Frank Riedel : Citation Profile


Are you Frank Riedel?

University of Johannesburg (90% share)
Universität Bielefeld (10% share)

14

H index

20

i10 index

701

Citations

RESEARCH PRODUCTION:

37

Articles

86

Papers

RESEARCH ACTIVITY:

   24 years (1997 - 2021). See details.
   Cites by year: 29
   Journals where Frank Riedel has often published
   Relations with other researchers
   Recent citing documents: 76.    Total self citations: 48 (6.41 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pri99
   Updated: 2021-03-01    RAS profile: 2021-02-05    
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Relations with other researchers


Works with:

Tallon, Jean-Marc (4)

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 (14)

Billot, Antoine (12)

Ferrari, Giorgio (12)

Tallon, Jean-Marc (11)

Mukerji, Sujoy (11)

Steg, Jan-Henrik (10)

Wolfstetter, Elmar (8)

Netzer, Nick (8)

Friedman, Daniel (8)

janssen, maarten (8)

Aryal, Gaurab (8)

Cites to:

Tallon, Jean-Marc (49)

Chateauneuf, Alain (33)

Vergnaud, Jean-Christophe (24)

Epstein, Larry (21)

Marinacci, Massimo (20)

Gilboa, Itzhak (19)

Gajdos, Thibault (17)

Tourky, Rabee (14)

Florenzano, Monique (13)

Zame, William (13)

Billot, Antoine (13)

Main data


Where Frank Riedel has published?


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

Working Papers Series with more than one paper published# docs
Center for Mathematical Economics Working Papers / Center for Mathematical Economics, Bielefeld University28
SFB 373 Discussion Papers / Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes13
Papers / arXiv.org10
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
Finance / University Library of Munich, Germany2
VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order / Verein fr Socialpolitik / German Economic Association2
Department of Economics, Working Paper Series / Department of Economics, Institute for Business and Economic Research, UC Berkeley2

Recent works citing Frank Riedel (2021 and 2020)


YearTitle of citing document
2020Dynamic indifference pricing via the G-expectation. (2015). Lin, Qian. In: Papers. RePEc:arx:papers:1503.08628.

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2020Convergence of utility indifference prices to the superreplication price in a multiple-priors framework. (2017). Carassus, Laurence ; Blanchard, Romain. In: Papers. RePEc:arx:papers:1709.09465.

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2020Time consistency of the mean-risk problem. (2018). Rudloff, Birgit ; Kovacova, Gabriela. In: Papers. RePEc:arx:papers:1806.10981.

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

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

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2020Modelling information flow in stochastic optimal control: How Meyer-$\sigma$-fields settle the clash between exogenous and endogenous jumps. (2018). Besslich, David ; Bank, Peter. In: Papers. RePEc:arx:papers:1810.08495.

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2020Gittins theorem under uncertainty. (2019). Treetanthiploet, Tanut ; Cohen, Samuel N. In: Papers. RePEc:arx:papers:1907.05689.

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2020Arbitrage-free modeling under Knightian Uncertainty. (2019). Maggis, Marco ; Burzoni, Matteo. In: Papers. RePEc:arx:papers:1909.04602.

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2020The Value of Precise Communication in Persuasion. (2019). Turkel, Eray ; Aybas, Yunus. In: Papers. RePEc:arx:papers:1910.13547.

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

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

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2020A Knightian Irreversible Investment Problem. (2020). Riedel, Frank ; Li, Hanwu ; Ferrari, Giorgio. In: Papers. RePEc:arx:papers:2003.14359.

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

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2020Dynamically Consistent Objective and Subjective Rationality. (2020). Santos, Ana ; Jos'e Heleno Faro, ; Bastianello, Lorenzo. In: Papers. RePEc:arx:papers:2004.12347.

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2020Short-Term Investments and Indices of Risk. (2020). Schreiber, Amnon ; Heller, Yuval. In: Papers. RePEc:arx:papers:2005.06576.

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

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2020On 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.

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

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

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2020AHEAD : Ad-Hoc Electronic Auction Design. (2020). Rosenbaum, Mathieu ; Mastrolia, Thibaut ; Guillot, Philippe ; Derchu, Joffrey. In: Papers. RePEc:arx:papers:2010.02827.

