromme, L ; Engels, Jrgen. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:655.

Full description at Econpapers || Download paper

2022Fairness-based Altruism. (2022). Vorjohann, Pauline ; Breitmoser, Yves. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:666.

Full description at Econpapers || Download paper

2021On utility maximization under model uncertainty in discrete?time markets. (2021). Meirelesrodrigues, Andrea ; Rasonyi, Miklos. In: Mathematical Finance. RePEc:bla:mathfi:v:31:y:2021:i:1:p:149-175.

Full description at Econpapers || Download paper

2021Convergence of utility indifference prices to the superreplication price in a multiple?priors framework. (2021). Carassus, Laurence ; Blanchard, Romain. In: Mathematical Finance. RePEc:bla:mathfi:v:31:y:2021:i:1:p:366-398.

Full description at Econpapers || Download paper

2021Optimal stopping under model ambiguity: A time?consistent equilibrium approach. (2021). Yu, Xiang ; Huang, Yujui. In: Mathematical Finance. RePEc:bla:mathfi:v:31:y:2021:i:3:p:979-1012.

Full description at Econpapers || Download paper

2021Interbank lending with benchmark rates: Pareto optima for a class of singular control games. (2021). Xu, Renyuan ; Guo, Xin ; Cont, Rama. In: Mathematical Finance. RePEc:bla:mathfi:v:31:y:2021:i:4:p:1357-1393.

Full description at Econpapers || Download paper

2022Portfolio diversification and model uncertainty: A robust dynamic mean?variance approach. (2022). Zhou, Chao ; Wei, Xiaoli ; Pham, Huyen. In: Mathematical Finance. RePEc:bla:mathfi:v:32:y:2022:i:1:p:349-404.

Full description at Econpapers || Download paper

2022On the Measurement of Well-Being with Reference Consumption. (2022). Moramarco, Domenico ; Maniquet, Franois. In: Working Papers ECARES. RePEc:eca:wpaper:2013/352776.

Full description at Econpapers || Download paper

2021The role of pairwise nonlinear evolutionary dynamics in the rock–paper–scissors game with noise. (2021). Tanimoto, Jun ; Ariful, K M. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:394:y:2021:i:c:s0096300320307207.

Full description at Econpapers || Download paper

2021Strategic technology switching under risk aversion and uncertainty. (2021). Chronopoulos, Michail ; Sendstad, Lars Hegnes. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:126:y:2021:i:c:s0165188920300865.

Full description at Econpapers || Download paper

2021The dynamics of preemptive and follower investments with overlapping ownership. (2021). Zormpas, Dimitrios ; Ruble, Richard. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:129:y:2021:i:c:s016518892100110x.

Full description at Econpapers || Download paper

2022Robust investment strategies with two risky assets. (2022). Luo, Yulei ; Sun, Xianming ; Lin, Qian. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:134:y:2022:i:c:s0165188921002104.

Full description at Econpapers || Download paper

2021Global sensitivity analysis for optimal climate policies: Finding what truly matters. (2021). Miftakhova, Alena. In: Economic Modelling. RePEc:eee:ecmode:v:105:y:2021:i:c:s026499932100242x.

Full description at Econpapers || Download paper

2022Optimal growth under model uncertainty. (2022). Xu, Yuhong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:60:y:2022:i:c:s1062940821002254.

Full description at Econpapers || Download paper

2022Research on travelers’ transportation mode choice between carsharing and private cars based on the logit dynamic evolutionary game model. (2022). Li, Leiming ; Zhang, YU. In: Economics of Transportation. RePEc:eee:ecotra:v:29:y:2022:i:c:s2212012221000502.

Full description at Econpapers || Download paper

2021Dynamic robust Orlicz premia and Haezendonck–Goovaerts risk measures. (2021). Laeven, Roger ; Bellini, Fabio ; Gianin, Emanuela Rosazza ; RosazzaGianin, Emanuela . In: European Journal of Operational Research. RePEc:eee:ejores:v:291:y:2021:i:2:p:438-446.

Full description at Econpapers || Download paper

2022Markov decision processes with recursive risk measures. (2022). Glauner, Alexander ; Bauerle, Nicole. In: European Journal of Operational Research. RePEc:eee:ejores:v:296:y:2022:i:3:p:953-966.

