Frank Riedel : Citation Profile

Are you Frank Riedel?

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

18

H index

25

i10 index

1058

Citations

RESEARCH PRODUCTION:

43

Articles

107

Papers

RESEARCH ACTIVITY:

   27 years (1997 - 2024). See details.
   Cites by year: 39
   Journals where Frank Riedel has often published
   Relations with other researchers
   Recent citing documents: 109.    Total self citations: 72 (6.37 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pri99
   Updated: 2024-12-03    RAS profile: 2024-08-08    
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Relations with other researchers

Works with:

Tallon, Jean-Marc (3)

Mukerji, Sujoy (3)

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 (15)

Ferrari, Giorgio (12)

Mukerji, Sujoy (12)

Billot, Antoine (12)

Ruszczynski, Andrzej (10)

Steg, Jan-Henrik (10)

janssen, maarten (9)

Cassese, Gianluca (9)

Netzer, Nick (9)

Friedman, Daniel (8)

Cites to:

Tallon, Jean-Marc (73)

Chateauneuf, Alain (51)

Gilboa, Itzhak (47)

Epstein, Larry (38)

Marinacci, Massimo (36)

Vergnaud, Jean-Christophe (34)

Duffie, Darrell (26)

Maccheroni, Fabio (24)

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 University38
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
Post-Print / HAL2
Working Papers / HAL2
PSE Working Papers / HAL2
Department of Economics, Working Paper Series / Department of Economics, Institute for Business and Economic Research, UC Berkeley2
VfS 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
Universit Paris1 Panthon-Sorbonne (Post-Print and Working Papers) / HAL2

Recent works citing Frank Riedel (2024 and 2023)

YearTitle of citing document
2023Timing Decisions under Model Uncertainty. (2023). Kellner, Christian ; Auster, Sarah. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:252.

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2024Dynamic risk measures on variable exponent Bochner--Lebesgue spaces. (2019). Hu, Yijun ; Sun, Fei. In: Papers. RePEc:arx:papers:1806.01166.

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2023Optimal investment and consumption with forward preferences and uncertain parameters. (2019). Liang, Gechun ; Chong, Wing Fung. In: Papers. RePEc:arx:papers:1807.01186.

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2024The Value of Precise Communication in Persuasion. (2019). Turkel, Eray ; Aybas, Yunus. In: Papers. RePEc:arx:papers:1910.13547.

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2023Renegotiation and Coordination with Private Values. (2020). Kuzmics, Christoph ; Heller, Yuval. In: Papers. RePEc:arx:papers:2005.05713.

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2024Robust fundamental theorems of asset pricing in discrete time. (2020). Chau, Huy N. In: Papers. RePEc:arx:papers:2007.02553.

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2024Markov decision processes with Kusuoka-type conditional risk mappings. (2022). Jaimungal, Sebastian ; Cheng, Ziteng. In: Papers. RePEc:arx:papers:2203.09612.

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2024The Combinatorial Multi-Round Ascending Auction. (2022). Kasberger, Bernhard ; Teytelboym, Alexander. In: Papers. RePEc:arx:papers:2203.11783.

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2023Robust utility maximization with nonlinear continuous semimartingales. (2022). Niemann, Lars ; Criens, David. In: Papers. RePEc:arx:papers:2206.14015.

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2023Conditionally 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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2024A 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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2023Exit game with private information. (2022). Palczewski, Jan ; Kwon, Dharma H. In: Papers. RePEc:arx:papers:2210.01610.

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2023Designing 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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2024Robust 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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2023Conditional generalized quantiles based on expected utility model and equivalent characterization of properties. (2023). Zhang, Ping ; Yang, Fan ; Wu, Qinyu. In: Papers. RePEc:arx:papers:2301.12420.

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2023An axiomatic approach to default risk and model uncertainty in rating systems. (2023). Streicher, Jan ; Nendel, Max. In: Papers. RePEc:arx:papers:2303.08217.

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2023A Stationary Mean-Field Equilibrium Model of Irreversible Investment in a Two-Regime Economy. (2023). Ferrari, Giorgio ; Basei, Matteo ; Ren'e Aid, . In: Papers. RePEc:arx:papers:2305.00541.

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2023Dynamic star-shaped risk measures and $g$-expectations. (2023). Wang, Xunlian ; Tian, Dejian. In: Papers. RePEc:arx:papers:2305.02481.

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2023Robust Equilibrium Strategy for Mean-Variance Portfolio Selection. (2023). Zhou, Chao ; Qian, Shuaijie ; Li, Mengge. In: Papers. RePEc:arx:papers:2305.07166.