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2020Evolutionary Implementation in Aggregative Games. (2020). Mukherjee, Saptarshi ; Lahkar, Ratul. In: Working Papers. RePEc:ash:wpaper:38.

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2020Affirmative Action in Large Population Contests. (2020). Sultana, Rezina ; Lahkar, Ratul. In: Working Papers. RePEc:ash:wpaper:40.

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

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2020Pricing Interest Rate Derivatives under Volatility Uncertainty. (2020). Holzermann, Julian. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:633.

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2020A Knightian Irreversible Investment Problem. (2020). Ferrari, Giorgio ; Riedel, Frank ; Li, Hanwu. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:634.

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2020Optimal Consumption with Intertemporal Substitution under Knightian Uncertainty. (2020). Li, Hanwu ; Ferrari, Giorgio ; Riedel, Frank. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:641.

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2020Reciprocity in Dynamic Employment Relationships. (2020). Fahn, Matthias. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8414.

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2020Public Discourse and Socially Responsible Market Behavior. (2020). Lan, Yao ; Weber, Roberto A ; Valero, Vanessa ; Bartling, Bjorn. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8531.

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2020Dynamic asset allocation with consumption ratcheting post retirement. (2020). Park, Kyunghyun ; Jeon, Junkee. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:385:y:2020:i:c:s0096300320303799.

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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.

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2020Horizon-unbiased investment with ambiguity. (2020). Zhou, Chao ; Sun, Xianming ; Lin, Qian. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:114:y:2020:i:c:s0165188920300646.

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2020Individual antecedents of real options appraisal: The role of national culture and ambiguity. (2020). , Raymond ; Trigeorgis, Lenos ; Driouchi, Tarik. In: European Journal of Operational Research. RePEc:eee:ejores:v:286:y:2020:i:3:p:1018-1032.

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2020Learning and payoff externalities in an investment game. (2020). Margaria, Chiara. In: Games and Economic Behavior. RePEc:eee:gamebe:v:119:y:2020:i:c:p:234-250.

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2020Rational altruism? On preference estimation and dictator game experiments. (2020). Nax, Heinrich H ; Grech, Philip D. In: Games and Economic Behavior. RePEc:eee:gamebe:v:119:y:2020:i:c:p:309-338.

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2020Dynamic consistency and ambiguity: A reappraisal. (2020). Hill, Brian. In: Games and Economic Behavior. RePEc:eee:gamebe:v:120:y:2020:i:c:p:289-310.

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2020Characterizing optimal allocations in quantile-based risk sharing. (2020). Wei, Yunran ; Wang, Ruodu. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:93:y:2020:i:c:p:288-300.

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2020The development of social preferences. (2020). Coboreyes, Ramon ; Pearce, Graeme ; Liu, Tracy Xiao ; Lagos, Francisco ; Lacomba, Juan A ; Grosskopf, Brit ; Garciaquero, Fernando ; Dominguez, Jose J. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:179:y:2020:i:c:p:653-666.

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2020Promises and endogenous reneging costs. (2020). Sturrock, David ; Heller, Yuval. In: Journal of Economic Theory. RePEc:eee:jetheo:v:187:y:2020:i:c:s0022053120300296.

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2020Subjective utilitarianism: Individual decisions in a social context. (2020). Lehrer, Ehud ; Alon, Shiri. In: Journal of Economic Theory. RePEc:eee:jetheo:v:190:y:2020:i:c:s0022053120301010.

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2020(Not) delegating decisions to experts: The effect of uncertainty. (2020). Kishishita, Daiki. In: Journal of Economic Theory. RePEc:eee:jetheo:v:190:y:2020:i:c:s0022053120301101.

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2020Resource-envy-free and efficient allocations: A new solution for production economies with dedicated factors. (2020). Kranich, Laurence. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:89:y:2020:i:c:p:1-7.

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2020Market selection with an endogenous state. (2020). Norman, Thomas ; Thomas, . In: Journal of Mathematical Economics. RePEc:eee:mateco:v:91:y:2020:i:c:p:51-59.

