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:
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   Permalink: http://citec.repec.org/pri99
   Updated: 2023-03-25    RAS profile: 2023-03-12    
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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.

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

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

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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.

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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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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.

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

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

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

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

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

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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.

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

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

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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.

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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.

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

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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.

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

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

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

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

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

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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.

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

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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.

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

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

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

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

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

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

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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.

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

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

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

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

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

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

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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.

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

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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.

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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.

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

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

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

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

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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.

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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.

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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.

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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.

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

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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.

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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.

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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.

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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.

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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.

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

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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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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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

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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.

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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.

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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.

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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.

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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.

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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.

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

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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.

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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.

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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.

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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.

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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.

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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.

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2021.

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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.

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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.

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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.

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

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

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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.

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

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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.

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

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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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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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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2015The Foster-Hart measure of riskiness for general gambles.(2015) In: Theoretical Economics.
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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.
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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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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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2016Knight--Walras Equilibria In: Papers.
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2016Knight-Walras equilibria.(2016) In: Center for Mathematical Economics Working Papers.
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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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paper
2021Viability and Arbitrage Under Knightian Uncertainty.(2021) In: Econometrica.
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article
2020A Knightian Irreversible Investment Problem In: Papers.
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2020A Knightian Irreversible Investment Problem.(2020) In: Center for Mathematical Economics Working Papers.
