Frank Riedel : Citation Profile


Are you Frank Riedel?

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

13

H index

20

i10 index

646

Citations

RESEARCH PRODUCTION:

37

Articles

86

Papers

RESEARCH ACTIVITY:

   22 years (1997 - 2019). See details.
   Cites by year: 29
   Journals where Frank Riedel has often published
   Relations with other researchers
   Recent citing documents: 93.    Total self citations: 48 (6.92 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pri99
   Updated: 2020-08-01    RAS profile: 2019-04-08    
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Relations with other researchers


Works with:

Hellmann, Tobias (4)

Tallon, Jean-Marc (4)

Ferrari, Giorgio (3)

Beißner, Patrick (2)

Herzberg, Frederik (2)

Lahkar, Ratul (2)

Steg, Jan-Henrik (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)

Mukerji, Sujoy (11)

Tallon, Jean-Marc (11)

Billot, Antoine (10)

Steg, Jan-Henrik (10)

janssen, maarten (9)

Friedman, Daniel (8)

Skrzypacz, Andrzej (8)

Wolfstetter, Elmar (8)

Netzer, Nick (8)

Aryal, Gaurab (8)

Cites to:

Tallon, Jean-Marc (47)

Chateauneuf, Alain (31)

Vergnaud, Jean-Christophe (24)

Epstein, Larry (21)

Marinacci, Massimo (20)

Gajdos, Thibault (17)

Gilboa, Itzhak (16)

Tourky, Rabee (14)

Florenzano, Monique (13)

Zame, William (13)

Billot, Antoine (12)

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
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
Finance / University Library of Munich, Germany2

Recent works citing Frank Riedel (2020 and 2019)


YearTitle of citing document
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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2019Conditional nonlinear expectations. (2019). 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. (2019). Pulido, Sergio ; Kramkov, Dmitry . 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). Carassus, Laurence ; Blanchard, Romain. In: Papers. RePEc:arx:papers:1709.09465.

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

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

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

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

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2019Evolutionary dynamics in heterogeneous populations: a general framework for an arbitrary type distribution. (2019). Zusai, Dai. In: Papers. RePEc:arx:papers:1805.04897.

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

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

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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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2020Scalar multivariate risk measures with a single eligible asset. (2019). Rudloff, Birgit ; Feinstein, Zachary. In: Papers. RePEc:arx:papers:1807.10694.

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2019Time 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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2018Hyperfinite Construction of $G$-expectation. (2018). Herzberg, Frederik ; Fadina, Tolulope. In: Papers. RePEc:arx:papers:1810.09386.

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2019Optimal Incentive Contract with Endogenous Monitoring Technology. (2019). Yang, Ming ; Li, Anqi. 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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2020Arbitrage-free modeling under Knightian Uncertainty. (2019). Maggis, Marco ; Burzoni, Matteo. In: Papers. RePEc:arx:papers:1909.04602.

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2019Robust Utility Maximization with Drift and Volatility Uncertainty. (2019). Ugurlu, Kerem. In: Papers. RePEc:arx:papers:1909.05335.

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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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2020Quantification 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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2019Nonzero-Sum Submodular Monotone-Follower Games. Existence and Approximation of Nash Equilibria. (2019). Ferrari, Giorgio ; Dianetti, Jodi. 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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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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2019Reciprocity in dynamic employment relationships. (2019). Fahn, Matthias. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7634.

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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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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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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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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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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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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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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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2019Fair dynamic valuation of insurance liabilities: Merging actuarial judgement with market- and time-consistency. (2019). Dhaene, Jan ; Chen, ZE ; Barigou, Karim. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:88:y:2019:i:c:p:19-29.

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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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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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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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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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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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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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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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2019Coherent-Price Systems and Uncertainty-Neutral Valuation. (2019). Beissner, Patrick. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:3:p:98-:d:267950.

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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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2019Density of the set of probability measures with the martingale representation property. (2019). Pulido, Sergio ; Kramkov, Dmitry . In: Post-Print. RePEc:hal:journl:hal-01598651.

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

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

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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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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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2019Short-Term Investments and Indices of Risk. (2019). Schreiber, Amnon ; Heller, Yuval. In: MPRA Paper. RePEc:pra:mprapa:95791.

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2019Market Allocations under Ambiguity: A Survey. (2019). Tallon, Jean-Marc ; Mukerji, Sujoy ; Billot, Antoine. In: Working Papers. RePEc:qmw:qmwecw:897.

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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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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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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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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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2019Evolutionary Stability of Polymorphic Profiles in Asymmetric Games. (2019). Shaiju, A J ; Narang, Aradhana. In: Dynamic Games and Applications. RePEc:spr:dyngam:v:9:y:2019:i:4:d:10.1007_s13235-019-00302-6.

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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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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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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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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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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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2019Strategic information transmission despite conflict. (2019). Semirat, Stephan. In: International Journal of Game Theory. RePEc:spr:jogath:v:48:y:2019:i:3:d:10.1007_s00182-019-00668-2.

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2019Dynamic systemic risk measures for bounded discrete time processes. (2019). Zilch, K ; Overbeck, L ; Kromer, E. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:90:y:2019:i:1:d:10.1007_s00186-018-0655-z.

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2019Nonconcave robust optimization with discrete strategies under Knightian uncertainty. (2019). Iki, Mario ; Neufeld, Ariel. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:90:y:2019:i:2:d:10.1007_s00186-019-00669-7.

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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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2019Short-term investments and indices of risk. (2019). Heller, Yuval ; Schreiber, Amnon. In: Theoretical Economics. RePEc:the:publsh:3678.

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2017On the Heston Model with Stochastic Volatility: Analytic Solutions and Complete Markets. (2017). Takac, Peter ; Chassat, Benedicte Alziary . 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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paper5
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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This paper has another version. Agregated cites: 5
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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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This paper has another version. Agregated cites: 6
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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: 15
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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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This paper has another version. Agregated cites: 15
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2013The Foster-Hart Measure of Riskiness for General Gambles In: Papers.
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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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10
paper
2014The Foster-Hart measure of riskiness for general gambles.(2014) In: Center for Mathematical Economics Working Papers.
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