Full description at Econpapers || Download paper

2022Nonatomic aggregative games with infinitely many types. (2022). Wan, Cheng ; Jacquot, Paulin. In: European Journal of Operational Research. RePEc:eee:ejores:v:301:y:2022:i:3:p:1149-1165.

Full description at Econpapers || Download paper

2022Temporal aggregation of the Aumann–Serrano and Foster–Hart performance indexes. (2022). Yamawake, Toshiyuki ; Hodoshima, Jiro. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922001922.

Full description at Econpapers || Download paper

2022The absence of attrition in a war of attrition under complete information. (2022). Kwon, Dharma H ; Kim, Youngsoo ; Georgiadis, George. In: Games and Economic Behavior. RePEc:eee:gamebe:v:131:y:2022:i:c:p:171-185.

Full description at Econpapers || Download paper

2022Optimal stopping with behaviorally biased agents: The role of loss aversion and changing reference points. (2022). Oren, Sigal ; Kleinberg, Robert. In: Games and Economic Behavior. RePEc:eee:gamebe:v:133:y:2022:i:c:p:282-299.

Full description at Econpapers || Download paper

2022Dynamic consistency in incomplete information games with multiple priors. (2022). Pahlke, Marieke. In: Games and Economic Behavior. RePEc:eee:gamebe:v:133:y:2022:i:c:p:85-108.

Full description at Econpapers || Download paper

2021Optimal reinsurance under the ?-maxmin mean-variance criterion. (2021). Li, Bin ; Zhang, Liming. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:101:y:2021:i:pb:p:225-239.

Full description at Econpapers || Download paper

2021The interest rate determination when economic variables are partially observable. (2021). Okimoto, Tatsuyoshi ; Morita, Hiroshi. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:72:y:2021:i:c:s1042443121000421.

Full description at Econpapers || Download paper

2021Inequality and incentives with societal other-regarding preferences. (2021). Kragl, Jenny ; Bental, Benjamin. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:188:y:2021:i:c:p:1298-1324.

Full description at Econpapers || Download paper

2022Invisible Hand, invisible morals: An experiment. (2022). Nicholas, Aaron. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:197:y:2022:i:c:p:395-418.

Full description at Econpapers || Download paper

2021Sequential auctions with ambiguity. (2021). Liu, Heng ; Ghosh, Gagan. In: Journal of Economic Theory. RePEc:eee:jetheo:v:197:y:2021:i:c:s0022053121001411.

Full description at Econpapers || Download paper

2022Robust bidding and revenue in descending price auctions. (2022). Kellner, Christian ; Auster, Sarah. In: Journal of Economic Theory. RePEc:eee:jetheo:v:199:y:2022:i:c:s0022053120300685.

Full description at Econpapers || Download paper

2022Intertemporal preference with loss aversion: Consumption and risk-attitude. (2022). Koo, Hyeng Keun ; Jeon, Junkee ; Choi, Kyoung Jin. In: Journal of Economic Theory. RePEc:eee:jetheo:v:200:y:2022:i:c:s0022053121001976.

Full description at Econpapers || Download paper

2022Objective rationality foundations for (dynamic) ?-MEU. (2022). le Yaouanq, Yves ; Iijima, Ryota ; Frick, Mira. In: Journal of Economic Theory. RePEc:eee:jetheo:v:200:y:2022:i:c:s0022053121002118.

Full description at Econpapers || Download paper

2022Generalized perturbed best response dynamics with a continuum of strategies. (2022). Roy, Souvik ; Mukherjee, Sayan ; Lahkar, Ratul. In: Journal of Economic Theory. RePEc:eee:jetheo:v:200:y:2022:i:c:s0022053121002155.

Full description at Econpapers || Download paper

2021Semi-parametric estimation of multivariate extreme expectiles. (2021). Mailhot, Melina ; di Bernardino, Elena ; Beck, Nicholas. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:184:y:2021:i:c:s0047259x21000361.

Full description at Econpapers || Download paper

2022Objective rationality and recursive multiple priors. (2022). Vergopoulos, Vassili ; Ceron, Federica. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:102:y:2022:i:c:s030440682200088x.

Full description at Econpapers || Download paper

2021Endowment-regarding preferences. (2021). Nguyen, Van-Quy. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:94:y:2021:i:c:s0304406820301312.