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

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2020Responsible investment in the Chinese stock market. (2020). Feng, XU ; Xiong, Xiong ; Gao, YA. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s027553191930131x.

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2020Polish experience from first-ever spectrum auction. (2020). Ku, Agnieszka. In: Telecommunications Policy. RePEc:eee:telpol:v:44:y:2020:i:7:s030859612030063x.

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2020Dynamics of Strategy Distributions in a One-Dimensional Continuous Trait Space for Games with a Quadratic Payoff Function. (2020). Karev, Georgiy. In: Games. RePEc:gam:jgames:v:11:y:2020:i:1:p:14-:d:327223.

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2020Recursive objective and subjective multiple priors. (2020). Vergopoulos, Vassili ; Ceron, Federica. In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-02563318.

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2020Recursive objective and subjective multiple priors. (2020). Vergopoulos, Vassili ; Ceron, Federica. In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-02900497.

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2020Endowments-regarding preferences. (2020). Nguyen, Van. In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-02966848.

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2020Market Allocations under Ambiguity: A Survey. (2020). Tallon, Jean-Marc ; Mukerji, Sujoy ; Billot, Antoine. In: Post-Print. RePEc:hal:journl:halshs-02495663.

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2020Recursive objective and subjective multiple priors. (2020). Vergopoulos, Vassili ; Ceron, Federica. In: Post-Print. RePEc:hal:journl:halshs-02900497.

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2020Endowments-regarding preferences. (2020). Nguyen, Van. In: Post-Print. RePEc:hal:journl:halshs-02966848.

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2020Market Allocations under Ambiguity: A Survey. (2020). Tallon, Jean-Marc ; Mukerji, Sujoy ; Billot, Antoine. In: PSE-Ecole d'économie de Paris (Postprint). RePEc:hal:pseptp:halshs-02495663.

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2020Complete Markets with Bankruptcy Risk and Pecuniary Default Penalties. (2020). Rosa, Rafael Mouallem ; Martins, Victor Filipe. In: Working Papers. RePEc:hal:wpaper:hal-02921220.

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2020Pareto Optima for a Class of Singular Control Games. (2020). Cont, Rama ; Xu, Renyuan ; Guo, Xin. In: Working Papers. RePEc:hal:wpaper:hal-03049246.

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2020Recursive objective and subjective multiple priors. (2020). Vergopoulos, Vassili ; Ceron, Federica. In: Working Papers. RePEc:hal:wpaper:halshs-02563318.

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2020Do You Mind Me Paying Less? Measuring Other-Regarding Preferences in the Market for Taxis. (2020). Pearce, Graeme ; Grosskopf, Brit. In: Management Science. RePEc:inm:ormnsc:v:66:y:2020:i:11:p:5059-5074.

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2021Set Relations via Families of Scalar Functions and Approximate Solutions in Set Optimization. (2021). Hamel, Andreas H ; Crespi, Giovanni Paolo ; Schrage, Carola ; Rocca, Matteo. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:46:y:2021:i:1:p:361-381.

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2020Reciprocity in Dynamic Employment Relationships. (2020). Fahn, Matthias. In: Economics working papers. RePEc:jku:econwp:2020-12.

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2020Stock Performance Evaluation Incorporating High Moments and Disaster Risk: Evidence from Japan. (2020). Hodoshima, Jiro ; Miyahara, Yoshio ; Misawa, Tetsuya. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:27:y:2020:i:2:d:10.1007_s10690-019-09287-z.

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2020Complete and Competitive Financial Markets in a Complex World. (2020). Cassese, Gianluca. In: Working Papers. RePEc:mib:wpaper:435.

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2020Recursive objective and subjective multiple priors. (2020). Vergopoulos, Vassili ; Ceron, Federica. In: Documents de travail du Centre d'Economie de la Sorbonne. RePEc:mse:cesdoc:20008.

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2020Endowments-regarding preferences. (2020). Nguyen, Van Quy. In: Documents de travail du Centre d'Economie de la Sorbonne. RePEc:mse:cesdoc:20017.

