Frank Riedel : Citation Profile


Are you Frank Riedel?

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

12

H index

15

i10 index

575

Citations

RESEARCH PRODUCTION:

37

Articles

87

Papers

RESEARCH ACTIVITY:

   22 years (1997 - 2019). See details.
   Cites by year: 26
   Journals where Frank Riedel has often published
   Relations with other researchers
   Recent citing documents: 84.    Total self citations: 48 (7.7 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pri99
   Updated: 2019-10-15    RAS profile: 2019-04-08    
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Relations with other researchers


Works with:

Hellmann, Tobias (5)

Tallon, Jean-Marc (4)

Ferrari, Giorgio (3)

Steg, Jan-Henrik (3)

Lahkar, Ratul (2)

Beißner, Patrick (2)

Herzberg, Frederik (2)

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

Is cited by:

Ferrari, Giorgio (12)

Steg, Jan-Henrik (10)

Netzer, Nick (8)

janssen, maarten (8)

Wolfstetter, Elmar (8)

Friedman, Daniel (8)

Aryal, Gaurab (8)

Skrzypacz, Andrzej (7)

Rabanal, Jean Paul (6)

Beißner, Patrick (6)

Karamychev, Vladimir (6)

Cites to:

Tallon, Jean-Marc (37)

Chateauneuf, Alain (30)

Epstein, Larry (21)

Marinacci, Massimo (20)

Gilboa, Itzhak (17)

Vergnaud, Jean-Christophe (16)

Gajdos, Thibault (16)

Tourky, Rabee (14)

Zame, William (13)

Florenzano, Monique (13)

Billot, Antoine (11)

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
Dynamic Games and Applications3
Finance and Stochastics3
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 / CESifo Group Munich4
GE, Growth, Math methods / University Library of Munich, Germany3
Game Theory and Information / University Library of Munich, Germany3
Department of Economics, Working Paper Series / Department of Economics, Institute for Business and Economic Research, UC Berkeley2
Finance / University Library of Munich, Germany2
Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order / Verein fr Socialpolitik / German Economic Association2

Recent works citing Frank Riedel (2019 and 2018)


YearTitle of citing document
2018Symmetric Equilibria in Stochastic Timing Games. (2018). Steg, Jan-Henrik. In: Papers. RePEc:arx:papers:1507.04797.

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2018A Supermartingale Relation for Multivariate Risk Measures. (2018). Feinstein, Zachary ; Rudloff, Birgit. In: Papers. RePEc:arx:papers:1510.05561.

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2018Robust Utility Maximization in Discrete-Time Markets with Friction. (2018). Neufeld, Ariel ; Sikic, Mario. In: Papers. RePEc:arx:papers:1610.09230.

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2018Pointwise Arbitrage Pricing Theory in Discrete Time. (2018). Burzoni, Matteo ; Obl, Jan ; Maggis, Marco ; Hou, Zhaoxu ; Frittelli, Marco. In: Papers. RePEc:arx:papers:1612.07618.

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2019Conditional nonlinear expectations. (2017). Bartl, Daniel. In: Papers. RePEc:arx:papers:1612.09103.

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2019Density of the set of probability measures with the martingale representation property. (2017). Kramkov, Dmitry ; Pulido, Sergio. In: Papers. RePEc:arx:papers:1709.07329.

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

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2018Constrained portfolio-consumption strategies with uncertain parameters and borrowing costs. (2018). Yang, Zhou ; Zhou, Chao ; Liang, Gechun. In: Papers. RePEc:arx:papers:1711.02939.

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2019Nonconcave Robust Optimization with Discrete Strategies under Knightian Uncertainty. (2018). Neufeld, Ariel ; Sikic, Mario. In: Papers. RePEc:arx:papers:1711.03875.

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2019Equivalence Between Time Consistency and Nested Formula. (2017). , Henri ; Chancelier, Jean-Philippe ; de Lara, Michel. In: Papers. RePEc:arx:papers:1711.08633.

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2018Robust martingale selection problem and its connections to the no-arbitrage theory. (2018). Burzoni, Matteo ; Sikic, Mario. In: Papers. RePEc:arx:papers:1801.03574.

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2018Robust utility maximization in markets with transaction costs. (2018). Chau, Huy N ; Rasonyi, Miklos. In: Papers. RePEc:arx:papers:1803.04213.

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2019Heterogeneity and aggregation in evolutionary dynamics: a general framework without aggregability. (2018). Zusai, Dai. In: Papers. RePEc:arx:papers:1805.04897.