Full description at Econpapers || Download paper

2021Evolutionary implementation in aggregative games. (2021). Mukherjee, Saptarshi ; Lahkar, Ratul. In: Mathematical Social Sciences. RePEc:eee:matsoc:v:109:y:2021:i:c:p:137-151.

Full description at Econpapers || Download paper

2021Finite horizon portfolio selection with durable goods. (2021). Park, Kyunghyun ; Koo, Hyeng Keun ; Jeon, Junkee. In: Mathematical Social Sciences. RePEc:eee:matsoc:v:111:y:2021:i:c:p:55-67.

Full description at Econpapers || Download paper

2022Effects of creative destruction on the size and timing of an investment. (2022). Kort, Peter M ; Balter, Anne G. In: International Journal of Production Economics. RePEc:eee:proeco:v:252:y:2022:i:c:s0925527322001578.

Full description at Econpapers || Download paper

2022A central limit theorem for sets of probability measures. (2022). Epstein, Larry ; Chen, Zengjing. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:152:y:2022:i:c:p:424-451.

Full description at Econpapers || Download paper

2021Monotonicity in the trip scheduling problem. (2021). Geroliminis, Nikolas ; Lamotte, Raphael. In: Transportation Research Part B: Methodological. RePEc:eee:transb:v:146:y:2021:i:c:p:14-25.

Full description at Econpapers || Download paper

2021Price Discovery and Learning during the German 5G Auction. (2021). Dimpfl, Thomas ; Reining, Alexander. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:6:p:274-:d:577012.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

2021Sensitivity of Performance Indexes to Disaster Risk. (2021). Yamawake, Toshiyuki ; Hodoshima, Jiro. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:2:p:40-:d:498644.

Full description at Econpapers || Download paper

2022Sufficient conditions for a simple Second Welfare Theorem with other-regarding preferences. (2021). Nguyen, Van-Quy ; del Mercato, Elena . In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-03354304.

Full description at Econpapers || Download paper

2021American options in a non-linear incomplete market model with default. (2021). Sulem, Agnes ; Quenez, Marie-Claire ; Grigorova, Miryana. In: Post-Print. RePEc:hal:journl:hal-02025835.

Full description at Econpapers || Download paper

2022Complete Markets with Bankruptcy Risk and Pecuniary Default Penalties. (2022). Rosa, Rafael Mouallem ; Martins, Victor Filipe. In: Post-Print. RePEc:hal:journl:hal-02921220.

Full description at Econpapers || Download paper

2022Complete Markets with Bankruptcy Risk and Pecuniary Default Penalties. (2022). Rosa, Rafael Mouallem ; Martins, Victor Filipe. In: Post-Print. RePEc:hal:journl:hal-03511570.

Full description at Econpapers || Download paper

2022Sufficient conditions for a simple Second Welfare Theorem with other-regarding preferences. (2021). Nguyen, Van-Quy ; del Mercato, Elena . In: Post-Print. RePEc:hal:journl:halshs-03354304.

Full description at Econpapers || Download paper

2021Inequality as an Externality: Consequences for Tax Design. (2021). Cowell, Frank ; Stostad, Morten. In: PSE Working Papers. RePEc:hal:psewpa:halshs-03495989.

Full description at Econpapers || Download paper

2021Portfolio diversification and model uncertainty: a robust dynamic mean-variance approach. (2019). Zhou, Chao ; Wei, Xiaoli ; Pham, Huyen. In: Working Papers. RePEc:hal:wpaper:hal-01867133.

Full description at Econpapers || Download paper

More than 100 citations found, this list is not complete...

Works by Frank Riedel:

