Frank Riedel : Citation Profile

University of Johannesburg (50% share)
Universität Bielefeld (50% share)

18

H index

26

i10 index

1134

Citations

RESEARCH PRODUCTION:

44

Articles

109

Papers

RESEARCH ACTIVITY:

   27 years (1997 - 2024). See details.
   Cites by year: 42
   Journals where Frank Riedel has often published
   Relations with other researchers
   Recent citing documents: 96.    Total self citations: 73 (6.05 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pri99
   Updated: 2026-01-10    RAS profile: 2024-08-08    
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Relations with other researchers

Works with:

Tallon, Jean-Marc (4)

Mukerji, Sujoy (4)

Simo-Kengne, Beatrice Desiree (2)

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 (16)

Mukerji, Sujoy (12)

Billot, Antoine (12)

Ferrari, Giorgio (12)

del Mercato, Elena (11)

Ruszczynski, Andrzej (10)

Steg, Jan-Henrik (10)

janssen, maarten (9)

Cassese, Gianluca (9)

Bartling, Björn (9)

Cites to:

Tallon, Jean-Marc (73)

Chateauneuf, Alain (57)

Gilboa, Itzhak (49)

Epstein, Larry (43)

Marinacci, Massimo (41)

Vergnaud, Jean-Christophe (34)

Duffie, Darrell (29)

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 Economics9
Economic Theory6
Games and Economic Behavior4
Journal of Economic Theory4
Dynamic Games and Applications3
Finance and Stochastics3
Econometrica2

Working Papers Series with more than one paper published# docs
Center for Mathematical Economics Working Papers / Center for Mathematical Economics, Bielefeld University39
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
PSE Working Papers / HAL3
GE, Growth, Math methods / University Library of Munich, Germany3
Game Theory and Information / University Library of Munich, Germany3
VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order / Verein fr Socialpolitik / German Economic Association2
Working Papers / HAL2
Post-Print / HAL2
Department of Economics, Working Paper Series / Department of Economics, Institute for Business and Economic Research, UC Berkeley2
Finance / University Library of Munich, Germany2
Universit Paris1 Panthon-Sorbonne (Post-Print and Working Papers) / HAL2

Recent works citing Frank Riedel (2025 and 2024)

YearTitle of citing document
2024Dynamic risk measures with fluctuation of market volatility under Bochne-Lebesgue space. (2024). Hu, Yijun ; Sun, Fei. In: Papers. RePEc:arx:papers:1806.01166.

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2024Persuasion with Coarse Communication. (2024). Turkel, Eray ; Aybas, Yunus. In: Papers. RePEc:arx:papers:1910.13547.

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2024On robust fundamental theorems of asset pricing in discrete time. (2024). Chau, Huy N. In: Papers. RePEc:arx:papers:2007.02553.

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2024Risk-Averse Markov Decision Processes through a Distributional Lens. (2024). Cheng, Ziteng ; Jaimungal, Sebastian. In: Papers. RePEc:arx:papers:2203.09612.

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2025The Combinatorial Multi-Round Ascending Auction. (2024). Kasberger, Bernhard ; Teytelboym, Alexander. In: Papers. RePEc:arx:papers:2203.11783.

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2025A unifying view on the irreversible investment exercise boundary in a stochastic, time-inhomogeneous capacity expansion problem. (2025). Chiarolla, Maria B. In: Papers. RePEc:arx:papers:2209.09878.

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2025Designing Universal Causal Deep Learning Models: The Case of Infinite-Dimensional Dynamical Systems from Stochastic Analysis. (2025). Galimberti, Luca ; Livieri, Giulia ; Kratsios, Anastasis. In: Papers. RePEc:arx:papers:2210.13300.

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2025Robust utility maximisation under proportional transaction costs for c\`adl\`ag price processes. (2024). Huwyler, Raphael ; Czichowsky, Christoph. In: Papers. RePEc:arx:papers:2211.00532.

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2024Neural networks can detect model-free static arbitrage strategies. (2024). Sester, Julian ; Neufeld, Ariel. In: Papers. RePEc:arx:papers:2306.16422.

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2024Uncertainty Propagation and Dynamic Robust Risk Measures. (2024). Pesenti, Silvana ; Moresco, Marlon ; Mailhot, M'Elina. In: Papers. RePEc:arx:papers:2308.12856.