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2019Risk measures with markets volatility. (2019). Hu, Yijun ; Sun, Fei. In: Papers. RePEc:arx:papers:1806.01166.

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

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2019Optimal investment and consumption with forward preferences and uncertain parameters. (2018). Chong, Wing Fung ; Liang, Gechun. In: Papers. RePEc:arx:papers:1807.01186.

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2018Stochastic Switching Games. (2018). Li, Liangchen ; Ludkovski, Michael. In: Papers. RePEc:arx:papers:1807.03893.

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2018Portfolio Optimization with Nondominated Priors and Unbounded Parameters. (2018). Ugurlu, Kerem. In: Papers. RePEc:arx:papers:1807.05773.

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2019Scalar multivariate risk measures with a single eligible asset. (2018). Feinstein, Zachary ; Rudloff, Birgit. In: Papers. RePEc:arx:papers:1807.10694.

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2019Time consistency for scalar multivariate risk measures. (2018). Feinstein, Zachary ; Rudloff, Birgit. In: Papers. RePEc:arx:papers:1810.04978.

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

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2018Hyperfinite Construction of $G$-expectation. (2018). Fadina, Tolulope ; Herzberg, Frederik . In: Papers. RePEc:arx:papers:1810.09386.

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2018Optimal Incentive Contract with Endogenous Monitoring Technology. (2018). Li, Anqi ; Yang, Ming. In: Papers. RePEc:arx:papers:1810.11471.

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2019Game of Variable Contributions to the Common Good under Uncertainty. (2019). Kwon, Dharma H. In: Papers. RePEc:arx:papers:1904.00500.

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2019Horizon-unbiased Investment with Ambiguity. (2019). Zhou, Chao ; Sun, Xianming ; Lin, Qian. In: Papers. RePEc:arx:papers:1904.09379.

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2019A Solvable Two-dimensional Optimal Stopping Problem in the Presence of Ambiguity. (2019). , Luis ; Luis , ; Christensen, Soren. In: Papers. RePEc:arx:papers:1905.05429.

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2019The Impact of Ambiguity on the Optimal Exercise Timing of Integral Option Contracts. (2019). Christensen, Soren ; Luis , . In: Papers. RePEc:arx:papers:1906.07533.

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2019A Class of Solvable Multidimensional Stopping Problems in the Presence of Knightian Uncertainty. (2019). Christensen, Soren ; Luis , . In: Papers. RePEc:arx:papers:1907.04046.

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

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2018Robust Maximum Detection: Full Information Best Choice Problem under Multiple Priors. (2018). Obradovi, Lazar. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:580.

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2018Repetition and cooperation: A model of finitely repeated games with objective ambiguity. (2018). Demeze-Jouatsa, Ghislain-Herman. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:585.

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2018Dynamic Consistency in Incomplete Information Games with Multiple Priors. (2018). Pahlke, Marieke. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:599.

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2019Nonzero-Sum Submodular Monotone-Follower Games. Existence and Approximation of Nash Equilibria. (2019). Dianetti, Jodi ; Ferrari, Giorgio. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:605.

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2019Optimal stopping under $\textit{G}$-expectation. (2019). Li, Hanwu. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:606.

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2018Legal institution and the evolution of moral conduct. (2018). WU, JIABIN ; Thompson, Jon C. In: Journal of Public Economic Theory. RePEc:bla:jpbect:v:20:y:2018:i:5:p:725-741.

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2018A Competitive Optimal Stopping Game. (2018). Mark, Whitmeyer. In: The B.E. Journal of Theoretical Economics. RePEc:bpj:bejtec:v:18:y:2018:i:1:p:15:n:14.

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2019Reciprocity in dynamic employment relationships. (2019). Fahn, Matthias. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7634.

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2018Portfolio selection with consumption ratcheting. (2018). Jeon, Junkee ; Shin, Yong Hyun ; Koo, Hyeng Keun. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:92:y:2018:i:c:p:153-182.

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2017Riskiness in binary gambles: A geometric analysis. (2017). Usategui, Jose M. In: Economics Letters. RePEc:eee:ecolet:v:159:y:2017:i:c:p:149-152.

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2018On the indifference relation in Bewley preferences. (2018). Gerasimou, Georgios. In: Economics Letters. RePEc:eee:ecolet:v:164:y:2018:i:c:p:24-26.

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2019Symmetric equilibrium strategies in game theoretic real option models with incomplete information. (2019). Delaney, Laura. In: Economics Letters. RePEc:eee:ecolet:v:174:y:2019:i:c:p:42-47.