YearTitleTypeCited
2008On Equilibrium Prices in Continuous Time In: Papers.
[Full Text][Citation analysis]		paper5
2011On equilibrium prices in continuous time.(2011) In: Center for Mathematical Economics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5		paper
2010On equilibrium prices in continuous time.(2010) In: Journal of Economic Theory.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5		article
2008On equilibrium prices in continuous time.(2008) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5		paper
2011Finance Without Probabilistic Prior Assumptions In: Papers.
[Full Text][Citation analysis]		paper9
2016Finance without probabilistic prior assumptions.(2016) In: Center for Mathematical Economics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9		paper
2013Generalized Kuhn-Tucker Conditions for N-Firm Stochastic Irreversible Investment under Limited Resources In: Papers.
[Full Text][Citation analysis]		paper13
2014Generalized Kuhn–Tucker conditions for N-Firm stochastic irreversible investment under limited resources.(2014) In: Center for Mathematical Economics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13		paper
2012Existence of Financial Equilibria in Continuous Time with Potentially Complete Markets In: Papers.
[Full Text][Citation analysis]		paper18
2017Existence of financial equilibria in continuous time with potentially complete markets.(2017) In: Center for Mathematical Economics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 18		paper
2013Existence of financial equilibria in continuous time with potentially complete markets.(2013) In: Journal of Mathematical Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 18		article
2013The Foster-Hart Measure of Riskiness for General Gambles In: Papers.
[Full Text][Citation analysis]		paper15
2014The Foster-Hart measure of riskiness for general gambles.(2014) In: Center for Mathematical Economics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15		paper
2015The Foster-Hart measure of riskiness for general gambles.(2015) In: Theoretical Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15		article
2013The Foster-Hart Measure of Riskiness for General Gambles.(2013) In: VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15		paper
2015Continuous-Time Public Good Contribution under Uncertainty: A Stochastic Control Approach In: Papers.
[Full Text][Citation analysis]		paper6
2014Optimal consumption and portfolio choice with ambiguity In: Papers.
[Full Text][Citation analysis]		paper24
2014Optimal consumption and portfolio choice with ambiguity.(2014) In: Center for Mathematical Economics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 24		paper
2014Non-Implementability of Arrow-Debreu Equilibria by Continuous Trading under Knightian Uncertainty In: Papers.
[Full Text][Citation analysis]		paper4
2016Non-Implementability of Arrow-Debreu Equilibria by Continuous Trading under Knightian Uncertainty.(2016) In: Center for Mathematical Economics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		paper
2016Knight--Walras Equilibria In: Papers.
[Full Text][Citation analysis]		paper0
2016Knight-Walras equilibria.(2016) In: Center for Mathematical Economics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2021Viability and Arbitrage under Knightian Uncertainty In: Papers.
[Full Text][Citation analysis]		paper14
2017Viability and arbitrage under Knightian Uncertainty.(2017) In: Center for Mathematical Economics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14		paper
2021Viability and Arbitrage Under Knightian Uncertainty.(2021) In: Econometrica.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14		article
2020A Knightian Irreversible Investment Problem In: Papers.
[Full Text][Citation analysis]		paper0
2020A Knightian Irreversible Investment Problem.(2020) In: Center for Mathematical Economics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2020A decomposition of general premium principles into risk and deviation In: Papers.
[Full Text][Citation analysis]		paper1
2020Decomposition of General Premium Principles into Risk and Deviation.(2020) In: Center for Mathematical Economics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
2021A decomposition of general premium principles into risk and deviation.(2021) In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		article
2022The Texas Shootout under Uncertainty In: Papers.
[Full Text][Citation analysis]		paper0
2010Optimal Stopping under Ambiguity In: Center for Mathematical Economics Working Papers.
[Full Text][Citation analysis]		paper4
2011Do social preferences matter in competitive markets? In: Center for Mathematical Economics Working Papers.
[Full Text][Citation analysis]		paper5
2011Optimal consumption choice with intolerance for declining standard of living In: Center for Mathematical Economics Working Papers.
[Full Text][Citation analysis]		paper7
2009Optimal consumption choice with intolerance for declining standard of living.(2009) In: Journal of Mathematical Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7		article
2010The Best Choice Problem under Ambiguity In: Center for Mathematical Economics Working Papers.
[Full Text][Citation analysis]		paper7
2013The best choice problem under ambiguity.(2013) In: Economic Theory.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7		article