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2025Singular Control in a Cash Management Model with Ambiguity. (2023). Hellmann, Tobias ; Ferrari, Giorgio ; Archankul, Arnon. In: Papers. RePEc:arx:papers:2309.12014.

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2025Sensitivity of robust optimization problems under drift and volatility uncertainty. (2025). Park, Kyunghyun ; Bartl, Daniel ; Neufeld, Ariel. In: Papers. RePEc:arx:papers:2311.11248.

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2024Insider trading in discrete time Kyle games. (2024). Kuhn, Christoph ; Lorenz, Christopher. In: Papers. RePEc:arx:papers:2312.00904.

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2024Dynamic Programming: Finite States. (2024). Sargent, Thomas ; Stachurski, John. In: Papers. RePEc:arx:papers:2401.10473.

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2025Partial Law Invariance and Risk Measures. (2024). van Oosten, Zachary ; Shen, YI ; Wang, Ruodu. In: Papers. RePEc:arx:papers:2401.17265.

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2025Robust SGLD algorithm for solving non-convex distributionally robust optimisation problems. (2025). Zhang, Ying ; Neufeld, Ariel. In: Papers. RePEc:arx:papers:2403.09532.

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2025Non-concave distributionally robust stochastic control in a discrete time finite horizon setting. (2024). Sester, Julian ; Neufeld, Ariel. In: Papers. RePEc:arx:papers:2404.05230.

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2024Decision making in stochastic extensive form I: Stochastic decision forests. (2024). Rapsch, Emanuel E. In: Papers. RePEc:arx:papers:2404.12332.

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2025Robust dividend policy: Equivalence of Epstein-Zin and Maenhout preferences. (2024). Park, Kyunghyun ; Chen, Kexin ; Wong, Hoi Ying. In: Papers. RePEc:arx:papers:2406.12305.

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2024Robust optimal investment and consumption strategies with portfolio constraints and stochastic environment. (2024). Shen, Yang ; Dominic, Len Patrick. In: Papers. RePEc:arx:papers:2407.02831.

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2025How to Make an Action Better. (2025). Whitmeyer, Mark ; Pease, Marilyn. In: Papers. RePEc:arx:papers:2408.09294.

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2025Optimal stopping and divestment timing under scenario ambiguity and learning. (2024). Tankov, Peter ; Mazzon, Andrea. In: Papers. RePEc:arx:papers:2408.09349.

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2024Asset pricing under model uncertainty with finite time and states. (2024). Zhang, Wenqing ; Yang, Shuzhen. In: Papers. RePEc:arx:papers:2408.13048.

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2025Robust forward investment and consumption under drift and volatility uncertainties: A randomization approach. (2024). Liang, Gechun ; Chong, Wing Fung. In: Papers. RePEc:arx:papers:2410.01378.

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2024Strategic Irreversible Investment. (2024). Steg, Jan-Henrik. In: Papers. RePEc:arx:papers:2410.17673.

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2025Strategic communication of narratives. (2024). Foerster, Manuel ; Bauch, Gerrit. In: Papers. RePEc:arx:papers:2410.23259.

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2024Decision making in stochastic extensive form II: Stochastic extensive forms and games. (2024). Rapsch, Emanuel E. In: Papers. RePEc:arx:papers:2411.17587.

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2025Higher-Order Ambiguity Attitudes. (2025). Laeven, Roger ; Aygun, Mucahit ; Stadje, Mitja. In: Papers. RePEc:arx:papers:2501.13143.

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2025The Risk-Neutral Equivalent Pricing of Model-Uncertainty. (2025). Wren, Ken Kangda. In: Papers. RePEc:arx:papers:2502.13744.

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2025Mean Field Portfolio Games with Epstein-Zin Preferences. (2025). Fu, Guanxing ; Horst, Ulrich. In: Papers. RePEc:arx:papers:2505.07231.

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2025Trade among moral agents with information asymmetries. (2025). . In: Papers. RePEc:arx:papers:2505.20551.

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2025Dynamic Asset Pricing with {\alpha}-MEU Model. (2025). He, Xuedong ; Fan, Jiacheng ; Wu, Ruocheng. In: Papers. RePEc:arx:papers:2507.04093.