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2023Affective interdependence and welfare. (2023). Polemarchakis, Herakles ; Minelli, Enrico ; Heifetz, Aviad. In: Papers. RePEc:arx:papers:2305.10165.

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2023Optimal Investment with Stochastic Interest Rates and Ambiguity. (2023). Holzermann, Julian. In: Papers. RePEc:arx:papers:2306.13343.

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2024Neural networks can detect model-free static arbitrage strategies. (2023). Sester, Julian ; Neufeld, Ariel. In: Papers. RePEc:arx:papers:2306.16422.

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2023Replication of financial derivatives under extreme market models given marginals. (2023). Lim, Tongseok. In: Papers. RePEc:arx:papers:2307.00807.

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2023A note on the induction of comonotonic additive risk measures from acceptance sets. (2023). de Oliveira, Eduardo ; Righi, Marcelo Brutti ; Moresco, Marlon Ruoso ; Santos, Samuel Solgon. In: Papers. RePEc:arx:papers:2307.04647.

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

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2023Portfolio Choice In Dynamic Thin Markets: Merton Meets Cournot. (2023). Jacka, Saul D ; Gupta, Puru. In: Papers. RePEc:arx:papers:2309.16047.

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2023Sensitivity of robust optimization problems under drift and volatility uncertainty. (2023). Neufeld, Ariel ; Bartl, Daniel ; Park, Kyunghyun. In: Papers. RePEc:arx:papers:2311.11248.

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2023Underreaction and dynamic inconsistency in communication games under noise. (2023). Bauch, Gerrit. In: Papers. RePEc:arx:papers:2311.12496.

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2024Insider trading in discrete time Kyle games. (2023). Lorenz, Christopher ; Kuhn, Christoph. In: Papers. RePEc:arx:papers:2312.00904.

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2024Robust SGLD algorithm for solving non-convex distributionally robust optimisation problems. (2024). Zhang, Ying ; Neufeld, Ariel. In: Papers. RePEc:arx:papers:2403.09532.

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2024Non-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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2023A Stationary Mean-Field Equilibrium Model of Irreversible Investment in a Two-Regime Economy. (2023). Ferrari, Giorgio ; Basei, Matteo ; Aid, Rene. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:679.

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2023Optimality in an OLG model with nonsmooth preferences. (2023). Ohtaki, Eisei. In: International Journal of Economic Theory. RePEc:bla:ijethy:v:19:y:2023:i:3:p:611-659.

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2023Robust irreversible investment strategy with ambiguity to jump and diffusion risk. (2023). Wang, Haijun ; Li, Shuang. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:3:p:645-665.

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2023Portfolio 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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2023.

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2023Markov decision processes under model uncertainty. (2023). Iki, Mario ; Sester, Julian ; Neufeld, Ariel. In: Mathematical Finance. RePEc:bla:mathfi:v:33:y:2023:i:3:p:618-665.

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2023Timing Decisions Under Model Uncertainty. (2023). Kellner, Christian ; Auster, Sarah. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2023_460.

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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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2023What Money Can Buy: How Market Exchange Promotes Values. (2023). Zhang, Sili ; Weber, Roberto A. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10809.

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

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2023Affective Interdependence and Welfare. (2023). Polemarchakis, Herakles ; Minelli, Enrico ; Heifetz, Aviad. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2360.

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2023The impact of ambiguity-loving attitude on market participation and asset pricing. (2023). Huang, Helen ; Zhang, Shunming ; Wang, Yanjie ; Sun, Yuzhe. In: Economic Modelling. RePEc:eee:ecmode:v:128:y:2023:i:c:s0264999323003395.

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2023Explicit solution to the economic index of riskiness. (2023). Zhu, Lingjiong ; Wu, Cai ; Cui, Zhenyu. In: Economics Letters. RePEc:eee:ecolet:v:232:y:2023:i:c:s0165176523003683.

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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). Mahayni, Antje ; Bauerle, Nicole. In: European Journal of Operational Research. RePEc:eee:ejores:v:315:y:2024:i:1:p:393-410.

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2023Efficient portfolios computed with moment-based bounds. (2023). Popova, Ivilina ; Dokov, Steftcho ; Morton, David P. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006018.

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2023Strategic investment with positive externalities. (2023). , Jacco ; Steg, Jan-Henrik. In: Games and Economic Behavior. RePEc:eee:gamebe:v:138:y:2023:i:c:p:1-21.