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2019Peer effects and risk sharing in experimental asset markets. (2019). van der Weele, Joel J ; Gortner, Paul J. In: European Economic Review. RePEc:eee:eecrev:v:116:y:2019:i:c:p:129-147.

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2018A stochastic program with time series and affine decision rules for the reservoir management problem. (2018). Gauvin, Charles ; Gendreau, Michel ; Delage, Erick . In: European Journal of Operational Research. RePEc:eee:ejores:v:267:y:2018:i:2:p:716-732.

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2019Entry deterrence by timing rather than overinvestment in a strategic real options framework. (2019). Huberts, N. F. D., ; Kort, P M ; Huisman, K. J. M., ; Dawid, H. In: European Journal of Operational Research. RePEc:eee:ejores:v:274:y:2019:i:1:p:165-185.

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2019Time-consistent, risk-averse dynamic pricing. (2019). Hassler, Michael ; Gonsch, Jochen ; Schur, Rouven. In: European Journal of Operational Research. RePEc:eee:ejores:v:277:y:2019:i:2:p:587-603.

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2018Nonatomic potential games: the continuous strategy case. (2018). Cheung, Man-Wah ; Lahkar, Ratul. In: Games and Economic Behavior. RePEc:eee:gamebe:v:108:y:2018:i:c:p:341-362.

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2018Failure of common knowledge of language in common-interest communication games. (2018). Blume, Andreas . In: Games and Economic Behavior. RePEc:eee:gamebe:v:109:y:2018:i:c:p:132-155.

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2018Preemptive investment under uncertainty. (2018). Steg, Jan-Henrik. In: Games and Economic Behavior. RePEc:eee:gamebe:v:110:y:2018:i:c:p:90-119.

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2018A principal-agent model of bidding firms in multi-unit auctions. (2018). Bichler, Martin ; Paulsen, Per. In: Games and Economic Behavior. RePEc:eee:gamebe:v:111:y:2018:i:c:p:20-40.

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2019Ambiguity attitudes and self-confirming equilibrium in sequential games. (2019). Battigalli, Pierpaolo ; Lanzani, G ; Catonini, E ; Marinacci, M. In: Games and Economic Behavior. RePEc:eee:gamebe:v:115:y:2019:i:c:p:1-29.

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2019Nonparametric utility theory in strategic settings: Revealing preferences and beliefs from proposal–response games. (2019). Freer, Mikhail ; Cross, Philip J ; Castillo, Marco E. In: Games and Economic Behavior. RePEc:eee:gamebe:v:115:y:2019:i:c:p:60-82.

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2019Dynamic risk measures for processes via backward stochastic differential equations. (2019). Wang, Shijie ; Shi, Xuejun ; Ji, Ronglin ; Zhou, Jinming. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:86:y:2019:i:c:p:43-50.

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2018Option-implied objective measures of market risk. (2018). Leiss, Matthias ; Nax, Heinrich H. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:88:y:2018:i:c:p:241-249.

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2018Finite languages, persuasion bias, and opinion fluctuations. (2018). Foerster, Manuel. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:149:y:2018:i:c:p:46-57.

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2018Endogenous ambiguity in cheap talk. (2018). Le Quement, Mark ; Kellner, Christian. In: Journal of Economic Theory. RePEc:eee:jetheo:v:173:y:2018:i:c:p:1-17.

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2018On the probabilistic transmission of continuous cultural traits. (2018). WU, JIABIN ; Cheung, Man-Wah. In: Journal of Economic Theory. RePEc:eee:jetheo:v:174:y:2018:i:c:p:300-323.

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2018Ambiguous partially observable Markov decision processes: Structural results and applications. (2018). Saghafian, Soroush. In: Journal of Economic Theory. RePEc:eee:jetheo:v:178:y:2018:i:c:p:1-35.

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2019Evolutionary implementation in a public goods game. (2019). Mukherjee, Saptarshi ; Lahkar, Ratul. In: Journal of Economic Theory. RePEc:eee:jetheo:v:181:y:2019:i:c:p:423-460.

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2018On aggregation and representative agent equilibria. (2018). Jarrow, Robert ; Larsson, Martin. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:74:y:2018:i:c:p:119-127.

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2019The K-armed bandit problem with multiple priors. (2019). Li, Jian. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:80:y:2019:i:c:p:22-38.

