12 Publikationen

Alle markieren

  • [12]
    2020 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2939436
    Beißner, Patrick, Lin, Qian, and Riedel, Frank. 2020. “Dynamically Consistent α-Maxmin Expected Utility”. Mathematical Finance 30 (3): 1073-1102.
    PUB | DOI | WoS
     
  • [11]
    2019 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2933919
    Beißner, Patrick, and Riedel, Frank. 2019. “Equilibria Under Knightian Price Uncertainty”. Econometrica 87 (1): 37-64.
    PUB | DOI | WoS
     
  • [10]
    2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930443 OA
    Beißner, Patrick, and Riedel, Frank. 2018. Equilibria under Knightian Price Uncertainty . Vol. 597. Center for Mathematical Economics Working Papers. Bielefeld: Center for Mathematical Economics.
    PUB | PDF
     
  • [9]
    2018 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2921223
    Beißner, Patrick, and Riedel, Frank. 2018. “Non-implementability of Arrow-Debreu equilibria by continuous trading under volatility uncertainty”. Finance and Stochastics 22 (3): 603-620.
    PUB | DOI | WoS
     
  • [8]
    2017 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930436 OA
    Beißner, Patrick, Lin, Qian, and Riedel, Frank. 2017. Dynamically Consistent α-Maxmin Expected Utility. Vol. 593. Center for Mathematical Economics Working Papers. Bielefeld: Center for Mathematical Economics.
    PUB | PDF
     
  • [7]
    2016 | Diskussionspapier | Veröffentlicht | PUB-ID: 2903538 OA
    Beißner, Patrick, and Riedel, Frank. 2016. Knight-Walras equilibria. Vol. 558. Center for Mathematical Economics Working Papers. Bielefeld: Center for Mathematical Economics.
    PUB | PDF
     
  • [6]
    2015 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2917108
    Beißner, Patrick. 2015. “Brownian equilibria under Knightian uncertainty”. MATHEMATICS AND FINANCIAL ECONOMICS 9 (1): 39-56.
    PUB | DOI | WoS
     
  • [5]
    2014 | Diskussionspapier | Veröffentlicht | PUB-ID: 2901673 OA
    Riedel, Frank, and Beißner, Patrick. 2014. Non-Implementability of Arrow-Debreu Equilibria by Continuous Trading under Knightian Uncertainty. Vol. 527. Center for Mathematical Economics Working Papers. Bielefeld: Center for Mathematical Economics.
    PUB | PDF
     
  • [4]
    2013 | Diskussionspapier | Veröffentlicht | PUB-ID: 2901463 OA
    Beißner, Patrick. 2013. Radner Equilibria under Ambiguous Volatility. Vol. 493. Center for Mathematical Economics Working Papers. Bielefeld: Center for Mathematical Economics.
    PUB | PDF
     
  • [3]
    2013 | Diskussionspapier | Veröffentlicht | PUB-ID: 2671731 OA
    Beißner, Patrick. 2013. Coherent price systems and uncertainty-neutral valuation. Vol. 464. Working Papers. Center for Mathematical Economics. Bielefeld: Center for Mathematical Economics.
    PUB | PDF
     
  • [2]
    2013 | Bielefelder E-Dissertation | PUB-ID: 2681903 OA
    Beißner, Patrick. 2013. Microeconomic theory of financial markets under volatility uncertainty. Bielefeld: Bielefeld University.
    PUB | PDF
     
  • [1]
    2011 | Diskussionspapier | Veröffentlicht | PUB-ID: 2900053 OA
    Beißner, Patrick. 2011. Existence of Arrow-Debreu Equilibrium with Generalized Stochastic Differential Utility. Vol. 447. Working Papers. Institute of Mathematical Economics. Bielefeld: Center for Mathematical Economics.
    PUB | PDF
     

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