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2025Periodic evaluation of defined-contribution pension fund: A dynamic risk measure approach. (2025). He, Wanting ; Li, Wenyuan ; Wei, Yunran. In: Papers. RePEc:arx:papers:2508.05241.

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2025Choice Paralysis in Evolutionary Games. (2025). Anderson, Brendon G. In: Papers. RePEc:arx:papers:2509.10567.

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2025Robust Exploratory Stopping under Ambiguity in Reinforcement Learning. (2025). Park, Kyunghyun ; Wong, Hoi Ying ; Ye, Junyan. In: Papers. RePEc:arx:papers:2510.10260.

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2024Updating Under Imprecise Information. (2024). Lin, Yi-Hsuan ; Chew, Fernando Payro. In: Working Papers. RePEc:bge:wpaper:1424.

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2024Dynamically Consistent Intertemporal Dual-Self Expected Utility. (2024). Mononen, Lasse. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:686.

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2024Optimal Consumption for Recursive Preferences with Local Substitution under Risk. (2024). Riedel, Frank ; Li, Hanwu. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:693.

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2024Arbitrage Pricing in Convex, Cash-Additive Markets. (2024). Stanca, Lorenzo ; Riedel, Frank ; Lecuyer, Emy. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:694.

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2025Stationary Mean-Field Games of Singular Control under Knightian Uncertainty. (2025). Ferrari, Giorgio ; Tzouanas, Ioannis. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:706.

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2025Strategic Investment with Positive Externalities. (2025). , Jacco ; Steg, Jan-Henrik. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:708.

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2025On the Optimal Management of Public Debt: a Singular Stochastic Control Problem. (2025). Ferrari, Giorgio. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:709.

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2025Robust Orlicz spaces: observations and caveats. (2025). Nendel, Max ; Liebrich, Felix-Benedikt. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:720.

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2025Stochastic representation under g-expectation and applications: The discrete time case. (2025). Grigorova, Miryana ; Li, Hanwu. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:721.

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2025An axiomatic approach to default risk and model uncertainty in rating systems. (2025). Streicher, Jan ; Nendel, Max. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:725.

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2025Singular Control in a Cash Management Model with Ambiguity. (2025). Ferrari, Giorgio ; Hellmann, Tobias ; Archankul, Arnon. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:731.

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2025Exploratory Optimal Stopping: A Singular Control Formulation. (2025). Ferrari, Giorgio ; Dianetti, Jodi ; Xu, Renyuan. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:740.

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2025Strategic Irreversible Investment. (2025). Baier, Rudolf ; Schiff, D ; Mueller, A H. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:741.

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2024Insurance–finance arbitrage. (2024). Artzner, Philippe ; Schmidt, Thorsten ; Eisele, Karltheodor. In: Mathematical Finance. RePEc:bla:mathfi:v:34:y:2024:i:3:p:739-773.

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2024Optimal Testing in Disclosure Games. (2024). Mass, Helene ; Lichtig, Avi. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2024_543.

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2024Multi-agent Equilibrium Model with Heterogeneous Views on Fundamental Risks in Incomplete Market. (2024). Saito, Taiga ; Kizaki, Keisuke ; Takahashi, Akihiko. In: CARF F-Series. RePEc:cfi:fseres:cf578.

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2025Coinvestment games under uncertainty. (2025). Chevalier-Roignant, Benot ; Delpech, Fabien ; Villeneuve, Stphane ; Grapotte, May-Line. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:175:y:2025:i:c:s0165188925000648.

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2025Animal welfare, moral consumers and the optimal regulation of animal food production. (2025). Runkel, Marco ; Eichner, Thomas. In: Ecological Economics. RePEc:eee:ecolec:v:228:y:2025:i:c:s0921800924003318.

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2025How malleable is the aversion to stigmatized work?. (2025). Schonger, Martin ; Schneider, Florian H ; Schurtenberger, Ivo. In: European Economic Review. RePEc:eee:eecrev:v:172:y:2025:i:c:s0014292124002745.

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2024Index policy for multiarmed bandit problem with dynamic risk measures. (2024). Avu, Ozlem ; Malekipirbazari, Milad. In: European Journal of Operational Research. RePEc:eee:ejores:v:312:y:2024:i:2:p:627-640.