2011Voronoi languages. Equilibria in cheap-talk games with high-dimensional types and few signals In: Center for Mathematical Economics Working Papers.
[Full Text][Citation analysis]		paper14
2010Optimal Stopping under Ambiguity in Continuous Time In: Center for Mathematical Economics Working Papers.
[Full Text][Citation analysis]		paper4
2011Evolutionary stability of first price auctions In: Center for Mathematical Economics Working Papers.
[Full Text][Citation analysis]		paper7
2012Evolutionary Stability in First Price Auctions.(2012) In: Dynamic Games and Applications.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7		article
2017Intertemporal equilibria with Knightian uncertainty In: Center for Mathematical Economics Working Papers.
[Full Text][Citation analysis]		paper27
2013Intertemporal equilibria with Knightian uncertainty.(2013) In: Journal of Economic Theory.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 27		article
2013Intertemporal Equilibria with Knightian uncertainty.(2013) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 27		paper
2013Intertemporal equilibria with Knightian Uncertainty.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 27		paper
2016The strategic use of ambiguity In: Center for Mathematical Economics Working Papers.
[Full Text][Citation analysis]		paper3
2016Distorted Voronoi languages In: Center for Mathematical Economics Working Papers.
[Full Text][Citation analysis]		paper0
2016Kuhns Theorem for Extensive Form Ellsberg Games In: Center for Mathematical Economics Working Papers.
[Full Text][Citation analysis]		paper14
2017Kuhn’s Theorem for extensive form Ellsberg games.(2017) In: Journal of Mathematical Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14		article
2016The Continuous Logit Dynamic and Price Dispersion In: Center for Mathematical Economics Working Papers.
[Full Text][Citation analysis]		paper2
2014Subgame-Perfect Equilibria in Stochastic Timing Games In: Center for Mathematical Economics Working Papers.
[Full Text][Citation analysis]		paper25
2017Subgame-perfect equilibria in stochastic timing games.(2017) In: Journal of Mathematical Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 25		article
2014A Dynamic Extension of the Foster-Hart Measure of Riskiness In: Center for Mathematical Economics Working Papers.
[Full Text][Citation analysis]		paper3
2015A dynamic extension of the Foster–Hart measure of riskiness.(2015) In: Journal of Mathematical Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		article
2016Disambiguation of Ellsberg equilibria in 2x2 normal form games In: Center for Mathematical Economics Working Papers.
[Full Text][Citation analysis]		paper0
2017Uncertain acts in games In: Center for Mathematical Economics Working Papers.
[Full Text][Citation analysis]		paper2
2017Uncertain Acts in Games.(2017) In: Homo Oeconomicus: Journal of Behavioral and Institutional Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		article
2017Dynamically consistent preferences under imprecise probabilistic information In: Center for Mathematical Economics Working Papers.
[Full Text][Citation analysis]		paper11
2018Dynamically consistent preferences under imprecise probabilistic information.(2018) In: Journal of Mathematical Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11		article
2017Dynamically Consistent Preferences Under Imprecise Probabilistic Information.(2017) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11		paper
2018Dynamically consistent preferences under imprecise probabilistic information.(2018) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
[Citation analysis]
This paper has another version. Agregated cites: 11		paper
2018Dynamically consistent preferences under imprecise probabilistic information.(2018) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 11		paper
2018Dynamically consistent preferences under imprecise probabilistic information.(2018) In: PSE-Ecole d'économie de Paris (Postprint).
[Citation analysis]
This paper has another version. Agregated cites: 11		paper
2017Dynamically Consistent Preferences Under Imprecise Probabilistic Information.(2017) In: PSE Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11		paper
2017Dynamically Consistent Preferences Under Imprecise Probabilistic Information.(2017) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11		paper
2018Dynamically Consistent ?-Maxmin Expected Utility In: Center for Mathematical Economics Working Papers.
[Full Text][Citation analysis]		paper0
2018Equilibria under Knightian Price Uncertainty In: Center for Mathematical Economics Working Papers.
[Full Text][Citation analysis]		paper12
2019Equilibria Under Knightian Price Uncertainty.(2019) In: Rationality and Competition Discussion Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12		paper
2019Equilibria Under Knightian Price Uncertainty.(2019) In: Econometrica.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12		article
2019On a Class of Infinite-Dimensional Singular Stochastic Control Problems In: Center for Mathematical Economics Working Papers.
[Full Text][Citation analysis]		paper0
2020Optimal Consumption with Intertemporal Substitution under Knightian Uncertainty In: Center for Mathematical Economics Working Papers.
[Full Text][Citation analysis]		paper0
2022The Texas Shoot-Out under Knightian Uncertainty In: Center for Mathematical Economics Working Papers.
[Full Text][Citation analysis]		paper0