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2018Ambiguity aversion in buyer-seller relationships: A contingent-claims and social network explanation. (2018). Gao, Yongling ; Bennett, David J ; Driouchi, Tarik. In: International Journal of Production Economics. RePEc:eee:proeco:v:200:y:2018:i:c:p:50-67.

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2018Theory and application of an economic performance measure of risk. (2018). Wong, Wing-Keung ; McAleer, Michael ; Guo, Xu ; Niu, Cuizhen. In: International Review of Economics & Finance. RePEc:eee:reveco:v:56:y:2018:i:c:p:383-396.

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2018On optimal stopping and free boundary problems under ambiguity. (2018). Zhao, Guo Qing ; Zong, Gaofeng ; Zhai, Kun. In: Statistics & Probability Letters. RePEc:eee:stapro:v:139:y:2018:i:c:p:129-134.

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2019Market Allocations under Ambiguity: A Survey. (2019). Tallon, Jean-Marc ; Mukerji, Sujoy ; Billot, Antoine. In: PSE Working Papers. RePEc:hal:psewpa:halshs-02173491.

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2017Density of the set of probability measures with the martingale representation property. (2017). Kramkov, Dmitry ; Pulido, Sergio. In: Working Papers. RePEc:hal:wpaper:hal-01598651.

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2019American options in a non-linear incomplete market model with default. (2019). Sulem, Agnes ; Quenez, Marie-Claire ; Grigorova, Miryana. In: Working Papers. RePEc:hal:wpaper:hal-02025835.

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2019Decency. (2019). Mohlin, Erik ; Ellingsen, Tore. In: Working Papers. RePEc:hhs:lunewp:2019_003.

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2018A Linear Stochastic Programming Model for Optimal Leveraged Portfolio Selection. (2018). Vallado, Davi Michel ; Street, Alexandre ; Veiga, Alvaro. In: Computational Economics. RePEc:kap:compec:v:51:y:2018:i:4:d:10.1007_s10614-017-9656-x.

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2018Incomplete Information Games with Ambiguity Averse Players. (2018). Mukerji, Sujoy ; Klibanoff, Peter ; Hanany, Eran. In: Working Papers. RePEc:qmw:qmwecw:868.

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2018Housing market models with consumption externalities. (2018). Graziano, Maria ; Yannelis, Nicholas C ; Meo, Claudia. In: CSEF Working Papers. RePEc:sef:csefwp:500.

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2017The equity risk posed by the too-big-to-fail banks: a Foster–Hart estimation. (2017). Anand, Abhinav ; Kim, Young Shin ; Kurosaki, Tetsuo ; Li, Tiantian. In: Annals of Operations Research. RePEc:spr:annopr:v:253:y:2017:i:1:d:10.1007_s10479-016-2309-y.

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2018Option implied ambiguity and its information content: Evidence from the subprime crisis. (2018). Driouchi, Tarik ; Trigeorgis, Lenos. In: Annals of Operations Research. RePEc:spr:annopr:v:262:y:2018:i:2:d:10.1007_s10479-015-2079-y.

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2019Dutch book rationality conditions for conditional preferences under ambiguity. (2019). Vantaggi, Barbara ; Petturiti, Davide ; Coletti, Giulianella . In: Annals of Operations Research. RePEc:spr:annopr:v:279:y:2019:i:1:d:10.1007_s10479-019-03299-8.

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2019Time-consistency of risk measures: how strong is such a property?. (2019). Gianin, Emanuela Rosazza ; RosazzaGianin, Emanuela ; Mastrogiacomo, Elisa . In: Decisions in Economics and Finance. RePEc:spr:decfin:v:42:y:2019:i:1:d:10.1007_s10203-019-00233-2.

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2018Evolutionary Stability of Polymorphic Population States in Continuous Games. (2018). Hingu, Dharini ; Shaiju, A J ; Mallikarjuna, K S. In: Dynamic Games and Applications. RePEc:spr:dyngam:v:8:y:2018:i:1:d:10.1007_s13235-016-0207-1.

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2018On Preemption in Discrete and Continuous Time. (2018). Steg, Jan-Henrik. In: Dynamic Games and Applications. RePEc:spr:dyngam:v:8:y:2018:i:4:d:10.1007_s13235-017-0232-8.

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2017Market completion with derivative securities. (2017). Schwarz, Daniel C. In: Finance and Stochastics. RePEc:spr:finsto:v:21:y:2017:i:1:d:10.1007_s00780-016-0317-z.