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2024Optimal investment in ambiguous financial markets with learning. (2024). Bauerle, Nicole ; Mahayni, Antje. In: European Journal of Operational Research. RePEc:eee:ejores:v:315:y:2024:i:1:p:393-410.

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2024A theory of multivariate stress testing. (2024). Wang, Ruodu ; Millossovich, Pietro ; Tsanakas, Andreas. In: European Journal of Operational Research. RePEc:eee:ejores:v:318:y:2024:i:3:p:851-866.

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2025Optimal payoffs under smooth ambiguity. (2025). Vanduffel, Steven ; Wilke, Morten ; Chen, AN. In: European Journal of Operational Research. RePEc:eee:ejores:v:320:y:2025:i:3:p:754-764.

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2025Optimizing sequential decision-making under risk: Strategic allocation with switching penalties. (2025). Malekipirbazari, Milad. In: European Journal of Operational Research. RePEc:eee:ejores:v:321:y:2025:i:1:p:160-176.

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2025Robust optimal investment and consumption strategies with portfolio constraints and stochastic environment. (2025). Shen, Yang ; Dominic, Len Patrick. In: European Journal of Operational Research. RePEc:eee:ejores:v:322:y:2025:i:2:p:693-712.

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2025Singular control in a cash management model with ambiguity. (2025). Archankul, Arnon ; Ferrari, Giorgio ; Hellmann, Tobias. In: European Journal of Operational Research. RePEc:eee:ejores:v:327:y:2025:i:2:p:500-514.

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2024Fairness and competition in a bilateral matching market. (2024). Bester, Helmut. In: Games and Economic Behavior. RePEc:eee:gamebe:v:146:y:2024:i:c:p:121-136.

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2025Regularized Bayesian best response learning in finite games. (2025). Mukherjee, Sayan ; Roy, Souvik. In: Games and Economic Behavior. RePEc:eee:gamebe:v:149:y:2025:i:c:p:1-31.

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2024Random distortion risk measures. (2024). Zang, Xin ; Yang, Jingping ; Jiang, Fan ; Xia, Chenxi. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:116:y:2024:i:c:p:51-73.

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2025The short-run impact of investor expectations’ past volatility on current predictions: The case of VIX. (2025). Ioan, Roxana ; Dima, Tefana Maria. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:98:y:2025:i:c:s1042443124001501.

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2024Fragile meaning - an experiment. (2024). Noussair, Charles ; Blume, Andreas ; Ye, Bohan. In: Journal of Economic Theory. RePEc:eee:jetheo:v:216:y:2024:i:c:s0022053124000036.

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2025Evolutionary implementation with partially effective institutions. (2025). Lahkar, Ratul. In: Mathematical Social Sciences. RePEc:eee:matsoc:v:134:y:2025:i:c:p:1-13.

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2025Competence and ambiguity aversion of heterogeneous investors. (2025). Lai, Christine W ; Lien, Donald ; Tsai, Shih-Chuan. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:90:y:2025:i:c:s0927538x25000150.

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2024Bank competition with technological innovation based on evolutionary games. (2024). Gao, Xiujuan ; Li, Rui ; Lai, Chong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:742-759.

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2024A note on the induction of comonotonic additive risk measures from acceptance sets. (2024). Santos, Samuel S ; Moresco, Marlon R ; Righi, Marcelo B ; Horta, Eduardo. In: Statistics & Probability Letters. RePEc:eee:stapro:v:208:y:2024:i:c:s0167715224000130.

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2024Optimal Taxation and Other-Regarding Preferences. (2024). Johansson-Stenman, Olof ; Aronsson, Thomas. In: Graz Economics Papers. RePEc:grz:wpaper:2024-22.

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2024Public discourse and socially responsible market behavior. (2024). Bartling, Björn ; Yao, Lan ; Weber, Roberto ; Valero, Vanessa. In: Post-Print. RePEc:hal:journl:hal-04740097.

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2024Alpha-maxmin as an aggregation of two selves. (2024). Tallon, Jean-Marc ; Chateauneuf, Alain ; Vergopoulos, Vassili ; Faro, Jos Heleno. In: PSE Working Papers. RePEc:hal:psewpa:halshs-04589094.