2022Efficient Allocations under Ambiguous Model Uncertainty In: Center for Mathematical Economics Working Papers.
[Full Text][Citation analysis]		paper0
2022Efficient Allocations under Ambiguous Model Uncertainty.(2022) In: PSE Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2022Efficient Allocations under Ambiguous Model Uncertainty.(2022) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2022Optimal Consumption for Recursive Preferences with Local Substitution - the Case of Certainty In: Center for Mathematical Economics Working Papers.
[Full Text][Citation analysis]		paper0
2022Demographic Changes and Asset Prices in an Overlapping Generations Model In: Center for Mathematical Economics Working Papers.
[Full Text][Citation analysis]		paper0
2020Dynamically consistent alpha?maxmin expected utility In: Mathematical Finance.
[Full Text][Citation analysis]		article4
2002Generic Determinacy of Equilibria with Local Substitution In: Department of Economics, Working Paper Series.
[Full Text][Citation analysis]		paper0
2002Generic Determinancy of Equilibria with Local Substitution.(2002) In: Department of Economics, Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2005Generic determinacy of equilibria with local substitution.(2005) In: Journal of Mathematical Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		article
2003Generic Determinacy of Equilibria with Local Substitution.(2003) In: GE, Growth, Math methods.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2004Immediate Demand Reduction in Simultaneous Ascending Bid Auctions (new title: Immediate demand reduction in simultaneous ascending-bid auctions: a uniqueness result) In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper1
2000Implementing Efficient Market Structure In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper4
2000Implementing Efficient Market Structure.(2000) In: Econometric Society World Congress 2000 Contributed Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		paper
2000Implementing efficient market structure.(2000) In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		paper
2001Low Price Equilibrium in Multi-Unit Auctions: The GSM Spectrum Auction in Germany In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper51
2003Low price equilibrium in multi-unit auctions: the GSM spectrum auction in Germany.(2003) In: International Journal of Industrial Organization.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 51		article
2001Low price equilibrium in multi-unit auctions: The GSM spectrum auction in Germany.(2001) In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 51		paper
2001The Third Generation (UMTS) Spectrum Auction in Germany In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper20
2001The third generation (UMTS) spectrum auction in Germany.(2001) In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 20		paper
2017Does Monetary Policy Impact Market Integration? Evidence from Developed and Emerging Markets In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper0
2003Optimal Dynamic Choice of Durable and Perishable Goods In: Levine's Bibliography.
[Full Text][Citation analysis]		paper3
2003Optimal Dynamic Choice of Durable and Perishable Goods.(2003) In: Bonn Econ Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		paper
2002Optimal Dynamic Choice of Durbale and Perishable Goods (joint with Peter Bank) In: Theory workshop papers.
[Full Text][Citation analysis]		paper0
2008Other-Regarding Preferences in General Equilibrium In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper106
2011Other-Regarding Preferences in General Equilibrium.(2011) In: Review of Economic Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 106		article
2011Other-Regarding Preferences in General Equilibrium.(2011) In: ULB Institutional Repository.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 106		paper
2009Optimal Stopping With Multiple Priors In: Econometrica.
[Full Text][Citation analysis]		article92
2009Brown-von Neumann-Nash dynamics: The continuous strategy case In: Games and Economic Behavior.
[Full Text][Citation analysis]		article27
2005Brown-von Neumann-Nash dynamics : the continuous strategy case.(2005) In: Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 27		paper
2005Brown-von Neumann-Nash Dynamics: The Continuous Strategy Case.(2005) In: Game Theory and Information.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 27		paper
2005Brown-von Neumann-Nash Dynamics: The Continuous Strategy Case.(2005) In: Sonderforschungsbereich 504 Publications.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 27		paper
2005Brown-von Neumann-Nash Dynamics: The Continuous Strategy Case.(2005) In: Bonn Econ Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 27		paper
2011Voronoi languages In: Games and Economic Behavior.
[Full Text][Citation analysis]		article0
2015The logit dynamic for games with continuous strategy sets In: Games and Economic Behavior.
[Full Text][Citation analysis]		article22
2002On the Dynamic Foundation of Evolutionary Stability in Continuous Models In: Journal of Economic Theory.
[Full Text][Citation analysis]		article63
2000On the Dynamic Foundation of Evolutionary Stability in Continuous Models.(2000) In: Game Theory and Information.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 63		paper
2000On the Dynamic Foundation of Evolutionary Stability in Continuous Models.(2000) In: Bonn Econ Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 63		paper