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2023The limits to moral erosion in markets: Social norms and the replacement excuse. (2023). Ozdemir, Yagiz ; Bartling, Bjorn. In: Games and Economic Behavior. RePEc:eee:gamebe:v:138:y:2023:i:c:p:143-160.

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2023The logit dynamic in supermodular games with a continuum of strategies: A deterministic approximation approach. (2023). Roy, Souvik ; Mukherjee, Sayan ; Lahkar, Ratul. In: Games and Economic Behavior. RePEc:eee:gamebe:v:139:y:2023:i:c:p:133-160.

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2023Communication between unbiased agents. (2023). Dilme, Francesc. In: Games and Economic Behavior. RePEc:eee:gamebe:v:142:y:2023:i:c:p:613-622.

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2023European option pricing with market frictions, regime switches and model uncertainty. (2023). Siu, Tak Kuen. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:113:y:2023:i:c:p:233-250.

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

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2023Sufficient conditions for a “simple” decentralization with consumption externalities. (2023). Nguyen, Van-Quy ; del Mercato, Elena L. In: Journal of Economic Theory. RePEc:eee:jetheo:v:209:y:2023:i:c:s0022053123000339.

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2023Endogenous ambiguity and rational miscommunication. (2023). Suzuki, Toru. In: Journal of Economic Theory. RePEc:eee:jetheo:v:211:y:2023:i:c:s0022053123000820.

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2023Testing negative value of information and ambiguity aversion. (2023). Kops, Christopher ; Pasichnichenko, Illia. In: Journal of Economic Theory. RePEc:eee:jetheo:v:213:y:2023:i:c:s0022053123001266.

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

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2023Changing preferences: An experiment and estimation of market-incentive effects on altruism. (2023). Ma, Ching-to ; Byambadalai, Undral ; Wiesen, Daniel. In: Journal of Health Economics. RePEc:eee:jhecon:v:92:y:2023:i:c:s0167629623000851.

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2023Dynamic bid–ask pricing under Dempster-Shafer uncertainty. (2023). Vantaggi, Barbara ; Petturiti, Davide ; Cinfrignini, Andrea. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:107:y:2023:i:c:s0304406823000642.

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2023An axiomatic approach to default risk and model uncertainty in rating systems. (2023). Streicher, Jan ; Nendel, Max. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:109:y:2023:i:c:s0304406823000897.

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2023Testing the forecasting power of global economic conditions for the volatility of international REITs using a GARCH-MIDAS approach. (2023). Salisu, Afees ; GUPTA, RANGAN ; Bouri, Elie. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:88:y:2023:i:c:p:303-314.

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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). Horta, Eduardo ; Righi, Marcelo B ; Moresco, Marlon R ; Santos, Samuel S. In: Statistics & Probability Letters. RePEc:eee:stapro:v:208:y:2024:i:c:s0167715224000130.

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2023Moral motivations in sequential buyer-seller interactions with adverse selection. (2023). Rivero, Jose Ignacio. In: THEMA Working Papers. RePEc:ema:worpap:2023-11.

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2023Complete 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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2023Optimal Taxation and Other-Regarding Preferences. (2023). Johansson-Stenman, Olof ; Aronsson, Thomas. In: Working Papers in Economics. RePEc:hhs:gunwpe:0837.

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2023Optimal Taxation and Other-Regarding Preferences. (2023). Johansson-Stenman, Olof ; Aronsson, Thomas. In: Umeå Economic Studies. RePEc:hhs:umnees:1016.

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2023Model-Free Bounds for Multi-Asset Options Using Option-Implied Information and Their Exact Computation. (2023). Xiang, Qikun ; Papapantoleon, Antonis ; Neufeld, Ariel. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:4:p:2051-2068.

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2023Incentives for Research Effort: An Evolutionary Model of Publication Markets with Double-Blind and Open Review. (2023). Osimani, Barbara ; Tortoli, Daniele ; Peden, William ; de Pretis, Francesco ; Radzvilas, Mantas. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:4:d:10.1007_s10614-022-10250-w.

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2023Existence and Optimality of Cost Share Equilibria. (2021). Graziano, Maria Gabriella ; Romaniello, Maria ; Pesce, Marialaura. In: CSEF Working Papers. RePEc:sef:csefwp:628.

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2023Core and stable sets of exchange economies with externalities. (2023). Yannelis, Nicholas C ; Meo, Claudia ; Graziano, Maria Gabriella. In: Economic Theory Bulletin. RePEc:spr:etbull:v:11:y:2023:i:1:d:10.1007_s40505-022-00239-x.