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2025Characterizing Arbitrage-Free Choquet Pricing Rules. (2025). Cornet, Bernard. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202508.

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2025Put-Call Parities, absence of arbitrage opportunities and non-linear pricing rules. (2025). Cornet, Bernard ; Chateauneuf, Alain ; Bastianello, Lorenzo. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202509.

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2025Irreversible Adaptation and Knightian Climate Uncertainty. (2025). Yan, Dong ; Sims, Charles. In: Environmental & Resource Economics. RePEc:kap:enreec:v:88:y:2025:i:3:d:10.1007_s10640-024-00945-z.

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2025Financial innovation, optimal financing structure, an Austrian perspective. (2025). Lermyte, Jason. In: The Review of Austrian Economics. RePEc:kap:revaec:v:38:y:2025:i:2:d:10.1007_s11138-023-00634-y.

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2025Pareto improving taxes with externalities. (2025). del Mercato, Elena ; BONNISSEAU, Jean-Marc ; Nguyen, Van-Quy. In: Documents de travail du Centre d'Economie de la Sorbonne. RePEc:mse:cesdoc:24007r.

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2025Mean Field Portfolio Games with Epstein-Zin Preferences. (2025). Horst, Ulrich ; Fu, Guanxing. In: Rationality and Competition Discussion Paper Series. RePEc:rco:dpaper:540.

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2025Incorporating convex risk measures into multistage stochastic programming algorithms. (2025). Dowson, Oscar ; Morton, David P ; Pagnoncelli, Bernardo K. In: Annals of Operations Research. RePEc:spr:annopr:v:348:y:2025:i:2:d:10.1007_s10479-022-04977-w.

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2024On entropy martingale optimal transport theory. (2024). Frittelli, Marco ; Gianin, Emanuela Rosazza ; Doldi, Alessandro. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:47:y:2024:i:1:d:10.1007_s10203-023-00432-y.

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2024Asymmetric Replicator Dynamics on Polish Spaces: Invariance, Stability, and Convergence. (2024). Lewis, Karl D ; Shaiju, A J. In: Dynamic Games and Applications. RePEc:spr:dyngam:v:14:y:2024:i:5:d:10.1007_s13235-023-00546-3.

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2024Generalized Logit Dynamics Based on Rational Logit Functions. (2024). Yoshioka, Hidekazu. In: Dynamic Games and Applications. RePEc:spr:dyngam:v:14:y:2024:i:5:d:10.1007_s13235-023-00551-6.

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2025Generalized Pair-Wise Logit Dynamic and Its Connection to a Mean Field Game: Theoretical and Computational Investigations Focusing on Resource Management. (2025). Yoshioka, Hidekazu ; Tsujimura, Motoh. In: Dynamic Games and Applications. RePEc:spr:dyngam:v:15:y:2025:i:3:d:10.1007_s13235-024-00569-4.

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2024Optimal consumption and investment with welfare constraints. (2024). Kwak, Minsuk ; Jeon, Junkee. In: Finance and Stochastics. RePEc:spr:finsto:v:28:y:2024:i:2:d:10.1007_s00780-024-00529-1.

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2024Existence of an equilibrium with limited participation. (2024). Weston, Kim. In: Finance and Stochastics. RePEc:spr:finsto:v:28:y:2024:i:2:d:10.1007_s00780-024-00530-8.

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2025Fairness with unequal productive skills among other-regarding individuals. (2025). Calo-Blanco, Aitor. In: The Journal of Economic Inequality. RePEc:spr:joecin:v:23:y:2025:i:1:d:10.1007_s10888-024-09635-8.

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2025Incentivizing hidden types in secretary problem. (2025). Toda, Alexis Akira ; Li, Longjian. In: International Journal of Game Theory. RePEc:spr:jogath:v:54:y:2025:i:1:d:10.1007_s00182-025-00922-w.

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2025Communication frictions and equilibrium pragmatics. (2025). Suzuki, Toru. In: International Journal of Game Theory. RePEc:spr:jogath:v:54:y:2025:i:1:d:10.1007_s00182-025-00936-4.

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2026Robust n-Agent Heterogeneous Investment-Consumption Game Under $$\alpha $$ α -Maxmin Mean-Variance-Utility Criterion. (2026). Liang, Zongxia ; Guan, Guohui. In: Journal of Optimization Theory and Applications. RePEc:spr:joptap:v:208:y:2026:i:1:d:10.1007_s10957-025-02834-x.