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2018Perfect hedging under endogenous permanent market impacts. (2018). Fukasawa, Masaaki ; Stadje, Mitja. In: Finance and Stochastics. RePEc:spr:finsto:v:22:y:2018:i:2:d:10.1007_s00780-017-0352-4.

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2018Robust pricing–hedging dualities in continuous time. (2018). Hou, Zhaoxu ; Oboj, Jan. In: Finance and Stochastics. RePEc:spr:finsto:v:22:y:2018:i:3:d:10.1007_s00780-018-0363-9.

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2019An ergodic BSDE approach to forward entropic risk measures: representation and large-maturity behavior. (2019). Chong, Wing Fung ; Zariphopoulou, Thaleia ; Liang, Gechun ; Hu, Ying. In: Finance and Stochastics. RePEc:spr:finsto:v:23:y:2019:i:1:d:10.1007_s00780-018-0377-3.

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2017Equilibrium prices and trade under ambiguous volatility. (2017). Beissner, Patrick. In: Economic Theory. RePEc:spr:joecth:v:64:y:2017:i:2:d:10.1007_s00199-016-0979-y.

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2018Risk measurement and risk-averse control of partially observable discrete-time Markov systems. (2018). Fan, Jingnan ; Ruszczyski, Andrzej. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:88:y:2018:i:2:d:10.1007_s00186-018-0633-5.

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2017On the Heston Model with Stochastic Volatility: Analytic Solutions and Complete Markets. (2017). Chassat, Benedicte Alziary ; Takac, Peter . In: TSE Working Papers. RePEc:tse:wpaper:31628.

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Works by Frank Riedel:


YearTitleTypeCited
2008On Equilibrium Prices in Continuous Time In: Papers.
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2011On equilibrium prices in continuous time.(2011) In: Center for Mathematical Economics Working Papers.
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2010On equilibrium prices in continuous time.(2010) In: Journal of Economic Theory.
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2008On equilibrium prices in continuous time.(2008) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2011Finance Without Probabilistic Prior Assumptions In: Papers.
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2016Finance without probabilistic prior assumptions.(2016) In: Center for Mathematical Economics Working Papers.
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2013Generalized Kuhn-Tucker Conditions for N-Firm Stochastic Irreversible Investment under Limited Resources In: Papers.
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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: 9
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2012Existence of Financial Equilibria in Continuous Time with Potentially Complete Markets In: Papers.
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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: 14
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2013Existence of financial equilibria in continuous time with potentially complete markets.(2013) In: Journal of Mathematical Economics.
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2013The Foster-Hart Measure of Riskiness for General Gambles In: Papers.
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2014The Foster-Hart measure of riskiness for general gambles.(2014) In: Center for Mathematical Economics Working Papers.
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This paper has another version. Agregated cites: 7
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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: Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order.
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This paper has another version. Agregated cites: 7
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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: 10
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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: 2
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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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2019Viability 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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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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paper5
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2005Generic determinacy of equilibria with local substitution.(2005) In: Journal of Mathematical Economics.
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2000Implementing Efficient Market Structure.(2000) In: Econometric Society World Congress 2000 Contributed Papers.
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2000Implementing efficient market structure.(2000) In: SFB 373 Discussion Papers.
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2001Low Price Equilibrium in Multi-Unit Auctions: The GSM Spectrum Auction in Germany In: CESifo Working Paper Series.
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2001Low price equilibrium in multi-unit auctions: The GSM spectrum auction in Germany.(2001) In: SFB 373 Discussion Papers.
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2001The Third Generation (UMTS) Spectrum Auction in Germany In: CESifo Working Paper Series.
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2000On the Dynamic Foundation of Evolutionary Stability in Continuous Models.(2000) In: Bonn Econ Discussion Papers.
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2000On the dynamic foundation of evolutionary stability in continuous models.(2000) In: SFB 373 Discussion Papers.
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2001Existence of Arrow-Radner Equilibrium with Endogenously Complete Markets under Incomplete Information In: Journal of Economic Theory.
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1998Non-time additive utility optimization: The case of certainty.(1998) In: SFB 373 Discussion Papers.
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1999Heterogeneous time preferences and interest rates: The preferred habitat theory revisited.(1999) In: SFB 373 Discussion Papers.
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1999Optimal Consumption Choice under Uncertainty with Intertemporal Substitution In: GE, Growth, Math methods.
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2005Stability of the Replicator Equation for a Single-Species with a Multi-Dimensional Continuous Trait Space In: Bonn Econ Discussion Papers.
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1997The term structure of interest rates when the growth rate is unobservable In: SFB 373 Discussion Papers.
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