Frank Riedel : Citation Profile


Are you Frank Riedel?

Universität Bielefeld (60% share)
University of Johannesburg (40% share)

11

H index

13

i10 index

514

Citations

RESEARCH PRODUCTION:

35

Articles

81

Papers

RESEARCH ACTIVITY:

   21 years (1997 - 2018). See details.
   Cites by year: 24
   Journals where Frank Riedel has often published
   Relations with other researchers
   Recent citing documents: 87.    Total self citations: 45 (8.05 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pri99
   Updated: 2018-11-17    RAS profile: 2018-11-09    
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Relations with other researchers


Works with:

Hellmann, Tobias (5)

Steg, Jan-Henrik (4)

Ferrari, Giorgio (4)

Tallon, Jean-Marc (2)

Herzberg, Frederik (2)

Beißner, Patrick (2)

Lahkar, Ratul (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 (9)

Aryal, Gaurab (8)

Friedman, Daniel (8)

Netzer, Nick (8)

janssen, maarten (8)

Wolfstetter, Elmar (8)

Skrzypacz, Andrzej (7)

Karamychev, Vladimir (6)

Beißner, Patrick (6)

Goerke, Laszlo (5)

Cites to:

Tallon, Jean-Marc (31)

Chateauneuf, Alain (22)

Epstein, Larry (20)

Marinacci, Massimo (18)

Gajdos, Thibault (14)

Vergnaud, Jean-Christophe (14)

Gilboa, Itzhak (14)

Tourky, Rabee (13)

Zame, William (13)

Florenzano, Monique (13)

Oechssler, Jörg (9)

Main data


Where Frank Riedel has published?


Journals with more than one article published# docs
Journal of Mathematical Economics7
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
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
Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order / Verein fr Socialpolitik / German Economic Association2
Finance / University Library of Munich, Germany2
Department of Economics, Working Paper Series / Department of Economics, Institute for Business and Economic Research, UC Berkeley2

Recent works citing Frank Riedel (2018 and 2017)


YearTitle of citing document
2017On dynamic spectral risk measures, a limit theorem and optimal portfolio allocation. (2017). Stadje, Mitja ; Madan, Dilip ; Pistorius, Martijn. In: Papers. RePEc:arx:papers:1301.3531.

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2017Optimal Boundary Surface for Irreversible Investment with Stochastic Costs. (2017). federico, salvatore ; Ferrari, Giorgio ; de Angelis, Tiziano. In: Papers. RePEc:arx:papers:1406.4297.

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2017A unified approach to time consistency of dynamic risk measures and dynamic performance measures in discrete time. (2017). Cialenco, Igor ; Bielecki, Tomasz R. ; Pitera, Marcin. In: Papers. RePEc:arx:papers:1409.7028.

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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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2017Optimal Control of Conditional Value-at-Risk in Continuous Time. (2017). Miller, Christopher W ; Yang, Insoon . In: Papers. RePEc:arx:papers:1512.05015.

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

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2017Perfect hedging under endogenous permanent market impacts. (2017). Fukasawa, Masaaki ; Stadje, Mitja. In: Papers. RePEc:arx:papers:1702.01385.

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2017A fundamental theorem of asset pricing for continuous time large financial markets in a two filtration setting. (2017). Cuchiero, Christa ; Teichmann, Josef ; Klein, Irene . In: Papers. RePEc:arx:papers:1705.02087.

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2017Density 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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2017Constrained portfolio-consumption strategies with uncertain parameters and borrowing costs. (2017). Yang, Zhou ; Zhou, Chao ; Liang, Gechun. In: Papers. RePEc:arx:papers:1711.02939.

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

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2017Equivalence 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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2018Time consistency of the mean-risk problem. (2018). Kovacova, Gabriela ; Rudloff, Birgit. In: Papers. RePEc:arx:papers:1806.10981.

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

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2018Time 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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2017Ambiguity and the Centipede Game: Strategic Uncertainty in Multi-Stage Games. (2017). Kelsey, David ; Grant, Simon ; Eichberger, Jurgen. In: Working Papers. RePEc:awi:wpaper:0638.

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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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2017The Endowment Effect as a Blessing. (2017). Frenkel, Sivan ; Teper, Roee ; Heller, Yuval . In: Working Papers. RePEc:biu:wpaper:2017-06.

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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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2017Social Comparisons in Oligopsony. (2017). Neugart, Michael ; Goerke, Laszlo. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6528.

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2017Human Ethics and Virtues: Rethinking the Homo-Economicus Model. (2017). Dhami, Sanjit. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6836.

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2017On the dynamic stability of a price dispersion model using gradient dynamics. (2017). Rabanal, Jean Paul ; Lee, Dongwook. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:84:y:2017:i:c:p:32-42.

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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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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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2017Irrationality and ambiguity in extensive games. (2017). Stauber, Ronald . In: Games and Economic Behavior. RePEc:eee:gamebe:v:102:y:2017:i:c:p:409-432.

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2017Equilibrium trust. (2017). Anderlini, Luca ; Terlizzese, Daniele . In: Games and Economic Behavior. RePEc:eee:gamebe:v:102:y:2017:i:c:p:624-644.

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2017Modes of ambiguous communication. (2017). Le Quement, Mark ; Kellner, Christian. In: Games and Economic Behavior. RePEc:eee:gamebe:v:104:y:2017:i:c:p:271-292.

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2017Political institutions and the evolution of character traits. (2017). WU, JIABIN. In: Games and Economic Behavior. RePEc:eee:gamebe:v:106:y:2017:i:c:p:260-276.