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2025Strategic capacity investment under demand ambiguity with creative destruction. (2025). Wu, Xiaoqin ; Hu, Zhijun. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:101:y:2025:i:2:d:10.1007_s00186-025-00891-6.

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2025Strategic exits in stochastic partnerships: the curse of profitability. (2025). Xu, Boli. In: Theoretical Economics. RePEc:the:publsh:6111.

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2024Robust multiple stopping — A duality approach. (2024). Laeven, Roger ; Laeven, R. J. A., ; Schweizer, Nikolaus ; Stadje, M A. In: Other publications TiSEM. RePEc:tiu:tiutis:132c6688-3f07-47d8-a4dc-b8c5b32ba838.

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2024Strategic investment under uncertainty : Why multi-option firms lose the preemption run. (2024). Kort, Peter ; Wen, Xingang ; Yu, Wencheng. In: Other publications TiSEM. RePEc:tiu:tiutis:41ac07cd-91cb-4f3c-9401-d9176e4c145c.

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2024Multi-agent Equilibrium Model with Heterogeneous Views on Fundamental Risks in Incomplete Market. (2024). Saito, Taiga ; Kizaki, Keisuke ; Takahashi, Akihiko. In: CIRJE F-Series. RePEc:tky:fseres:2024cf1224.

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2024Investment Timing and Technological Breakthroughs. (2024). Gensbittel, Fabien ; Décamps, Jean-Paul ; Mariotti, Thomas ; Decamps, Jean-Paul. In: TSE Working Papers. RePEc:tse:wpaper:125690.