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2020Asymptotic stability of strongly uninvadable sets. (2020). Hingu, Dharini. In: Annals of Operations Research. RePEc:spr:annopr:v:287:y:2020:i:2:d:10.1007_s10479-017-2695-9.

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2020On superiority and weak stability of population states in evolutionary games. (2020). Shaiju, A J ; Mallikarjuna, K S ; Hingu, Dharini. In: Annals of Operations Research. RePEc:spr:annopr:v:287:y:2020:i:2:d:10.1007_s10479-018-2971-3.

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2020Equivalence between time consistency and nested formula. (2020). Gerard, Henri ; Chancelier, Jean-Philippe ; Lara, Michel. In: Annals of Operations Research. RePEc:spr:annopr:v:292:y:2020:i:2:d:10.1007_s10479-019-03276-1.

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2020On trade in bilateral oligopolies with altruistic and spiteful agents. (2020). Tonin, S ; Lombardi, M. In: Economic Theory Bulletin. RePEc:spr:etbull:v:8:y:2020:i:2:d:10.1007_s40505-019-00177-1.

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2021Set-valued risk measures as backward stochastic difference inclusions and equations. (2021). Feinstein, Zachary ; Ararat, Ain. In: Finance and Stochastics. RePEc:spr:finsto:v:25:y:2021:i:1:d:10.1007_s00780-020-00445-0.

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2020Convergence to Walrasian equilibrium with minimal information. (2020). Lahkar, Ratul. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:15:y:2020:i:3:d:10.1007_s11403-019-00243-8.

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2020Purification and disambiguation of Ellsberg equilibria. (2020). Decerf, Benoit ; Riedel, Frank. In: Economic Theory. RePEc:spr:joecth:v:69:y:2020:i:3:d:10.1007_s00199-019-01186-8.

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2020Super- and submodularity of stopping games with random observations. (2020). Boyarchenko, Svetlana. In: Economic Theory. RePEc:spr:joecth:v:70:y:2020:i:4:d:10.1007_s00199-019-01198-4.

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2020Robust best choice problem. (2020). Obradovi, Lazar. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:92:y:2020:i:3:d:10.1007_s00186-020-00719-5.

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2020Health and fairness with other-regarding preferences. (2020). Calo-Blanco, Aitor. In: Review of Economic Design. RePEc:spr:reecde:v:24:y:2020:i:3:d:10.1007_s10058-020-00235-2.

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2020Optimality in an OLG model with nonsmooth preferences. (2020). Ohtaki, Eisei. In: Working Papers. RePEc:tcr:wpaper:e145.

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2020Other-Regarding Preferences and Incentives in the Societal Context. (2020). Kragl, Jenny ; Bental, Benjamin. In: VfS Annual Conference 2020 (Virtual Conference): Gender Economics. RePEc:zbw:vfsc20:224547.

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2020Public discourse and socially responsible market behavior. (2020). Weber, Roberto ; Bartling, Björn ; Yao, Lan ; Valero, Vanessa. In: ECON - Working Papers. RePEc:zur:econwp:359.

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Works by Frank Riedel:


YearTitleTypeCited
2008On Equilibrium Prices in Continuous Time In: Papers.
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paper5
2011On equilibrium prices in continuous time.(2011) In: Center for Mathematical Economics Working Papers.
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paper
2010On equilibrium prices in continuous time.(2010) In: Journal of Economic Theory.
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article
2008On equilibrium prices in continuous time.(2008) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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This paper has another version. Agregated cites: 5
paper
2011Finance Without Probabilistic Prior Assumptions In: Papers.
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paper6
2016Finance without probabilistic prior assumptions.(2016) In: Center for Mathematical Economics Working Papers.
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This paper has another version. Agregated cites: 6
paper
2013Generalized Kuhn-Tucker Conditions for N-Firm Stochastic Irreversible Investment under Limited Resources In: Papers.
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paper10
2014Generalized Kuhn–Tucker conditions for N-Firm stochastic irreversible investment under limited resources.(2014) In: Center for Mathematical Economics Working Papers.
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This paper has another version. Agregated cites: 10
paper
2012Existence of Financial Equilibria in Continuous Time with Potentially Complete Markets In: Papers.
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paper16
2017Existence of financial equilibria in continuous time with potentially complete markets.(2017) In: Center for Mathematical Economics Working Papers.
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This paper has another version. Agregated cites: 16
paper
2013Existence of financial equilibria in continuous time with potentially complete markets.(2013) In: Journal of Mathematical Economics.
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This paper has another version. Agregated cites: 16
article
2013The Foster-Hart Measure of Riskiness for General Gambles In: Papers.
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paper11
2014The Foster-Hart measure of riskiness for general gambles.(2014) In: Center for Mathematical Economics Working Papers.
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paper
2015The Foster-Hart measure of riskiness for general gambles.(2015) In: Theoretical Economics.
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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.
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This paper has another version. Agregated cites: 11
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2015Continuous-Time Public Good Contribution under Uncertainty: A Stochastic Control Approach In: Papers.
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2014Optimal consumption and portfolio choice with ambiguity In: Papers.
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2014Optimal consumption and portfolio choice with ambiguity.(2014) In: Center for Mathematical Economics Working Papers.
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This paper has another version. Agregated cites: 15
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2014Non-Implementability of Arrow-Debreu Equilibria by Continuous Trading under Knightian Uncertainty In: Papers.
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2016Non-Implementability of Arrow-Debreu Equilibria by Continuous Trading under Knightian Uncertainty.(2016) In: Center for Mathematical Economics Working Papers.
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This paper has another version. Agregated cites: 5
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2016Knight--Walras Equilibria In: Papers.
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2016Knight-Walras equilibria.(2016) In: Center for Mathematical Economics Working Papers.
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This paper has another version. Agregated cites: 0
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2021Viability and Arbitrage under Knightian Uncertainty In: Papers.
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2017Viability and arbitrage under Knightian Uncertainty.(2017) In: Center for Mathematical Economics Working Papers.
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This paper has another version. Agregated cites: 3
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2010Optimal Stopping under Ambiguity In: Center for Mathematical Economics Working Papers.
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2011Do social preferences matter in competitive markets? In: Center for Mathematical Economics Working Papers.
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2011Optimal consumption choice with intolerance for declining standard of living In: Center for Mathematical Economics Working Papers.
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paper6
2009Optimal consumption choice with intolerance for declining standard of living.(2009) In: Journal of Mathematical Economics.
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This paper has another version. Agregated cites: 6
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2010The Best Choice Problem under Ambiguity In: Center for Mathematical Economics Working Papers.
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paper8
2013The best choice problem under ambiguity.(2013) In: Economic Theory.
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This paper has another version. Agregated cites: 8
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2011Voronoi languages. Equilibria in cheap-talk games with high-dimensional types and few signals In: Center for Mathematical Economics Working Papers.
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2010Optimal Stopping under Ambiguity in Continuous Time In: Center for Mathematical Economics Working Papers.
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2011Evolutionary stability of first price auctions In: Center for Mathematical Economics Working Papers.
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2012Evolutionary Stability in First Price Auctions.(2012) In: Dynamic Games and Applications.
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2017Intertemporal equilibria with Knightian uncertainty In: Center for Mathematical Economics Working Papers.
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2013Intertemporal equilibria with Knightian uncertainty.(2013) In: Journal of Economic Theory.
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2013Intertemporal equilibria with Knightian Uncertainty.(2013) In: Working Papers.
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This paper has another version. Agregated cites: 20
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2016The strategic use of ambiguity In: Center for Mathematical Economics Working Papers.
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paper3
2016Distorted Voronoi languages In: Center for Mathematical Economics Working Papers.
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2016Kuhns Theorem for Extensive Form Ellsberg Games In: Center for Mathematical Economics Working Papers.
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paper12
2017Kuhn’s Theorem for extensive form Ellsberg games.(2017) In: Journal of Mathematical Economics.
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This paper has another version. Agregated cites: 12
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2016The Continuous Logit Dynamic and Price Dispersion In: Center for Mathematical Economics Working Papers.
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paper3
2014Subgame-Perfect Equilibria in Stochastic Timing Games In: Center for Mathematical Economics Working Papers.
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