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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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2017Raising rivals’ cost in multi-unit auctions. (2017). Karamychev, Vladimir ; janssen, maarten. In: International Journal of Industrial Organization. RePEc:eee:indorg:v:50:y:2017:i:c:p:473-490.

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2017Auctioning the Digital Dividend: A model for spectrum auctions. (2017). Daglish, Toby ; Ho, Phuong ; Salam, Yiit . In: International Journal of Industrial Organization. RePEc:eee:indorg:v:53:y:2017:i:c:p:63-98.

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2017Insurance valuation: A computable multi-period cost-of-capital approach. (2017). Engsner, Hampus ; Lindskog, Filip ; Lindholm, Mathias . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:72:y:2017:i:c:p:250-264.

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2017Discrete-time option pricing with stochastic liquidity. (2017). Leippold, Markus ; Scharer, Steven . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:75:y:2017:i:c:p:1-16.

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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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2017Stable sets for exchange economies with interdependent preferences. (2017). Graziano, Maria ; Meo, Claudia ; Yannelis, Nicholas C. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:140:y:2017:i:c:p:267-286.

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2017Social comparisons in oligopsony. (2017). Neugart, Michael ; Goerke, Laszlo. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:141:y:2017:i:c:p:196-209.

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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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2017Ambiguity and the corporation: Group disagreement and underinvestment. (2017). Garlappi, Lorenzo ; Lazrak, Ali ; Giammarino, Ron . In: Journal of Financial Economics. RePEc:eee:jfinec:v:125:y:2017:i:3:p:417-433.

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2017Discrete-space agglomeration model with social interactions: Multiplicity, stability, and continuous limit of equilibria. (2017). Takayama, Yuki ; Fujishima, Shota ; Akamatsu, Takashi . In: Journal of Mathematical Economics. RePEc:eee:mateco:v:69:y:2017:i:c:p:22-37.

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2017Inequity-averse preferences in general equilibrium. (2017). Velez, Rodrigo A. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:70:y:2017:i:c:p:166-175.

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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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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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2017Robust mechanism design and social preferences. (2017). Ockenfels, Axel ; Ruckert, Desiree ; Pollak, Andreas ; Bierbrauer, Felix. In: Journal of Public Economics. RePEc:eee:pubeco:v:149:y:2017:i:c:p:59-80.

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

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2017Optimal stopping with random maturity under nonlinear expectations. (2017). Bayraktar, Erhan ; Yao, Song. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:127:y:2017:i:8:p:2586-2629.

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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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2017Ambiguity and the Centipede Game: Strategic Uncertainty in Multi-Stage Games. (2017). Kelsey, David ; Grant, Simon ; Eichberger, Jurgen. In: Discussion Papers. RePEc:exe:wpaper:1705.

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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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2017Social comparisons in Oligopsony. (2017). Neugart, Michael ; Goerke, Laszlo. In: IAAEG Discussion Papers until 2011. RePEc:iaa:wpaper:201704.

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2017Social Comparisons in Oligopsony. (2017). Neugart, Michael ; Goerke, Laszlo. In: IZA Discussion Papers. RePEc:iza:izadps:dp10820.

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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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2017Home bias in portfolio choices: social learning among partially informed agents. (2017). Gau, Yin-Feng ; Wu, Wen-Lin . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:48:y:2017:i:2:d:10.1007_s11156-016-0560-6.

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

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2017Relative Consumption Preferences and Public Provision of Private Goods. (2017). Konig, Tobias ; Lausen, Tobias . In: Rationality and Competition Discussion Paper Series. RePEc:rco:dpaper:18.

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2018Housing market models with consumption externalities. (2018). Graziano, Maria Gabriella ; 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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2017On the Evolution of Continuous Types Under Replicator and Gradient Dynamics: Two Examples. (2017). Rabanal, Jean Paul. In: Dynamic Games and Applications. RePEc:spr:dyngam:v:7:y:2017:i:1:d:10.1007_s13235-015-0164-0.

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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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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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2017On dynamic spectral risk measures, a limit theorem and optimal portfolio allocation. (2017). Madan, D ; Stadje, M ; Pistorius, M. In: Finance and Stochastics. RePEc:spr:finsto:v:21:y:2017:i:4:d:10.1007_s00780-017-0339-1.

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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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2017Does the absence of human sellers bias bidding behavior in auction experiments?. (2017). Netzer, Nick ; Gesche, Tobias ; Bartling, Bjorn. In: Journal of the Economic Science Association. RePEc:spr:jesaex:v:3:y:2017:i:1:d:10.1007_s40881-017-0037-y.

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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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2017Asset pricing in an imperfect world. (2017). Cassese, Gianluca. In: Economic Theory. RePEc:spr:joecth:v:64:y:2017:i:3:d:10.1007_s00199-016-0999-7.

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2017Nonaggregable evolutionary dynamics under payoff heterogeneity. (2017). Zusai, Dai. In: DETU Working Papers. RePEc:tem:wpaper:1702.

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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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2017Team Incentives under Moral and Altruistic Preferences: Which Team to Choose?. (2017). Sarkisian, Roberto . In: TSE Working Papers. RePEc:tse:wpaper:31966.

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2017Social comparisons in oligopsony. (2017). Neugart, Michael ; Goerke, Laszlo. In: Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking. RePEc:zbw:vfsc17:168095.

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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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This paper has another version. Agregated cites: 4
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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: 7
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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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This paper has another version. Agregated cites: 14
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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: 9
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2014Non-Implementability of Arrow-Debreu Equilibria by Continuous Trading under Knightian Uncertainty In: Papers.
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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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2000On the dynamic foundation of evolutionary stability in continuous models.(2000) In: SFB 373 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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