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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 nother version. Agregated cites: 5		paper
2011Finance Without Probabilistic Prior Assumptions In: Papers.
[Full Text][Citation analysis]		paper9
2016Finance without probabilistic prior assumptions.(2016) In: Center for Mathematical Economics Working Papers.
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This paper has nother version. Agregated cites: 9		paper
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 nother version. Agregated cites: 13		paper
2012Existence of Financial Equilibria in Continuous Time with Potentially Complete Markets In: Papers.
[Full Text][Citation analysis]		paper19
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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This paper has nother version. Agregated cites: 19		article
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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2013The Foster-Hart Measure of Riskiness for General Gambles.(2013) In: VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order.
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This paper has nother version. Agregated cites: 17		paper
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.
[Full Text][Citation analysis]		paper27
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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2021Viability and Arbitrage Under Knightian Uncertainty.(2021) In: Econometrica.
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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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This paper has nother version. Agregated cites: 9		article
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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2011Do social preferences matter in competitive markets? In: Center for Mathematical Economics Working Papers.
[Full Text][Citation analysis]		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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This paper has nother version. Agregated cites: 7		article
2010The Best Choice Problem under Ambiguity In: Center for Mathematical Economics Working Papers.
[Full Text][Citation analysis]		paper9
2013The best choice problem under ambiguity.(2013) In: Economic Theory.
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This paper has nother version. Agregated cites: 9		article
2011Voronoi languages. Equilibria in cheap-talk games with high-dimensional types and few signals In: Center for Mathematical Economics Working Papers.
[Full Text][Citation analysis]		paper22
2010Optimal Stopping under Ambiguity in Continuous Time In: Center for Mathematical Economics Working Papers.
[Full Text][Citation analysis]		paper4
2011Evolutionary stability of first price auctions In: Center for Mathematical Economics Working Papers.
[Full Text][Citation analysis]		paper7
2012Evolutionary Stability in First Price Auctions.(2012) In: Dynamic Games and Applications.
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This paper has nother version. Agregated cites: 7		article
2017Intertemporal equilibria with Knightian uncertainty In: Center for Mathematical Economics Working Papers.
[Full Text][Citation analysis]		paper29
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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2013Intertemporal equilibria with Knightian Uncertainty.(2013) In: Working Papers.
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This paper has nother version. Agregated cites: 29		paper
2016The strategic use of ambiguity In: Center for Mathematical Economics Working Papers.
[Full Text][Citation analysis]		paper3
2016Distorted Voronoi languages In: Center for Mathematical Economics Working Papers.
[Full Text][Citation analysis]		paper0
2016Continuous-Time Public Good Contribution under Uncertainty In: Center for Mathematical Economics Working Papers.
[Full Text][Citation analysis]		paper0
2016Kuhns Theorem for Extensive Form Ellsberg Games In: Center for Mathematical Economics Working Papers.
[Full Text][Citation analysis]		paper16
2017Kuhn’s Theorem for extensive form Ellsberg games.(2017) In: Journal of Mathematical Economics.
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This paper has nother version. Agregated cites: 16		article
2016The Continuous Logit Dynamic and Price Dispersion In: Center for Mathematical Economics Working Papers.
[Full Text][Citation analysis]		paper2
2014Subgame-Perfect Equilibria in Stochastic Timing Games In: Center for Mathematical Economics Working Papers.
[Full Text][Citation analysis]		paper37
2017Subgame-perfect equilibria in stochastic timing games.(2017) In: Journal of Mathematical Economics.
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This paper has nother version. Agregated cites: 37		article
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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This paper has nother version. Agregated cites: 3		article
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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2017Uncertain Acts in Games.(2017) In: Homo Oeconomicus: Journal of Behavioral and Institutional Economics.
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This paper has nother version. Agregated cites: 2		article
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: PSE-Ecole d'économie de Paris (Postprint).
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2017Dynamically Consistent Preferences Under Imprecise Probabilistic Information.(2017) In: PSE Working Papers.
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2017Dynamically Consistent Preferences Under Imprecise Probabilistic Information.(2017) In: Working Papers.
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2018Dynamically consistent preferences under imprecise probabilistic information.(2018) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
[Citation analysis]
This paper has nother version. Agregated cites: 13		paper
2018Dynamically consistent preferences under imprecise probabilistic information.(2018) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 13		paper
2017Dynamically Consistent Preferences Under Imprecise Probabilistic Information.(2017) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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This paper has nother version. Agregated cites: 13		paper
2018Dynamically consistent preferences under imprecise probabilistic information.(2018) In: Journal of Mathematical Economics.
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This paper has nother version. Agregated cites: 13		article
2018Dynamically Consistent α-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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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 nother version. Agregated cites: 24		article
2019On a Class of Infinite-Dimensional Singular Stochastic Control Problems In: Center for Mathematical Economics Working Papers.
[Full Text][Citation analysis]		paper0
2020Optimal Consumption with Intertemporal Substitution under Knightian Uncertainty In: Center for Mathematical Economics Working Papers.
[Full Text][Citation analysis]		paper0
2022The Texas Shoot-Out under Knightian Uncertainty In: Center for Mathematical Economics Working Papers.
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2024The Texas Shoot-Out under Knightian uncertainty.(2024) In: Games and Economic Behavior.
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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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2024Optimal consumption for recursive preferences with local substitution — the case of certainty.(2024) In: Journal of Mathematical Economics.
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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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2024Optimal consumption and Investment under Relative Performance Criteria with Epstein-Zin Utility In: Center for Mathematical Economics Working Papers.
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2024Variational Inequalities and Smooth-Fit Principle for Singular Stochastic Control Problems in Hilbert Spaces In: Center for Mathematical Economics Working Papers.
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2020Dynamically consistent alpha‐maxmin expected utility In: Mathematical Finance.
[Full Text][Citation analysis]		article14
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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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.
[Full Text][Citation analysis]		paper129
2011Other-Regarding Preferences in General Equilibrium.(2011) In: The Review of Economic Studies.
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This paper has nother version. Agregated cites: 129		article
2011Other-Regarding Preferences in General Equilibrium.(2011) In: ULB Institutional Repository.
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This paper has nother version. Agregated cites: 129		paper
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.
[Full Text][Citation analysis]		article28
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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This paper has nother version. Agregated cites: 28		paper
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.
[Full Text][Citation analysis]		article32
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.
[Full Text][Citation analysis]		article9
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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2024Sharing Model Uncertainty In: PSE 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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This paper has nother version. Agregated cites: 8		paper
2000Decreasing Yield Curves in a Model with an Unknown Constant Growth Rate In: Review of Finance.
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2023Demographic changes and asset prices in an overlapping generations model In: Working Papers.
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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.
[Full Text][Citation analysis]		article17
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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