2000On the dynamic foundation of evolutionary stability in continuous models.(2000) In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 63		paper
2001Existence of Arrow-Radner Equilibrium with Endogenously Complete Markets under Incomplete Information In: Journal of Economic Theory.
[Full Text][Citation analysis]		article11
2000Non-time additive utility optimization--the case of certainty In: Journal of Mathematical Economics.
[Full Text][Citation analysis]		article8
1998Non-Time Additive Utility Optimization - the Case of Certainty.(1998) In: GE, Growth, Math methods.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8		paper
1998Non-time additive utility optimization: The case of certainty.(1998) In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8		paper
2004Dynamic coherent risk measures In: Stochastic Processes and their Applications.
[Full Text][Citation analysis]		article151
2003Dynamic Coherent Risk Measures.(2003) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 151		paper
2006Stochastic equilibria for economies under uncertainty with intertemporal substitution In: Annals of Finance.
[Full Text][Citation analysis]		article1
2014Ellsberg games In: Theory and Decision.
[Full Text][Citation analysis]		article8
2013Ellsberg Games.(2013) In: VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8		paper
2000Decreasing Yield Curves in a Model with an Unknown Constant Growth Rate In: Review of Finance.
[Full Text][Citation analysis]		article9
2015Financial economics without probabilistic prior assumptions In: Decisions in Economics and Finance.
[Full Text][Citation analysis]		article23
2014Applications: Introduction to the Special Issue on Population Games In: Dynamic Games and Applications.
[Full Text][Citation analysis]		article0
2015Dynamic Games and Applications: Second Special Issue on Population Games: Introduction In: Dynamic Games and Applications.
[Full Text][Citation analysis]		article0
2011On irreversible investment In: Finance and Stochastics.
[Full Text][Citation analysis]		article26
2006On Irreversible Investment.(2006) In: Bonn Econ Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 26		paper
2018Non-implementability of Arrow–Debreu equilibria by continuous trading under volatility uncertainty In: Finance and Stochastics.
[Full Text][Citation analysis]		article2
2001Existence and structure of stochastic equilibria with intertemporal substitution In: Finance and Stochastics.
[Full Text][Citation analysis]		article6
2000Existence and structure of stochastic equilibria with intertemporal substitution.(2000) In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6		paper
2000Evolutionary dynamics on infinite strategy spaces In: Economic Theory.
[Full Text][Citation analysis]		article22
1998Evolutionary Dynamics on Infinite Strategy Spaces.(1998) In: Game Theory and Information.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 22		paper
1998Evolutionary dynamics on infinite strategy spaces.(1998) In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 22		paper
2003Arrow-Debreu equilibria with asymptotically heterogeneous expectations exist In: Economic Theory.
[Full Text][Citation analysis]		article4
2001Arrow-Debreu equilibria with asymptotically heterogeneous expectations exist.(2001) In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		paper
2006Immediate demand reduction in simultaneous ascending-bid auctions: a uniqueness result In: Economic Theory.
[Full Text][Citation analysis]		article11
2020Purification and disambiguation of Ellsberg equilibria In: Economic Theory.
[Full Text][Citation analysis]		article5
2021Optimal consumption and portfolio choice with ambiguous interest rates and volatility In: Economic Theory.
[Full Text][Citation analysis]		article5
2004Heterogeneous time preferences and interest rates—the preferred habitat theory revisited In: The European Journal of Finance.
[Full Text][Citation analysis]		article1
1999Heterogeneous Time Preferences and Interest Rates - The Preferred Habitat Theory Revisited.(1999) In: Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
1999Heterogeneous time preferences and interest rates: The preferred habitat theory revisited.(1999) In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
1998Imperfect Information Leads to Complete Markets if Dividends are Diffusions In: Finance.
[Full Text][Citation analysis]		paper0
1999Optimal Consumption Choice under Uncertainty with Intertemporal Substitution In: GE, Growth, Math methods.
[Full Text][Citation analysis]		paper1
1999Optimal consumption choice under uncertainty with intertemporal substitution.(1999) In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
2005Stability of the Replicator Equation for a Single-Species with a Multi-Dimensional Continuous Trait Space In: Bonn Econ Discussion Papers.
[Full Text][Citation analysis]		paper1
1997A class of Health-Jarrow-Morton models in which the unbiased expectations hypothesis holds In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]		paper0
1997The term structure of interest rates when the growth rate is unobservable In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]		paper0
2001Optimal consumption choice for ratchet investors In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]		paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 2 2023. Contact: CitEc Team