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2023Complete markets with bankruptcy risk and pecuniary default punishments. (2023). Rosa, Rafael Mouallem ; Martins-Da, Filipe V. In: Economic Theory. RePEc:spr:joecth:v:75:y:2023:i:3:d:10.1007_s00199-022-01429-1.

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2023Evolutionary robustness of dominant strategy implementation. (2023). Lahkar, Ratul ; Bandhu, Sarvesh. In: Economic Theory. RePEc:spr:joecth:v:76:y:2023:i:2:d:10.1007_s00199-022-01474-w.

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2023.

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2023.

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

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2023TRADING AMBIGUITY: A TALE OF TWO HETEROGENEITIES. (2023). Tallon, Jeanmarc ; Ozsoylev, Han N ; Mukerji, Sujoy. In: International Economic Review. RePEc:wly:iecrev:v:64:y:2023:i:3:p:1127-1164.

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2023Affective interdependence and welfare. (2023). Polemarchakis, Herakles ; Minelli, Enrico ; Heifetz, Aviad. In: The Warwick Economics Research Paper Series (TWERPS). RePEc:wrk:warwec:1450.

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2023Affective interdependence and welfare. (2023). Polemarchakis, Herakles ; Minelli, Enrico ; Heifetz, Aviad. In: CRETA Online Discussion Paper Series. RePEc:wrk:wcreta:76.

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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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This paper has nother version. Agregated cites: 5		article
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.
[Full Text][Citation analysis]		paper12
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: 12		paper
2012Existence of Financial Equilibria in Continuous Time with Potentially Complete Markets In: Papers.
[Full Text][Citation analysis]		paper18
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 nother version. Agregated cites: 18		paper
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: 18		article
2013The Foster-Hart Measure of Riskiness for General Gambles In: Papers.
[Full Text][Citation analysis]		paper17
2014The Foster-Hart measure of riskiness for general gambles.(2014) In: Center for Mathematical Economics Working Papers.
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This paper has nother version. Agregated cites: 17		paper
2015The Foster-Hart measure of riskiness for general gambles.(2015) In: Theoretical Economics.
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This paper has nother version. Agregated cites: 17		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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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]		paper26
2014Optimal consumption and portfolio choice with ambiguity.(2014) In: Center for Mathematical Economics Working Papers.
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This paper has nother version. Agregated cites: 26		paper
2014Non-Implementability of Arrow-Debreu Equilibria by Continuous Trading under Knightian Uncertainty In: Papers.
[Full Text][Citation analysis]		paper4
2016Non-Implementability of Arrow-Debreu Equilibria by Continuous Trading under Knightian Uncertainty.(2016) In: Center for Mathematical Economics Working Papers.
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This paper has nother version. Agregated cites: 4		paper
2016Knight--Walras Equilibria In: Papers.
[Full Text][Citation analysis]		paper0
2016Knight-Walras equilibria.(2016) In: Center for Mathematical Economics Working Papers.
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This paper has nother version. Agregated cites: 0		paper
2021Viability and Arbitrage under Knightian Uncertainty In: Papers.
[Full Text][Citation analysis]		paper22
2017Viability and arbitrage under Knightian Uncertainty.(2017) In: Center for Mathematical Economics Working Papers.
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This paper has nother version. Agregated cites: 22		paper
2021Viability and Arbitrage Under Knightian Uncertainty.(2021) In: Econometrica.
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This paper has nother version. Agregated cites: 22		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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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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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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2012Evolutionary Stability in First Price Auctions.(2012) In: Dynamic Games and Applications.
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2016The strategic use of ambiguity In: Center for Mathematical Economics Working Papers.
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2016Continuous-Time Public Good Contribution under Uncertainty 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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2017Kuhn’s Theorem for extensive form Ellsberg games.(2017) In: Journal of Mathematical Economics.
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2015A dynamic extension of the Foster–Hart measure of riskiness.(2015) In: Journal of Mathematical Economics.
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2017Uncertain Acts in Games.(2017) In: Homo Oeconomicus: Journal of Behavioral and Institutional Economics.
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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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2018Dynamically consistent preferences under imprecise probabilistic information.(2018) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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2017Dynamically Consistent Preferences Under Imprecise Probabilistic Information.(2017) In: 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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2020Optimal Consumption with Intertemporal Substitution under Knightian Uncertainty In: Center for Mathematical Economics Working Papers.
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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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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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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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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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