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2020A decomposition of general premium principles into risk and deviation In: Papers.
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2020Decomposition of General Premium Principles into Risk and Deviation.(2020) In: Center for Mathematical Economics Working Papers.
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2021A decomposition of general premium principles into risk and deviation.(2021) In: Insurance: Mathematics and Economics.
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2022The Texas Shootout under Uncertainty In: Papers.
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2010Optimal Stopping under Ambiguity In: Center for Mathematical Economics Working Papers.
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paper4
2011Do social preferences matter in competitive markets? In: Center for Mathematical Economics Working Papers.
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paper5
2011Optimal consumption choice with intolerance for declining standard of living In: Center for Mathematical Economics Working Papers.
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2009Optimal consumption choice with intolerance for declining standard of living.(2009) In: Journal of Mathematical Economics.
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2010The Best Choice Problem under Ambiguity In: Center for Mathematical Economics Working Papers.
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2013The best choice problem under ambiguity.(2013) In: Economic Theory.
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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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paper7
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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paper27
2013Intertemporal equilibria with Knightian uncertainty.(2013) In: Journal of Economic Theory.
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2013Intertemporal Equilibria with Knightian uncertainty.(2013) In: Post-Print.
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paper
2013Intertemporal equilibria with Knightian Uncertainty.(2013) In: Working Papers.
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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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paper14
2017Kuhn’s Theorem for extensive form Ellsberg games.(2017) In: Journal of Mathematical Economics.
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2016The Continuous Logit Dynamic and Price Dispersion In: Center for Mathematical Economics Working Papers.
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paper2
2014Subgame-Perfect Equilibria in Stochastic Timing Games In: Center for Mathematical Economics Working Papers.
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paper25
2017Subgame-perfect equilibria in stochastic timing games.(2017) In: Journal of Mathematical Economics.
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2014A Dynamic Extension of the Foster-Hart Measure of Riskiness In: Center for Mathematical Economics Working Papers.
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2015A dynamic extension of the Foster–Hart measure of riskiness.(2015) In: Journal of Mathematical Economics.
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2016Disambiguation of Ellsberg equilibria in 2x2 normal form games In: Center for Mathematical Economics Working Papers.
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2017Uncertain acts in games In: Center for Mathematical Economics Working Papers.
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paper2
2017Uncertain Acts in Games.(2017) In: Homo Oeconomicus: Journal of Behavioral and Institutional Economics.
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2017Dynamically consistent preferences under imprecise probabilistic information In: Center for Mathematical Economics Working Papers.
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2018Dynamically consistent preferences under imprecise probabilistic information.(2018) In: Journal of Mathematical Economics.
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2017Dynamically Consistent Preferences Under Imprecise Probabilistic Information.(2017) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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paper
2018Dynamically consistent preferences under imprecise probabilistic information.(2018) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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paper
2018Dynamically consistent preferences under imprecise probabilistic information.(2018) In: Post-Print.
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This paper has another version. Agregated cites: 11
paper
2018Dynamically consistent preferences under imprecise probabilistic information.(2018) In: PSE-Ecole d'Ă©conomie de Paris (Postprint).
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This paper has another version. Agregated cites: 11
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2017Dynamically Consistent Preferences Under Imprecise Probabilistic Information.(2017) In: PSE Working Papers.
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This paper has another version. Agregated cites: 11
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2017Dynamically Consistent Preferences Under Imprecise Probabilistic Information.(2017) In: Working Papers.
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2018Dynamically Consistent ?-Maxmin Expected Utility In: Center for Mathematical Economics Working Papers.
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2018Equilibria under Knightian Price Uncertainty In: Center for Mathematical Economics Working Papers.
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paper12
2019Equilibria Under Knightian Price Uncertainty.(2019) In: Rationality and Competition Discussion Paper Series.
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2019Equilibria Under Knightian Price Uncertainty.(2019) In: Econometrica.
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This paper has another version. Agregated cites: 12
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2019On a Class of Infinite-Dimensional Singular Stochastic Control Problems In: Center for Mathematical Economics Working Papers.
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2020Optimal Consumption with Intertemporal Substitution under Knightian Uncertainty In: Center for Mathematical Economics Working Papers.
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2022The Texas Shoot-Out under Knightian Uncertainty In: Center for Mathematical Economics Working Papers.
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2022Efficient Allocations under Ambiguous Model Uncertainty In: Center for Mathematical Economics Working Papers.
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2022Efficient Allocations under Ambiguous Model Uncertainty.(2022) In: PSE Working Papers.
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2022Efficient Allocations under Ambiguous Model Uncertainty.(2022) In: Working Papers.
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2022Optimal Consumption for Recursive Preferences with Local Substitution - the Case of Certainty In: Center for Mathematical Economics Working Papers.
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2022Demographic Changes and Asset Prices in an Overlapping Generations Model In: Center for Mathematical Economics Working Papers.
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2020Dynamically consistent alpha?maxmin expected utility In: Mathematical Finance.
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2002Generic Determinacy of Equilibria with Local Substitution In: Department of Economics, Working Paper Series.
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2002Generic Determinancy of Equilibria with Local Substitution.(2002) In: Department of Economics, Working Paper Series.
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2005Generic determinacy of equilibria with local substitution.(2005) In: Journal of Mathematical Economics.
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2003Generic Determinacy of Equilibria with Local Substitution.(2003) In: GE, Growth, Math methods.
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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.
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2000Implementing Efficient Market Structure In: CESifo Working Paper Series.
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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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paper51
2003Low price equilibrium in multi-unit auctions: the GSM spectrum auction in Germany.(2003) In: International Journal of Industrial Organization.
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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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2001The third generation (UMTS) spectrum auction in Germany.(2001) In: SFB 373 Discussion Papers.
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2017Does Monetary Policy Impact Market Integration? Evidence from Developed and Emerging Markets In: Swiss Finance Institute Research Paper Series.
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2003Optimal Dynamic Choice of Durable and Perishable Goods In: Levine's Bibliography.
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2003Optimal Dynamic Choice of Durable and Perishable Goods.(2003) In: Bonn Econ Discussion Papers.
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2002Optimal Dynamic Choice of Durbale and Perishable Goods (joint with Peter Bank) In: Theory workshop papers.
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2008Other-Regarding Preferences in General Equilibrium In: CEPR Discussion Papers.
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2011Other-Regarding Preferences in General Equilibrium.(2011) In: Review of Economic Studies.
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2011Other-Regarding Preferences in General Equilibrium.(2011) In: ULB Institutional Repository.
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2009Optimal Stopping With Multiple Priors In: Econometrica.
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2009Brown-von Neumann-Nash dynamics: The continuous strategy case In: Games and Economic Behavior.
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2005Brown-von Neumann-Nash dynamics : the continuous strategy case.(2005) In: Papers.
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2005Brown-von Neumann-Nash Dynamics: The Continuous Strategy Case.(2005) In: Game Theory and Information.
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2005Brown-von Neumann-Nash Dynamics: The Continuous Strategy Case.(2005) In: Sonderforschungsbereich 504 Publications.
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2005Brown-von Neumann-Nash Dynamics: The Continuous Strategy Case.(2005) In: Bonn Econ Discussion Papers.
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2011Voronoi languages In: Games and Economic Behavior.
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2015The logit dynamic for games with continuous strategy sets In: Games and Economic Behavior.
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2002On the Dynamic Foundation of Evolutionary Stability in Continuous Models In: Journal of Economic Theory.
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2000On the Dynamic Foundation of Evolutionary Stability in Continuous Models.(2000) In: Game Theory and Information.
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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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2000Non-time additive utility optimization--the case of certainty In: Journal of Mathematical Economics.
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1998Non-Time Additive Utility Optimization - the Case of Certainty.(1998) In: GE, Growth, Math methods.
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1998Non-time additive utility optimization: The case of certainty.(1998) In: SFB 373 Discussion Papers.
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2004Dynamic coherent risk measures In: Stochastic Processes and their Applications.
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2003Dynamic Coherent Risk Measures.(2003) In: Working Papers.
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2006Stochastic equilibria for economies under uncertainty with intertemporal substitution In: Annals of Finance.
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2014Ellsberg games In: Theory and Decision.
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2013Ellsberg Games.(2013) In: VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order.
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2000Decreasing Yield Curves in a Model with an Unknown Constant Growth Rate In: Review of Finance.
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2015Financial economics without probabilistic prior assumptions In: Decisions in Economics and Finance.
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2014Applications: Introduction to the Special Issue on Population Games In: Dynamic Games and Applications.
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2015Dynamic Games and Applications: Second Special Issue on Population Games: Introduction In: Dynamic Games and Applications.
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2011On irreversible investment In: Finance and Stochastics.
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2006On Irreversible Investment.(2006) In: Bonn Econ Discussion Papers.
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2018Non-implementability of Arrow–Debreu equilibria by continuous trading under volatility uncertainty In: Finance and Stochastics.
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2001Existence and structure of stochastic equilibria with intertemporal substitution In: Finance and Stochastics.
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2000Existence and structure of stochastic equilibria with intertemporal substitution.(2000) In: SFB 373 Discussion Papers.
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2000Evolutionary dynamics on infinite strategy spaces In: Economic Theory.
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1998Evolutionary Dynamics on Infinite Strategy Spaces.(1998) In: Game Theory and Information.
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1998Evolutionary dynamics on infinite strategy spaces.(1998) In: SFB 373 Discussion Papers.
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2003Arrow-Debreu equilibria with asymptotically heterogeneous expectations exist In: Economic Theory.
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2001Arrow-Debreu equilibria with asymptotically heterogeneous expectations exist.(2001) In: SFB 373 Discussion Papers.
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2006Immediate demand reduction in simultaneous ascending-bid auctions: a uniqueness result In: Economic Theory.
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2020Purification and disambiguation of Ellsberg equilibria In: Economic Theory.
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2021Optimal consumption and portfolio choice with ambiguous interest rates and volatility In: Economic Theory.
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2004Heterogeneous time preferences and interest rates—the preferred habitat theory revisited In: The European Journal of Finance.
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1999Heterogeneous Time Preferences and Interest Rates - The Preferred Habitat Theory Revisited.(1999) In: Finance.
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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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1998Imperfect Information Leads to Complete Markets if Dividends are Diffusions In: Finance.
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1999Optimal Consumption Choice under Uncertainty with Intertemporal Substitution In: GE, Growth, Math methods.
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1999Optimal consumption choice under uncertainty with intertemporal substitution.(1999) In: SFB 373 Discussion Papers.
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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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1997A class of Health-Jarrow-Morton models in which the unbiased expectations hypothesis holds In: SFB 373 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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2001Optimal consumption choice for ratchet investors In: SFB 373 Discussion Papers.
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